Market Data
we provide quantitative market analytics and insights via our low lantency Web delivered PO capital Markets Data Share.
Executable Data & Analytics providing unbiased OTC market information and data products that facilitate trading, enhance transparency, reduce risk and improve operational efficiency.
Clients use our proprietary pricing, reference data and analytical tools provided dataplatform, drawn from multiple markets to make more informed decisions in valuation, risk management and compliance.
IRS -Australian Dollar
- Short Term IRS
- Medium Term IRS
- 6v3 Basis swaps
- 3v1 Basis swaps
- AUD/USD Basis swaps
- BBSW/SOFR Basis swaps
- AOINA/SOFR Basis swaps
- AONIA/BBSW Basis swaps
- FWD IRS matrix
- FWD 6v3 matrix
- FWD 3v1 matrix
- FWD BBSW/SOFR matrix
IRS - New Zealand Dollar
1. Short Term IRS
2. Medium Term IRS,
3. 6v3 Basis swaps,
4. 3v1 Basis swaps,
5, NZD/USD Basis swaps,
6. OIS/BKBM Basis swaps
IRO - Australian Dollar
- ATM Fwd IRS Mids, (Strikes) BBSW
- ATM Fwd IRS Mids (Strikes) AONIA
- ATM Forward Premium - BBSW
- ATM Forward Premium - AONIA
- Swaption Normal Volatility
- Swaption PPD Volatility
- Swaption Lognormal Vol
- Swaption Skew Gamma Premium
- Swaption Skew Gamma Normal Vol
- Swaption Skew Vega Premium
- Swaption Skew Vega Normal Vol
- Risk Reversals and Strangles
- ATM Cap/Floor Premium and Volatility
- ATM Forward CFS Premium and Volatility
- Cap/Floor Straddle v. Swaption Wedges
- Cap/floor Skew Premium (-2% to 7% strikes)
- Cap/floor Skew Normal Volatility (-2% to 7% strikes)
- Digital Cap and Floors (100 bp payout buyer owns the barrier)
- Callable Swaps (Bermudians)
- CMS Single Look Straddles (correlation modelled)
IRO - New Zealand Dollar
- ATM Fwd IRS Mids, (Strikes)
- ATM Fwd IRS Mids (Strikes)
- ATM Forward Premium
- ATM Forward Premium
- ATM Cap/Floor Premium and Volatility
- ATM Forward CFS Premium and Volatility
- Cap/Floor Straddle v. Swaption Wedge