GFInet launches energy option pricing software

Fenics Energy 2001 uses market data from the company’s New York-based interdealer broker parent GFI to produce benchmark pricing and risk assessment for over-the-counter electricity and natural gas options. GFInet said the software lets dealers price a "full range of OTC option contracts, single or multi-leg strategies". The software gives dealers access to forward prices and data on volatility levels.

John Crisp, GFInet’s product manager for Fenics Energy, said: "Compared to some financial markets, energy option volumes are low, but we believe that this market is set for strong growth."

The system only covers European markets, but GFInet said it plans to launch a US version early next year.

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