Icap calculates the index in real time between 8am and 4:30pm London time, and publishes the index with maturities ranging from one year to 30 years on Bloomberg.
Officials say clients can use the index to hedge against interest rate fluctuations and to construct smart beta and structured product strategies.
Jan de Smedt, global head of indexes at Icap Information Services, says the index is "the first in a series of new indexes which we will roll out in the near future," adding that Icap's posi
Bill Murphy, CTO of Blackstone, once again joins the podcast to discuss the private equity firm's new offices, designed to house its innovations team.Subscribe to Weekly Wrap emails
- Chicago Code: A Profile of DRW's Seth Thomson
- AFTAs 2017: Best IT Team—Charles Schwab Investment Management
- Buy Side Bands Together on Blockchain Vision in Landmark Paper
- AFTAs 2017: Best Analytics Initiative—Credit Suisse
- The Kids Aren’t Alright: A Look at How K-12 Schools Are Failing to Teach Programming