About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Deutsche Börse Introduces New Benchmark for Interest Rate Swaps

Subscribe to our newsletter

Deutsche Börse – Market Data & Analytics is expanding its range of information products with “Eurex ICAP Swap Spreads”. The new data product, which aims to serve as a neutral benchmark for Euro interest rate swaps, was developed jointly with interdealer broker ICAP.

Eurex ICAP Swap Spreads provides yield spreads between exchange-traded futures and interest rate swaps that are traded over-the-counter (OTC). In addition, the product includes Bund, Bobl and Schatz futures yields, ICAP Euro interest rate swap rates and open, high, low and close spreads and yields. The data is updated every 250 milliseconds. Market participants can use the information to optimize borrowing and hedging costs, review portfolios values and improve risk management.

“Eurex and ICAP are leaders in their market segments. By combining data from both companies, we were able to create a product that provides benchmark information for key fixed income markets in Europe,” said Georg Gross, Head of Front Office Data & Analytics at Deutsche Börse.

Kevin Taylor, Global Head of ICAP Information Services, added: “We are very excited about this opportunity to work closely with another high quality market leader to provide our clients with key bond future and interest rate swap yield spreads for the European market. The benchmark reinforces our respective leading positions in the creation of innovative data products ensuring we continue to offer our customers meaningful market data solutions.”

Eurex ICAP Swap Spreads is available via Deutsche Börse’s direct real-time data feed CEF Core.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Taking a holistic approach to buy-side data management

Date: 7 February 2023 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes As data volumes and complexity continue to increase, buy-side data management is at an inflection point. Manual processes and data siloes are no longer fit for purpose, and firms need to take a more holistic approach to data management...

BLOG

SIX Expands Data Offerings by Partnering with Tradeweb and CryptoCompare

Swiss-based infrastructure services and financial information company SIX has entered into two partnership agreements that will expand the company’s data offerings. By partnering with global electronic marketplace operator Tradeweb, SIX customers will have access to municipal bond prices generated by Tradeweb Municipal AI-Price. And through a partnership with CryptoCompare, the digital asset market data provider,...

EVENT

RegTech Summit APAC

Now in its 2nd year, the RegTech Summit APAC will bring together the regtech ecosystem to explore how capital markets in the APAC region can leverage technology to drive innovation, cut costs and support regulatory change. With more opportunities than ever before for RegTech to add value, now is the time to invest for the future. Join us to hear from leading RegTech practitioners and innovators who will share insights into how they are tackling the challenges of adopting and implementing regtech and how to advance your RegTech strategy.

GUIDE

Regulatory Data Handbook 2022/2023 – Tenth Edition

Welcome to the tenth edition of A-Team Group’s Regulatory Data Handbook, a publication that has tracked new regulations, amendments, implementation and data management requirements as regulatory change has impacted global capital markets participants over the past 10 years. This edition of the handbook includes new regulations and highlights some of the major regulatory interventions challenging...