Registered: Sep 2012
10-04-12 05:24 PM
These are just the agg indices. Barclays POINT gives you access the underlying data, which includes a whole set of data for IRS by tenor points, currency, etc.
Unfortunately, you are also right; and it's not fee/open/deposit either. POINT is an extra entitlement for their big institutional clients.
OTC data is never cheap or easy to get.
Quote from Bazman:
This is what is shown on the barclays website:
It seems they group the curve into buckets + that's for treasuries not swap rates. (quite possibly its me that's missing something).
I assume that to gain access to this service you have to pay a fee/open account with suiably hefty depost?
I'm sure they would have the data if I asked but I was hoping to get the data