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SwapMarker®
SwapMarker®
One of the most widely
used real-time price
references for global
interest rate derivatives
and currency swaps
SwapMarker historical data and technical analysis via SwapMarker page SMKR99 as seen on a Reuters
Bloomberg Professional® Workstation
SwapMarker contains over 5000 logical It is the most widely distributed swap
records as well as more than 100 intuitive pricing service, available to you over
SwapMarker provides the page displays. more distribution channels than any
premium real-time capital other service.
It features the most comprehensive swaps
markets data from Tullett fixings available for precise independent It offers the most diverse sources of
mark-to-market requirements. benchmark treasury information including
Prebon’s award winning broking live treasury prices from Tullett Prebon,
desks. SwapMarker is the Cantor Fitzgerald, or TradeWeb*.
original swap pricing service
- it has been the benchmark
for over 15 years. ISDA®, the industry standard for derivative contracts, trusts
It provides coverage on more Tullett Prebon’s prices.
currencies, swap classes SwapMarker has been accepted by ISDA as a reference
and maturities than any source for USD, EUR, CAD and AUD interest rate swap
other service. contracts.
* SwapMarker with TradeWeb is only available directly from
Tullett Prebon Information
SwapMarker ®
The vast majority of OTC derivatives today are completed using standardised ISDA documentation. The publication
of the 2006 ISDA Definitions includes the following SwapMarker pages as acceptable reference points:
SMKR99 Live – USD Medium Term Interest Rate Swaps and Treasuries
SMKR100 Live – USD Medium Term Interest Rate Swaps and Cantor Treasuries
SMKR10 Live – EUR Medium Term Interest Rate Swaps
SMKR15 10am and 11am EUR Swap Fixings
SMKR19 EUR Composite Fixing Page
SMKR60 Live – AUD Medium Term Interest Rate Swaps
SMKR89 Live – CAD Medium Term Interest Rate Swaps
North American Coverage European Coverage Asian Coverage
• The definitive real-time reference for • Major European currencies: EUR, GBP, • Major Asian currencies: JPY, AUD, HKD,
USD and CAD Medium Term Swaps CHF, DKK, SEK and NOK SGD and NZD
• Daily multi-time zone Swap Fixings for • Medium Term Interest Rate Swaps • JPY coverage from Tullett Prebon
mark-to-market and Totan
• Overnight Index Swaps
• Comprehensive matrix of USD and CAD • Medium Term Interest Rate Swaps
• Forward Rate Agreements
at-the-money swaption volatilities,
• JPY Tibor/LIBOR spreads
strikes and premiums • Currency Basis Swaps
• Overnight Index Swaps
• USD and CAD Caps and Floors • Asset Swaps
• Forward Rate Agreements
• USD Overnight Index Swaps • Daily multi-time zone fixings for
mark-to-market • Currency Basis Swaps
• USD and CAD FRAs
• At-the-money swaption volatilities, • Daily multi-time zone fixings for
• USD IMM-dated Swaps
strikes and premiums mark-to-market
• LIBOR Fixings
• Interest Rate Caps and Floors • At-the-money swaption volatilities,
• USD Basis Swaps strikes and premiums, Caps and Floors
• LIBOR Fixings
• USD MUNI Swaps • LIBOR Fixings
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