JP Morgan is to offer its clients the ability to trade over-the-counter interest rate options on Bloomberg's trading platform.
The US dealer will provide premium and volatility data on options with expiry dates of one, three and six months, and one, two, five or 10 years. Tenors will be one, two, five, 10, 20 or 30 years. All products will be euro-denominated, at-the- money straddles.
The scheme is intended to attract new investors to the interest rate options market.
Chris Willcox, London-base
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