INTEREST RATE SWAPS
GFI has a strong presence in global interest rate markets with desks in North America, Europe and Asia.
The award-winning FX options trading system GFI ForexMatch® and GFI BasisMatch™ give us access to multiple pools of interest rate liquidity across a range of instruments.
Why GFI for Interest Rate Swaps Data?
- Precisely manage interest rate risk.
- Analyze and forecast rate strategies.
- Build swap volatility models.
A CLOSER LOOK
GFI Market Data, unlike so many other data offerings, refers to actual market prices and trade information, reflecting real market sentiment. Not just indications gleaned through consensus pricing.
Some Key Facts
- Currencies covered: CNH, CNY, CZK, HKD, HUF, IDR, ILS, INR, KRW, MYR, PHP, PLN, RUB, SGD, THB, TRY, TWD
- Broker-traded prices.
- History from 2006
- Product Delivery: Intraday and end of day snapshots
- Tenors: 1M to 30Y
- Includes: basis swaps, interest rate swaps, cross currency swaps, non-deliverable swaps, non-deliverable IRS, overnight index swaps, short swaps, deposits and forward rate agreements(FRAs) where available.