NCFX Forwards 365
收藏资源简介:
Forward365™ delivers live, independent FX forward curves designed for those who need the whole picture — not straight-line interpolation. Powered by our market-leading methodology, it streams accurate forward mid-rate points for every valid trading day out to 1 year, capturing essential curve features such as special dates, turns, and central bank impacts. With frequent updates and independent sourcing, Forward365™ provides the accuracy, transparency, and reliability required by leading execution, trading, and risk teams. Coverage & Cadence - ~400 granular forward curves - 19 USD-based pairs (and crosses) - Updated every 10 seconds - Available every valid trading day out to 12 months - Historical data from July 2023 onward <p><br/></p> Key Benefits - Independent & unbiased — free from bank, broker, or venue pricing influence - Granular curve shape — advanced methodology reveals real market structure - Equal footing — reduces information asymmetry versus liquidity providers - Compliance-ready — supports regulatory reporting and audit requirements - Guardrail pricing — benchmark anchors inbound/outbound quotes <p><br/></p> Business Use Cases Trading & Execution - Price and hedge using accurate, neutral forward mid-rates - Reduce market footprint and execution slippage Transaction Cost Analysis (TCA) - Measure mark-outs and venue fairness against a reliable benchmark mid-rate Risk & Valuation - Forward points and implied pricing ideal for daily valuations - Better forecast scenarios with full curve visibility Regulatory Alignment - Evidence best-execution processes using historical and benchmark data <p><br/></p> Delivery Options Snowflake enables direct, secure access via data share: - Snowflake Marketplace — shared tables/views for analytics & models - Full Dataset (subscription) — live + historical included
NCFX Forwards 365 数据集概述
数据集基本信息
- 数据集名称: NCFX Forwards 365
- 提供商: New Change FX
- 费用模式: 免费试用
- 试用期限: 1天试用期
- 数据刷新频率: 近实时
- 时间覆盖范围: 2023年7月1日之后
- 地理覆盖范围: 全球
数据集描述
Forward365™提供实时、独立的外汇远期曲线,专为需要完整市场视图的用户设计。该数据集采用市场领先的方法论,流式传输准确的中期汇率点,覆盖未来1年内每个有效交易日的所有期限,捕捉关键曲线特征,包括特殊日期、转折点和央行影响。
数据覆盖与更新
- 约400个细粒度远期曲线
- 19个美元货币对(及交叉货币对)
- 每10秒更新一次
- 覆盖未来12个月内所有有效交易日
- 历史数据从2023年7月开始
核心优势
- 独立无偏:不受银行、经纪商或交易场所定价影响
- 细粒度曲线形状:先进方法论揭示真实市场结构
- 公平竞争:减少与流动性提供者的信息不对称
- 合规就绪:支持监管报告和审计要求
- 定价护栏:为进出报价提供基准锚点
业务应用场景
交易与执行
- 使用准确、中性的远期中期汇率进行定价和对冲
- 减少市场影响和执行滑点
交易成本分析
- 使用可靠基准中期汇率衡量标记差异和交易场所公平性
风险与估值
- 适用于每日估值的远期点和隐含定价
- 通过完整曲线可见性改进预测场景
监管合规
- 使用历史和基准数据证明最佳执行流程
数据交付选项
- Snowflake Marketplace:通过共享表/视图进行分析和建模
- 完整数据集(订阅):包含实时和历史数据
技术支持信息
- 销售联系: info@newchangefx.com
- 技术支持: info@newchangefx.com




