Fenics MD

FINANCIAL DATA SOLUTIONS FOR A GLOBAL MARKETPLACE

Coverage – Quality – Reach

FENICS Market Data is a division of BGC Partners, Inc. (NASDAQ:BGCP), a leading global brokerage company servicing the financial markets. FENICS Market Data is the exclusive distributor of data for the BGC group, encompassing BGC, GFI, RPMartin, MINT, FREEDOM, Amerex, Aurel BGC, Sunrise, BGC Liquidez and Perimeter Markets, as well as the flagship aggregated Fenics Market Data (FMD) packages.

Fenics MD next exhibiting at WFIC Vancouver 2019

Fenics Market Data is pleased to announce the release of FMD USD SOFR Rates Suite, produced by Fenics Datalab.

Tue, 02 Apr 2019 9:41 pm

Datasets available

  • Interest Rate Swaps (IRS) vs SOFR
  • Forward Starting IRS IMM (IMM date to next IMM date)
  • Forward Starting IRS FOMC (FOMC date to next FOMC date)
  • Forward Starting IRS FRA Dated
  • SOFR/ Fed Funds Basis Swaps
  • Forward Starting SOFR/ Fed Funds Basis Swaps IMM (IMM date to next IMM date)
  • Forward Starting SOFR/ Fed Funds Basis Swaps FOMC (FOMC date to next FOMC date)
  • Forward Starting SOFR/ Fed Funds Basis Swaps FRA Dated
  • SOFR/ 3M Libor Basis Swaps
  • Forward Starting SOFR/ 3M Libor Basis Swaps IMM (IMM date to next IMM date)
  • Forward Starting SOFR/ 3M Libor Basis Swaps FRA Dated

Distribution specific information

  • Refinitiv

This data is in a new PE 1192 and is an extension of the FMD Rates package in Real-time. (RICs available in attached sheet

  • Bloomberg

This data is in a new EID 77054 to be used for FMD Rates.  This is the only data in this EID at this time in Real-time. (Tickers available in attached sheet)

  • Directfeed Api

Available via the BGC C++ Lib API in Real-time

  • FTP File

Added to the existing FMDRates reports on an End of Day file generation

Example records

  • Refinitiv (Tiles) – USDSROIS=FMD, USDSROISIMM=FMD, USFOSROIS=FMD, USDSRFRA=FMD, USDSRFFBS=FMD, USDSRFFBSIM=FMD, USDSRFFBSMD=FMD, USDSRFFFRA=FMD, USDSR3LBS=FMD, USDSR3LBSIM=FMD, USDSR3LFRA=FMD
  • Bloomberg (Tickers) – USOSFR1 FMD Curncy, USSFVF1 FMD Curncy, USSFVF10 FMD Curncy, USSRVLC FMD Curncy