GFI unveils Fenics 2002 upgrade

Interdealer broker GFI today unveiled details of enhancements to its Fenics options pricing system, which is used by an estimated 85% of global options dealers.

Fenics 2002, due for launch on May 23, has enhancements for each of the three elements that make up an FX options price – market data, interpolation methods and mathematical modelling, according to GFI.

Michel Everaert, global head of product marketing at GFI in New York, said it will help users to hedge their exposures correctly and enable them to more effectively manage risk.

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