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Specialist Data Services

Eurex® ICAP Swap Spreads

Eurex® ICAP Swap Spreads delivers key bond future and interest rate swap yield spreads for the European market. These benchmark yield spreads are derived from ICAP swap rates and government bond future pre-trade data from Eurex®. Both companies operate in highly liquid markets and are recognised market leaders providing high quality data.
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ICAP Latin American Data Service

As the number one inter-dealer broker in Latin American OTC markets, ICAP is ideally positioned to deliver a premium pricing service for emerging local markets. The ICAP LATAM service offers real time pricing of all the major sovereign debt markets, coupled with matching real time Swaps and Options data.

GovPX

ICAP’s GovPX delivers a comprehensive real-time display of US Treasury pricing for all issues, including bills, notes, bonds, STRIPS and TIPS; trade volume representing ICAP global electronic and voice activity. GovPX displays UST pricing including Volume, VWAP, VWAY and Swap Box Composite displays.

SwapPX

ICAP’s SwapPX delivers authoritative real-time information on the USD swap market derived from ICAP interest rate swaps and US Treasuries data from ICAP’s GovPX service. Providing a singular strategic advantage to professional market participants, SwapPX is currently delivered to over 7,000 users globally via direct feed.

Reuters Capital Markets 19901

Reuters Capital Markets 19901 (RCM 19901) offers comprehensive USD interest rate swap and multi-currency option information sourced exclusively from ICAP markets and US Treasuries data from ICAP’s electronic BrokerTec platform. It is the industry benchmark for US Treasuries and is recognised by the International Swaps & Derivatives Association (ISDA) as an official price reference which can be used for both pre and post-trade analysis. 

RepoPX

ICAP’s RepoPX provides comprehensive data on overnight US Government and Agency repo activity, as well as daily trade weighted repo rates. RepoPX is the only data service that provides timely and accurate intraday repo rates and daily trade weighted averages, enabling timely and informed evaluation of repo pricing and risk.

AgencyPX

ICAP’s AgencyPX provides bid/offer spread-to-treasuries on more than 150 active and off-the-run US Government agency and GSE issues; including Fannie Mae Benchmarks, Freddie Mac Reference Notes and Federal Home Loan Tap and FDIC Bonds. It enables informed evaluation of pricing trends and spreads and is a key source of accurate intraday and end-of-day pricing.