PDF

FIXED INCOME
Coverage
History/Source
Description
Benefits
Bonds
Global
North America
South America
Europe
Asia
History
From Jan 2008
Source
GFI CreditMatch®
Asset Backed Securities
Corporate Bonds
Emerging Market Bonds
Floating Rate Notes
High Yield Bonds
Investment Grade Bonds
Preferred Bonds
Senior and Subordinated Financials
Sovereign Bonds
Maturities of over 10y
Price set consists of bids and offers
Actual market prices, reflecting
accurate market sentiment
Independent interbank data
Flexible access: intra-day hourly, end of day,
weekly or monthly feed
Transacted prices and trades
Full curves derived from real
market prices
Actual market prices, reflecting
accurate market sentiment
Mark to market
Spread analysis
Mitigate risk
Levels of committed capital
Pricing & valuation
Credit Derivatives
Global corporates
Sovereigns
Indices
Tranches
Spreads
Switches
History
From Apr 1997
Source
GFI CreditMatch®
FX
Coverage
History/Source
Description
Benefits
FX options
Global
History
Mid points Jan
2002 to Mar 2006.
Bid/Offers from Apr 2006.
Source
GFI ForexMatch®
Up to 140 currency pairs
ATMF (0 delta straddles), 10 and 25 delta
risk reversals and butterflies
Tenors from overnight out to 30y
Streamed from GFI’s ForexMatch® to GFI’s
proprietary volatility surface calculator
Streaming or daily regional cuts
Revalue FX options
Build volatility curves
Hedge currency risk
FX forwards, implied interest rates and
swap points
Tenors: 1w to 120m
Tradeable bids/offers
Real-time feed and intraday snapshots
Reval files available for certain
currencies
Overseas exposure
Hedge FX risk in illiquid currencies
Revalue portfolios
Independent prices
Non-deliverable forwards (NDFs)
Currencies
RUB, KZT, UAH, ARS, CLP,
COP, PEN, CNY, IDR, INR,
KRW, MYR, PHP, TWD, THB,
VND
History
From Nov 2005
Source
GFI ForexMatch®
and GFI BasisMatch™
EQUITIES
Coverage
History/Source
Description
Benefits
Equity index option volatilities
Asia indices: KOSPI 200,
NIKKEI 225, HSI, HSCEI,
ASX 200
European indices:
DJ EUROSTOXX
History
From Mar 2008
Source
Calibration: GFI
Curve: Proprietary Analytics
Index volatilities for ATM and OTM
strikes, both puts/calls and forwards for
maturity term pillars
Value is in both ‘wings’ (70%-130%) &
volatility term structure
Volatilities are abstracted from any
dividends, forwards, interest rates,
borrowing costs, and exchange rates
Valuations of ‘wings’ and term structures
Accurate and reliable representation of full
volatility curve, callibrated in real-time to
actual bids, offers and trades.
