The Lab

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  • SPT - For SPOT ccy pairs, G10's etc.
  • FWD - For pre-spot tenors in certain ccy pairs. Example: EUR/RUB, for Russian/Baltic regional banks.
  • NDF - Can be traded if supported OFF-FACILITY and ON SEF / MTF / TFE.
  • NOTE:

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  • SWAPS are not supported at all in FXTG and can be ignored.
Note
titleFWD/NDF ESP requires special setup by Bloomberg.

Whisperer will transform each individual MassQuote message sent by the Client into two separate messages to Bloomberg, as the Venue requires that Forward Points are streamed separately from Spot prices for FWD and NDF products

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Pricing details:

  • All products - both Bid Size and Offer Size must be greater than zero.
  • All products - Bid Size must equal Offer Size
  • All products - Bid and Offer must both be either Executable or Indicative.
  • NDF/FWD - 6 decimals max.

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