Fenics Market Data (Fenics MD) is proud to announce the release of AED, AUD, CNH, CNY, CZK, HKD, HUF, IDR, ILS, INR, KRW, MXN, MYR, NZD, PHP, PLN, RUB, SAR, SGD, THB, TRY, TWD, and ZAR IRO to its Fenics MD IRO package, produced by Fenics Datalab.

Expanding from the existing currencies currently on the Fenics MD IRO package – CHF, DKK, EUR, GBP, JPY, NOK, SEK, and USD.

Included datasets for AED, AUD, CNH, CNY, CZK, HKD, HUF, IDR, ILS, INR, KRW, MXN, MYR, NZD, PHP, PLN, RUB, SAR, SGD, THB, TRY, TWD, and ZAR IRO:

Physical Settled Straddle Forward Swap Rate, ATM Forward Premium, ATM Spot Premium, ATM Normal Vols,

Physical Settled Skews Normal Vols, Forward Premium, Spot Premium

Cap/ Floor ATM Swap Rate, ATM Straddle Premium, Cap/ Floor Normal Vols

Cap Skews Premium, Floor Skews Premium, Cap/ Floor Skew Normal Vols

Samples are available