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RBS Extends IRD Service on Bloomberg

The Royal Bank of Scotland (RBS) has extended its interest rate derivatives offering on Bloomberg to include US dollar treasury swap spreads, swap curve trades and butterflies.

RBS is the first dealer to offer an electronic execution service in US dollar spreads on the platform. The new offerings will be global and available during European, US and Asia Pacific trading hours.

For US dollar curve spreads and butterflies, four new pages for benchmark, short, medium and long instruments have been added to the RBSW<GO> page. They are all vanilla and quote real-time indicative mid prices on around 60 combinations of maturities. Both semi-bond and annual-money products are offered.

In US dollar treasury spreads, maturities offered are 2y, 3y, 5y, 10y and 30y swaps against a single on-the-run treasury.

Similar to the EUR offering on Bloomberg, clients can click on a price and raise an inquiry for a tradable price and direct execution. Exact notionals and outright rates will be provided by RBS at the conclusion of the transaction.

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