The industry’s most comprehensive
source of data

As the only independent source in the world of position limits and trading fees data, Foreign Security Futures, Cross Reference Symbology, Cash and Collateral, Core Contract Specifications, and Corporate Actions.

Databank provides banks, brokers, buy side and other clients with the ability to comply with exchange and regulator set position limits, accurately quote clients, create client commission schedule, reconcile expenses, and reduce costly errors.

Users can tap into continuously updated coverage of more than 41,000 global derivative products across 70 exchanges including futures, equity options, cleared swaps and others with a wide range of asset classes.

Jump to:
PLD & EOPLD
EFD
Foreign Security Futures
Cross Reference Symbology (X-Ref Symbology)
Cash and Collateral
Core Contract Specifications
Corporate Actions

41,000+

Global Products

75

Exchanges

600+

Derivative Indices

PLD & EOPLD – The industry standard for exchange and regulatory position limit compliance

Databank includes globally aggregated database which continuously tracks positions limits and related data such as accountability levels, reporting levels, and contract aggregation and calculation rules for all exchange traded derivatives

PLD is further segregated into the three primary timeframes and MiFID fields:


  • Spot: the time before a contract expires where limit come into effect

  • Single Month: limits / levels applicable on a single expiry

  • All Months: Limits / levels applicable to all contract months combined

  • MiFID: limit structure applicable to all commodities traded on EU venues, is applicable at two timeframes

    • Spot & Other Months: All contract months outside of the current “spot” month

EFD – Accurately calculate fees associated with exchange traded derivatives

Globally aggregated database which provides sales, trading and clearing operations with a transparent means of aggregating, interpreting and monitoring the complex fees associated with trading on global exchanges.

Dataset includes:


  • Trader Identity

  • Membership type should that have an impact on the fee charged (i.e. member vs. non-member rates)

  • Trading Platform – electronic, open outcry, etc

  • Trade Type – Regular Trade, Block, EFRP, etc

  • Volume Threshold – volume discounts applicable to a certain transaction




Foreign Security Futures & Products – Safely determine foreign security trade eligibility for US based investors

Strict regulatory controls on client trading of foreign security futures gave rise to the need for transparency. FIA Tech aggregates data from a global population of indices, prepares the analysis of underlying derivatives, and provides FCMs and their clients a reliable classification of broad vs narrow index composition.

Over 600 derivative indices covered and results published monthly:


  • Summarized view of classification by exchange

  • Number of indices “At Risk” by exchange

  • Threshold control & percent foreign volume checks

  • Full detailed analysis of each index including:

    • Exchange, Region, Country, Contract Name, Symbol, Index Provider, Underlying Index

    • # of Constituents, Top Individual Weight, Top 5 Weight, Bottom 25% Check

    • Broad/Narrow Classification

    • Identifying primary trading market – 90/55 Rules (Percentage)

Cross Reference Symbology (X-Ref Symbology)


  • FIA Tech’s mapping tool provides firms with an easy way to link vendor symbology for product reference data to the exchange venue product code and other FIA Tech product codes (Docs standard codes, etc).

  • The X-Ref Symbology initiative is offered as an add-on for each of the new and existing FIA Tech services.

  • Current vendor codes include Bloomberg and GMI/UBIX.

Cash and Collateral


  • Globally collated dataset of acceptable collateral sourced from directly from our CCP partners.

  • A standardized, aggregated view of collateral instruments accepted by CCPs along with a number of associated relevant static data points including haircuts, concentration limits, and acceptable criteria for the collateral instruments.

  • Machine readable formats for regular/seamless upload into internal systems

  • Allows for a dramatic reduction in manual processes to source this data

Core Contract Specifications


  • A comprehensive, standardized and dynamic data set for core contract specifications

  • Trading information for the listed derivative products listed on global markets

  • Settlement and delivery dates and details

  • Product groupings ranging from regulatory groupings to internal FIA Tech taxonomy

Corporate Actions


  • Globally aggregated database which continuously tracks corporate actions announced on equity derivative exchanges.

  • Accurately process position changes and amend the impacted derivative contracts by incorporating up to date and reliable information.

