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Global Coverage | Market Coverage

Market Coverage

Market Data Provider. Market Data. In breadth. In depth.

We provide a broad set of data fields on over 35,000 securities traded in the OTC markets. Data is available on a live, intraday, end-of-day and historical basis.

Developed Markets
Emerging Markets

Product

Data Coverage

Spot & Fwd FX

Forward Foreign Exchange

Spot Foreign Exchange

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Rates

Overnight Index Swaps

Forward Overnight Index Swaps

Forward Rate Agreements

FRA / OIS Spreads

Interest Rate Swaps

Interest Rate Gap Spreads

Cross Currency Interest Rate Swap Spreads

Interest Rate Butterflies

Cross Currency Interest Rate Butterflies

Cross Currency Swaps

Municipal Swaps

Currency Basis Swaps

IBOR Basis Swaps

OIS / IBOR Basis Swaps

Asset Swaps

Treasury Spreads

Forward Curves

Zero Swap Curves

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Money Markets

Cash Deposit

Implied Cash Deposit

Certificate of Deposit

Bankers Acceptance/Bank Bills

Commercial Paper

US Money Market Specific

Repurchase Agreement

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

IRO Volatility

Cap/Floor Straddle ATM

Cap/Floor Skews

Cap/Floor Straddle Surface

Fwd Start Cap/Floor Straddle

Interest Rate Guarantees

Shifted Caps & Floors

Shirted Fwd Start Caps & Floors

Wedges

Constant Maturity Swap

CMS Spread Options

Swaptions Straddle ATM

Shifted Swaptions

Swaption Collars

Swaption Skews +/- 200bp

Swaption Skews complete dataset

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

FX Options

Foreign Exchange Options (indicative)

Foreign Exchange Options (live)

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Fixed Income

Asset Backed Securities

Government Benchmark Bills

Government Bonds

Government Benchmark Bonds

Government Zero Curves

Inflation Linked Gov Bonds

Mortgage Backed Securities

STRIPS

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Credit Markets

CDS - Single Names

Corporate Bonds

Municipal Bonds

Corp (Ex-Fin) Crdt Crvs (AAA-BB)

Covered Bond Curves

Fin Crdt Crvs (AA-BBB)

Utility Credit Curves (A-BBB)

ABS Curves (AAA-A)

CMBS Curves (AAA-BBB)

Industrial Credit Curves (AA-BB)

Mortgage Pfandbriefe Curve

Public Pfandbriefe Curve

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Inflation

Inflation Swaps

Inflation Options

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Energy Markets

Coal

Natural Gas (Fwds/Opts/Prompt)

Power (Phy/Swaps/Opts)

Crude Oil

Fuel Oil

Light Distillates

Middle Distillates

Biodiesel

Nuclear Fuel

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Environmental

Co2 Credits (EU ETS)

Emission Reduction Units (CERs)

Emission Swaps (Calendar/Product)

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Commodities

Gold (Spot, Forwards, Options)

Zurich Gold (Spot)

Silver (Spot, Forwards, Options)

Palladium (Spot, Forwards)

Platinum (Spot, Forwards)

Kruggerand (Spot)

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Equity Derivatives

Index Volatility Surfaces

Index Variance Swaps

Index Dividend Swaps

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Insurance

Solvency II Zero Swap Curves

Solvency II Zero Coupon Government (Spot) Curves

Solvency II Liquidity Premium Curves

Solvency II Corp Credit Spread Curves

Solvency II Fin Credit Curves

Solvency II Utility Credit Curves

Solvency II Mortgage Backed Security (MBS) Curves

Solvency II Asset Backed Security (ABS) Curves

AUD

CAD

CHF

DKK

EUR

GBP

HKD

JPY

NOK

NZD

SEK

SGD

USD

Product

Data Coverage

Spot & Fwd FX

Spot Foreign Exchange

Forward Foreign Exchange

Non Deliverable Forwards

AED

AEI

ARS

BGN

BHD

BHI

BMD

BND

BRL

BWP

CLP

CNH

CNY

COP

CZK

DZD

EEK

EGP

ERN

ETB

GHS

HRK

HTG

HUF

IDR

ILS

INR

ISK

JOD

KES

KRW

KWD

KWI

KZT

LAK

LBP

LKR

LVL

LYD

MAD

MGA

MUR

MXN

MYR

NAD

NGN

OMI

OMR

PEN

PHP

PKR

PLN

QAI

QAR

RMB

RON

RUB

SAI

SAR

THB

TND

TRY

TWD

TZS

UAH

UGS

UYU

VEF

VND

ZAR

ZMK

Rates

Overnight Index Swaps

Forward Rate Agreements

Interest Rate Swaps

Interest Rate Swap Spreads

Interest Rate Gap Spreads

Cross Currency Swaps

Non Deliverable Swaps

Currency Basis Swaps

IBOR Basis Swaps

Asset Swaps

Zero Swap Curves

AED

AEI

ARS

BGN

BHD

BHI

BMD

BND

BRL

BWP

CLP

CNH

CNY

COP

CZK

DZD

EEK

EGP

ERN

ETB

GHS

HRK

HTG

HUF

IDR

ILS

INR

ISK

JOD

KES

KRW

KWD

KWI

KZT

LAK

LBP

LKR

LVL

LYD

MAD

MGA

MUR

MXN

MYR

NAD

NGN

OMI

OMR

PEN

PHP

PKR

PLN

QAI

QAR

RMB

RON

RUB

SAI

SAR

THB

TND

TRY

TWD

TZS

UAH

UGS

UYU

VEF

VND

ZAR

ZMK

Money Markets

Cash Deposit

Implied Cash Deposit

Repurchase Agreement

Certificate of Deposit

Commercial Paper

AED

AEI

ARS

BGN

BHD

BHI

BMD

BND

BRL

BWP

CLP

CNH

CNY

COP

CZK

DZD

EEK

EGP

ERN

ETB

GHS

HRK

HTG

HUF

IDR

ILS

INR

ISK

JOD

KES

KRW

KWD

KWI

KZT

LAK

LBP

LKR

LVL

LYD

MAD

MGA

MUR

MXN

MYR

NAD

NGN

OMI

OMR

PEN

PHP

PKR

PLN

QAI

QAR

RMB

RON

RUB

SAI

SAR

THB

TND

TRY

TWD

TZS

UAH

UGS

UYU

VEF

VND

ZAR

ZMK