Derivatives Valuation and Stress Testing Software and Market Data

THis notice is updated to issue Amendment 0003 which answers an additional question.

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This notice is updated to issue Amendment 0002 which answers questions.

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This notice is updated to issue Amendment 0001 which extends the date for submission of quotations and answers questions.

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The U.S. Commodity Futures Trading Commission (CFTC) requires a contractor to provide an enterprise solution that will enable CFTC staff to perform valuation, risk management, and stress testing calculations for a wide variety of derivative contracts (particularly cleared derivatives) and cross-margined securities subject to CFTC oversight. Please see attached documents for full detail.

This is a combined synopsis/solicitation for commercial items prepared in accordance with the format in Subpart 12.6, as supplemented with additional information included in this notice. This announcement constitutes the only solicitation; quotations are being requested and a written solicitation will not be issued.

The solicitation number is 9523ZY-23-Q-0019. This solicitation is issued as a Request for Quotation (RFQ).

The solicitation document and incorporated provisions and clauses are those in effect through Federal Acquisition Circular 2023-02 effective March 16, 2023.

The applicable NAICS code is 513210 – Software Publishers, and this is a full and open competition. Size standard: $47m.

See attached Part I for a description of requirements for the items to be acquired: Derivatives Valuation and Stress Testing Software and Market Data.

See attached Part II for a list of contract line item numbers and items, quantities and units of measure, (including options).

Dates and place of performance: The period of performance is a base period of 12 months and four (4) 12-month options.  The place of performance shall be at the contractor’s facility.

The provision at FAR 52.212-1, Instructions to Offerors - Commercial Products and Commercial Services, applies to this acquisition. See Part III, attached, for addenda to the provision.

In lieu of provision at FAR 52.212-2 Evaluation – Commercial Products and Commercial Services, see attached Part III for the description of the Evaluation.

Quoters shall include a completed copy of the provision FAR 52.212-3, Offeror Representations and Certifications – Commercial Products and Commercial Services, with its quotation submission in accordance with Part III.

FAR 52.212-4, Contract Terms and Conditions – Commercial Products and Commercial Services, is applicable to this solicitation (See Part II).

FAR 52.212-5, Contract Terms and Conditions Required to Implement Statutes or Executive Orders - Commercial Products and Commercial Services, is applicable to this solicitation (See Part II).

See Parts I, II and III for all applicable additional terms and conditions for this solicitation.

The date, time and place quotations are due: Quotations shall be submitted electronically to the Contracting Officer, Kathryn (Kay) Rison krison@cftc.gov no later than May 18, 2023 at 1:00 PM ET (Eastern Time).

The name and telephone number of the individual to contact for information regarding the solicitation: Kathryn (Kay) Rison, 202-418-5419. Questions are due in writing to krison@cftc.gov no later than May 4, 2023 at 1:00 PM ET (Eastern Time).

This request for quotation shall not be construed as a commitment of any kind.

Attachments:

• Solicitation
  • Part I – Statement of Work (SOW)
  • Part II – Additional terms and conditions
  • Part III – Quotation Preparation Instructions/Evaluation Criteria
  • Attachment A – Requirements Matrix
  • Attachment B – Nondisclosure of Confidential Information Agreement
  • Attachment C – Past Performance Assessment