ICAP Fixings

ICAP FIXINGS and Benchmarks

Financial market participants are increasingly seeking independent, verifiable data to support the strengthening of internal risk and control processes, as well as regulatory requirements and accountancy rules.

ICAP Information provides clear, independent market prices and reference services to assist market participants with the growing demand for price verification and validation.

ICAPFIX

ICAP has launched a Global Fixing Suite providing an accurate, verifiable range of ICAP’s leading market data. ICAPFIX is designed to aid users referencing and validating data for product and credit control, risk management and mark-to-market positions. ICAPFIX is derived from ICAP’s global voice and electronic broking operations, covering more than 50 countries from 26 locations in the three key trading zones.

ICAPFIX offers more than 2,000 instruments fixed at least once every day for greater accuracy, with key EUR, GBP and USD interest rate swap data fixed on an hourly basis.

Full ICAPFIX product listing:

• Money Market Fixings
• Deposit Fixings
• FRA Fixings
• FX Forward Fixings
• IR Swap Fixings
• Basis Swap Fixings
• OIS Fixings
• Inflation Swap Fixings

ICAPFIX is available from ICAP and published on Thomson Reuters Menu <ICAPFIX>.

For a list of fixings available please click here.

To read more about ICAPFIX please click here

Thomson Reuters-EBS Fix

The Thomson Reuters-EBS Spot FX Fix was developed to promote greater market transparency and to meet increasing global demand for more timely and precise reference data based on real-time market transactions.

Thomson Reuters-EBS Spot FX Fix prices are delivered every 30 minutes from the rates executed on the foreign exchange industry's two leading spot FX electronic trading systems, EBS and Thomson Reuters Spot Matching. The service is available on Thomson Reuters’ Eikon platform as well as on Thomson Reuters 3000 Xtra.

The Thomson Reuters-EBS Spot FX Fix expands the two companies’ successful partnership in producing the Bank of England replacement rates, FXFIX and FXCLOSE, which began in 2006.

Initial Currencies

USD/CAD - (Thomson Reuters)
GBP/USD - (Thomson Reuters)
AUD/USD - (Thomson Reuters)
EUR/USD - (EBS)
USD/CHF - (EBS)
USD/JPY - (EBS)
EUR/CHF - (EBS)
EUR/JPY - (EBS)

Additional pairs and instruments will be added in the future.

ISDA Referenced Data

ISDA Definitions

In 2008 and 2009, ISDA recognised key ICAP data sets as official price references in turn documenting specific products with ISDA. The ISDA Definitions booklet contains the standard conduct and provisions for swap, interest rate, credit, and currency swap agreements and definitions for use in the creation and trading of swaps. ICAP’s key derivative pages and chains on Thomson Reuters have been entered into the ISDA 2006 Definitions.

View a full listing of ICAP’s referenced products

ISDAFIX

In collaboration with ISDA and Thomson Reuters, ICAP became a founding partner of the now globally used ISDAFIX® service. ISDAFIX is a leading benchmark for fixed rates on interest rate swaps worldwide. The screen-based service provides average mid-market swap rates for six major currencies at selected maturities on a daily basis. ISDAFIX rates are based on a mid-day and, in some markets, end-of-day polling of mid-market rates. ISDAFIX is available on Thomson Reuters Menu <ISDAFIX>.

Please visit www.isda.org for further details.

Source: International Swaps and Derivatives Association, Inc.

ISDAFIX®. ISDAFIX is a registered service mark of ISDA® used under authorization from ISDA.
 

To find out more about how ICAP's range of market information, commentary and research can help your business, contact icapinformationservices@icap.com.
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