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PX PRODUCT SUITE POWERED BY ICAP 01 GOVPX US TREASURY SWAPPX REPOPX AGENCYPX GOVPX END OF DAY Page 90: Benchmark Composite Page 260: Medium Term Swap Spreads & Rates Page 240: Overnight Repo Page 170: Active Fannie & Freddie Originates from the US Treasury trading operations of ICAP ICAP’s GovPX service is the source of UST price discovery for all issues, including bills, notes, bonds, STRIPS and TIPS Displays real-time UST pricing including Volume, VWAP, VWAY and Swap Box composite displays Authoritative real-time information on the USD swap market Sourced from ICAP interest rate swaps and options broking operations Includes Medium Term Swaps, Overnight Index Swaps, IMM and Forward Swaps, CMS Swaps, Basis Swaps, Caps / Floors & Swaptions Premium, Specialist USD Repo products Provides daily trade weighted averages for on-the-run US Treasuries and General Collateral Intra-day Repo rates on General Collateral, Term and reg. for active and off-the-run Treasuries, Agencies and MBS Provides real-time bid/ offer spread-to-treasuries on actively traded Fannie Mae Benchmarks, Freddie Mac Reference Notes, Federal Home Loan Tap, Federal Farm Credit Bank Notes and FDIC Bonds Includes off-the-run agencies and five days of 3pm closing Benchmark mark-to-market service The industry standard GovPX US Treasury End of Day Pricing Service provides 3pm, 4pm and 5pm EST prices on all US Treasury Issues The PX Series powered by ICAP is also available for real-time “enterprise-use”, as well as Historical / End of Day Files The PX Product series provides consolidated real-time and historical data and record based displays of major US and Global fixed income and associated Interest Rate Derivatives coverage, sourced from ICAP’s global broking operations. ICAP Public

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Page 1: ICAP Public - ICAP Information is part of TP ICAP  · PDF filePX PRODUCT SUITE POWERED BY ICAP 01 GOVPX US TREASURY SWAPPX REPOPX AGENCYPX GOVPX END OF DAY Page 90: Benchmark

PX PRODUCT SUITE POWERED BY ICAP 01

GOVPX US TREASURY SWAPPX REPOPX AGENCYPX GOVPX END OF DAY

Page 90: Benchmark Composite

Page 260: Medium Term Swap Spreads & Rates

Page 240: Overnight Repo Page 170: Active Fannie & Freddie

• Originates from the US Treasury trading operations of ICAP

• ICAP’s GovPX service is the source of UST price discovery for all issues, including bills, notes, bonds, STRIPS and TIPS

• Displays real-time UST pricing including Volume, VWAP, VWAY and Swap Box composite displays

• Authoritative real-time information on the USD swap market

• Sourced from ICAP interest rate swaps and options broking operations

• Includes Medium Term Swaps, Overnight Index Swaps, IMM and Forward Swaps, CMS Swaps, Basis Swaps, Caps / Floors & Swaptions

• Premium, Specialist USD Repo products

• Provides daily trade weighted averages for on-the-run US Treasuries and General Collateral

• Intra-day Repo rates on General Collateral, Term and reg. for active and off-the-run Treasuries, Agencies and MBS

• Provides real-time bid/offer spread-to-treasuries on actively traded Fannie Mae Benchmarks, Freddie Mac Reference Notes, Federal Home Loan Tap, Federal Farm Credit Bank Notes and FDIC Bonds

• Includes off-the-run agencies and five days of 3pm closing

• Benchmark mark-to-market service

• The industry standard GovPX US Treasury End of Day Pricing Service provides 3pm, 4pm and 5pm EST prices on all US Treasury Issues

The PX Series powered by ICAP is also available for real-time “enterprise-use”, as well as Historical / End of Day Files

The PX Product series provides consolidated real-time and historical data and record based displays of major US and Global fixed income and associated Interest Rate Derivatives coverage, sourced from ICAP’s global broking operations.

ICAP Public

Page 2: ICAP Public - ICAP Information is part of TP ICAP  · PDF filePX PRODUCT SUITE POWERED BY ICAP 01 GOVPX US TREASURY SWAPPX REPOPX AGENCYPX GOVPX END OF DAY Page 90: Benchmark

HOW TO ACCESS... 02GOVPX US TREASURY SWAPPX REPOPX AGENCYPX GOVPX EOD

Thomson Reuters <GPXINDEX>*<GPXINDEY>**

<GPXSWAP>*<SWAPPXRICS>** <GPXREPO> <GPXAGENCY> <GPXEOD>

Bloomberg GVPX<GO> GVSP<GO>*SWPX<GO>** GVRP<GO> GVAP<GO> “T Govt<GO>

* Page-based data ** Digital / Record based data

For further information please contact an ICAP Information Services Sales Manager in your local region:Americas +1 212 341 9789Asia Pacific +65 6831 0037 (Singapore) +85 2 2532 0844 (Hong Kong)Europe, Middle East, Africa +44 (0) 20 7000 5880Email [email protected] or visit www.icapinfo.com© ICAP plc 2014. All information contained herein and any opinions expressed in it, have been derived from sources believed to be reliable and in good faith they are not to be relied upon as authoritative or taken in substitution for the exercise of your own commercial judgment. The information is directed to Eligible Counterparties and Professional Customers only and is not intended for Retail Clients (as each term is defined by the rules of the Financial Conduct Authority ("FCA")) or equivalent in a relevant jurisdiction and is the intellectual property of ICAP plc and/or one of its group companies (“ICAP”). This information has no regard to specific investment objectives. Any opinions expressed in it are subject to change without notice and may differ from opinions expressed by other areas of the ICAP group. This information is not, and should not be construed as, an offer or solicitation to sell or buy any product, investment, security or any other financial instrument. ICAP does not make any representation or warranty, express or implied, as to the accuracy, completeness or correctness of this information. ICAP does not accept any liability for any loss or damage, howsoever caused, arising from any reliance on any information or views contained in this material. ICAP and the ICAP logo are trademarks of the ICAP group. Certain ICAP group companies are regulated by the FCA. For further regulatory information, please see www.icap.com. All rights reserved. Redistribution is prohibited.

ICAP Public