Futures and Swaps

, ,
1

Imported from previous forum

2

[ original email was from Raj Patel - raj.t.patel@hsbcgroup.com ]
Hello,
I’m looking at the use of FIX for Bond Futures or Equity Swap trade messages.
If anyone has used FIX for Bond Futures or equity Swaps I’d be most interested to hear about you’re experiences.

Any information will be appreciated.

Thanks,
Raj Patel

3

[ original email was from Leigh Thompson - lthompson@sfe.com.au ]
Hi,

At the SFE our Interest Rate products (among others) include Australian Treasury 3 Year and 10 Year Bond Futures, and 3 Year and 10 Year Interest Rate Swap Futures, which are traded via a non standard FIX V4.0 protocol.

I’m unsure of the details you require, please clarify, or refer to our website for contract specifications.

regards

> Hello,
> I’m looking at the use of FIX for Bond Futures or Equity Swap trade messages.
> If anyone has used FIX for Bond Futures or equity Swaps I’d be most interested to hear about you’re experiences.
>
> Any information will be appreciated.
>
>
> Thanks,
> Raj Patel
>