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FENICS 12.4
Asia Risk

FENICS Professional™ - supports all aspects of FX option activity from Pricing, Automated Price Distribution, Trading, Risk Management and Post trade Processing (STP , Trade Reporting, etc.).

A suite of Professional modules, Enterprise APIs and Customisation SDK toolkit allows customers to control, monitor, integrate and automate workflow style solutions for aspect of FX option trading and lifecycle management.

FENICS 12_3 Mini

FX Trading Strategy Prices       (27 Feb 17)

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 7.00 8.50 -0.025 0.2125
01M 8.35 8.90 -0.275 0.2625
02M 9.35 9.95 -1.05 0.2875
03M 10.60 11.25 -1.825 0.375
06M 10.10 10.65 -1.25 0.45
01Y 10.15 10.70 -0.525 0.4875
02Y 10.25 10.85 0.075 0.4875