GFI FENICS - HOME - The advantage of a fresh perspective
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FENICS 12.2 Unlimited Solutions
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FENICS Professional™ - a single interface for PRICING, TRADING, RISK MANAGEMENT and STP

A suite of pricing, trading, risk management and STP (straight-through processing) components allowing customers to control, monitor and oversee every aspect of FX option trading and lifecycle management.

FX Trading Strategy Prices       (18 May 12)

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 7.05 8.90 -0.85 0.1625
01M 8.30 8.90 -1.60 0.25
02M 8.65 9.00 -1.70 0.2375
03M 8.90 9.35 -2.05 0.3125
06M 9.35 9.85 -2.15 0.475
01Y 10.05 10.50 -2.35 0.6875
02Y 10.45 10.90 -2.40 0.75