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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.

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FX Trading Strategy Prices

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 7.90 9.90 0.80 0.275
01M 9.25 9.65 1.15 0.30
02M 9.80 10.20 1.20 0.30
03M 10.35 10.75 1.25 0.425
06M 11.05 11.45 1.35 0.45
01Y 11.35 11.70 1.40 0.50
02Y 11.45 12.10 1.35 0.525