Saxo Bolsters Tradingfloor Data

Saxo Bank has begun publishing three daily updates of OTC foreign exchange options data on its Tradingfloor.com news, commentary, research and analysis portal, to improve transparency around FX options.

The data includes change in volatility of currency pairs, 25-delta risk reversal, an index of OTC volumes, large strikes in the interbank market, charts, sentiment based on client positions, and current prices.