Interbank FCY-FCY Currency Options - ccil
Interbank FCY-FCY Currency Options (Trade by Trade)
FCY-FCY Inter-bank Currency Option Trades Reported
All FCY-FCY Interbank FX trades, as reported and matched in the CCIL Trade Repository (TR), are disseminated with a lag of seven business days.
| Trade Date | Currency Pair | Option Type | Expiry Date | Tenor | Base Currency Amount | Strike Price | Spot Rate | Implied Volatility | Trade Timestamp |
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Technical Document
Please refer to Techinical document -FCY-FCY Interbank Fx- Currency Option for the details about computation of the above data