Market Mulls Options Benchmark

SPECIAL REPORT

Standard FX options benchmark prices could be the answer to inaccuracies in marking exposures to market, but whether the move is possible is a matter for debate, according to options market participants.

Although other markets, such as the interest rate swaps market, have benchmark prices, the FX options business does not. And the need for an industry standard has become more acute following the introduction of accounting standards such as FAS 133 in the US and the upcoming IAS 39 standard fo

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