FX OPTIONS REVALUATION SERVICE

Accounting regulations FAS133 and IAS 39 require the use of independent information for the valuation of portfolios

GFI Market Data gives risk managers at banks, hedge funds, corporations and institutions the price points they need to accurately revalue FX option portfolios – all in one convenient service.

Why GFI Market Data for FX Options Revaluation?

• Implied volatility surfaces for 44 currency pairs.
• The confidence that comes with GFI ForexMatch^®, named Best FX Options Trading Platform by Profit & Loss for two years running.
• The flexibility to receive data via a real-time feed through GFI FENICS^SM or directly into your data distribution platform.

A CLOSER LOOK

GFI Market Data for FX Options Revaluation is built on the backbone of GFI, a global leader in FX.

Some Key Facts

• Set daily at 10 am NY time, coinciding with option expiry time - published at 11 am NY time.
• Tenors covered 1W, 1M, 2M, 3M, 6M, 1Y and 2Y for major currency pairs and up to 1Y for other currency prices.
• Delta Neutral Straddle - bids and offers for all tenors. Mid prices for 10 and 25 delta Risk Reversals and Butterflies.
• Available in an easy-to-download CSV file format via the web or FTP servers.
• Imports directly into FENICS Professional™ and other position keeping and risk management tools.
• Sourced from over 70 banks using the GFI trading screen and GFI's global brokerage desks.
• Data collection, organization, quality and storage are monitored for accuracy and completeness.