Fenics Market Data (Fenics MD) is proud to announce the release of its Fenics MD IRO package, produced by Fenics Datalab.

This new package covers the following datasets for EUR, GBP, USD, JPY, CHF, DKK, NOK, SEK

Included datasets for CAD IRO:

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

Cash Settled ATM Normal Vols, Receivers/ Payers/ Straddles ATM Forward premium

Physical Settled Skews Normal Vols, Forward Premium

Cash Settled Skews Normal Vols, Forward Premium

Cap/ Floor Skew Normal Vols, Premiums and ATM Swap Rates, Straddle Premiums, Normal Vols

Data is available as a direct feed or through Fenics MD’s distribution partners.