Reuters Launches Chained RICS For FX Volatilities


Reuters has released a set of chained Reuter Instrument Codes (RICs) covering foreign exchange volatilities.

According to a spokesperson for Reuters, the vendor introduced the new chained RICs -- dubbed FXVOL and DEMVOL1 -- earlier this year. The chains cover implied forex volatilities derived from plain vanilla at-the-money OTC calls/puts, the spokesperson says.

The spokesperson says that the chains cover volatility estimates from several different brokers, and are readily available on Reuter