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Data-Bond services 2018


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Data-Bond Optimized Services for Corporate Treasuries.

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Data-Bond services 2018

  2. 2. MARKET FEED SERVICE INCLUDES Tullet Prebon Information data universe from following offering: • Plain vanilla fix/float interest rate swaps • Overnight Index Swaps • Currency basis swaps • Money market basis swaps • Deposit • FX Spot • Forward Swaps • Non Deliverable Forward • FX Option Delta and ATM Volatilities (from March 2018) IBOR rates: • Euribor, Libor, Cibor, Nibor, Mosibor, Stribor and Wibor Central Bank Fixings: • European Central Bank, Argentina, Belarus, Canada, Chile, Republic of China, Croatia, Czech, Ecuador, Great Britain, Hungary, Ira, Iraq, Kazakhstan, Mexico, Moldova, Norway, Poland, Russia, Saudi Arabia, South Africa, Sweden, Turkey and Ukraine (new National Banks are added as regular basis) Valuation frameworks: • EUR SWAP (1M, 3M, 6M, 12M), Cross Currency Swap (EUR, SEK, DKK, NOK and USD), Forward Start IRS (EUR)
  3. 3. BANK HOLIDAY CALENDAR Regular Updates STP Import Change Management Calendar Changes available Details AUD 54 info CAD 28 info CHF 26 info CNY 39 info CZK 26 info DKK 37 info EEK 24 info GBP 17 info HKD 37 info HUF 24 info INR 114 info JPY 44 info KRW 34 info LTL 30 info LVL 24 info MXN 24 info NOK 26 info NZD 22 info PLN 26 info RUB 33 info SEK 72 info SGD 25 info THB 53 info TRY 48 info USD 32 info ZAR 26 info
  4. 4. DATA-BOND MARKET FEED SERVICE IS ABOUT For users, we offer innovative market feed solution to get more (quality and efficiency in that order)  automated monitoring (if supported by TMS)  automated error correction (if supported by TMS)  unbiased data from trustful sources  one rate in multiple systems  free support to confirm the valuation  raw data + derived information  dynamic queries (if supported by TMS)  rich data from selected instrument classes  possibility to embed own information to shared data For TMS Systems vendors we offer:  effective and optimized integration  free support to select best available data for the client  free support to confirm client valuation  profitable consulting
  5. 5. Data-Bond Market Feed Services TMS System (cloud or local) MS Excel (local PC) GL (local) ERP (local) Intranet By using Data-Bond market feed service, the client can streamline processes with higher quality. Automated data delivery is built to share the same information with all your systems. The Same information can be shared by using multiple different channels (local files, https, and sftp) and file formats. CENTRALIZED DATA DISTRBUTION
  6. 6. SERVICE PACKAGES AVAILABLE Light (120 €) • Central Bank Exchange rates • Libor (delayed) • Euribor (delayed) Normal (576 €) • FX Spot, forward points and NDF • Short and Long term interest rates • Interest Basis information High (626 €) • FX Spot, forward points and NDF • Short and long term interest rates (also risk free) • Interest and currency basis information Every added data connector cost is 20 €, including ibor rates and up-to 2 Central Bank
  7. 7. €271 , 45% €20 , 3%€90 , 15% €75 , 12% €150 , 25% Cost Breakdown example Feed Bank Holiday Calendar Monitoring Auto Recovery Other value * Other value: Structured EUR swap curves, ready built CCIRS curves, forward start swap curves, data audit, automated schedules, ERP market feed connectors, holiday calendar, ECB rates plus one day following MFBD rule, Floored interest rates and interface for TMS Excel Toolbar. Free support to confirm TMS valuations against Bank or other sources.
  8. 8. SERVICE FACTS:  40 clients using market feed services on a daily basis  10 clients using our data surveillance and audit services  20 clients using OTC data services  most clients using our multi-connector services (one rate used in multiple systems)  Services mainly for corporate treasuries  Data feed is optimized for TMS Systems  Derived Curves  Holiday Calendar (monthly updates, more than 3.000 updates during 2017)  Fully automized service powered by Azure in North Europe (main) and West Europe (backup). Fully Azure SLA compliant solution.  Service has been available from beginning of 2009