| COVERAGE | HISTORY | DESCRIPTION | SOURCE |
|---|---|---|---|
| INTEREST RATE DERIVATIVES | |||
| Currencies AED, AUD, BGN, CAD, CHF, CNH, CNY, CZK, DKK, EUR, GBP, HKD, HRK, HUF, IDR, ILS, INR, JPY, KRW, MXN, MYR, NOK, NZD, PHP, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR Currencies v CNH: AUD, CAD, CHF, DKK, EUR, GBP, JPY, NOK, NZD, SEK, USD |
Ticks 2018 Snaps 2018 |
Interest Rate Swaps (v IBOR), Interest Rate Swaps (v Risk Free Rate), Forward Starting IRS, Swaps Spreads, IRS Butterflies, Zero Coupon Swaps, Overnight Index Swaps (OIS), Forward Starting OIS, Forward Rate Agreements (FRA), FRA OIS Spreads, Basis Swaps, Currency Basis Swaps (EUR or USD), Cross Currency Swaps | Fenics |
| Currencies AED, AUD, CAD, CNH, CNY, CHF, CZK, DKK, EUR, GBP, HKD, IDR, INR, KRW, MYR, NOK, NZD, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR Non-Deliverable Currencies CNY, IDR, INR, MYR, PHP, THB, TWD |
Ticks 2014 Snaps 2008 |
Interest Rate Swaps (v IBOR), Interest Rate Swaps (v Risk Free Rate), IRS Spreads, Basis Swaps, Overnight Index Swaps (OIS), Cross Currency Swaps, Currency Basis Swaps, Forward Rate Agreements, Non-Deliverable Cross Currency Swaps, Non-Deliverable IRS, Non-Deliverable OIS | BGC |
| Currencies CZK, GBP, HKD, HUF, INR, KRW, PLN, RUB |
Ticks 2008 Snaps 2008 |
Interest Rate Swaps (IRS), Interest Rate Swaps (v Risk Free Rate), Basis swaps, Cross Currency Swaps, Non-Deliverable IRS, Overnight Index Swaps, Short Swaps, FRAs | GFI |
| Currencies CAD, CHF, CNH, EUR, GBP, GHS, JPY, KES, NGN, NOK, SEK, UGX, ZMW |
Ticks 2017 |
Interest Rate Swaps (IRS), IRS Spreads, Basis Swaps, Overnight Index Swaps, Cross Currency Swaps, Cross Currency Basis Swaps, Forward Rate Agreements | RP Martin |
| Currencies CNY |
Ticks History: 2018 Snaps History: 2018 |
Interest Rate Swaps (IRS) | CCT |
| COVERAGE | HISTORY | DESCRIPTION | SOURCE |
|---|---|---|---|
| INTEREST RATE OPTIONS | |||
| Currencies AED, AUD, CAD, CHF, CNH, CNY, CZK, DKK, EUR, GBP, HKD, HUF, IDR, ILS, INR, JPY KRW, MXN, MYR, NOK NZD, PHP, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR |
Ticks 2019 Snaps 2019 |
Swaption ATM, Swaption Skews, Caps/ Floors ATM, Caps/ Floors Skews | Fenics |
| Currencies AED, CZK, EUR, GBP, HUF, ILS, PLN, RUB, SAR, TRY, USD, ZAR CMS Currencies EUR |
Ticks 2012 Snaps 2005 (EUR, GBP, USD); 2012 (EM) |
Swaption ATM, Swaption Skews, Caps/ Floors ATM, Caps/ Floors Skews, Constant Maturity Swaps (CMS Spreads) | BGC |
| Currencies AUD, CNH, CNY, HKD, IDR, INR, JPY, KRW, MYO, MYR, NZD, PHP, SGD, THB, TWD, USD, XWD (Taiwan Offshore) |
Ticks 2010 |
Swaption ATM Vols, Swaption Skews, Caps/ Floors ATM Vols, Caps/ Floors Skews | GFI |
| COVERAGE | HISTORY | DESCRIPTION | SOURCE |
|---|---|---|---|
| INFLATION SWAPS | |||
| Countries DE, ES, EU, FR,IT,UK,US |
Ticks 2015 (EU,- FR,UK,US); 2016 (ES,DE,IT) Snaps 2008 (EU,FR,UK Swap) 2013 (Asset Swaps & Swap Spreads) 2016 (ES,DE,IT Swaps) |
EU, UK and US Asset Swaps ZC Inflation Swaps Fixing Swaps (Seasonality) ZC US CPI Inflation Swap Spreads ZC Caps and Floors Options YOY Caps and Floors Options UK CPI/RPI Wedge |
BGC |
| Countries EU,FR,UK, AU |
Snaps 2016 (AU, EU, FR) 2017 (UK) |
ZC Inflation Swaps | GFI |
FENICS MARKET DATA
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