Data tHat runs DEEP Into tHE otC MarKEts
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DATA. IT’S IN OUR DNA. DATA THAT RUNS DEEP INTO THE OTC MARKETS
Transcript of Data tHat runs DEEP Into tHE otC MarKEts
Data. It’s In our Dna.
Data tHat runs DEEP Into tHE otC MarKEts
In breadth. In depth.DEvEloPED MarKEts
We provide a broad set of data fields on over 35,000 securities traded in the OTC markets. Data is available on a live, intraday, end-of-day and historical basis.
DEvEloPED MarKEts:auD Australia,Dollars
CaD Canada,Dollars
CHF Switzerland,Francs
DKK Denmark,Kroner
Eur EuroMemberCountries,Euro
GBP UnitedKingdom,Pounds
HKD HongKong,Dollars
JPY Japan,Yen
noK Norway,Krone
nZD NewZealand,Dollars
sEK Sweden,Kronor
sGD Singapore,Dollars
usD UnitedStatesofAmerica,Dollars
EMErGInG MarKEts:aED UnitedArabEmirates,Dirhams
ars Argentina,Pesos
BGn Bulgaria,Lev
BHD Bahrain,Dinars
Brl Brazil,Real
ClP Chile,Pesos
CnH ChinaYuan(HKDeliverable)
CoP Colombia,Pesos
CZK CzechRepublic,Koruny
EGP Egypt,Pounds
HrK Croatia,Kuna
HuF Hungary,Forint
IDr Indonesia,Rupiahs
Ils Israel,NewShekels
Inr India,Rupees
IsK Iceland,Kronur
KEs KenyaShillings
KrWKorea(South),Won
KWDKuwait,Dinars
KZt Kazakhstan,Tenge
lKr SriLanka,Rupee
ltl Lithuania,Litas
lvl Latvia,Lats
Mur MauritiusRupees
MXnMexico,Pesos
MYr Malaysia,Ringgits
nGn NigeriaNairas
oMrOman,Rial
PEn Peru,NuevosSoles
PHP Philippines,Pesos
PKr Pakistan,Rupee
Pln Poland,Zloty
Qar Qatar,Rial
rMB ChinaRenminbi
ron Romania,NewLei
ruB Russia,Rubles
sar SaudiArabia,Riyals
sKK Slovakia,Euro
tHB Thailand,Baht
trY Turkey,NewLira
tWDTaiwan,NewDollars
tZs TanzaniaShillings
uaH Ukraine,Hryvnia
uGX UgandaShillings
uYu Uruguay,Pesos
vEF Venezuela,Bolivar
vnD Vietnam,Dong
Zar SouthAfrica,Rand
ZMK ZambiaKwacha
Iso CurrEnCY CoDE auD CaD CHF DKK Eur GBP HKD JPY noK nZD sEK sGD usDspot & Fwd FXForwardForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3
SpotForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3
ratesOvernightIndexSwaps 3 3 3 3 3 3 3 3 3 3
ForwardRateAgreements 3 3 3 3 3 3 3 3 3 3 3 3
InterestRateSwaps 3 3 3 3 3 3 3 3 3 3 3 3 3
InterestRateSwapSpreads 3 3 3 3 3 3 3 3
InterestRateButterflies 3 3
CrossCurrencySwaps 3
MunicipalSwaps 3
FRA/OISSpreads 3 3 3
IBORBasisSwaps 3 3 3 3 3 3 3 3 3 3
OIS/IBORBasisSwaps 3d 3 3 3d 3
CurrencyBasisSwaps 3 3 3 3 3 3 3 3 3 3 3 3
AssetSwaps 3 3 31 3 3 3 3
TreasurySpreads 3 3 3
ForwardCurves 3 3 3 3 3 3 3 3 3 3
Money MarketsBankersAcceptance/BankBills 3 3
CashDeposit 3 3 3 3 3 3 3 3 3 3 3 3 3
CertificateofDeposit 3 3 3
InterbankFixings 3 3 3 3 3 3 3 3 3 3 3 3 3
USMoneyMarketSpecific 3
