FBO: Federal Business Opportunities

 NOTICE: This announcement constitutes the only solicitation; proposals are being requested.  The solicitation number is CFIT-09-SO-0080 and is issued as a Request for Proposals (RFP).  The associated North American Industrial Classification System (NAICS) code for this procurement is 541512 and the small business size standard is $23 million.  This solicitation is issued on the basis of full and open competition.  The contract type will be indefinite delivery, indefinite quantity with a base year and four option years.  CFTC may make multiple contract awards pursuant to this solicitation.  The estimated date of award is March 1, 2009.  The RFP is attached to this notice and includes the statement of work and other clauses and provisions that apply to this acquisition.  Offerors should carefully read the entire RFP and follow the instructions contained therein for submitting proposals.  Questions regarding the solicitation must be submitted in writing, reference the solicitation number, and be sent to ngraham@cftc.gov by January 5, 2009.  Questions submitted by that date will be answered by amendment to the RFP.  All amendments to the RFP will be posted to this website.   

 TIME AND DATE PROPOSALS ARE DUE: Proposals are due no later than 4:30 PM Washington, DC time on January 21, 2009 and must be submitted in accordance with instructions included in Part II of the RFP.    

 BACKGROUND: Congress formed the CFTC as an independent regulatory agency to protect market users and the public from fraud, manipulation, and abusive practices in connection with the offer and sale of commodity futures and option contracts and to foster open, competitive, and financially sound commodity futures and option markets.   In furtherance of this mission, CFTC has implemented a Trade Surveillance System (TSS) utilizing Actimize software for trade violation detection purposes. 

 VISION: This contract will supplement and support the CFTC's current TSS development and implementation effort.  The contractor will work directly with business users, CFTC technical staff, and CFTC contractors to develop business requirements documents, technical specifications, project plans, testing plans, and other project artifacts used to support the CFTC's Trade Practice Surveillance Program.

 The contractor also will be responsible for developing, implementing and testing specific trade practice violation detection scenarios (i.e., models) based on the trade level data received on a daily basis from the exchanges.  In addition to trade practice violation detection scenarios, the contractor will be responsible for developing, implementing, and testing models in other CFTC business areas such as market surveillance, economic research and analysis, and enforcement actions.  These additional models will require the contractor to assist in data integration services that will incorporate various enterprise-wide data sources such as large trader end day positions, daily market activity, indices, daily order information, trader and broker account information, and third party data sources.

 The contractor will be responsible for supporting business users in defining business requirements for the management of alerts and cases that are generated by the models.  This includes the ability to conduct further analysis and investigation of the alerts which may require sophisticated queries and database views into the data that generated the alerts (i.e., suspicious trading activity between traders, brokers, and individual accounts).  The contractor will also be responsible for working with CFTC management to develop work activity detail and summary reports.

 The RFP contains a detailed statement of work that further describes the anticipated tasks that will be required of the contractor.