CMA Parsing™ Credit Options Features
Comprehensive credit options pricing and auction information
The credit options parsing service captures all relevant details that are specific to credit options trading and pricing, including the following fields:
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Reference data |
Pricing information |
Supplementary information |
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CDS Index Name Option expiry Tenor Payer/ receiver Strike (quote spread) Strike (percent of par) |
Premium Bid Premium Ask Delta Volatility Bid Volatility Mid Volatility Ask Quote spread reference Quote spread forward Percent of par reference Percent of par forward |
Market date time Email source |