Tradition Enhanced FX Options Product Specification

Product Code:

FXO-NUM-GLO-ALL

Description:

Our enhanced FX options pricing provides expanded coverage using Tradition's global FX options pricing and trade data.Tradition and Numerix have joined forces to provide a best of breed FX Options Volatility data service. This offering combines FX option prices, and related market data, sourced from liquidity originating from both the voice broker desks and from the leading FX options electronic broking platform, Volbroker. With Numerix’s analytics this is used to provide the highest quality, complete volatility surfaces. Tradition Enhanced FX Options offer 145 currency pairs for ATM (At-the-Money) Straddles, and 5, 10, 15, 25 & 35 Delta risk reversals and butterflies. Volatility surfaces running from 1W up to 30 years, depending on currency and liquidity. 3 updates per day (London, New York and Tokyo closes).

Data Source:

FX Options coverage taken from pricing and trade data from the TFS Volbroker business coupled with Numerix analytics

Delivery Method:

• Via SFTP.

Data Frequency:

Three snaps per day for London, New York and Tokyo closes.

Data Format:

CSV files, or as standard Bloomberg delivery

Data Coverage:

• Asset Class: FX Options ( FXO )
• Sub Class: FXO ATM, Risk Reversals and Butterflies
• Total: +31K instruments
• Tenors: 1WK to 30Y. Check tenor coverage below.
• 145 Currency Pairs :
• AUDCAD, AUDCHF, AUDCNH, AUDDKK, AUDHKD, AUDJPY, AUDKRW, AUDNOK, AUDNZD, AUDSEK, AUDSGD, AUDUSD, AUDZAR, CADCHF, CADDKK, CADJPY, CADMXN, CADNOK, CADSEK, CADSGD, CADZAR, CHFDKK, CHFHKD, CHFHUF, CHFJPY, CHFMXN, CHFNOK, CHFPLN, CHFSEK, CHFSGD, CHFTRY, CHFZAR, CNHJPY, CNHZAR, CNYJPY, CNYZAR, DKKJPY, DKKNOK, DKKSEK, EURAUD, EURCAD, EURCHF, EURCNH, EURCNY, EURCOP, EURCZK, EURDKK, EURGBP, EURHKD, EURHUF, EURIDR, EURILS, EURINR, EURJPY, EURKRW, EURMXN, EURMYR, EURNOK, EURNZD, EURPLN, EURRON, EURRUB, EURSEK, EURSGD, EURTRY, EURTWD, EURUSD, EURZAR, GBPAUD, GBPCAD, GBPCHF, GBPDKK, GBPHKD, GBPINR, GBPJPY, GBPKRW, GBPMXN, GBPNOK, GBPNZD, GBPPLN, GBPSEK, GBPSGD, GBPUSD, GBPZAR, HKDJPY, HKDKRW, INRJPY, INRZAR, JPYIDR, JPYILS, JPYINR, JPYKRW, JPYSGD, JPYTWD, MXNJPY, NOKJPY, NOKSEK, NZDCAD, NZDCHF, NZDGBP, NZDHKD, NZDJPY, NZDNOK, NZDSEK, NZDSGD, NZDUSD, SEKJPY, SGDHKD, SGDIDR, SGDJPY, SGDMYR, SGDTWD, THBJPY, TRYJPY, TRYZAR, USDARS, USDCAD, USDCHF, USDCNH, USDCNY, USDCOP, USDCZK, USDDKK, USDHKD, USDHUF, USDIDR, USDILS, USDINR, USDJPY, USDKRW, USDMXN, USDMYR, USDNOK, USDPLN, USDRON, USDRUB, USDSEK, USDSGD, USDTHB, USDTRY, USDTWD, USDZAR, XAGUSD, XAUUSD, ZARJPY

FX Options At-The-Money (ATM) - Data Coverage

FX Options +5,10,15,25 and 35 Delta Risk Reversals and Butterflies - Data Coverage

Tenor Coverage for At-The-Money (ATM) ,Risk Reversals and Butterflies

FAQ:

Question	Answer
What is Numerix ?	Numerix is an American capital markets technology provider that develops analytics and software solutions for risk management, trading, valuations, and pricing of financial products like derivatives, structured products, and variable annuities. Numerix was founded in 1996 with the mission of bringing transparency to the pricing of financial derivatives. Since then it has established itself as the global leader of financial analytics and has evolved to become a provider of pricing and risk solutions for the capital and insurance markets
What is TFS Volbroker ?	TFS Volbroker is a prominent global player in the OTC FX options market, combining traditional voice brokering with an innovative electronic trading platform tailored for currency derivatives. It was formed in July 2000 through the merger of the OTC FX options divisions of TFS Group and ICAP plc. The company integrated the Volbroker electronic trading platform into its currency options business in November 2001, combining voice-brokered liquidity with an electronic broking system designed specifically for FX options trading.
What is Volbroker ?	Volbroker was the first electronic inter-dealer trading environment for FX Options. Designed by FX options traders for real-time performance, with liquidity support from the world’s top interbank market makers. There are 30-40 interbank participants publishing FX options pricing on the platform, either directly or through Tradition’s global FXO brokerage desks. Volbroker is the leader for electronic price transparency and efficiency in the USD 5 trillion currency derivatives market.
What is FX Option contract?	An FX (foreign exchange) option contract is a financial derivative that gives the holder the right, but not the obligation, to exchange a specified amount of one currency for another at a predetermined exchange rate (strike price) on or before a specified expiration date.
Explain one instrument as an example	AUDCADBF25_1WK=TNMX is Australian Dollar/Canadian Dollar 1Week ("1WK"), 25 Delta Butterfly ("BF25")
Is Historical Data Available?	Yes,Since July 2022

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