TFS Volbroker FX options product specification

Product Code:

FXO-TIF-GLO-ALL

Description:

TFS Volbroker conducts its business as an independent intermediary in Over the Counter (OTC) FX Options and has offices in London, New York, Frankfurt, Copenhagen, Tokyo, Hong Kong and Singapore. In November 2001, the company integrated the Volbroker system into its currency options business. This created an inter-dealer broking consortium that combines the strengths of voice brokered liquidity together with the market’s leading FX Options electronic broking platform. 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. Volbroker is the leader for electronic price transparency and efficiency in the USD 300 billion ADV currency options market. TraditionData publishes real-time volatility price transparency for ATM (At-The-Money) Straddles, 25 and 10 Delta Risk Reversals and Butterflies in 50+ currency pairs.

Data Source:

FX Option Volatility data is sourced from liquidity originating from both voice broker desks and from the leading FX Options electronic broking platform, Volbroker.

Delivery Method:

• Real-time: Access real-time data
• Hourly: Receive hourly snapshots delivered via SFTP

Data Frequency:

The market data is updated in real-time, sourced directly from the leading FX Options electronic broking platform, Volbroker.

Data Format:

CSV files for hourly snaps and FIX API for Real-time

Data Coverage:

• Asset Class: FX Options ( FXO )
• Sub Class: FXO ATM, Risk Reversals and Butterflies
• Total: +2K instruments
• Currency Pairs : #51 : AUDCAD, AUDCHF, AUDJPY, AUDNZD, AUDUSD, CHFZAR, EURAUD, EURCHF, EURCZK, EURGBP, EURHUF, EURILS, EURJPY, EURNOK, EURNZD, EURPLN, EURSEK, EURTRY, EURUSD, EURZAR, GBPAUD, GBPCHF, GBPJPY, GBPSEK, GBPUSD, NOKSEK, NZDCHF, NZDUSD, TRYJPY, USDBRL, USDCAD, USDCHF, USDCNH, USDCOP, USDHKD, USDHUF, USDIDR, USDILS, USDINR, USDJPY, USDKRW, USDMXN, USDNOK, USDPLN, USDRUB, USDSEK, USDSGD, USDTHB, USDTRY, USDTWD, USDZAR
• Tenors : 1W to 30Y. Check tenor coverage below.

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

FX Options +10 and 25 Delta Risk Reversals - Data Coverage

FX Options +10 and 25 Delta Butterflies - Data Coverage

Tenor Coverage

Tradition Data Packages:

Product Code	Product Name
FXO-TIF-GLO-ALL	Global ALL
FXO-TIF-AME-ALL	Americas ALL
FXO-TIF-EUR-ALL	Europe, Middle East & Africa ALL
FXO-TIF-APA-ALL	Asia Pacific ALL
FXO-TIF-G10-ALL	G10

FAQ:

Question	Answer
How many snap files are available per day?	24 files per day from 8pm-7pm EST
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. Volbroker was the first electronic inter-dealer trading platform for FX options, designed by traders for real-time performance and price transparency. TFS Volbroker has offices in major financial centres, including London, New York, Frankfurt, Copenhagen, Tokyo, Hong Kong, and Singapore.
What is FX Option contract?	A 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.
What are the benefits of TFS Volbroker FX Options Data Packages?	Optimised valuation: Data can be used for price construction, financial reporting, daily/monthly P&L production and for independent price verification. Precision analysis: Data can be used for trading, research, portfolio management and asset allocation. Enhanced risk management: TFS Volbroker FX Options data packages can be used for stress testing, scenario analysis and also for simulations (historical, intraday or situational).
Is Historical Data Available?	Yes,Since 2023

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