Iro volatilityCap/FloorATM 3 3 3 3 3 3 3 3 3 3
Cap/FloorSkews 3 3 3 3 3 3 3 3
Cap/FloorSurface 3 3 3 3 3 3 3 3
CapletVols 3 3 3 3 3 3 3 3 3
CMSSpreadOptions 3 3
Swaps-ConstantMatSwap 3 3
SwaptionSkews 3 3 3 3 3 3 3 3
SwaptionSurface 3 3 3 3
SwaptionsATM 3 3 3 3 3 3 3 3 3 3
FX optionsForeignExchangeOptions(indicative) 3 3 3 3 3 3 3 3 3 3 3
ForeignExchangeOptions(live) 3 3 3 3 3 3 3 3 3 3 3
Fixed IncomeAssetBackedSecurities 3
CorporateBonds 3 3 3
RepurchaseAgreement 3 3 3 3
GovernmentBenchmarkBills 35 3
GovernmentBonds 3 3 3 32 3 3 3 3 3 3
GovernmentBenchmarkBonds 3 3 3 32 3 3 3 3 3 3 3 3
InflationLinkedGovBonds 3
MortgageBackedSecurities 3
STRIPS 3
Credit MarketsCDS-SingleNames 3 3 3
InflationInflationSwaps 33 3 3 3
InflationOptions 34 3 3
MiscellaneousFixings/Rates 3 3 3
Energy MarketsCoal 3
NaturalGas(Fwds/Opts/Prompt) 3 3 3
Power(Phy/Swaps/Opts) 3 3 3
CrudeOil 3
FuelOil 3
MiddleDistillates 3
DEvEloPED MarKEts (ContInuED)
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Iso CurrEnCY CoDE auD CaD CHF DKK Eur GBP HKD JPY noK nZD sEK sGD usDspot & Fwd FXForwardForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3
SpotForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3
ratesOvernightIndexSwaps 3 3 3 3 3 3 3 3 3 3
ForwardRateAgreements 3 3 3 3 3 3 3 3 3 3 3 3
InterestRateSwaps 3 3 3 3 3 3 3 3 3 3 3 3 3
InterestRateSwapSpreads 3 3 3 3 3 3 3 3
InterestRateButterflies 3 3
CrossCurrencySwaps 3
MunicipalSwaps 3
FRA/OISSpreads 3 3 3
IBORBasisSwaps 3 3 3 3 3 3 3 3 3 3
OIS/IBORBasisSwaps 3d 3 3 3d 3
CurrencyBasisSwaps 3 3 3 3 3 3 3 3 3 3 3 3
AssetSwaps 3 3 31 3 3 3 3
TreasurySpreads 3 3 3
ForwardCurves 3 3 3 3 3 3 3 3 3 3
Money MarketsBankersAcceptance/BankBills 3 3
CashDeposit 3 3 3 3 3 3 3 3 3 3 3 3 3
CertificateofDeposit 3 3 3
InterbankFixings 3 3 3 3 3 3 3 3 3 3 3 3 3
USMoneyMarketSpecific 3
Iro volatilityCap/FloorATM 3 3 3 3 3 3 3 3 3 3
Cap/FloorSkews 3 3 3 3 3 3 3 3
Cap/FloorSurface 3 3 3 3 3 3 3 3
CapletVols 3 3 3 3 3 3 3 3 3
CMSSpreadOptions 3 3
Swaps-ConstantMatSwap 3 3
SwaptionSkews 3 3 3 3 3 3 3 3
SwaptionSurface 3 3 3 3
SwaptionsATM 3 3 3 3 3 3 3 3 3 3
FX optionsForeignExchangeOptions(indicative) 3 3 3 3 3 3 3 3 3 3 3
ForeignExchangeOptions(live) 3 3 3 3 3 3 3 3 3 3 3
Fixed IncomeAssetBackedSecurities 3
CorporateBonds 3 3 3
RepurchaseAgreement 3 3 3 3
GovernmentBenchmarkBills 35 3
GovernmentBonds 3 3 3 32 3 3 3 3 3 3
GovernmentBenchmarkBonds 3 3 3 32 3 3 3 3 3 3 3 3
InflationLinkedGovBonds 3
MortgageBackedSecurities 3
STRIPS 3
Credit MarketsCDS-SingleNames 3 3 3
InflationInflationSwaps 33 3 3 3
InflationOptions 34 3 3
MiscellaneousFixings/Rates 3 3 3
