BCMP

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

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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

  • LCH & CME USD SB vs 3M LIBOR
  • 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

On December 16 2019, ISDA published Supplement 61 to the 2006 ISDA Definitions adding BCMP1 as a Floating Rate Option to Section 7.1 of the definitions. Information reflecting the most recent USD swap spreads as a result of completed trades and executable bids and offers are sourced from Tradition’s Trad-X platform.  Information reflecting executed trades and executable bids and offers for the US Treasuries are sourced from CME’s BrokerTec platform.

How to access

Bloomberg:

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

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Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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