Fenics MD

FINANCIAL DATA SOLUTIONS FOR A GLOBAL MARKETPLACE

Coverage – Quality – Reach

Fenics Market Data (“Fenics MD”) is the exclusive distributor of data, including but not limited to, the flagship Fenics MD packages for BGC Partners, Inc. (NASDAQ:BGCP) and its affiliates (“BGC Group Entities”), a leading global brokerage group of companies servicing the financial markets through many brands including, but not limited to: BGC, GFI, RP Martin, Amerex, Aurel BGC, Aurel, CCT-BGC, Sunrise, Remate, BGC Liquidez, Poten & Partners, Ginga and Perimeter Markets.

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.