  • Corporate action examples like splits, dividends, mergers, spinoffs can all impact the product symbology, multipliers, strikes, and prices. For this initiative, we have partnered with a data vendor to provide the event data.

FEATURES

Machine readable data files

Save time and avert rate erosion by integrating
data files directly into your internal systems.

Daily updates to data

You need accurate, timely data for pre-trade screening, post-trade monitoring, and compliance. On a daily basis, Databank aggregates, cleanses and validates limits data from exchanges and regulatory
authorities around the world to eliminate inconsistencies or omissions.

Spot month calculator

This time-saving tool enables users to calculate
spot and other month positions by looking up the
date the next MIFID II designated liquid contracts
go into spot, along with the number of business
days until the spot dates go into effect.

MIFID II compliant data

Databank provides subscribers with tools for complying with MIFID II limits on commodity derivatives, offering information on position
limits in both liquid and “new and illiquid” contracts. We make compliance easy with PLD, EFD, EOPLD and spot month calendars.

“The CFTC obtained monetary relief of more than $1.3 billion in the year ended Sept. 30 from 69 enforcement actions, a 39% increase from the previous year and the fourth-highest total in CFTC history.”

– Reuters, November 25, 2019

What Data is included?

PLD & EOPLD

  • Spot: the time before a contract expires where limit come into effect
  • Single Month: limits / levels applicable on a single expiry
  • All Months: Limits / levels applicable to all contract months combined
  • MiFID: limit structure applicable to all commodities traded on EU venues, is applicable at two timeframes
    • Spot & Other Months: All contract months outside of the current “spot” month

EFD

  • Trader Identity
  • Membership type should that have an impact on the fee charged (i.e. member vs. non-member rates)
  • Trading Platform – electronic, open outcry, etc
  • Trade Type – Regular Trade, Block, EFRP, etc
  • Volume Threshold – volume discounts applicable to a certain transaction

Foreign Security Futures

  • Summarized view of classification by exchange
  • Number of indices “At Risk” by exchange
  • Threshold control & percent foreign volume checks
  • Full detailed analysis of each index including:
    • Exchange, Region, Country, Contract Name, Symbol, Index Provider, Underlying Index
    • # of Constituents, Top Individual Weight, Top 5 Weight, Bottom 25% Check
    • Broad/Narrow Classification
    • Identifying primary trading market – 90/55 Rules (Percentage)

XREF

  • Capability to map exchange clearing codes to vendor symbologies across Reference Data Initiatives:
    • Bloomberg Codes
    • FIS / GMI Codes

C&C

  • Consolidated and standardized dataset for Cash and Collateral attributes and associated fees:
    • Cash
    • Government Securities
    • Corporate Bonds
    • Equities
    • Cash
  • Haircut, Concentration Limit, and Product Grouping data across acceptable collateral across 40+ CCPs
    Contract Specs
  • Trading Information:
    • Contract Names
    • Contract Codes
    • Tick Sizes
  • Settlement & Delivery:
    • First Trade Date, Last Trade Date
    • Assignment and Settlement Type
    • Delivery
  • Product Groupings:
    • Exchange: MIFIR, EMIR, SACCR
    • Regualatory: CFTC
    • FIA Taxonomy

Corporate Actions

  • Data set to track and distribute corporate action data from announcement to event date
  • Machine readable format to allow for accurate and timely consumption of crucial data points

Contact Us

For general inquiries regarding Accelerate:

Call: 1.202.772.3000

Email General Client Support: clientservices@fia-tech.com

Review

General inquiries regarding Atlantis

Call: 1.202.772.3000

Email Atlantis Support: atlantis.support@fia-tech.com

General inquiries regarding Docs

Call: 1.202.772.3000

Email Docs Support: docs.support@fia-tech.com

General inquiries regarding OCR

Call: 1.202.772.3000

Email OCR Support: ocr.support@fia-tech.com

General inquiries regarding eRecs

Call: 1.202.772.3000

Email eRecs Support: erecs.support@fia-tech.com

General inquiries regarding Databank

Call: 1.202.772.3000

Email Databank Support: databank@fia-tech.com