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

ISDA Approves BGC Partners’ Swaps Pages as Pricing References

Subscribe to our newsletter

The International Swaps and Derivative Association (ISDA) has formally recognised interdealer broker BGC Partners’ euro interest rate swap (EUR) and US dollar (USD) interest rate swap pages as price references. The pages will be snapshots of real-time BGC screens taken at a predetermined time daily.

ISDA documentation governs the terms to confirm, mark, assign and terminate derivative transactions between counterparts and the association highlights officially recognised pricing references from industry providers as part of its best practice policy.

Robin Clark, executive managing director at BGC Partners, says: “This is a significant development for our clients because it is a reflection of the widespread, and rapidly growing, use of our screens to view real-time trading prices based on our hybrid voice, voice assisted and electronic brokerage services in a variety of products. We believe that this will contribute to market best practices and are publishing this data for the benefit of ISDA members worldwide.”

The Reuters pages BGCANTOR60 for euro and BGCANTOR50 for US dollar were referenced within the 2006 ISDA Definitions on 19 August 2008, according to BGC Partners.

The pages are published by BGCantor Market Data, a division of BGC Partners and a global provider of derivatives, treasury, and fixed income data to market professionals.

ISDA, which represents participants in the privately negotiated derivatives industry, is the largest global financial trade association by number of member firms. ISDA was chartered in 1985, and today has over 840 member institutions from 56 countries on six continents.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

CloudMargin and Derivative Path Partner on Integrated Derivatives and Collateral Management

CloudMargin, the collateral management technology provider, and Derivative Path, the derivatives management platform, have entered into a strategic partnership to deliver an integrated front-to-back workflow for over-the-counter derivatives and collateral management, targeting regional and community banks as well as buy-side institutions. The partnership brings together Derivative Path’s DerivativeEDGE platform and CloudMargin’s cloud-native collateral and margin...

EVENT

TEST Event page 1

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Connecting to Today’s Fast Markets

At the same time, the growth of high frequency and event-driven trading techniques is spurring demand for direct feed services sourced from exchanges and other trading venues, including alternative trading systems and multilateral trading facilities. Handling these high-speed data feeds its presenting market data managers and their infrastructure teams with a challenge: how to manage...