In the biggest market of all, OTC derivatives, Tullett Prebon Information leads the field with interest rate packages covering 32 countries. Come to the heart of the market – call us today.
Our Interest Rate offering consists primarily of swaps. A swap is an agreement between two counterparties whereby they agree to exchange a series of cash flows over a fixed period of time. A swap is an OTC derivative and therefore can be written such that the cash flows are determined by random variables, the most common of which are interest rates, foreign exchange rates, equity prices, commodity prices and default risk. Swaps are the most heavily traded financial instruments globally with interest rate swaps making up roughly 70% of the notional outstanding.
Tullett Prebon Information offers a comprehensive interest rates package covering 32 countries. The derivatives covered are:
Our package capitalises on the strength of the Tullett Prebon global interest rate derivative broking business and the electronic trading platform tpSWAPDEAL. The dataset is seeded with the data coming from the models used directly on the broking desks. All levels are run through a robust Data Quality process.