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.

COVERAGE CURVE HISTORY DESCRIPTION SOURCE
Alternative Reference Rates
SOFR (USD)














SONIA (GBP)







CORRA(CAD)






TONA (JPY)







SORA (SGD)







SARON (CHF)
SOFR OIS
SOFR v 3M LIBOR
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
SOFR v FED FUND




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 (ECB DATES)
CORRA OIS (FRA DATES)
CORRA OIS (IMM DATES



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




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)
2019







2021





2018

2019





2018

2019





2018

2019

2021




2021







2018
Swaps (v Risk Free Rate)
Basis Swaps
Forward Basis Swaps
Forward OIS
FRA Spread
SOFR v Treasury Swap Spread







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




Swaps (v Risk Free Rate)
Forward OIS
FRA Spread





Swaps (v Risk Free Rate)
FRA Spread
Forward OIS






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




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

SOFR (USD)









ESTR (EUR)










SONIA (GBP)







HONIA (HKD)






SORA (SGD)





THOR (THB)







SARON (CHF)


RUONIA (RUB)
SOFR OIS
SOFR v 3M LIBOR
SOFR v FED FUND
ESTR v SOFR
SONIA v SOFR
SORA v SOFR
THOR v SOFR
SOFR v TSY SPD



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



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




HONIA OIS
HONIA vs 3M HIBOR





SORA OIS
SORA v 6M SOR
SORA vs SOFR



THOR OIS
THOR OIS (ND)
THOR v SOFR
THOR v SOFR (ND)





SARON OIS



RUONIA OIS
2021










2020






2021




2015

2017
2021





2020






2020





2020
2021







2020



2020
Swaps (v Risk Free Rate)
Basis Swaps
Currency 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
FRA Spread
Basis Swaps
Currency Basis Swaps




Swaps (v Risk Free Rate)
Basis Swap





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



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




Swaps (v Risk Free Rate)



Swaps (v Risk Free Rate)
BGC
SONIA (GBP)



RUONIA (RUB)
SONIA OIS
SONIA v 3M LIBOR



RUONIA OIS
2021




2020
Swaps (v Risk Free Rate)
Basis Swaps
Butterfly Spreads


Swaps (v Risk Free Rate)
GFI
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
SOFR (USD)



ESTR (EUR)



SONIA (GBP)






NOWA (NOK)
ESTR v SOFR
SONIA v SOFR



ESTR vs SOFR



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



NOWA OIS
FRA-OIS SPD (IMM DATES)
2021




2021



2015


2021




2020
Currency Basis Swaps




Currency Basis Swaps



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





Swaps (v Risk Free Rate)
FRA Spreads (IMM dates)
Martin Brokers
* Data available as EOD/ Intraday Snapshot files over FTP, or Real-time directly from FenicsMD via API or via the FenicsMD Vendor Partner Network