SDX Foreign Exchange
SDX Foreign Exchange is the market’s benchmark solution for currency derivatives. It is used by almost all banks in the world that trade FX derivatives, as well as by numerous hedge funds, corporations, brokers, auditors and central banks.
The service provides real-time, independent pricing for the widest range of FX derivatives, from vanilla to the most advanced structures, across the full spectrum of currency pairs, from major currency types to emerging markets.
SDX Foreign Exchange now supports both forward premium and the spot premium conventions reflecting the change to the way option premiums are paid (on the delivery date rather than the spot date) post sub-prime crisis.
The forward premium convention is currently supported in the Single Option page for all vanilla options and for all barrier instruments and in the Portfolio page for all instruments. To find out more, contact sales@sdgm.com.
A number of unique pricing and analytics capabilities make SDX Foreign Exchange a comprehensive solution for FX derivatives. These include support for a wide array of FX options from vanillas to fourth generation exotics, market-accurate reference pricing, historical analysis, scenario and risk analysis for portfolios and strategies and real-time volatility surfaces.
SDX Foreign Exchange offers integrated sales tools that help derivatives professionals manage FX derivatives products from inception, through internal product distribution, quoting and deal capture. Sales teams are able to promote products by articulating their key benefits, and then provide customers with competitive quotes and book deals straight into their main risk/booking system.
The service also offers innovative post-trade deal management tools, risk and performance reports. These tools give accurate, independent analysis of the risk profile and performance of end customers’ FX derivatives portfolios, as well as the capability for banks and service providers to roll them out directly to their customers.
SDX’s multi-asset solutions also cover equities, interest rates, commodities, energy and credit derivatives.
In addition SuperDerivatives offers a choice of unrivalled revaluation services, including an independent revaluation solution for an organisation’s entire derivatives portfolio or ‘on demand’ quality, accurate and independent market-accurate risk reference data.


