SuperDerivatives Option Pricing System Available on Reuters
Reuters and SuperDerivatives have agreed to make SuperDerivatives’ foreign exchange (FX) option pricing system available to users of Reuters 3000 Xtra. The agreement will allow all Reuters customers to access FX option pricing and analytics and ‘further increase transparency in the currency options arena,’ according to SuperDerivities. Reuters subscribers will also be able to access SuperDerivatives’ mark-to-market and correlation rates, without additional fees. In addition, SuperDerivatives will provide updates for 25-delta risk reversal rates for a few major currency pairs. These will initially be on one-, three-, six- and 12-month intervals.