Attachment 2 Requirements Checklist Matrix (Global Market Pricing data).pdf

Sources Sought Notice 50310225Q0049 – Global Market Pricing Data Attachment 2 – Requirements Checklist Matrix

Instructions: Each respondent to this Sources Sought Notice shall complete this attachment by marking an “X” in the checklists below to verify whether your company meets the data requirement or does not meet the requirement. There must be an “X” marked for each data requirement and you may provide additional detail in the comment sections to support your responses. Please note that final 10 items on the list are Preferred specifications if available. All other items are firm requirements.

Global Equities

Please provide any comments/supporting detail regarding your company’s ability to meet the Global Equities data requirements listed in checklist above: ___________________________________

Fixed Income

Meets Requirement

Does Not Meet Requirement

U.S. Treasury U.S. Agency Bonds (e.g. GNMA, FNMA, and FRMC) U.S. Commercial Mortgage-Backed Securities (e.g. CMO and ARMs)

U.S. Additional ABS, besides MBS U.S. Corporate (Investment Grade and High Yield) U.S. Municipal Bonds U.S. Convertible Bonds ETNs Foreign Government Bonds Foreign Corporate Bonds Eurobonds

Meets Requirement

Does Not Meet Requirement

U.S. and Foreign Listed Common Equities U.S. Listed Preferred Equities U.S. OTC/Pink Sheet U.S. Listed ETFs, REITs, UITs and Mutual Funds (Open and Closed) U.S. and Foreign Equity Indices U.S. and Foreign Listed ADRs/GDRs Foreign Listed Equities, ETFs, and Mutual Funds (Open and Closed)

Please provide any comments/supporting detail regarding your company’s ability to meet the Fixed Income data requirements listed in checklist above: ___________________________________

Options

Requirement

Does Not Meet Requirement

U.S. Index, Fixed Income, and Commodity Futures Global Index, Fixed Income, and Commodity Futures

Please provide any comments/supporting detail regarding your company’s ability to meet the Options data requirements listed in checklist above: ___________________ ________________

Exchange Rates

Meets Requirement

Does Not Meet Requirement

Daily foreign currency exchange rates to USD. Exchange rates for any given currency on any given date, and query shall support providing New York, London, or Tokyo mid-rate.

Please provide any comments/supporting detail regarding your company’s ability to meet the Exchange Rates data requirements listed in checklist above: ___________________ ______ ____

Required Security Master and Market Pricing Fields

Data Field Description

Meets Requirement

Does Not Meet Requirement

Security Identifier Vendor-generated security identifier that can be used to disambiguate securities. For example, if two securities appear similar (e.g. have identical CUSIP and ISIN) but are nonetheless distinct, they must have different Security Identifiers.

CUSIP 9-Digit CUSIP Number.

ISIN ISIN 12-charactar alphanumeric.

SEDOL SEDOL (with Check Digit).

Ticker Symbol Ticker symbol based on primary exchange listing.

For securities with primary listing on NYSE, for example, this would be their NYSE ticker and for securities with primary listing on NASDAQ, this would be their NASDAQ ticker.

NASDAQ Ticker Symbol

Ticker symbol listed on NASDAQ, where available.

This shall be returned for all NASDAQ listings, regardless of whether this is primary listing.

NAICS Code North American Industry Classification System code.

Security Description Informative description of security.

Issuer Expanded issuer name.

Issuer Country Primary country associated with the security.

Issue Type 1 Issue Type Primary (e.g. Equity, Fixed Income).

Issue Type 2 Issue Type Secondary (e.g. ETF, ADR).

Exchange Primary exchange where the security is listed.

Option Multiplier Number of shares controlled.

Currency ISO Code of Primary currency in which the security is traded.

High Price Daily high price (in local currency), according to primary exchange where the security is listed.

Open Price Daily open price (in local currency).

Low Price Daily low price (in local currency).

Close Price Daily close price (in local currency).

Adjustment Factor Factor to multiply equity prices by to correct for splits, reverse splits, dividends, etc., in order to obtain a number that can be meaningfully compared with prices as of the date when the query is performed.

Market Capitalization Estimate of the total market value (in local currency) of all shares outstanding.

Data Field Description

Requirement

Does Not Meet Requirement

Volume Estimate of the total number of securities traded in day.

Volume Weighted Average Price

Estimate of the ratio of total value of securities traded to total volume traded for day.

Exchange Rate Exchange rate to USD (mid-rate). NY, London, or Tokyo, per query parameters. Field is only required for exchange rate queries.

Please provide any comments/supporting detail regarding your company’s ability to meet the required data fields listed in checklist above: ________ __________ _______________________

Preferred Security Market Pricing Fields

Data Field Description

Meets Specification

Does Not Meet Specification

Short Interest Number of shares sold short but not yet closed.

Open Interest Number of outstanding contracts for options or futures that have not settled.

Shares Outstanding Number of shares issued, which are held by investors.

Market Float Number of shares available for public trading.

Call Indicator

A flag indicating if an issue is callable.

Next Call Date

Next date when the issue may be called by issuer.

Next Call Price

The price at which the issue may be called on the next call date.

Maturity/Termination Date

Date when instrument matures or terminates.

Coupon Rate

Current rate at which instrument pays coupons.

NRSRO Rating Credit quality rating of the issue by a Nationally Recognized Statistical Rating Organization.

Please provide any comments/supporting detail regarding your company’s ability to meet the preferred Security Market Pricing fields listed in checklist above: ________ __________ _

End of Document