FENICS Market Data Introduces SAR Rates Suite

New data suite can be added to existing packages on Thomson Reuters

London, May 30, 2018 – FENICS Market Data is pleased to announce the release of the SAR Rates Suite on Thomson Reuters.

The following products are included in this package:

PRODUCT

TILE

1M SAIBOR v 3M SAIBOR Basis Swaps

SAR1S3SBS=FMD

3M SAIBOR v 6M SAIBOR Basis Swaps

SAR3S6SBS=FMD

3M SAIBOR v 12M SAIBOR Basis Swaps

SAR3S12SBS=FMD

1M SAIBOR v 1M LIBOR CBS

SAR1MCBS=FMD

3M SAIBOR v 3M LIBOR CBS

SAR3MCBS=FMD

6M SAIBOR v 6M LIBOR CBS

SAR6MCBS=FMD

12M SAIBOR v 12M LIBOR CBS

SAR12MCBS=FMD

3M SAIBOR v 3M EURIBOR CBS

SARECB=FMD

IRS v 1M SAIBOR

SARAM1SIRS=FMD

IRS v 3M SAIBOR

SARAM3SIRS=FMD

IRS v 6M SAIBOR

SARAM6SIRS=FMD

IRS v 12M SAIBOR

SARAM12SIRS=FMD

Zero Coupon IRS

SARAM3SIRSZ=FMD

Forward Starting IRS

SARAM3SIRSF=FMD

IRS Butterflies

SAAM3SBF=FMD

3M FRAs

SAR3MFRA=FMD

6M FRAs

SAR6MFRA=FMD

 

Data in the SAR Rates Suite is free to view on Eikon; usage in applications is fee-liable.

For more information about FENICS’ industry leading market data, please Contact Us.