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Ivy DB Asia Pacific

Ivy DB Asia Pacific is a comprehensive database of historical price, implied
volatilities, and sensitivity information for the Asian/Pacific listed index and
equity options markets. Ivy DB Asia Pacific data files are updated nightly to
reflect new closing prices, dividend payments or other corporate actions,
and option contract expirations, new listings, or other changes.

» Coverage
» Data Elements
» Delivery
» Volatility Surface

COVERAGE

» Over 150 securities (equities and indices) from Japanese, Hong Kong, Korean and Australian exchanges.
» Historical data starts from 2004
» Daily data is provided by Telekurs Financial
» Major indices include KOSPI, Hang Seng, TOPIX, NIKKEI, ASX and HS China Enterprises

DATA ELEMENTS

» Options
   • Strike, expiration, Call/Put, currency, exchange, bid/ask/last prices, volume, open interest,
     implied volatility and greeks, underlying security price
» Underlying Security
   • High/low/open/close prices, total return
» Distributions
» Dividends, splits, projected dividend dates and rates
» Zero Curve

DELIVERY

» Ivy DB Asia Pacific is arranged as a set of flat files, organized in a relational structure.
» Easily incorporated into a DBMS (i.e. SQL server, Oracle, Sybase).
» Access via MS Excel, MS Access, Crystal Reports, MatLab, or programming language of your choice.
» Nightly downloads via FTP.

VOLATILIY SURFACE

» The Volatility Surface file contains the interpolated volatility surface for each security on each day for each available currency,
   using a methodology based on a kernel smoothing algorithm.
» Information on standardized options (calls and puts)
» Expirations: 30, 60, 91, 122, 152, 182, 273, 365, 547, and 730 calendar days
» Deltas: 0.20, 0.25, 0.30, 0.35, 0.40, 0.45, 0.50, 0.55, 0.60, 0.65, 0.70, 0.75, and 0.80 (negative deltas for puts).
» A standardized option is only included if there exists enough option price data on that date to accurately interpolate the required values.

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To find out more about how Ivy DB can work for you, please ask to speak to a sales representative at (212) 707-8370, or send an email to info@optionmetrics.com.