18 August 2017
visit www.avoka.com

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." 

Comments: (0)

Comment on this story (membership required)

Related company news


Related blogs

Create a blog about this story (membership required)
download the paper nowvisit www.dorsum.euvisit www.worldpaymentsreport.com

Top topics

Most viewed Most shared
Mobile contactless spending accelerating in UKMobile contactless spending accelerating i...
7374 views comments | 21 tweets | 22 linkedin
Norwegian banks and startups form fintech clusterNorwegian banks and startups form fintech...
7235 views comments | 19 tweets | 23 linkedin
hands typing furiouslyWhy Blockchain Might Not Be The Future For...
5974 views 1 | 5 tweets | 3 linkedin
RBS to bring Silicon Valley to EdinburghRBS to bring Silicon Valley to Edinburgh
5829 views comments | 10 tweets | 7 linkedin
Apple sidelined as Beijing transit system launches payments appApple sidelined as Beijing transit system...
5800 views comments | 11 tweets | 9 linkedin

Featured job

London, UK (or flexible)

Find your next job