Market Data - Interest Rates

HedgeStar sources a comprehensive range of market data for interest rate-based valuations, fair value measurements, and hedge accounting services. We also work with specialized market data providers to obtain bespoke data as needed.

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Australian Dollar

Bangladeshi Taka

 

Brazilian Real

 

British Pound

 

Bulgarian Lev

 

Canadian Dollar

 

Chilean Peso

 

Chilen Unidad de Fomento

 

Chinese Yuan / Renmifi

 

Columbian Peso

 

Croatian Kuna

 

Czech Koruna

 

3M Cap Vol

A USDCOM

 

A USDCON

 

AA USDCON

 

BBB USDCON

 

A EURFIN

 

 

ABB International Finance Ltd Senior MMR

Alliance Boots Holdings Limited Senior MMR

American International Group, Inc. Senior XR

AmericanTower Corp Senior XR

Anglian Water Services Limited Senior MMR

Anglo American Plc Senior MMR

Anheuser-Busch Companies Inc. Senior XR

Australia & New Zealand Banking Group Limited Senior MR

Avis Budget Car Rental, LLC Senior XR

Banco Bilbao Vizcaya Argentaria SA Senior MMR

Banco Espirito Santo SA Senior MMR

Banco Santander, S.A. Senior MMR

Bank of America Corp. Senior XR

 

Bank of China Senior CR

 

Bank of India Senior CR

 

Bank of Ireland Senior MMR

 

Bank of Scotland plc Senior MMR

 

Bank of Tokyo-Mitsubishi UFJ, Ltd./The Senior CR

 

Barclays Bank Plc Senior MMR

 

Barrick Gold Corp. Senior XR

 

Bayerische Landesbank Senior MMRBNP Paribas FortisSenior MMR

 

BrandyWine Operating Partnership, L.P. XR

 

Bristol Myers Squibb Co Senior XR

 

British American Tobacco Plc Senior MMR

 

Brunswick Corp. Senior XR

CA, Inc.

 

Capital One Bank, (USA) N.A Senior XR

 

Caterpillar Financial Services Corp. Senior XR

 

Caterpillar Inc. Senior XR

 

China Development Bank Senior CR

 

Citigroup Inc Senior XR

 

Coca-Cola-Company/The Senior XR

 

Comcast Corp. Senior XR

 

Commercial Metals Company Senior XR

 

All A Rated CDS

 

All AA Rated CDS

 

All AAA Rated CDS

 

All B Rated CDS

 

All BB Rated CDS

 

All BBB Rated CDS

 

All CCC Rated

 

A Basic Materials CDS

 

B Basic Materials CDS

 

BB Basic Materials CDS

 

BBB Basic Materials CDS

 

A Consumer Cyclical CDS

 

B Consumer Cyclical CDS

 

BB Consumer Cyclical CDS

 

BBB Consumer Cyclical CDS

 

Danish Krone

 

Euro

 

Georgian Florint

 

Indian Rupee

 

Indonesian Rupiah

 

Israeli New Shekel

 

Japanese Yen

 

Kazakhstan Tenge

 

Kenyan Shilling

 

Kuwaiti Dinar

 

Malaysian Ringgit

 

Mexican Peso

 

 

 

6M Cap Vol

 

GBPFIN

 

A USDFIN

 

AA EURFIN

 

AA USDFIN

 

AAA USDFIN

Commerzbank AG Senior MMR

Commonwealth Bank of Australia Senior MR

Continental Airlines Inc Senior XR

 

Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A.

 

Credit Agricole SA Senior MMR

 

Credit Suisse Group Ltd Senior MMR

 

CTBCt Financial Holding Co., Ltd. Senior CR

 

Cummins Inc Senior XR

 

Danske Bank A/S Senior MMR

 

DBS Bank Ltd. Subordinated CR

 

Deere & Co. Senior XR

 

Dell Inc. Senior XR

 

Deutsche Bank AG Senior MMR

 

Dexia Credit Local Senior MMR

 

DnB NOR ASA Senior MMR

 

Eastman Chemical Company Senior XR

 

FCE Bank PLC Senior MMR

 

Fifth & Pacific Companies, Inc. Senior XR

 

Ford Motor Company Senior XR

 

Ford Motor Credit Company LLC Senior XR

 

Fortis Bank SA / NV Senior MR

 

General Electric Capital Corp Senior XR

 

GlaxoSmithKline Plc Senior MMR

 

Goldman Sachs Group Inc Senior XRH

 

CA INC Senior XR

 

HSBC Bank PLC Senior MMR

 

HSBC Finance Corporation Senior XR

 

HSBC Holdings Plc Subordinated MMR

 

Hyundai Motor Company Senior CR

 

Iberdrola SA Senior MMR

 

ICICI Bank Limited Senior CR

 

IDBI Bank Limited Senior CR

 

Industrial Bank of Korea Senior CR

 

ING Bank NV Senior MMR

 

Intelsat Investments S.A. Senior XR

 

International Business Machines

Corp. Senior XR

 

Interpublic Group Cos. Inc. Senior XR

 

 

A Consumer Non-Cyclical CDS

 

AA Consumer Non-Cyclical CDS

 

B Consumer Non-Cyclical CDS

 

BB Consumer Non-Cyclical CDS

 

BBB Consumer Non-Cyclical CDS

 

A USD FIN CDS

 

AA USD FIN CDS

 

B USD FIN CDS

 

BB USD FIN CDS

 

BBB USD FIN CDS

 

A Health Care CDS

 

AA Health Care CDS

 

B Health Care CDS

 

BB Health Care CDS

 

BBB Health Care CDS

 

New Zealand Dollar

 

Norwegian Krone

 

Peruvian Nuevo Sol

 

