Workflow

TakerESP - FWD/NDF

TakerRFS - SPT/FWD/NDF/SWP/NDS

Supported Instruments

Please refer to Supported Instruments to view across all venues.

PartyIDs

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Please refer to Passthru Fields to view across all venues.

Details

  • Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo for latency purposes.
  •  Streaming Swaps - Currently not supported by WE as suggested by the Venue due to capacity issues. Clients should Contact MarketFactory if this is required.
  • MultiAllocations - PreTrade allocations are supported on RFS session, but allocation side must match the leg side (i.e only positive allocation quantities are supported) .
    • PreTrade allocations are not supported on the ESP session.
  • NonDeliverables - Near leg of the NonDeliverable Swap must be post Spot.
  • RegulatoryBodies - MTF and SEF regulatories offered by the venue are applicable for MultiDealerPlatforms (I.e not applicable for individual clients). 


  1. QuoteRequest - LegSide must be TwoWay for both ESP and RFS requests.
  2. QuoteRequest/NewOrderMultiLeg - MarketType must be Regular. Non Deliverables can be traded as Onshore on this venue but this is set up at the  account level and needs to be agreed between the Client and the Venue.
  3. QuoteRequest/NewOrderMultiLeg - LegSettlCurrency must be USD for Non Deliverables.