Jonathan Seymour, Head of Equities UK at Euronext.liffe, said, “The use of DaDD dividend forecasts in the LIFFE UK equity option pricing model will further enhance the accuracy and integrity of the daily settlement prices and indicative bids and offers generated by Autoquote. This is the latest measure we are taking to continuously improve the quality of our markets.”
John Price, Managing Director of DaDD, said, “DaDD is pleased to have been chosen by Euronext.liffe to provide its dividend forecasts for use in the Autoquote system. Accurate dividends and ex dividend dates are a key component of derivatives calculations. We welcome the opportunity of working with Euronext.liffe and its members and are confident that they will find this enhancement to the inputs used in Autoquote helpful to them.
