Having been trial reporting an Implied Volatility curve for the Supramax 10TC Average since 20 February 2017, the Baltic Index Council has approved lifting the Trial status from 3 July 2017.

 

The curve will have the same format as the existing Options curves. The codes will be as below.

 

IV_S10TC_CURMON

IV_S10TC_+1MON

IV_S10TC_+2MON

IV_S10TC_+1Q

IV_S10TC_+2Q

IV_S10TC_+3Q

IV_S10TC_+4Q

IV_S10TC_+1CAL

IV_S10TC_+2CAL

IV_S10TC_+3CAL

IV_S10TC_+4CAL

 

 

Any questions or comments should be directed to balticbroker@balticexchange.com