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.
FENICS MARKET DATA
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