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FXO CALL/PUT STRIKE VOLS

GFI Market Data for FXO Call/Put Strike Vols has a global reputation for excellence offering timely, extensive coverage of the FX options market with hourly snapshots in call/put format.

GFI operates marketplaces across vanillas, exotics and long-dated options from its global network of offices in North and Latin America, EMEA and Asia Pacific.  GFI is internationally recognized as the No. 1 interdealer broker in FX.

Why GFI for FXO Call/Put Strike Vols data?

  • Global data coverage with over 120 currency pairs.
  • Hourly snapshots available via Thomson Reuters Eikon
  • Solution  to Risk Reversal/Butterfly formatted data
  • 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 three years running.
  • The flexibility to receive data via a real-time feed through FENICS® or directly into your data distribution platform

A CLOSER LOOK

GFI Market Data for FXO Call/Put Strike Vols  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 delivers  call/put data for at-the-money (ATM) forward straddles , 10 and 25 delta risk reversals strikes in tenors from 1W through 2Y
  • History from October 2016
  • Call/Put format is created using Fenics Options Analytics, sourcing inter-dealer data from 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, Seoul and Santiago.
  • GFI provides independent and tradeable market volatility data that  can be used to mitigate risk and provide a daily market perspective across a wide range of tenors and currency pairs
  • Intra-day and end-of-day snaps available by regional  cuts

GFI MARKET DATA SALES

ASIA PACIFIC
Cynthia Case
+65 6632 3851

JAPAN/KOREA
Kiyotaka Kamioka
+81 3 4580 2346

AMERICAS
Damien Fitzpatrick
+1 212 968 2049

Michael Galione (Energy)
+1 212 968 2027

Gary Lambert
+1 212 829 4806

Michael Morris (Partnerships)
+1 212 968 4123

EUROPE
Diego Cruz
+44 20 7877 8042

Andrew Twigg
+44 20 7894 7276

Paul Sinden (Energy)
+44 20 7422 1048