Access comprehensive Interest Rate derivatives price discovery with data sourced from market-leading electronic trading platforms: BrokerTec and Trad-X.
Bloomberg Capital Markets Package (BCMP) is an Interest Rate derivatives service offering widely sought-after swaps data from Trad-X, Tradition’s multi-asset electronic trading platform for OTC derivatives and Treasury data from BrokerTec, a market leading electronic platform for trading US Treasuries.
On December 16 2019, ISDA published Supplement 61 to the 2006 ISDA Definitions adding BCMP1 as a Floating Rate Option to Section 7.1 of the definitions. Information reflecting the most recent USD swap spreads as a result of completed trades and executable bids and offers are sourced from Tradition’s Trad-X platform. Information reflecting executed trades and executable bids and offers for the US Treasuries are sourced from CME’s BrokerTec platform.