1 / 36

FXMM Workshop Asia Market

Prepared by: Weizhi Cao & Ying Yuan (Forex Money Markets) 2010. FXMM Workshop Asia Market. Agenda. Speed Guide FID Definition Data Flow Resources FAQ Q&A. Speed Guide FID Definition Data Flow Resources FAQ Q&A. Speed Guide. <MONEY>. Currency Speed Guide. <CURRENCIES>

lis
Télécharger la présentation

FXMM Workshop Asia Market

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Prepared by: Weizhi Cao & Ying Yuan (Forex Money Markets) 2010 FXMM Workshop Asia Market

  2. Agenda • Speed Guide • FID Definition • Data Flow • Resources • FAQ • Q&A

  3. Speed GuideFID DefinitionData FlowResourcesFAQQ&A

  4. Speed Guide • <MONEY>

  5. Currency Speed Guide • <CURRENCIES> • <XXX/1> - XXX Currency Code

  6. Money Background Page • <MONEY/BKGDINFO1>

  7. <CROSS/SCALING> Cross Rates : <CROSS/1> <0#CROSS> Scaling factors applied to create a spread between the BID and ASK price Example: <KRWUSD=R> • Scaled Rates: 0.84166/0.84200 • Un-scaled Rates: 0.00084(166)/0.00084(200)

  8. Question • Customer wants us to send him price on <JPY=> at 2:00 pm yesterday Hong Kong local time.

  9. Answer • Hourly Data on <FXHOURLY> <CROSS/MKT4>

  10. Key Rates Speed Guide • Prime rates <0#PRIME=> • Key rates <KEYRATES/1>

  11. Central Bank Data Central Bank Index Page <CENTRAL1> • Bank of Japan <BOJ/INDEX> • Reserved Bank of Australia <RBAINDEX>

  12. Fixing Speed Guide • <FIXINGS> <FIX/1> • <ASIAFIXINFO> and <EMEAFIXINFO>

  13. <SGFIXINFO> • Tenors • Contributors • Fixing Holiday Schedule <XXFIXINFO> - <SGFIXINFO> • Fixing Page <ABSIRFIX01> <50157> • RICs <SGD/2> • Methodology <ABSEXP1> -7, • Published Time/Clearing Time/Closing Run/TS1 Snap Time

  14. Contribution Speed Guide • General Speed guide • <CONTRIBUTIONS> • Country Speed guide • <XX/CONT1>, e.g. <JP/CONT1> • <XX/CONTINDEX1>, e.g. <JP/CONTINDEX1> • Brokers Speed guide • <BROKER>

  15. Speed GuideFID DefinitionData FlowResourcesFAQQ&A

  16. Field Example

  17. FID Definition • FID 875 – GMT on “IDN” and “Display all field” • FID 1010 - 1012: “IDN” – Local Desktop Time “Display all field” – GMT

  18. FID Definition 07:53 BJT 01 JUL 2010 = 23:53 GMT 30 JUN 2010 08:00 BJT 01 JUL 2010 = 00:00 GMT 01 JUL 2010

  19. Closing Run – 21:50 GMT • The Open/High/Low figures for Super RIC

  20. Question • Client wants to know what time the High of 1.3889 was quoted for <SGD=>?

  21. Answer • “F3” or “0#” – Enhanced Guide <0#SGD=> • High 1.3889 – 06:31 local desktop time (22:31 GMT)

  22. Speed GuideFID DefinitionData Flow ChartResourcesFAQQ&A

  23. Super RIC Flow Chart Data Flow: from contributor to super RIC e.g.<SGD=> Contribution Page <UOBX> Contributor RIC<SGD=UOBS> Super RIC<SGD=> VAS Filter Check

  24. Logical or Logicised ? Contribution Page <UOBX> Contributor RIC<SGD=UOBS> Logicised Contributor Contributor RIC<IDRNDFOR=PREA> Contribution Page <PNDG> Logical

  25. Speed GuideFID definitionData Flow ChartResourcesFAQQ&A

  26. Useful Websites • Logiciser Tool http://blrdatatech.apac.ime.reuters.com/contribution1/scripts/logicisersearch.cgi • RICBasiX Tool http://dev-web.sin.apac.ime.reuters.com/ricbasix/ • Real-Time Analytics https://customers.reuters.com/a/datasupport/realtime/default.aspx • FID Look-up https://customers.reuters.com/a/support/data/fids/usageSearch.aspx • Telerate Converter http://tcc.reuters.com/telerate/default.aspx

  27. Speed GuideFID DefinitionData Flow ChartResourcesFrequently Asked Questions Q&A

  28. Case 1 • Why <ABSIRFIX01> showing blank? It’s 11:05 SST now. Why it’s not updated?

  29. Case 1 - Answer • <ABSIRFIX01> shows ABS (Association of Banks in Singapore) SIBOR fixings. <SGD/2> and <ABSIRFIX1> • It publishes at 11:30SST (03:30GMT) and ABS pages clear at 10:00SST (02:00GMT) daily. <SGFIXINFO> • Therefore, <ABSIRFIX01> is blank during 10:00-11:30SST.

  30. Case 2 • The client is looking at <KRWF=> in the Quote. • Here, in <KRWSW=> bid is -30, ask 86. • The client wants to know the unit for that number. • for instance, -30 means -0.30 or -0.03? 86 is 0.86?

  31. Case 2 - Answer • The scaling factor for KRW forward points is available on <KRW/BKGDINFO> under “FORWARDS”. The scaling factor is 2 meaning the forward points on <KRWF=> is scaled up by 2 decimal places. Set <KRWSW=> as an example, -30/86, the raw value is -0.30/0.86. • Client can refer to <0#KRWF=> for USD/KRW forward enhanced guide. Please refer to following FAQ on how to the Outright Forward Price calculated from Forward Points? • CAZ ID:22305 • https://customers.reuters.com/a/KnowledgeCentre/Resolution.aspx?id=22305

  32. Case 3 • <TWDJPYFIX=CITQ> Date shows 3 June 2010. It should be 4 June 2010.

  33. Case 3 – Answer • We were able to replicate <TWDJPYFIX=CITQ> last updated at 01:03GMT on 03Jun10. We have confirmed with data team that is because daily update price itself was exactly the same as the previous business day (2.87). • <TWDJPYFIX=CITQ> is logicised from page <CTWD>. Updating the same value on the source page <CTWD>, it will not trigger the date stamp to change on logicised RICs, such as <TWDJPYFIX=CITQ>. Hence, the date on the RIC still shows 03 Jun10 and rates are the same as its source page.

  34. Case 4 • Why some RICs on <JPYIRS=EBTK> are not available on TS1? e.g. 1Y historical is available but 18M is not?

  35. Case 4 - Answer • We were able to replicate that some RICs on <JPYIRS=EBTK> were not available on TS1. • Kindly note there are no historical data for these contributed IRS data such as <JPYSB6L18M=EBTK>, due to the RICs having more than 14 characters. Those RICs with more than 14 characters does not store historical data due to the TS1 technical reasons and capacity reason. • Client is advised to add the RICs onto client’s local DBU so that client can start storing historical data at his end.

  36. Q & A

More Related