grips-dkf-20110329 (2) - IDS GmbH - Analysis and Reporting Services
grips-dkf-20110329 (2) - IDS GmbH - Analysis and Reporting Services
grips-dkf-20110329 (2) - IDS GmbH - Analysis and Reporting Services
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16<br />
Tullett Prebon Information<br />
provides data for exotic markets<br />
- FX Options<br />
MXN Swaption Volatilities 21.Mar.2011<br />
- Inflation Swaps <strong>and</strong><br />
Options<br />
- Interest Rates Swaps<br />
- Non-Deliverable FX<br />
Forwards <strong>and</strong> Swaps<br />
- Capfloor Skews <strong>and</strong><br />
Surfaces<br />
- Swaption Skews <strong>and</strong><br />
Surfaces<br />
22<br />
20<br />
18<br />
16<br />
14<br />
12<br />
10<br />
1M 2M 3M 6M 9M 1Y 2Y 3Y 4Y 5Y 7Y<br />
Source GRIPS / Tullett Prebon Information<br />
10Y<br />
20Y<br />
10Y<br />
5Y<br />
3Y<br />
1Y<br />
© <strong>IDS</strong> <strong>GmbH</strong> – <strong>Analysis</strong> <strong>and</strong> <strong>Reporting</strong> <strong>Services</strong><br />
16
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