What currencies are available for NDFs?
ON SEF |
|---|
ARS 1M SEF | US Dollar/Argentine Peso NDF 1 Month ON SEF |
BRL 1M SEF | US Dollar/Brazilian Real NDF 1 Month ON SEF |
CLP 1M SEF | US Dollar/Chilean Peso NDF 1 Month ON SEF |
CNY 1M SEF | US Dollar/Chinese Yuan NDF 1 Month ON SEF |
COP 1M SEF | US Dollar/Columbian Peso NDF 1 Month ON SEF |
EGP 1M SEF | US Dollar/Egyptian Pound NDF 1 Month ON SEF |
EGP 2M SEF | US Dollar/Egyptian Pound NDF 2 Month ON SEF |
EGP 3M SEF | US Dollar/Egyptian Pound NDF 3 Month ON SEF |
GHS 1M SEF | US Dollar/Ghana Cedi NDF 1 Month ON SEF |
IDR 1M SEF | US Dollar/Indonesian Rupiah NDF 1 Month ON SEF |
INR 1M SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
KES 1M SEF | US Dollar/Kenyan Shilling NDF 1 Month ON SEF |
KRW 1M SEF | US Dollar/South Korean Won NDF 1 Month ON SEF |
MYR 1M SEF | US Dollar/Malaysian Ringgit NDF 1 Month ON SEF |
NGN 1M SEF | US Dollar/Nigerian Naira NDF 1 Month ON SEF |
PEN 1M SEF | US Dollar/Peruvian Nuevo Sol NDF 1 Month ON SEF |
PHP 1M SEF | US Dollar/Philippine Peso NDF 1 Month ON SEF |
RUB 1M SEF | US Dollar/Russian Ruble NDF 1 Month ON SEF |
TRY 1M SEF | US Dollar/Turkish Lira NDF 1 Month ON SEF |
TWD 1M SEF | US Dollar/New Taiwan Dollar NDF 1 Month ON SEF |
VND 1M SEF | US Dollar/Vietnamese Dong NDF 1 Month ON SEF |
ZMW 1M SEF | US Dollar/Zambian Kwacha NDF 1 Month ON SEF |
BRL EOM JAN SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM FEB SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM MAR SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM APR SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM MAY SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM JUN SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM JUL SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM AUG SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM SEP SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM OCT SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM NOV SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
BRL EOM DEC SEF | US Dollar/Brazilian Real NDF EOM ON SEF |
INR EOM JAN SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM FEB SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM MAR SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM APR SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM MAY SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM JUN SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM JUL SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM AUG SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM SEP SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM OCT SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM NOV SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
INR EOM DEC SEF | US Dollar/Indian Rupee NDF 1 Month ON SEF |
OFF SEF |
|---|
ARS 1M | US Dollar/Argentine Peso NDF 1 Month OFF SEF |
BRL 1M | US Dollar/Brazilian Real NDF 1 Month OFF SEF |
CLP 1M | US Dollar/Chilean Peso NDF 1 Month OFF SEF |
CNY 1M | US Dollar/Yuan NDF 1 Month OFF SEF |
COP 1M | US Dollar/Columbian Peso NDF 1 Month OFF SEF |
EGP 1M | US Dollar/Egyptian Pound NDF 1 Month OFF SEF |
EGP 2M | US Dollar/Egyptian Pound NDF 2 Month OFF SEF |
EGP 3M | US Dollar/Egyptian Pound NDF 3 Month OFF SEF |
GHS 1M | US Dollar/Ghana Cedi NDF 1 Month OFF SEF |
IDR 1M | US Dollar/Indonesian Rupiah NDF 1 Month OFF SEF |
INR 1M | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
KES 1M | US Dollar/Kenyan Shilling NDF 1 Month OFF SEF |
KRW 1M | US Dollar/South Korean Won NDF 1 Month OFF SEF |
MYR 1M | US Dollar/Malaysian Ringgit NDF 1 Month OFF SEF |
NGN 1M | US Dollar/Nigerian Naira NDF 1 Month OFF SEF |
PEN 1M | US Dollar/Peruvian Nuevo Sol NDF 1 Month OFF SEF |
PHP 1M | US Dollar/Philippine Peso NDF 1 Month OFF SEF |
RUB 1M | US Dollar/Russian Ruble NDF 1 Month OFF SEF |
TRY 1M | US Dollar/Turkish Lira NDF 1 Month OFF SEF |
TWD 1M | US Dollar/New Taiwan Dollar NDF 1 Month OFF SEF |
VND 1M | US Dollar/Vietnamese Dong NDF 1 Month OFF SEF |
ZMW 1M | US Dollar/Zambian Kwacha NDF 1 Month OFF SEF |
INR EOM JAN | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM FEB | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM MAR | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM APR | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM MAY | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM JUN | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM JUL | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM AUG | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM SEP | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM OCT | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM NOV | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
INR EOM DEC | US Dollar/Indian Rupee NDF 1 Month OFF SEF |
What are ON-SEF and OFF-SEF NDFs?
