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Fenics MD

FINANCIAL DATA SOLUTIONS FOR A GLOBAL MARKETPLACE

Coverage – Quality – Reach

Fenics Market Data (“FMD”) is the exclusive distributor of data, including but not limited to, the flagship FMD 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.

ALTERNATIVE REFERENCE RATES
COVERAGE CURVE HISTORY DESCRIPTION SOURCE
ALTERNATIVE REFERENCE RATES
SOFR (USD)











ESTR (EUR)








SONIA (GBP)






CORRA(CAD)










TONA (JPY)







SORA (SGD)





SARON (CHF)
SOFR OIS
SOFR v 3M LIBOR
SOFR v FED FUND
SOFR v 3M LIBOR (IMM DATES)
SOFR v FED FUND (IMM DATES)
SOFR OIS (IMM DATES)
SOFR OIS (FOMC DATES)
FRA-OIS SPD (FOMC DATES)
FRA-OIS SPD (FRA DATES)
SOFR v TSY SPD


ESTR OIS
ESTR OIS (FRA DATES)
ESTR OIS (IMM DATES)
ESTR v 3M EURIBOR
ESTR v EONIA
FRA-OIS SPD (FRA DATES)
FRA-OIS SPD (IMM DATES)


SONIA OIS
FRA-OIS SPD (FRA DATED)
SONIA v 3M LIBOR
SONIA OIS (IMM DATED)
SONIA OIS (MPC DATED)


CORRA OIS
FRA-OIS SPD (FRA DATES)
CORRA OIS (BOC DATES)
CORRA OIS (FRA DATES)
CORRA OIS (IMM DATES)
CORRA v SOFR
CORRA v ESTR
3M CDOR v SOFR
3M CDOR v ESTR


TONA OIS
FRA-OIS SPD (FRA DATES)
TONA OIS (IMM DATES)
TONA OIS (FRA DATES)
TONA OIS (BOJ DATES)
TONA v SOFR


SORA OIS
SORA OIS (FRA DATES)
SORA v 6M SOR
FRA-OIS SPD (FRA DATES)


SARON OIS
SARON OIS (FRA DATES)
SARON v 3M LIBOR
FRA-OIS SPD (FRA DATES)
SARON v SOFR
2019








2021


2021








2018

2019




2018

2019


2022





2018

2019

2021



2021





2018



2021
Swaps (v Risk Free Rate)
Swaps (v Risk Free Rate)
Basis Swaps
Forward Basis Swaps
Forward OIS

FRA Spread


SOFR v Treasury Swap Spread


Swaps (v Risk Free Rate)
Forward OIS
Forward OIS
Basis Swaps

FRA Spread



Swaps (v Risk Free Rate)
FRA Spread
Basis Swaps
Forward OIS



Swaps (v Risk Free Rate)
FRA Spread
Forward OIS


Currency Basis Swaps





Swaps (v Risk Free Rate)
FRA Spread
Forward OIS


Currency Basis Swaps


Swaps (v Risk Free Rate)
Forward OIS
Basis Swaps
FRA Spread


Swaps (v Risk Free Rate)
Forward OIS
Basis Swaps
FRA Spread
Currency Basis Swaps
Fenics
SOFR (USD)





ESTR (EUR)















SONIA (GBP)





AONIA (AUD)







HONIA (HKD)





SORA (SGD)







THOR (THB)





NOWA (NOK)





SARON (CHF)




STIBOR (SEK)



CIBOR (DKK)



OCR (NZD)


RUONIA (RUB)
SOFR OIS
SOFR v 3M LIBOR
SOFR v FED FUND
SOFR v TSY SPD


ESTR OIS
ESTR v 3M EURIBOR
ESTR v EONIA
ESTR IMM v 3M EURIBOR
ESTR IMM v 3M EONIA
ESTR OIS (ECB DATES)
ESTR OIS (FRA DATES)
FRA-OIS SPD (IMM DATES)
ESTR v SOFR
ESTR v SONIA
ESTR v SARON
ESTR v 3M STIBOR
ESTR v 3M NIBOR
ESTR v 3M CIBOR


