One of the most widely used real-time price references for global interest rate derivatives
and currency swaps
SwapMarker provides the premium real-time capital markets data from Tullett
Prebon’s award winning broking desks. SwapMarker is the original swap pricing service -
it has been the benchmark for over 15 years.
It provides coverage on more currencies, swap classes and maturities than any other service.
SwapMarker historical data and technical analysis via
Bloomberg Professional®
SwapMarker contains over 5000 logical records as well as more than 100 intuitive page displays.
It features the most comprehensive swaps fixings available for
precise independent mark-to-market requirements.
It is the most widely distributed swap pricing service, available to you over more
distribution channels than any
other service.
It offers the most diverse sources of benchmark treasury information including live treasury
prices from Tullett Prebon, Cantor Fitzgerald, or TradeWeb*.
SwapMarker page SMKR99 on Reuters workstation
* SwapMarker with TradeWeb is only available directly from Tullett Prebon
Information
|
ISDA®,
the industry standard for derivative contracts, trusts Tullett Prebon's prices.
SwapMarker has been accepted by ISDA as a reference source for
USD, EUR, CAD and AUD interest rate swap contracts.
|
The vast majority of OTC derivatives today are completed using standardized ISDA documentation. The publication of the
2006 ISDA Definitions includes the following SwapMarker pages as acceptable reference points:
| SMKR99 | Live - USD Medium Term Interest Rate Swaps and Treasuries |
| SMKR100 | Live - USD Medium Term Interest Rate Swaps and Cantor Treasuries |
| SMKR10 | Live – EUR Medium Term Interest Rate Swaps |
| SMKR15 | 10am and 11am EUR Swap Fixings |
| SMKR19 | EUR Composite Fixing Page |
| SMKR60 | Live – AUD Medium Term Interest Rate Swaps |
| SMKR89 | Live – CAD Medium Term Interest Rate Swaps |
North American Coverage
- The definitive real-time reference for USD and CAD Medium Term Swaps
- Daily multi-time zone Swap Fixings for mark-to-market
- Comprehensive matrix of USD and CAD at-the-money swaption volatilities, strikes and premiums
- USD and CAD Caps and Floors
- USD Overnight Index Swaps
- USD and CAD FRAs
- USD IMM-dated Swaps
- LIBOR Fixings
- USD Basis Swaps
- USD MUNI Swaps
|
European Coverage
- Major European currencies: EUR, GBP, CHF, DKK, SEK and NOK
- Medium Term Interest Rate Swaps
- Overnight Index Swaps
- Forward Rate Agreements
- Currency Basis Swaps
- Asset Swaps
- Daily multi-time zone fixings for mark-to-market
- At-the-money swaption volatilities, strikes and premiums
- Interest Rate Caps and Floors
- LIBOR fixings
Asian Coverage
- Major Asian currencies: JPY, AUD, HKD, SGD and NZD
- JPY coverage from Tullett Prebon and Totan
- Medium Term Interest Rate Swaps
- JPY Tibor/LIBOR spreads
- Overnight Index Swaps
- Forward Rate Agreements
- Currency Basis Swaps
- Daily multi-time zone fixings for mark-to-market
- At-the-money swaption volatilities, strikes and premiums, Caps and Floors
- LIBOR fixings
|