SEF: A Swap Execution Facility (SEF) is an electronic platform provided by a corporate entity that allows participants to buy and sell NDFs and other financial products in a regulated and transparent manner.
ON-SEF: NDFs that are traded ON a SEF. ON-SEF is ON-MTF (MTF: multilateral trading facility).
OFF-SEF: NDFs that are not traded on a SEF. OFF-SEF is OFF-MTF.
What tenors are available for NDF?
1M, 2M, 3M, EOM*
*Please note, 2M, 3M, EOM tenors will only be available for certain currencies (as per the table above) and are not as liquid as the 1M tenor.
What time are the files available each day?
Sunday: approximately 7pm CST / 8pm EST
Mon-Fri: approximately 6pm CST / 7pm EST
How many files are available per day?
Tick: two files - one file for ON-SEF, one file for OFF-SEF
Level 1: ON-SEF will have separate files per tenor available. Please note, if there is no market activity for a particular tenor, a file will not be produced that day. Example, if there are 1M ON-SEF prices but no EOM ON-SEF prices, only one file will be delivered that day for 1M ON-SEF.
Level 1: OFF-SEF will have separate files per tenor available. Please note, if there is no market activity for a particular tenor, a file will not be produced that day. Example, if there are 1M OFF-SEF prices but no EOM OFF-SEF prices, only one file will be delivered that day for 1M OFF-SEF.
Level 2: ON-SEF will have separate files per tenor available. Please note, if there is no market activity for a particular tenor, a file will not be produced that day. Example, if there are 1M ON-SEF prices but no EOM ON-SEF prices, only one file will be delivered that day for 1M ON-SEF.
Level 2: OFF-SEF will have separate files per tenor available. Please note, if there is no market activity for a particular tenor, a file will not be produced that day. Example, if there are 1M OFF-SEF prices but no EOM OFF-SEF prices, only one file will be delivered that day for 1M OFF-SEF.
The update frequency for each currency and tenor will depend on market liquidity.
Do you have sample files available?
Yes, see "Sample File" section above.
Are there any anomalies in the data?
Please see the notes below regarding any changes to the historical data:
- May 16, 2022 - EBS NDF Level 2 files- Level 2 deal records, “Quote Count” field represents the distinct number of counterparty orders and the distinct number of orders at the price level.
- Prior to May 16, 2022 - the "Quote Count" field showed the distinct number of counterparties who had active quotes at that particular price level.
- May 16, 2022 - Standard tenors are formatted as “<local> <tenor>” where <local> is the 3-character local currency code and <tenor> is a number and letter indicating maturity e.g., 2M to indicate 2 months.
- Dated tenors are formatted as “<local> EOM <month> <year>”. In this case, <month> is the 3-character month code and <year> is the 2-digit year code e.g., “INR EOM APR 21”.
- “SEF” is appended to the end to indicate an On-SEF instrument, e.g.: “INR 1M SEF”, “INR EOM APR 21 SEF”. It is omitted for Off-SEF instruments e.g. “INR 1M”, “INR EOM APR 21”.
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