Implied Price Calculator

Complex implied spreads

Relate prices across instrument sets

Cross-Border FX Spreads

European Spark and Dark Spreads

Smarter trading

Trayport®’s Implied Price Calculator (IPC) enables you to use real-time price information to generate more complex implied spreads within Joule®. 

This allows you to realise strategies and relate prices across instrument sets and calendar periods; opening up new opportunities for smarter trading.

Calculations

Cross-Border FX Spreads

Implied prices use defined FX rates to enhance liquidity and enable quick comparisons between GBP-denominated NBP and Euro-denominated markets such as TTF, PEG and more.

Implied prices use both bid and ask FX rates depending on the calculation performed.

European Spark and Dark Spreads

Implied prices for Clean and Dirty variants of Spark and Dark spreads approximate a virtual power station, which enables you to conceptualise your profit margin on-screen and fill your orders in just one click.

Implied prices are generated from the best available prices in the market, with currency conversions and your defined efficiency ratio taken into account.

Next Steps

To find out more information, please complete our enquiry form or email sales@trayport.com or call us on +44 (0) 20 7960 5511.

Enquiry Form

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