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 GFI FENICS Best Risk Management System 2010
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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       (29 Jul 10)

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 8.65 9.40 0.15 0.275
01M 8.95 9.25 0.25 0.30
02M 9.30 9.60 0.35 0.35
03M 9.70 10.00 0.50 0.3875
06M 10.35 10.65 0.70 0.4125
01Y 10.75 11.05 0.775 0.4375
02Y 11.10 11.40 0.60 0.40