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NON-DELIVERABLE FORWARDS (NDFs)

GFI has a strong presence in global OTC markets and an excellent reputation for hybrid trade executions, offering NDF products through our desks in North America, Europe and Asia.

Why GFI for NDF data?

  • Internationally recognized hub for interbank trading.
  • Data sourced from GFI ForexMatch®, GFI’s award-winning FX options trading system.
  • Unrivaled access to multiple pools of liquidity.
  • Independent, comprehensive and reliable data.

A CLOSER LOOK

GFI’s position in offering efficient execution and reliability in Eastern Europe and Asia gives our NDF data complete content neutrality in this specialized area.

Some Key Facts

  • Eastern European currencies covered: Russian Ruble, Kazakhstan Tenge and Ukranian Hryvnia.
  • Asian currencies covered: Chinese Yuan Renminbi, Indonesian Rupiah, Indian Rupee, Korean Won, Malaysian Ringgit, Philippine Peso, Taiwan Dollar, Thai Bhat and Vietnamese Dong.
  • Latin American currencies covered: Argentinian Peso, Chilean Peso, Colombian Peso and Peruvian Sol
  • Product Delivery: Real-time, Intraday.
  • GFI generates a .csv file that is available every hour between 7am and 2pm GMT on its FTP site for customers to download.
  • GFI also holds within its database historical data since 2005.
  • GFI offers a record based feed of NDF data from its multi-vendor contribution platform via a leased line connection to a market standard distribution system.

FX TRADING STRATEGY PRICES

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  7.00  8.10  0.25  0.1125 
01M  6.65  7.10  0.15  0.1625 
02M  6.85  7.30  0.15  0.1875 
03M  6.90  7.40  0.15  0.2125 
06M  7.15  7.55  0.10  0.275 
01Y  7.25  7.60  0.10  0.325 
02Y  7.55  8.05  -0.025  0.30 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  8.30  9.30  -0.725  0.1125 
01M  8.35  8.80  -1.00  0.1375 
02M  8.45  8.85  -1.175  0.1625 
03M  8.45  8.95  -1.30  0.1875 
06M  8.80  9.20  -1.55  0.25 
01Y  9.10  9.50  -1.725  0.30 
02Y  9.60  10.05  -1.75  0.30 

FX TRADING STRATEGY PRICES

Term ATMF BidATMF OfferRR Mid 25Strangle
Mid 25
01W  12.00  13.85  -0.20  0.275 
01M  12.00  12.75  -0.55  0.325 
02M  12.35  13.05  -0.675  0.3625 
03M  12.70  13.40  -0.775  0.4125 
06M  13.00  13.65  -1.25  0.525 
01Y  13.20  13.80  -1.80  0.6375 
02Y  13.25  14.05  -2.15  0.70 
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