Fixed Income Data Sources
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ICAP/BrokerTec
U.S. Treasuries
Coming soon from ICAP
US Mortgages
CDS (Credit Default Swap)
Overnight Index Swaps
Interest Rate Swaps
Basis Swaps
Treasury Spreads
Caps and Floors
Swaptions
Zero Curve
European Government Bonds
Gilts (Interbank Prices)
JGB
Eurobonds, Corporates, Sovereigns (G3)
High Grade Corporate Bonds
Asian Government and Corporate Bonds
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Cantor Market Data
U.S. Treasuries
European Government Bonds
Canadian Government Bonds
Japanese Government Bonds (JGB)
Tullett Prebon
Tullett SwapMarker - North America
Tullett SwapMarker - Europe
Cantor Benchmarks with Tullett Swaps
Tullett G7 Sovereign Debt
Tullett U.S. Money Markets
Tullett Key Rates (Global Capital Mkts Overview)
More FI Sources
CBOT
CME
Eurex
Euronext
TSE
Dow Jones Capital Markets Report
Market News Headlines
AFX News
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Trade YOUR way with CQG's comprehensive tools
- Market depth Fixed Income trading of teasury benchmark contracts
- Live and historical Fixed Income pricing from the heart of the market
- Industry's most complete source of liquid pricing for capital markets
The choice of Fixed Income traders since 1993.
- More than a decade of industry-leading Fixed Income market coverage.
- Superior analytic tools from a premier provider
- The first comprehensive, fully integrated and graphically enhanced data and analysis solution available for fixed income traders.
With CQG's Fixed Income solution, you can:
- Analyze spread relationships within a historical perspective
- Overlay charts
- Use correlation analysis to identify relationships between markets
- Gain a better understanding of capital flows
- Use CBOT Treasury Conversion Factors to determine "cheapest to deliver"
- Trade!
Fixed Income Support
Below, you will find a symbol list cross-referencing each product, Excel® spreadsheets with real-time DDS links and formulas for the primary spreads by product that may be imported into CQG. *Note: In order to view these files you may need to have WinZip® installed on your system.
Formulas and Spreads for import into CQG
Instructions on importing component pacs.
- Fixed Income Spreads component pac - this component pac contains spreads using the BrokerTec and Cantor symbols. Loading this Component Pac will override all changes to your CQG Pages. *
Symbol List and Excel Spreadsheets
- BrokerTec DDS list - this spreadsheet contains real-time links for DDS clients looking to view BrokerTec data in Excel.*
- UST Symbols list - an Excel spreadsheet listing the benchmark symbols for price and yield, off-the-run prices, and T-bills for BrokerTec, Cantor, GovPX and Tullett.
- Cantor DDS list - this spreadsheet contains real-time links for DDS clients looking to view Cantor data in Excel.*
- CBOT - The CBOT's Interest Rate page contains a link to their Treasury Conversion Factors .
- Cantor Bonds Tullett Swaps - this spreadsheet contains real-time links for DDS clients looking to view Cantor Bond benchmark data and Tullett swaps data.*
- Tullett SwapMarker DDS- this spreadsheet contains real-time links for DDS clients to view Tullett's SwapMarker data in Excel.*
For more information on CQG's Fixed Income solution, please contact Customer Support.