The Options Clearing Corp. has selected UK-based data vendor Markit to supply it with daily implied volatility data -- including implied volatilities, forwards and discount factors -- on the S&P 500, which will serve as inputs to the OCC's calculations of settlement prices for over-the-counter equity options.
Markit will provide OCC with a service based on its Markit Daily Vol - Equities service, which covers major indexes and single stocks in EMEA, Asia-Pacific and the Americas.
More from Inside Market Data
Updating your subscription status
Work with us on your Integrated Marketing Campaigns
WatersTechnology offers a full range of custom research, surveys, webcasts, video and whitepapers for firms looking to demonstrate thought-leadership through their marketing campaigns and generate sales leads. Do you have bespoke requirements?
21 May 2013
21 May 2013
19 Jun 2013
27 Jun 2013
Complex, dated and unwieldy data infrastructure is not uncommon among even the most progressive companies in the world of finance. As financial regulations...
With the launch of a new legal entity identifier (LEI) looming, the financial services industry needs to get ready to ensure efficient and timely implementation...