ICAP Global Broking derivatives data included in Supplement No.46 of the 2006 ISDA Definitions

London/New York/Singapore, 19 February 2015 – ICAP plc (IAP.L), a leading markets operator and provider of post trade risk mitigation and information services, announces today that its Global Broking price displays for Swiss Franc (CHF) interest rate swaps, CHF single currency basis swaps and EONIA versus EURIBOR (EUR/EUR) basis swaps have been added to Supplement No.46 of the 2006 ISDA Definitions.

The 2006 ISDA Definitions are used in confirmations of individual transactions governed by agreements such as the 1992 ISDA Master Agreement and the 2002 ISDA Master Agreement published by the International Swaps and Derivatives Association, Inc., which many parties use for their currency derivative agreements and transactions. The displays listed above, provide an indication of where the market is at any given point in time and are used by traders, compliance professionals, risk managers and investment professionals to identify where derivatives instruments may be priced.

The addition of ICAP’s three extra displays complements the company’s existing 29 ISDA ratified displays and supports ICAP’s status as an established reference source.

Frits Vogels, Head of EMEA, Global Broking, ICAP, said: “The 2006 ISDA definitions are regarded as the primary source of third party reference data for the derivatives market. With a robust and compliant framework in place, we’re pleased to provide our market leading IRS data to the market. It will give market participants an insight into accurate trading flow and prices to inform their decision making and risk profile.”



Bryony Scragg Communications UK +44 (0) 20 7050 7124
Guy Taylor Communications US +1 212 341 9759

About ICAP

ICAP is a leading markets operator and provider of post trade risk mitigation and information services. Group companies provide services that match buyers and sellers in the wholesale markets in interest rates, credit, commodities, FX, emerging markets and equity derivatives through voice and electronic networks. Through our post trade risk and information services we help our customers manage and mitigate risks in their portfolios. For more information, go to www.icap.com.