GFI’s Asian equity brokerage desks are based in Hong Kong, Japan, Australia and Singapore. As a hub for inter-bank trading coupled with access to multiple pools of liquidity in the specialised OTC markets, GFI is ideally positioned to deliver comprehensive and reliable data which reflects actual market conditions and sentiments. GFI's position offering efficient inter-dealer execution and reliability in equity derivatives markets gives our data product complete content neutrality in this specialised area.

GFI's Asian equity index volatilities data is available for all the major equity indices in Asia, namely KOSPI 200, ASX 200, NIKKEI 225, HSI and HSCEI. For each of the indices, there are 16 sequentially numbered pillars, with each pillar having 10 slices each defined by the respective strikes. The strikes available are: a. 70%, b. 80%, c. 85%, d. 90%, e. 95%, f. 100%, g. 105%, h.110%, i. 120%, j. 130%.

GFI generates a CSV file for EOD Singapore trading that is available each night on its FTP site for customers to download. This end of day file contains the strike prices of the day. GFI's implied volatilities database provides historical data back to October 2006.