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Autoquote

Definition: [crh] Autoquote indicative prices are generated for many of the financial options contracts traded at LIFFE using standard mathematical models as derived by Black and Scholes and Cox, Ross, Definition: Rubinstein. Autoquote calculates prices for all series by processing variables captured in real-time from other sysDefinition: tems and trading members each time the underlying price changes. Autoquotes indicate where a Definition: >series may trade, given the current level of the underlying instrument.

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