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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.

RATES
COVERAGE HISTORY DESCRIPTION SOURCE
INTEREST RATE DERIVATIVES
Currencies
AED, AUD, BGN, CAD, CHF, CNH, CNY, CZK, DKK, EUR, GBP, HKD, HRK, HUF, IDR, ILS, INR, JPY, KRW, MXN, MYR, NOK, NZD, PHP, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR

Currencies v CNH:
AUD, CAD, CHF, DKK, EUR, GBP, JPY, NOK, NZD, SEK, USD
Ticks
2018

Snaps
2018
Interest Rate Swaps (v IBOR), Interest Rate Swaps (v Risk Free Rate), Forward Starting IRS, Swaps Spreads, IRS Butterflies, Zero Coupon Swaps, Overnight Index Swaps (OIS), Forward Starting OIS, Forward Rate Agreements (FRA), FRA OIS Spreads, Basis Swaps, Currency Basis Swaps (EUR or USD), Cross Currency Swaps Fenics
Currencies
AED, AUD, CAD, CNH, CNY, CHF, CZK, DKK, EUR, GBP, HKD, IDR, INR, KRW, MYR, NOK, NZD, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR

Non-Deliverable Currencies
CNY, IDR, INR, MYR, PHP, THB, TWD
Ticks
2014

Snaps
2008
Interest Rate Swaps (v IBOR), Interest Rate Swaps (v Risk Free Rate), IRS Spreads, Basis Swaps, Overnight Index Swaps (OIS), Cross Currency Swaps, Currency Basis Swaps, Forward Rate Agreements, Non-Deliverable Cross Currency Swaps, Non-Deliverable IRS, Non-Deliverable OIS BGC
Currencies
CZK, GBP, HKD, HUF, INR, KRW, PLN, RUB
Ticks
2008

Snaps
2008
Interest Rate Swaps (IRS), Interest Rate Swaps (v Risk Free Rate), Basis swaps, Cross Currency Swaps, Non-Deliverable IRS, Overnight Index Swaps, Short Swaps, FRAs GFI
Currencies
CAD, CHF, CNH, EUR, GBP, GHS, JPY, KES, NGN, NOK, SEK, UGX, ZMW
Ticks
2017
Interest Rate Swaps (IRS), IRS Spreads, Basis Swaps, Overnight Index Swaps, Cross Currency Swaps, Cross Currency Basis Swaps, Forward Rate Agreements RP Martin
Currencies
CNY
Ticks History:
2018

Snaps History:
2018
Interest Rate Swaps (IRS) CCT
* Data available as EOD/ Intraday Snapshot files over FTP, or Real-time directly from FenicsMD via API or via the FenicsMD Vendor Partner Network
COVERAGE HISTORY DESCRIPTION SOURCE
INTEREST RATE OPTIONS
Currencies
AED, AUD, CAD, CHF, CNH, CNY, CZK, DKK, EUR, GBP, HKD, HUF, IDR, ILS, INR, JPY KRW, MXN, MYR, NOK NZD, PHP, PLN, RUB, SAR, SEK, SGD, THB, TRY, TWD, USD, ZAR
Ticks
2019

Snaps
2019
Swaption ATM, Swaption Skews, Caps/ Floors ATM, Caps/ Floors Skews Fenics
Currencies
AED, CZK, EUR, GBP, HUF, ILS, PLN, RUB, SAR, TRY, USD, ZAR

CMS Currencies
EUR
Ticks
2012

Snaps
2005 (EUR,
GBP, USD);
2012 (EM)

Swaption ATM, Swaption Skews, Caps/ Floors ATM, Caps/ Floors Skews, Constant Maturity Swaps (CMS Spreads) BGC
Currencies
AUD, CNH, CNY, HKD, IDR, INR, JPY, KRW, MYO, MYR, NZD, PHP, SGD, THB, TWD, USD, XWD (Taiwan Offshore)
Ticks
2010
Swaption ATM Vols, Swaption Skews, Caps/ Floors ATM Vols, Caps/ Floors Skews GFI
* Data available as EOD/ Intraday Snapshot files over FTP, or Real-time directly from FenicsMD via API or via the FenicsMD Vendor Partner Network
COVERAGE HISTORY DESCRIPTION SOURCE
INFLATION SWAPS
Countries
DE, ES, EU, FR,IT,UK,US
Ticks
2015 (EU,-
FR,UK,US);
2016 (ES,DE,IT)

Snaps
2008 (EU,FR,UK
Swap)
2013 (Asset
Swaps & Swap
Spreads)
2016 (ES,DE,IT
Swaps)
EU, UK and US Asset Swaps
ZC Inflation Swaps
Fixing Swaps (Seasonality)
ZC US CPI Inflation Swap Spreads
ZC Caps and Floors Options
YOY Caps and Floors Options
UK CPI/RPI Wedge
BGC
Countries
EU,FR,UK, AU
Snaps
2016 (AU, EU,
FR)
2017 (UK)
ZC Inflation Swaps GFI
* Data available as EOD/ Intraday Snapshot files over FTP, or Real-time directly from FenicsMD via API or via the FenicsMD Vendor Partner Network