Maturities traded beyond the traditional
exchange traded maturities
Energy & Commodities
Coverage
History/Source
Description
Benefits
Coal
European Coal
History
From Nov 2005
Source
EnergyMatch® Europe
Contracts are defined through the
combination of product, (API 2 and API
4) delivery period and delivery location
(Netherlands and South Africa)
Pricing information includes best bid & best
offer (tradable quote prices entered by GFI
customers or on their behalf by GFI brokers)
History
From Jan 2006
Prices/trades for European Climate
Exchange EUA and CER contracts
Price discovery
Visibility in a highly liquid market due to
GFI’s market share
Assess Energy costs
Risk management
Emissions
EU emissions: CO2
contracts, Physical
contracts, ECX
Source
EnergyMatch® Europe
Visibility into multiple contract types
Price discovery
Freight
Wet freight
Dry freight
History
From Jun 2003 (Wet)
and Sept 2004 (Dry)
Source
EnergyMatch® Europe
Wet freight
FFA rates for wet routes around the world
GFI/ACM joint venture intermediates 27
routes, with14 actively traded
Dry freight
Capsize contracts: C4, C7
Panamax contracts: P2A, P3A, P4
Average route (‘Time Charter’) FFA contracts
for Capsize, Panamax and Supramax
Manage freight exposure
Evaluate trends across FFA contracts
Hedge against freight costs
Availability of time charter routes
Gas
All major EU markets
History
From Aug 2006 (UK) and
Jan 2009 (EU)
Source
EnergyMatch® Europe
Physical forwards in the following hubs:
UK: NBP, Zeebrugge
Europe: TTF (Belgium), PEG, NCG, Gas
Pool
Price discovery
Risk Management
Hedge against gas prices
Structured by countries and main grids,
delivery shape and delivery period
Regional granularity
Post-trade settlement
Hedge against energy prices
Assess energy costs
Evaluate trends across contracts
Power
All major EU markets
History
From Jul 2000 (EU) and
Nov 2000 (UK)
Source
EnergyMatch® Europe
RATES
Coverage
History/Source
Description
Benefits
Interest rate options
Asian Time Zone Currencies
Majors: USD, JPY, AUD, NZD
Emerging: CNY, CNH, KRW,
HKD, SGD, MYR, THB, TWD,
IDR, INR, PHP, XWD
European Time Zone Currencies
Majors: EUR, GBP, USD, CHF
Emerging: ILS, ZAR, PLN,
HUF, CZK, RUB, TRY,
RUB XCCY, TRY XCCY
History
From 2006
Source
Calibration: GFI Rates
Brokers
Curve: Proprietary Analytics
Broker contribution & calibration
Proprietary analytics used for curve
generation
Curves used to generate forward swaps for
swaptions & caplets/floorlets for caps/floors
ATM volatilities generated for swaptions
& cap/floors
Skew data for swaptions & cap/floors
Tenors out to 30y for ATM volatility &
premium data and 30y for options maturity
Tenors out to 30y for cap & floor volatility
skew data
SABR parameters also available
True reflection of market, using real market
prices to calibrate the volatility surface
Portfolio monitoring and evaluation
Valuation
Comprehensive market view
Strong liquidity behind prices
Analysed by experienced data analysis and
statistical algorithms
Broker traded prices
Intraday snapshots
Tenors: 1y to 6y
Includes: basis swaps, IRS, cross CCY
swaps and FRAs where available
Manage interest rate risk
Analyse and forecast rate strategies
Build swap volatility models
Interest rate swaps
Currencies
RUB, IDR, INR, KRW, MYR,
PHP, SGD, THB, CZK, HUF,
PLN, ZAR, TRY, COP, MXN
History
From 2006
AWARDS
CONTACTS
Interdealer Broker of the Year
FOW 2013
+852 3405 2758
CREDIT
NORTH Asia
SE ASIA/AUSTRALIA
No.1 Credit Broker
Risk Magazine 2013
+65 6632 3858
No.1 Credit Interdealer Broker
Derivatives Week 2013
+81 3 3552 5111
FX
+44 207 877 8099
No.1 FX Interdealer Broker
Derivatives Week 2013
Best Currency Options Broker
FX Week 2013
JAPAN
EUROPE
AMERICAS
+1 212 968 2935
[email protected]
Best FX Options Matching – GFI ForexMatch®
Profit & Loss 2013
Best Emerging Market Platform – GFI ForexMatch®
Profit & Loss 2013
ENERGY & COMMODITIES
Power Broker of the Year
Risk & EnergyRisk 2013
www.GFIgroup.com/marketdata
© GFI Group Inc. 2014. All rights reserved. This advertisement has been approved by GFI Brokers Limited (A GFI Group company), which is
regulated by the Financial Conduct Authority in the UK.
GFI Market Data is supplied by Fenics Software Limited (a GFI Group Inc. company). To the extent permitted by law, Fenics Software Limited
excludes all representation or warranties of any kind.