Bloomberg Capital Markets Package

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.

Key Benefits

Instrument pricing and evaluations

Compliance, audit and accounting

Market and credit risk

Trade validation

Portfolio management

Ready to try it?

Sign up to receive a demo of BCMP to see what our platform really has to offer.

Available data

USD Medium Term Swaps - BCMP1

  • TRAD-X Interest Rate Swaps Spread over BrokerTec US Treasury Active Benchmarks

CAD Medium Term Swaps

  • Tradition Swaps Spread over CAD Treasury Benchmarks

Interest Rate Swaps

  • USD SB vs 3M LIBOR Switches
  • USD SB vs 3M LIBOR Butterflies

Global CCP Basis Swaps (Central Counter-Party)

  • CME / LCH Basis
  • EUREX / LCH Basis
  • JSCC / LCH Basis

USD Basis Swaps

  • 1M vs 3M Libor
  • 3M vs 6M Libor
  • Fed Funds vs 3M Libor

SOFR OIS Swaps (Secured Overnight Financing Rate)

  • Annual Money vs SOFR

How to access


  • <BCMP> Bloomberg Capital Markets Main Menu
  • <NEXD> NEX Data Main Menu
  • <BCMP1> USD Medium Term Swaps
  • Bloomberg Price Source (PCS): BCMD

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