Which of these options are more popular in practice/used in industry? And where exactly are they used?

Also, I have been searching for listed Asian and Bermudan options, for volume data etc, but have been unable to find any listed anywhere. I know they are traded OTC but so data will be harder to find. Any sources will be appreciated, thanks


1 Answer 1


Asian options are more common in the FX market where corporate hedgers are concerned with the average exchange rate that affects regular streams of foreign denominated revenue.

Bermudan exercise is most common for interest rate swaptions. They provide flexibility in choosing when to exercise for cancelling a swap without the added cost of an unnecessary American exercise provision.


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