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SuperDerivatives to provide volatility data to Nyse Liffe

20 February 2014  |  1612 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." 

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