LIBOR Transition and Replacement Rate solutions

Interdealer Broker (IDB) data

Access new risk-free rate data via our data feeds products and LSEG Workspace desktop.

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  1. Overview
  2. What is IDB data?
  3. Our solution
  4. Benefits
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Why choose interdealer broker data?

Global interdealer brokers such as ICAP, Tradition and Fenics are key intermediaries in facilitating transactions on new reference rates. You can access RFRs Derivatives IDB data from Refinitiv products and services easily. 

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What is IDB data?

Brokers are offering a comprehensive set of new data related to risk-free rates, available on LSEG services.

This data offering includes:

  • Overnight index swaps
  • Cross-currency basis swaps: GBP SONIA vs USD SOFR, JPY TONAR vs USD SOFR, CHF SARON vs USD SOFR, GBP SONIA vs EUR €STR
  • Basis swaps: USD OIS Fed Fund vs SOFR, SOFR vs LIBORs, SONIA vs LIBORs, €STR vs EURIBORs 
  • FRAs
  • LSEG offers risk-free rates data packages from FENICS, TRADITION, BGC, TULLETT and ICAP. Exclusive Tradeweb OIS data can be retrieved from Refinitiv Services.

Our solution

What you get with interdealer broker data?

LSEG helps you access new risk-free rate data via our data feeds products and LSEG Workspace desktop. We have a dedicated app in Workspace that provides access to all relevant broker data. We have also enhanced the advanced OTC interest rate derivatives search tool to help you easily find the data you are looking for.

Benefits

How can interdealer broker data benefit you?

LSEG is committed to providing you with tools to monitor the Libor transition, assess risks and impacts.

Accuracy

Access accurate new risk-free rate data from all major brokers for LSEG data feeds and desktop solutions.

Extensive coverage

IDB provides a wide coverage of Rates Derivatives content for OIS, Basis Swaps, Cross Currency Basis Swaps, Swaptions, Caps & Floors, FRAs

Strategic response

Participants require data sets to enable a move away from LIBOR. These data sets will replace existing workflows where LIBOR data sets are used today.

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