Philippine Peso

 

Polish Zloty

 

Qatari Rial

 

Romanian New Lei

 

Russian Ruble

 

Saudi Riyal

 

Singapore Dollar

 

South African Rand

 

South Korean Won

3M Swaption Vol

B USDFIN

 

BBB EURFIN

 

BBB USDFIN

 

A USDIND

 

AA USDIND

Intesa Sanpaolo S.p.A. Senior MMR

 

J Sainsbury plc Senior MMR

Jaguar Land Rover Automotive PLC Senior MMR

John Deere Capital Corp. Senior XR

 

JP Morgan Chase & Co. Senior XR

 

KBC Groep NV Senior MMR

 

Kellogg Company Senior XR

 

Koninklijke Ahold NV Senior MMR

 

Koninklijke KPN NV Senior MMR

 

Kookmin Bank Senior CR

 

Korea Development Bank Senior CR

 

L-3 Communications Corp. Subordinated XR

 

Landesbank Baden-Wuerttemberg Senior MMR

 

Lend Lease Corporation Limited Senior MR

 

LHR Airports Limited Senior MMR

 

Lloyds TSB Bank Plc Senior MMR

 

Macquarie Bank Limited Senior MR

 

Malayan Banking Berhad Subordinated CR

 

MBIA Inc. Senior XR

 

MeadWestvaco Corporation Senior XR

 

Merrill Lynch & Co., Inc. Senior XR

 

Mitsubishi Corp Senior CR

 

Mitsui & Co Ltd Senior CR

 

Mizuho Bank, Ltd. Senior CR

 

Molson Coors Brewing Company Senior XR

 

Mondelez International,Inc. Senior XR

 

Morgan Stanley Senior XR

 

National Australia Bank Limited Senior MR

 

National Grid plc Senior MMR

 

Natixis Senior MMR

 

NIBC Bank NV Senior MMR

 

Nomura Securities Co Ltd Senior CR

 

Nordea Bank AB Senior MMR

 

Novartis AG Senior MMR

 

Omnicom Group Senior XR

 

Origin Energy Limited Senior MR

 

Oversea-Chinese Banking Corp Subordinated CR

 

Pepsi Bottling Group Inc Senior XR

 

 

 

B Sovereigns/States/Agencies CDS

 

BB Sovereigns/States/Agencies CDS

 

A Industrials CDS

 

AA Industrials CDS

 

B Industrials CDS

 

BB Industrials CDS

 

BBB Industrials CDS

 

A Oil & Gas CDS

 

AA Oil & Gas CDS

 

B Oil & Gas CDS

 

BB Oil & Gas CDS

 

BBB Oil & Gas CDS

 

A Sovereigns/States/Agencies CDS

 

AA Sovereigns/States/Agencies CDS

 

AAA Sovereigns/States/Agencies CDS

Swaption Volatility Surfaces
Bond Yield and Credit Default Swap (CDS) Curves
Credit Default Swap (CDS) Single Name Curves
Group Credit Default Swap (CDS) Spreads
Interest Rate Curves

Sri Lanka Rupee

 

Swedish Krona

 

Swiss Franc

 

Taiwan Dollar

 

Thai Baht

 

Turkish Lira

 

Ukranian Hryvnia

 

United Arab Emirates Dirham

 

United States Dollar

 

Vietnamese Dong

 

Zimbabwean Dollar

6M Swaption Vol

 

BB USDIND

 

BBB USDIND

 

A USDUTI

 

BBB USDUTI

PepsiCo, Inc. Senior XR

 

Pitney Bowes Inc. Senior XR

Portigon AG Senior MMR

 

Potash Corp of Saskatchewan Senior XR

 

Prudential Financial Inc Senior XR

 

PTT PCL Senior CR

 

Qantas Airways Ltd Senior MR

 

Royal Bank of Scotland Plc Senior MMR

 

Royal Caribbean Cruises Ltd Senior XR

 

RSA Insurance Group Plc Senior MMR

 

SABMiller plc Senior MMR

 

SCANA Corp Senior XR

 

Shaw Communications Inc. Senior XR

 

Skandinaviska Enskilda Banken (SEB) Senior MMR

 

Societe Generale SA Senior MMR

 

Spain Senior CR

 

Standard Chartered Bank Senior MMR

 

Stanley Black & Decker, Inc. Senior XR

 

State Bank of India Senior CR

 

Sumitomo Mitsui Banking Corp

Senior CR

 

Svenska Handelsbanken Senior MMR

 

Swedbank AB Senior MM

 

RTesco Plc Senior MMR

 

The Merck & Co Inc Senior XR

 

The Royal Bank Of Scotland N.V. Senior MMR

 

The Walt Disney Company Senior XR

 

Time Warner Inc. Senior XR

 

Transocean Ltd. Senior XR

 

Transocean Worldwide Inc. Senior XR

 

UBS AG Senior MMR

 

UniCredit Bank AG Senior MMR

 

UniCredit SpA Senior MMR

 

Verizon Communications Inc Senior XR

 

Waste Management Inc. Senior XR

 

Wells Fargo & Company Senior XR

 

Wesfarmers Limited Senior MR

 

Westpac Banking Corporation Senior MR

 

Woodside Petroleum Limited Senior MR

 

Wyndham Worldwide Corporation Senior XR

BBB Sovereigns/States/Agencies CDS

 

A Technology CDS

 

B Technology CDS

 

BB Technology CDS

 

BBB Technology CDS

 

A Telecommunications CDS

 

B Telecommunications CDS

 

BB Telecommunications CDS

 

BBB Telecommunications CDS

 

A Utilities CDS

 

B Utilities CDS

 

BB Utilities CDS

 

BBB Utilities CDS

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