COVERAGE | HISTORY | DESCRIPTION | SOURCE |
---|---|---|---|
EQUITY DERIVATIVES | |||
Asia indices KOSPI 200 NIKKEI 225 HSI HSCEI ASX 200 |
Ticks 2008 Snaps 2008 |
Index Volatilities for ATM and OTM Strikes, Puts/Calls and Forwards for maturity Pillars Value is in both ‘wings’ (70%-130%) & volatility term structure Volatilities are abstracted from any dividends, forwards, interest rates, borrowing costs, and exchange rates |
GFI |
Currencies EUR, USD, JPY, GBP, HKD, CHF, SEK, DKK, NOK Major Global Indices |
Snaps 2017 |
Variance Swaps, Total Return Futures, Spreads, Rolls, Put/ Call, Equity Linked Swaps, Dividend Swaps | Sunrise |
FENICS MARKET DATA
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