Attachment 1 - Requirements List.pdf
PDF 175 KB Posted
- Attached to
- Leveraged Loan Data Federal contract opportunity
- Solicitation number
- 50310220Q0106
- Issued by
- Securities and Exchange Commission
About this file
This solicitation requests quotes for a commercial off-the-shelf data subscription to provide the United States Securities and Exchange Commission with leveraged loan data and analytics. Offerors must demonstrate their solution meets the technical requirements detailed in Attachment 1 and provide pricing using the format specified in Attachment 2. Quotes are due no later than August 27, 2020 and shall be submitted electronically. The SEC intends to award a firm-fixed price contract for an initial one-year base period and four optional one-year periods to the responsible offeror whose offer conforms to the solicitation and provides the best overall value based on a comparative evaluation of technical capability and price. The contract will have a maximum period of performance of five years.
View the file
Other files for this federal contract opportunity
| File | Type | Posted |
|---|---|---|
| 50310220Q0106_CombinedSynopsisSolicitation_AMD 00001.pdf | ||
| Attachment 3 - FAR 52.209-7.docx | DOCX document | |
| Attachment 2_Pricing.xlsx | XLSX spreadsheet | |
| 50310220Q0106_CombinedSynopsisSolicitation.pdf |
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Text version
Attachment 1 – Requirements List
The U.S. Securities and Exchange Commission (SEC) requires subscriptions for leveraged loan data to support its efforts to provide analysis on the primary and secondary leveraged loan markets. The subscription includes but is not limited to the below requirements.
1. Market Data, Aggregate Statistics & Commentary (CLINs 00001, 10001, 20001, 30001, 40001)
a. The subscription shall provide primary and secondary market information on leveraged loans, individual transactions and aggregate statistics, daily trading volumes, and information about the liquidity of the market.
b. The subscription shall include timely news and analysis of the leveraged primary and secondary loan markets.
c. The subscription shall provide relevant index (es) that track the performance of leveraged loans.
d. The subscription shall provide statistics and detailed information about leveraged loan transactions.
e. The subscription shall provide report and data updates with a minimum of a weekly frequency.
f. The subscription shall support three (3) direct user accounts to a web-based platform and enterprise-wide data sharing of all outputs.
g. The subscription shall provide access to data feeds to deliver key index and transaction data.
h. The subscription shall provide robust privacy safeguards of user activity, including not monitoring or saving queries.
2. Pricing, Reference & Covenant Data (CLINs 00002, 10002, 20002, 30002, 40002)
a. The subscription shall provide intraday bid-offer pricing, analytics, liquidity measures and basic reference data for leveraged loan facilities worldwide.
b. The independent bid-offer pricing, analytics and liquidity measures shall be sourced from at least 6,000 loan facilities worldwide, and include but not be limited to the following:
intraday bid/offer price quotes, closing bid/offer price quotes, loan identification numbers for reference matching, mark and closing dates, the number of dealers quoting along with the size and the average size quoted.
c. Reference data shall be sourced from at least 50,000 loan facilities, map to at least 300,000 industry identifiers, and include all pre-trade reference data provided by the vendor, including but not limited to the initial loan amount, initial LIBOR spread and deal name.
d. At least 10 years of price history is also required.
e. Post-trade data will include such fields as agent contact information, current facility commitment and outstanding, first payment date for prime spreads, is default, facility notes, spread, payment frequency and current amortization schedule.
f. The vendor shall also provide all currently available covenant data on public and private loans as well as available historical data.
i. Covenant data will include, but not be limited to the following fields: financial covenant schedules, springing and revolver only covenants, calendars for maintenance tests, mandatory prepayment events, mandatory prepayment triggers, mandatory prepayment % of proceeds to be paid, pricing grids, affirmative covenants and negative covenants.
g. Technical Requirements for Data Delivery
i. Data delivery via SFTP that provides the data in flat text or csv files with the ability to easily move the information into statistical software packages like SAS, Stata, R, etc.
ii. Daily (end-of-day) updates required.
iii. Enterprise-wide access
iv. Reference materials including user guides, data dictionaries, taxonomies, file structures, etc. to be provided.
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