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

FMD USD SOFR Rates Suite

Wed, 10 Apr 2019 6:06 pm

Fenics Market Data (Fenics MD) is proud to announce the release of its FMD USD SOFR Rates Suite, produced by Fenics Datalab.


Dataset coverage includes:

  • 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

Data is available as a direct feed or through Fenics MD’s distribution partners.