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.

  • LinkedIn  
  • Save this article
  • Print this page  

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: