Best Swap Rates

fabian.baumgartner

In Bloomberg you can find the tickers sfsw2, sfsw3, sfsw4, ..., sfsw20
These CHF swap rates are based on a 6-month Libor. These are so-called Bloomberg Composite Rates (CMP). Bloomberg therefore selects the best bid and the best ask from a large number of interest rates.

Is there an alternative to these rates in Reuters? Thank you.

Zhenya Kovalyov

@fabian.baumgartner the philosophy behind the contributed data is slightly different - we will display the last three quotes for all contributed instruments rather then the best quote. To see the get quote you can use the All Quotes app (type CHFAB6L1Y= ALLQ into the command bar and hit Enter). To view all tenors, type CHFAB6LIRS= Q into the command bar and hit Enter.

I suggest that you speak to your local Refinitiv support desk to confirm this with a content specialist.

Zhenya Kovalyov

https://community.developers.refinitiv.com/discussion/comment/35846#Comment_35846

Zhenya Kovalyov

Dec 11, 2018

@fabian.baumgartner the philosophy behind the contributed data is slightly different - we will display the last three quotes for all contributed instruments rather then the best quote. To see the get quote you can use the All Quotes app (type CHFAB6L1Y= ALLQ into the command bar and hit Enter). To view all tenors, type CHFAB6LIRS= Q into the command bar and hit Enter.

I suggest that you speak to your local Refinitiv support desk to confirm this with a content specialist.

@fabian.baumgartner there are a few exceptions in the FX space though, for example EURBEST=or RUBBEST=, but CHF IRS are not covered in this way. Perhaps, if this is a critical requirement for you, you can request the creation of such a view.