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ebifry
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Joined: December 9th, 2001, 8:34 am

What data is available on Reuters and Bloomberg for Aussie Swaptions and Caps/Floors?

June 30th, 2012, 2:59 am

Hi,I am interested in learning what data is available on Reuters and Bloomberg (I don't have access to either) for Swaptions and Caps/Floor on Australian interest rates. What is available? Swaptions * ATM vols (what maturities and tenors are available?) * Non ATM prices (unsure of what would be available) * ATM vols +/- 25 basis points (something similar to http://www.tfici.com/live/tullettfinanc ... MKR98U.asp but for swaptions) ?? * ATM straddle vols, do these exist?? * Some fixed points, ie 5%, 5.5%, ... * Anything else available?? Caps * ATM vols (how far out, what is the earliest one quoted, are these for 6month caplets, 3 month...??) * Non ATM prices * ATM +/- 25/50/75... basis points? (maybe something similar to http://www.tfici.com/live/tullettfinanc ... MKR98U.asp) * some fixed points, ie 4%, 4.5%.... I want to get an idea of what is available. Any descriptions, screenshots, or links to screenshots greatly appreciated (I don't need up to date screenshots, I am only interested in the structure of the data)Thanks for your help,Tony