• GovPX/ICAP Cheapest to Deliver Treasury Table
  • Calculates the Cheapest to Deliver UST based upon ICAP’s GovPX service
  • DSF vs US Treasury Hedge
  • Displays relative value between the DSF and US Treasury Futures
  • CME Eurodollar Futures
  • Displays real-time or delayed Eurodollar futures prices. Real-time requires additional exchange fees
  • CME Treasury Futures
  • Displays real-time Treasury futures
  • CME DSF vs CME Eurodollar Futures Hedge
  • Displays hedge ratios and the number of required contracts to hedge the DSF with Eurodollar futures
  • CME DSF vs Equivalent Terms OTC IRS
  • Displays the equivalent terms of a DSF against the equivalent OTC swap from ICAP’s SwapPX service
  • CME DSF vs CME Treasury Futures Hedge
  • Displays hedge ratios and the number of required contracts to hedge the DSF with Treasury futures
  • Invoice Swap
  • Provides a real-time view of invoice swaps
  • GovPX/ICAP US Medium Term Swaps vs 3M - Libor
  • Displays real-time OTC swap rates from ICAP’s SwapPX service
  • OTC IRS vs CME DSF Hedge
  • Displays hedge ratios and the number of required contracts to hedge the OTC IRS with DSF
  • OTC IRS vs CME Eurodollar Futures Hedge
  • Displays hedge ratios and the number of required contracts to hedge the OTC IRS with Eurodollar Futures
  • OTC IRS vs CME Treasury Futures Hedge
  • Displays hedge ratios and the number of required contracts to hedge the OTC IRS with Treasury Futures
  • GovPX/ICAP USD ATM Fwd Swaption (Vols, Premiums and Strikes)
  • Displays at-the-money Swaption Premium, Volatility and Forward Swap Strike levels from ICAP’s SwapPX service
  • GovPX/ICAP USD Index Basis Swaps vs 3M - Libor
  • Displays Fed Funds vs Libor, Commercial Paper vs Libor, Prime Rate vs Libor and T-Bills vs Libor basis swaps
  • GovPX/ICAP USD Libor vs Libor Basis Swaps
  • Displays 3m vs 6m, 1m vs 3m and 1m vs 6m Libor/Libor basis swaps. Generates equivalent swap implied rates of a Swaps settling vs 1m and 6m Libor
  • Invoice Composite Page
  • Invoice Composite Swaps displays real-time update on invoice swap levels vs Note, Bond and Ultra Futures.
  • USD LCH/CME Basis
  • Displays an indicator of the differing clearing price levels for the same semi bond Interest Rate Swap tenors.
*Note: Delayed CME Eurodollar Futures Levels. Real-Time data available for an additional fee.