Trading

The hub of the Xenon trading system is a highly configurable dashboard. From here traders and risk managers can capture trades and build ad hoc P&L reports and queries, price charts and tables, volatility charts, strike matrices and scenario analyses in real time. All these can be customised to meet the user’s own specifications.

In addition, stress testing and scenarios allow traders to evaluate the impact of potential trades on Greeks and P&L before execution.

Traders can also adjust volatility smiles around ‘at the money’ curves and make quotations or deal from matrices of option strikes and maturities. Associated price and implied volatilities are automatically generated, and each trader can maintain and price against his own set of curves during the trading day.

In Xenon, traders access commodity-neutral trading screens which are clear and intuitive, and menus that are logically structured. Frequently used entries are retained as favorites, custom templates can be built for commonly used trade structures, and static data is hidden to minimise unwanted information.

With Xenon there is no trade-off between ease of use and sophistication.

Key trading features
  • Work flow management
  • Flexible trade queries
  • Integration with FEA or proprietary analytics via XML interface
  • Real-time P&L, positions and book values
  • Ad hoc queries, risk reports and valuations
  • Price curve and volatility input and analysis
  • Stress testing and scenarios
  • Credit module, including limits
  • Option pricing matrix
  • Integration with spreadsheets
  • User defined trade templates and report views

 

 

 

 

 

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