Reuters Releases Chained Codes Covering FX Market Volatilities
DEALING & NETTING
Market data vendor Reuters has released a set of chained Reuter Instrument Codes (RICs) covering foreign exchange volatilities. However, the chained RICs don't include volatilities from brokerage house Tradition - data many forex options dealers consider key when formulating their volatility figures.
According to a spokesperson for Reuters, the vendor introduced the new chained RICs - dubbed FXVOL and DEMVOL1 - earlier this year. The chains cover implied volatilities forex volatilities derived
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