Credit Derivatives

Credit services
SuperDerivatives credit derivative products and services provide independent pricing, valuation, analytics and data for an extensive range of single names, indices and index tranches. The richness in coverage coupled with multiple source contributions enables our product to provide unique access to the credit markets. We provide this exclusive and transparent view by way of offering Bid, Mid and Ask for all our spread and upfront pricing.

Trading products
Independent data provides unrivaled access to a more transparent market. By offering an alternative perspective of the credit markets, SuperDerivatives provides an independent and competitive view of the market. With intraday and end of day data powering the credit system, along with analytic and mark-to-market valuation services, the platform is ideal for all traders, fund managers and administrators.

Market data
SuperDerivatives real time and historical derivative market data is known for its unsurpassed accuracy. Our team of data analysts collect and analyse data from the most extensive selection of diverse and quality sources so that we can bring you superior live and accurate data. This ensures that you will receive the smooth, continuously cleansed and independent credit curves needed to make smarter and faster decisions. Available throughout your trading day, this is critical for pricing, consistent risk, valuation and P&L analysis.

Clarity in OTC markets. Our credit derivatives market data covers 1,700+ single names, sovereigns and municipals. Over 250 credit indices both ‘On’ and ‘Off’ the run series, as well as liquid index tranches. Intraday and End of day full curve data sets covering tenors 6 months through 30 years. Transparent pricing offering Bid, Mid, Ask on Par, Flat and Upfront pricing.

Independent valuations
We are trusted throughout the industry for our model and data independent valuations of credit derivatives and can process everything from single name CDS to extremely complex structures. We provide our valuation clients with an investigation tool, eValueX, which allows you to investigate the component factors used to derive the value of the trade. It's extremely useful for price investigations.

Core Functionality Click here for a full view

Pre-trade analysis
  • price discovery analysis
  • product coverage
  • market data monitor
  • multi asset historical analysis
  • excel integration
Structuring
  • product construction
  • strategy store
  • strategy tester
  • formula linker
  • product distribution
Pricing
  • price discovery on all products in all markets
  • price comparison
  • live market data
  • best reflection of interbank market prices
Quote management
  • online management of quotations
  • request for quote
  • online chat facility with trader
  • automated deal capture
Trade capture
  • one click trade capture
  • integration to downstream systems
  • trade maintenance in SDX
  • trade view
Trade blotter
  • view risk at book/position/trade level
  • view by client
  • manage lifecycle events
  • monitor risk and events

Market data viewer
  • volatility surfaces
  • all curves
  • dividend forecast
  • historical data
Risk analysis
  • manage portfolio or book of risk
  • derivatives and underlying hedges
  • bucketed risk
  • scenario analysis
  • HVaR & CVA
Reporting
  • transaction & position reporting
  • risk reporting and exposure management
  • report integration to downstream systems