TFS-ICAP FX Options
This topic describes TFS-ICAP FX Options for CME Group DataMine.
The TFS-ICAP FX Options package provides unparalleled market data, offering the most widely sought-after prices available in over 50 currency pairs.
The TFS-ICAP FX Options market data package offers indicative At the Money Straddles and a full volatility surface for 10 and 25 Delta Butterflies and Risk Reversals from Overnight to 1 Year on all currency pairs, with long dated ATMs out to 20 Years for the most liquid pairs.
Contents
Dates Available
TFS-ICAP FX Options data is available from September 2003.
Sample Files
Dataset | Sample File |
---|---|
TFS-ICAP FX Options |
FAQ
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