Interest Rate Options

An option is the right, but not the obligation, to buy or sell a given security or commodity at a fixed price on or before a specified date. An Interest Rate Option is an option based on an interest rate.

ICAP has long been recognised as the number one OTC interest rate option broking house in the world.

Traditionally strongest in European currencies (winners of RISK surveys over the past 10 years), ICAP has added to its execution network by expanding its New York operation and creating a JV with Totan to cover the yen market. Following the merger with Garban plc, ICAP gained the leading market team in European bond options, thus enabling the firm to provide its client base with an all encompassing, all currency service.

ICAP's liquidity pool has long been accepted as providing clients and banks with up to date and quality benchmark screens and historical data.

To find out more about how ICAP's services can help your business, contact:

Copenhagen : + 45 7788 7611
Hong Kong : + 852 2526 3991
London : + 44 (0)20 7352 3058
New York : + 1 212 815 9361
Wellington : + 64 4499 0009
Singapore: + 65 6329 9209