GFI Bows CME–LCH Cleared Spreads Data

The new service will provide data on the spread between contracts cleared on CME versus those cleared on LCH


Currently, GFI provides a range of market data from its SEF, which it launched in 2013, and which trades interest rate derivative and US Treasury bond products. For example, last November, the broker began publishing live tradable prices on Thomson Reuters and Bloomberg terminal screens for US dollar Market-Agreed Coupon (MAC) swaps cleared via CME Group.

Now, the broker is launching a new data product that will provide the basis spread between interest rate swaps, depending on whether they clea

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