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
Anthony and James delve into how the systematic internalizer regime is shaping up, and then examine the regtech sector.Subscribe to Weekly Wrap emails