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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       (03 Feb 12)

EUR-GBPEUR-USDEUR-JPY
TermATMF BidATMF OfferRR Mid 25 ΔStrangle Mid 25 Δ
01W 6.50 8.70 -0.30 0.20
01M 7.50 7.95 -0.50 0.225
02M 8.00 8.45 -0.65 0.3125
03M 8.05 8.50 -0.80 0.3625
06M 8.75 9.20 -1.00 0.4375
01Y 9.50 9.95 -1.25 0.525
02Y 9.95 10.45 -1.30 0.5875