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       (16 May 12)

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 8.15 9.35 -1.25 0.1625
01M 8.60 9.10 -1.75 0.25
02M 8.95 9.30 -1.95 0.3375
03M 9.40 9.70 -2.20 0.40
06M 9.90 10.20 -2.30 0.525
01Y 10.25 10.65 -2.50 0.6875
02Y 10.70 11.00 -2.225 0.725