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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>

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FXMM Workshop Asia Market

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  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

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