DTS now offers a full spectrum of OTC Volatility Skew data to complement the Horizon database of end of day market data, yield curve data and an extensive array of other value-added data.  The OTC volatility skew data is sourced from a number of highly respected contributors who are active in the OTC Options markets and can provide accurate and reliable volatility skew data for a broad range of currencies.

The asset classes covered are F/X Options, Caps and Floors and Swaptions. The depth and breadth of the data available is considered to be some of the broadest available in the market and the quality of the data is "best of breed".

This data is already used by a wide range of financial institutions globally and is constantly undergoing scrutiny and validation. It is used for making trading decisions as well as daily mark to market operations.