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What are RICS for the individual data points on the curve for USDSR3LBS=TPSR

For SOFR/LIBOR Basis Swaps (USDSR3LBS=TPSR) Instrument type is Curve

What are the RICs for the individual data points on the curve?


Thank you!

--- Vadim Chapko

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1 Answer

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Here's the list. If you're using Eikon, you can retrieve it into Excel using =TR("USDSR3LBS=TPSR")

USDSR3L3M=TPSR

USDSR3L6M=TPSR

USDSR3L9M=TPSR

USDSR3L1Y=TPSR

USDSR3L15M=TPSR

USDSR3L18M=TPSR

USDSR3L21M=TPSR

USDSR3L2Y=TPSR

USDSR3L27M=TPSR

USDSR3L30M=TPSR

USDSR3L33M=TPSR

USDSR3L3Y=TPSR

USDSR3L39M=TPSR

USDSR3L42M=TPSR

USDSR3L45M=TPSR

USDSR3L4Y=TPSR

USDSR3L51M=TPSR

USDSR3L54M=TPSR

USDSR3L57M=TPSR

USDSR3L5Y=TPSR

USDSR3L6Y=TPSR

USDSR3L7Y=TPSR

USDSR3L8Y=TPSR

USDSR3L9Y=TPSR

USDSR3L10Y=TPSR

USDSR3L11Y=TPSR

USDSR3L12Y=TPSR

USDSR3L15Y=TPSR

USDSR3L20Y=TPSR

USDSR3L25Y=TPSR

USDSR3L30Y=TPSR

USDSR3L35Y=TPSR

USDSR3L40Y=TPSR

USDSR3L45Y=TPSR

USDSR3L50Y=TPSR

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