OIS – Gottex Product Specification

Product Code:

SPC-GTX-EUR-ERM

Description:

Founded in 1986, Gottex Brokers is a bespoke interbank and institutional broker, specialising in over-the-counter (OTC) interest rate derivatives in a variety of currencies. With over 30 years’ experience in providing customers with tailored, world-class service, Gottex remains at the forefront of innovation and development in the ever-changing marketplace for interest rate derivatives and fixed income.

Data Source:

Data sourced directly from Swizterland Headquarters

Delivery Method:

• real-time:Access real-time data
• Hourly:Receive hourly snapshots delivered via SFTP.
• end-of-day:Obtain end-of-day snapshots delivered via SFTP.

Data Frequency:

Market data is updated real-time directly sourced from various trading platforms.

Data Format:

CSV files for hourly snaps , FIX API for Real-time

Data Coverage:

• Asset Class: Specialist (SPC)
• Sub Class: Gottex (GTX)
• Key stats : >30 Years Experience >20 years global reference for Swiss Franc interestrate derivatives

Tradition Data Packages:

Product Code	Product Name
SPC-GTX-EUR-ERM	Europe, Middle East & Africa Regional Majors

Gottex Data Coverage

Data Description	Frequency	Tenors
CHF SARON (LCH and EUREX)	Realtime	1W – 50Y
CHF Forward Starting SARON	Realtime	3M & 6M
CHF SARON IMM FRA (3M and 6M)	Realtime	1st – 8th
CHF SARON (LCH vs EUREX CCP Basis Spread)	Realtime	1Y – 50Y
CHF IRS 1M LIBOR (LCH and EUREX)	Realtime	1Y – 50Y
CHF IRS 3M LIBOR (LCH and EUREX)	Realtime	1Y – 50Y
CHF IRS 6M LIBOR (LCH and EUREX)	Realtime	1Y – 50Y
CHF LIBOR Basis (1M v 3M/6M, 3M v 6M, 6M v 12M)	Realtime	1Y – 50Y
CHF SARON vs 3M LIBOR Basis	Realtime	3M – 50Y
CHF Vs EUR Currency Basis	Realtime	1Y – 50Y
CHF SARON vs ESTR Currency Basis	Realtime	3M – 50Y
CHF Vs USD Currency Basis	Realtime	1Y – 50Y
CHF SARON vs SOFR Currency Basis	Realtime	3M – 50Y
CHF FRA (LCH and EUREX)	Realtime	3M & 6M

FAQ:

Question	Answer
How many snap files are available per day?	24 files per day
What are the Key benefits of TraditionData Data package?	A premier interdealer broker for OTC interest rate derivative products in Swiss francs Leading benchmark reference for market participants for over 15 years Established as one ofthe leading global interdealer brokers in SEK, NOK, and DKK interest rate derivatives and fixed-income products Offers customized service tailored to all market participants through the internationally and domestically sourced Gottex team.
What is Gottex?	Headquartered in Switzerland, Gottex is recognized as a global market reference for Swiss franc interest rate derivatives and a dominant force in Scandinavia, with offices in Stockholm and Oslo.
Is Historical Data Available?	Yes, Since 2021.

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