Attachment_1_-_Statement_of_Work.pdf

Page 1 of 1 50310218Q0080

Combined Synopsis/Solicitation: 50310218Q0080

Attachment 1 - Statement of Work

Fixed Income Credit Ratings data

The U.S. Securities and Exchange Commission (SEC) requires information on credit ratings and credit watch updates to support ongoing market monitoring and market surveillance responsibilities. Current and prior credit ratings and credit watch assessments are important for the analysis of the production of credit ratings by ratings agencies, the use of credit ratings by rated entities and investors, and the understanding of the functioning of the credit rating industry.

The service shall provide all credit ratings and credit watch updates from S&P, Moody’s and Fitch for the following asset classes: 1) corporates 2) municipals and 3) asset-backed. The information shall be provided in flat text files, updated monthly and delivered via FTP, SFTP or API. All licensing agreements and associated fees for the credit ratings data provided by S&P, Moody’s and Fitch will be incorporated into a single contract for the provided service.

The product shall include, but not be limited to, the following data:

• End of day pricing

• Price and yield calculations

• Data from key markets, worldwide

• Security master data such as

˙ Terms & conditions ˙ Ratings ˙ Primary and secondary market identifiers ˙ Coupon history ˙ Redemption schedules

The issue level information shall include, at minimum:

• debt type

• maturity

• multiple market identifiers

• issue credit rating

The issuer level information shall include, at minimum:

• domicile

• region

• primary SIC

• market identifiers

• issuer credit rating

Delivery Requirements:

• Monthly updates of compressed files delivered via FTP or SFTP until other strategic delivery platforms can be established between the vendor and SEC.