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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: