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FX OPTIONS

GFI Market Data for FX Options offers timely, extensive coverage of the FX options market with over 100 currency pairs.

Why GFI for FX Options Data?

  • Intraday or end of day service on over 100 currency pairs.
  • Data that facilitates price discovery and portfolio revaluations.
  • 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 FENICSSM or directly into your data distribution platform

A CLOSER LOOK

GFI Market Data for FX Options leverages a combination of sources that delivers the broadest coverage available from any wholesale broker. It is, quite simply, a smarter choice.

Some Key Facts

  • The feed carries at-the-money (ATM) forward straddles and bid/offer volatility points for 10 and 25 delta risk reversals, butterflies, strangles and straddles for tenors from overnight to 30 years.
  • Real, executable prices and non-executable but nonetheless market tested prices are contributed from GFI ForexMatch, GFI’s award-winning FX derivatives trading platform.
  • Interpolated prices are extracted from GFI’s proprietary volatility surface calculator, an in-house application developed by GFI and used globally for price discovery.
  • GFI collects its data from all its global foreign exchange brokerage desks in London, New York, Singapore, Hong Kong, Tokyo, Seoul and Santiago.

FX TRADING STRATEGY PRICES

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  6.80  8.00  0.35  0.125 
01M  7.00  7.45  0.325  0.1625 
02M  6.95  7.40  0.30  0.1875 
03M  7.10  7.60  0.275  0.2125 
06M  7.25  7.70  0.25  0.2625 
01Y  7.40  7.80  0.15  0.3125 
02Y  7.65  8.15  0.10  0.275 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  7.85  8.90  -0.70  0.1125 
01M  8.25  8.70  -0.925  0.1375 
02M  8.20  8.60  -1.10  0.1625 
03M  8.25  8.75  -1.225  0.1875 
06M  8.55  8.95  -1.475  0.2375 
01Y  9.00  9.40  -1.675  0.2875 
02Y  9.45  9.90  -1.725  0.30 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  10.00  12.00  -0.225  0.25 
01M  11.30  12.05  -0.50  0.2875 
02M  11.50  12.25  -0.65  0.35 
03M  11.75  12.50  -0.75  0.40 
06M  12.35  13.00  -1.25  0.525 
01Y  12.85  13.45  -1.775  0.625 
02Y  13.05  13.85  -2.30  0.6875 
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