Best Swap Rates

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.

Best Answer

  • Zhenya Kovalyov
    Answer ✓

    @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.

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