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

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: