21 October 2017

Telerate and Andrew Kalotay Associates launch cancellable swap service

01 October 2004  |  815 views  |  0 Source: Telerate

Telerate, a leading provider of real-time financial information and transaction services, and Andrew Kalotay Associates, Inc., a leading provider of high precision fixed income analytics, announced the release of the Cancellable Swap Service.

The new service, exclusively on Telerate, appears on pages 340-349. It provides indicative coupon levels, CV01s and implied volatilities for Bermudan and European cancellable swaps. Currencies covered include US Dollars, Euros, and Japanese Yen. Tenors range from 2 to 10 years and lockouts from 3 months to 2 years.

"For investors, issuers and underwriters involved in structured note transactions, the Cancellable Swap Service is an invaluable resource for assessing the economics of these deals. The global market for structured notes has been skyrocketing. We have seen steady growth in the use of this information by our clients since the launch of the service," commented Kevin Taylor, Vice President, Global Content, Telerate.

"Derivatives traders deal in volatilities, but structured note issuers and investors need coupons and CV01's. In that respect, pages 340-349 are the perfect complement to Telerate's widely used volatility reference pages, such as 19902," adds Deane Yang, Head of Research, Andrew Kalotay Associates.

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