Accounting regulations FAS133 and IAS 39 require the use of independent information for the valuation of portfolios. Risk managers at banks, hedge funds, corporations and institutions now have the price points to accurately revalue FX option portfolios in one convenient service.

• Implied volatility surfaces for 44 currency pairs.
• Set daily at 10am NY time, coinciding with option expiry time - published at 11am NY time.
• Tenors covered 1W, 1M, 2M, 3M, 6M, 1Y and 2Y for major currency pairs and up to 1Y for other currency prices.
• Delta Neutral Straddle - bids and offers for all tenors. Mid prices for 10 and 25 delta Risk Reversals and Butterflies.
• Available in an easy-to-download CSV file format via the web or FTP servers.
• Imports directly into FENICS® FX and other position keeping and risk management tools.
• Sourced from over 70 banks using the GFI trading screen and GFI's global brokerage desks.
• Data collection, organization, quality and storage is monitored for accuracy and completeness.