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

• 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.