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TreasuryMarker®

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The most accurate real-time indicative prices and yields for the global government debt markets

TreasuryMarker is an invaluable pricing source for global government debt.  It provides highly accurate prices and yields on the full run of issues for each country. It is designed specifically to overcome the deficiencies of disparate indicative market maker prices and the sparse tradable price contributions from brokers.

Unrivalled coverage for the United States, Canada, Germany, France, Italy, UK, Japan, Spain, Denmark, Norway, Sweden, Holland and Belgium.

TreasuryMarker includes asset swaps, interest rate swaps and information on associated fixed income and money markets.

Real-time pricing accuracy across the curve for global government debt markets

US Treasury and associated market coverage:

  • US Money Markets and Key Rates
  • Yield Spread Matrix
  • Yield Analytics and Relative Value
  • Treasury Basis Composite
  • Agency Composite
  • TBA Mortgage Composite
  • ‘When Issued’ Announcement Calendar
  • Auction Results
  • TIPS Inflation Protected Securities
Over 1000 logical records of the most timely and accurate global government debt information.

The most effective price discovery solution for global government debt markets

TreasuryMarker leverages information from the broad broking activity of Tullett Prebon, a major inter-dealer broker of government debt.

It utilises factors including cash bid, offer and trade data, bond swap prices (switches) together with all associated futures data to derive highly accurate indicative cash bond prices and yield to maturity on all issues across the yield curve for each country.

Global government debt and associated market coverage:

  • UK - Benchmarks, Asset Spreads, IRS and All Issues
  • Canada - Benchmarks and All Issues
  • France - Benchmarks, Asset Spreads, IRS and All Issues
  • Germany - Benchmarks, Asset Spreads, IRS and All Issues
  • Italy - Benchmarks, Asset Spreads, IRS and All Issues
  • Spain - Benchmarks and All Issues
  • Japan - Benchmarks and All Issues
  • Norway - Benchmarks, Asset Spreads, IRS and All Issues
  • Denmark - Benchmarks, Asset Spreads, IRS and All Issues
  • Sweden - Benchmarks, Asset Spreads, IRS and All Issues
  • Holland - Benchmarks, Asset Spreads, IRS and All Issues
  • Belgium - Benchmarks, Asset Spreads, IRS and All Issues
  • Australia - Benchmarks, Asset Spreads, IRS and All Issues
  • New Zealand - Benchmarks, Asset Spreads, IRS and All Issues
  • TIPS Inflation Protected Securities
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