Indicative pricing will be available during London market hours on both Bloomberg and Reuters. The options will be available in euros, US dollars, sterling, yen and Swiss francs. There will be a minimum dealing threshold of 500 contracts, or $500,000, which initially will have maturities from one to five years. Additional maturities and strike prices will be added subject to market demand.
The week on Risk.net, July 7-13, 2018Receive this by email