Product catalogue

Priya Raman · Quant & DX Champion P

Product catalogue

The instruments the desks make markets in — 46 live products, 4 exotic. Every trade on the blotter references exactly one of these.

Instruments

Rates — 12 shown

Code Name Asset class Type Ccy Tenor Flags
BASIS_USDEUR_3M USD/EUR 3M Cross-Currency Basis Swap Rates Basis swap USD 5Y —
BOND_UST_10Y 10Y US Treasury Note Rates Government bond USD 10Y —
CAP_USD_3Y USD 3Y SOFR Interest Rate Cap Rates Cap USD 3Y —
FLOOR_EUR_3Y EUR 3Y ESTR Interest Rate Floor Rates Floor EUR 3Y —
FRA_USD_3X6 USD 3x6 Forward Rate Agreement Rates Fra USD 3M —
FUT_UST_10Y 10Y US Treasury Note Future Rates Bond future USD 3M —
INFL_SWAP_USCPI_10Y USD 10Y CPI Zero-Coupon Inflation Swap Rates Inflation swap USD 10Y —
IRS_EUR_5Y EUR 5Y Interest Rate Swap Rates Interest rate swap EUR 5Y —
IRS_JPY_10Y JPY 10Y Interest Rate Swap Rates Interest rate swap JPY 10Y —
IRS_USD_10Y USD 10Y Interest Rate Swap Rates Interest rate swap USD 10Y —
OIS_USD_SOFR USD SOFR Overnight Index Swap Rates Ois USD 2Y —
SWAPTION_USD_1Y10Y USD 1Y into 10Y Payer Swaption Rates Swaption USD 1Y10Y —

By asset class

Composition of the whole library

Rates · 26.1%Fx · 23.9%Credit · 17.4%Equities · 13.0%Securitized · 10.9%Digital · 8.7%46products
  • Rates
  • Fx
  • Credit
  • Equities
  • Securitized
  • Digital
View data table
Products by asset class
Asset classProducts
Rates12
Fx11
Credit8
Equities6
Securitized5
Digital4