SONIA OIS
SONIA OIS (MPC DATES)
SONIA v SOFR
SONIA v ESTR


AONIA OIS
AONIA OIS (RBA DATES)
AONIA OIS v 3M BBSW spread
BOBs
3M BBSW v SOFR
AONIA v SOFR


HONIA OIS
HONIA vs 3M HIBOR
HONIA v SOFR
3M HIBOR v SOFR


SORA OIS
SORA vs SOFR
SORA v 6M SOR
SORA v 3M SOR
SORA v 1M SOR
SORA v SOFR


THOR OIS
THOR OIS (ND)
THOR v 6M THBFIX
THOR v SOFR


NOWA OIS
NOWA v 3M OIBOR
3M NIBOR v SOFR
3M NIBOR v ESTR


SARON OIS
SARON v SOFR
SARON v ESTR


3M STIBOR v SOFR
3M STIBOR v ESTR


3M CIBOR v SOFR
3M CIBOR v ESTR


3M BKBM v SOFR


RUONIA OIS
3M MOSPRIME v SOFR
2021





2020







2021
2022






2015

2021
2022


2013

2014
2020
2021



2020

2022



2020


2021




2020
2021




2021


2022


2020
2021
2022


2021
2022


2021
2022


2022


2021
2022
Swaps (v Risk Free Rate)
Basis Swaps

SOFR v Treasury Swap Spread


Swaps (v Risk Free Rate)
Basis Swaps

Forward Basis Swaps

Forward OIS

FRA Spread
Currency Basis Swaps







Swaps (v Risk Free Rate)
Forward OIS
Currency Basis Swaps



Swaps (v Risk Free Rate)
Forward OIS
Mid Spread
Basis Swaps
Currency Basis Swaps



Swaps (v Risk Free Rate)
Basis Swap
Currency Basis Swaps
Cross Currency Swap


Swaps (v Risk Free Rate)
Currency Basis Swaps
Basis Swap


Currency Basis Swaps


Swaps (v Risk Free Rate)
ND Swaps (v Risk Free Rate)
Basis Swaps
Currency Basis Swaps


Swaps (v Risk Free Rate)
Basis Swap
Currency Basis Swaps



Swaps (v Risk Free Rate)
Currency Basis Swaps



Currency Basis Swaps



Currency Basis Swaps



Currency Basis Swaps


Swaps (v Risk Free Rate)
Cross Currency Swap
BGC
SONIA (GBP)




RUONIA (RUB)
SONIA OIS
SONIA OIS (BUTTERFLY SPREAD)
SONIA OIS (MPC DATES)


RUONIA OIS
2021
2022



2020
Swaps (v Risk Free Rate)
Spreads
Forward OIS


Swaps (v Risk Free Rate)
GFI
ESTR (EUR)


SONIA (GBP)






SARON (CHF)


NOWA (NOK)
ESTR vs SOFR


SONIA OIS
SONIA OIS (MPC DATES)
SONIA OIS (1Y FRA)
SONIA v ESTR
SONIA v SOFR


SARON v SOFR


NOWA OIS
FRA-OIS SPD (IMM DATES)
2021


2015


2021



2021


2020
Currency Basis Swaps


Swaps (v Risk Free Rate)
Forward OIS

Currency Basis Swaps



Currency Basis Swaps


Swaps (v Risk Free Rate)
FRA Spreads (IMM dates)
RP Martin
CORRA (CAD) CORRA OIS
CORRA OIS (BOC DATES)
CORRA v 3M CDOR
CORRA v 3M BA (IMM DATES)
2015 Swaps (v Risk Free Rate)
Basis Swaps
Forward Basis Swaps
Forward OIS
Freedom Brokers
* Data available as EOD/ Intraday Snapshot files over FTP, or Real-time directly from Fenics Market Data via API or via the Fenics Market Data Vendor Partner Network