Returns FX volatility, forward curve data, risk reversals and market strangles

The following SQL sample query returns FX volatility, forward curve data, risk reversals and market strangles as per a valuation date.

Enhancement Date: 11/5/2025

  • SourceMarket Intelligence
  • Data Packages Required
    OTC Derivatives Data
  • Associated Datasets
    OTC Derivatives Data

Query Types

  • Snowflake