23 October 2017
visit www.response.ncr.com

SuperDerivatives to provide volatility data to Nyse Liffe

20 February 2014  |  1671 views  |  0 Source: SuperDerivatives

SuperDerivatives, a leading financial information, derivatives technology and trade execution provider, announced today that it will be providing volatility data to NYSE Liffe, a leading European derivatives exchange and wholly-owned subsidiary of IntercontinentalExchange Group (ICE).

Following the announcement by NYSE Liffe of the extension to the maximum expiry of its flexible FTSE 100 Index Options (FLX) on Bclear to 10.5 years, NYSE Liffe will use SuperDerivatives' volatility data to enhance its daily settlement price calculations for the flexible FTSE 100 Index Options (FLX) on Bclear, NYSE Liffe's wholesale trade processing and clearing service for derivatives.

Bclear is used extensively by the world's leading investment banks, investment managers and hedge funds to help them reduce operational risk and counterparty risk.

SuperDerivatives will provide widely-sourced volatility data from both the OTC and exchange-traded derivatives markets, running it through its market-standard pricing models.

Ade Cordell, Executive Director, Head of Equity Derivatives at NYSE Euronext comments: "We are constantly looking at ways to improve products for customers. By extending the maximum expiry of the flexible FTSE 100 Index Options (FLX) and by using SuperDerivatives volatility data to enhance our settlement process, we are able to bring additional value to our customers."

David Collins, Head of Strategic Alliances at SuperDerivatives, comments: "Our market-standard volatility data allows NYSE Liffe to enhance its settlement process for the longer dated flexible FTSE 100 Index options (FLX) on Bclear." 

Comments: (0)

Comment on this story (membership required)

Related company news


Related blogs

Create a blog about this story (membership required)
visit www.atos.netvisit www.niceactimize.comvisit www.vasco.com

Top topics

Most viewed Most shared
Mastercard to roll out blockchain APIMastercard to roll out blockchain API
16317 views comments | 18 tweets | 32 linkedin
HSBC partners Bud for open banking trialHSBC partners Bud for open banking trial
13967 views comments | 22 tweets | 28 linkedin
Sibos 2017: API or the highwaySibos 2017: API or the highway
10292 views comments | 12 tweets | 23 linkedin
satelliteGates Foundation backs Ripple collaboratio...
10049 views comments | 13 tweets | 10 linkedin

Featured job

Competitive base, double ote, benefits
London, UK

Find your next job