Acu-Val

Accurate

• Precise "at the market" rates

Comprehensive

• BGC's wide access to market information allows superior depth and breadth of options valuations

Unbiased

• Acu-Val meets the rigorous requirements of valuing IROs for daily or monthly closings

Acu-Val Interest Rate Options service allows you to:

• Value your portfolios based on an objective source
• Improve accuracy of yield curve and other pricing models
• Forecast ATM volatilities and slope of term structure
• Identify where markets see greater risk
• Define risk/reward opportunities associated with option strategies
• Identify abritrage opportunities
  

Acu-Val Interest Rate Options data set includes the following information:

• Swaptions Straddles
  - Premiums
  - Volatilities
  - Normalized Volatilities
• Caps/Floors
  - Premiums
  - Volatilities

Each of the above components is available for USD, GBP and Euro.

Acu-Val Interest Rate Options may be delivered as:

• Real-Time (RT) feed
• End-of-Day product

Acu-Val Interest Rate Options EOD is an email service with end-of-day pricing.

For more information contact BGCantor Market Data at 212-829-4840 or email marketdata@bgcantor.com.