Bloomberg Capital Markets Package (BCMP)
Streamlined access to essential U.S. fixed-income data.
The Bloomberg Capital Markets Package (BCMP) provides high-fidelity price discovery across the global interest rate derivatives landscape. By integrating liquidity from BrokerTec and Trad-X, the package delivers essential transparency into interest rate swaps and fixed income markets, empowering participants to execute precise benchmarking and risk management strategies across the cash and derivatives curve.
ASSET CLASS
Interest Rates
PRODUCT GROUP
Cash Markets Data
Key features
Comprehensive coverage
Includes essential data points for U.S. Treasuries and Agencies.
Streamlined dataset
Provides a manageable, aggregated package of fixed-income market data.
Reliable source
Sourced from a trusted data partner to ensure accuracy and consistency.
Essential benchmarking
Supports crucial benchmarking and performance analysis activities within the fixed-income sector.
Ideal for
Portfolio managers
Use the data for accurate portfolio valuation, performance benchmarking and risk management of U.S. fixed-income holdings.
Risk managers
Integrate into risk models for effective exposure management and stress-testing.
Financial analysts
Market analysis, trend identification and forecasting in the U.S. Treasury and Agency markets.
Banks and financial institutions
Support middle- and back-office operations, including collateral valuation and regulatory reporting.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| WebSocket API | JSON | ~100ms |
| Distributors | Varies | Varies |
Get connected: Steps for licensing and access
Step 1
Get licensed for use
Licensing and costs vary based on your specific use case. Please contact us, and a data expert will assist you.
Step 2
Complete Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
