[withheld] — Model-free implied volatility indices for USD interest rate swaptions (48 liquid option-expiry/swap-tenor combinations), derived from ICAP's US Interest Rate Options Desk swaption prices — a proprietary OTC derivatives pricing/analytics product, not freely available. Large-scale institutional data business: [withheld] is TP ICAP's market-data and analytics arm, with ~200 employees and revenue in the ~$271M range per company profile, serving global capital markets desks. Use cases: Derivatives risk management, interest-rate volatility forecasting, structured-produc…
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- Classification
- Financials › Financial Services › Financial Exchanges & Data › Financial Exchanges & Data
- Coverage
- Financials
- Asset class
- DerivativesFixed income
- Tickers
- JPMGSMSCBCS
- Exchanges
- NYSE · LSE
- Category
- price · alternative
- History
- —
- Access
- —
- Listed on
- [withheld][withheld]
- Novelty
- 0.650
Mapped by SIG/019 Bond News - The Long End Stops Listening to the Fed