With the commencement of the CFTC’s ‘SOFR First’ initiative on Monday July 26th, we have seen a substantial increase in the number of SOFR trades and data inquiries within the Inter-dealer broker market.

As a part of our Alternative Reference Rates (ARR) Package, Fenics Market Data offers the leading SOFR data including, SOFR Swaps, SOFR Basis v Fed Funds, SOFR Basis v 3M Libor, Currency Basis Swaps and SOFR spread v Treasuries. Fenics Market Data ARR & OIS coverage combines our FMD, BGC and RP Martin data to create the most comprehensive package available in the market.