Icap Bows Euro IRS Index on Bloomberg
The index data will help firms hedge IRS positions and create structured products strategies.
Icap calculates the index in real time between 8am and 4:30pm London time, and publishes the index with maturities ranging from one year to 30 years on Bloomberg.
Officials say clients can use the index to hedge against interest rate fluctuations and to construct smart beta and structured product strategies.
Jan de Smedt, global head of indexes at Icap Information Services, says the index is "the first in a series of new indexes which we will roll out in the near future," adding that Icap's
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