Energy MarketsCoal 3
NaturalGas(Fwds/Opts/Prompt) 3 3 3
Power(Phy/Swaps/Opts) 3 3 3
CrudeOil 3
FuelOil 3
MiddleDistillates 3
Iso CurrEnCY CoDE aED ars BGn BHD Brl BWP ClP CnH CoP CZK EGP GHs HrK HuF IDr Ils Inr IsK KEs KrW KWD KZt lKr ltl lvl Mur MXn MYr nGn oMr PEn PHP PKr Pln Qar rMB ron ruB sar tHB trY tWD tZs uaH uGX uYu vEF vnD Zar ZMK
spot & Fwd FX
ForwardForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
NonDeliverableForwards 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
SpotForeignExchange 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
rates
OvernightIndexSwaps 3 3 3 3
ForwardRateAgreements 3 3 3 3 3 3 3 3 3
InterestRateSwaps 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
InterestRateSwapSpreads 3 3 3 3 3 3 3
CrossCurrencySwaps 3 3 3 3 3 3 3 3 3 3 3 3 3 3
NonDeliverableSwaps 3 3 3 3 3 3 3 3 3 3 3 3 3
IBORBasisSwaps 3 3 3
CurrencyBasisSwaps 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
AssetSwaps 3
Money Markets
CashDeposit 3c 3c 3c 3c 3c 3c 3 3c 3c 3c 3c 3c 3c 3c 3 3c 3c 3c 3c 3c 3c 3c 3c 3c 3c 3c 3c 3 3c 3c 3c 3c 3c
InterbankFixings 3 3 3 3 3 3
RepurchaseAgreement 3
Iro volatilityCap/FloorATM 3 3 3 3 3 3 3 3 3d 3
Cap/FloorSkews 3 3 3 3 3
Cap/FloorSurface 3 3 3 3 3 3 3d 3
CapletVols 3 3 3 3 3 3
SwaptionSkews 3 3 3 3 3 3 3 3d 3
SwaptionsATM 3 3 3 3 3 3 3 3 3 3d 3
FX options
ForeignExchangeOptions(indicative) 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
ForeignExchangeOptions(live) 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
Fixed Income
CorporateBonds 3 3
GovernmentBenchmarkBills 3
GovernmentBonds 3 3 3 3 3 3 3 3 3 3 3
GovernmentBenchmarkBonds 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
EMErGInG MarKEts
KEY:
31 Eurodenominated-France,Italy&Germany
32 Eurodenominated-Belgium,Holland,France,Italy,Greece, Spain,Portugal,Ireland&Germany
33 Eurodenominated-EUROHICP&FranceCPI
34 Eurodenominated-EUROHICP,FranceCPI,ItalianCPI, SpanishInflation&GermanInflation
35 Eurodenominated-France,Spain,Italy&Germany
36 DAX,EuroStoxx50,FTSE100,S&P500,NASDAQ100,RUSSELL2000
3c Calculatedrate
3d Indevelopment
Iso CurrEnCY CoDE auD CaD CHF DKK Eur GBP HKD JPY noK nZD sEK sGD usD
Environmental
Co2Credits(EUETS) 3
EmissionReductionUnits(CERs) 3
EmissionSwaps(Calendar/Product) 3
Commodities
Gold(SpotandFixings,Forwards,Options,IRS) 3
ZurichGold(Spot) 3
Silver 3
Palladium(SpotandFixings) 3
Platinum(SpotandFixings) 3
Kruggerand(Spot) 3
Equity Derivatives
IndexVolatilitySurfaces 36 36 36
IndexVarianceSwaps 36 36 36
IndexDividendSwaps 36 36 36
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