SuperDerivatives’ (SD) market data is at the core of all the company’s benchmark multi-asset pricing and revaluation derivatives solutions.

The derivatives specialist has achieved a unique position of being able to source tremendous coverage of data including the most illiquid, localised and implicit products and rates in all asset classes. SD-Market Data extensively sources volatility surfaces, yield curves, forward curves, dividends, inflation, credit curves, cash products and various implied correlations calculated from trade prices.

SD’s data is sourced from trading desks at close to 100 global and local interdealer brokers, market makers, exchanges and trading platforms as well as top data aggregators. These true live market rates are acid tested in real-time in the marketplace by active traders.

SD-Market Data is truly neutral and independent. SD’s insistence on broad market data contribution means that pricing information is always unbiased, ensuring customers are accessing the most accurate information at all times.

Intensively analysed and cleansed by an expert data team and run through a unique and proven algorithms, SD’s quality rates provide users with the most accurate market intelligence to help them hedge risk and maximise business opportunities.

All market data received undergoes a number of validity checks, and is constantly monitored, interpreted and analysed by SD’s 24-hour Data Management Unit (DMU), comprised of seasoned market professionals. The team also ensures the constant flow of data directly from the market to accurately reflect true market conditions.

Events such as financial indicators are monitored and any sudden movement is checked against the live interbank market, and rates are manually updated where necessary.

The data is then run through SD’s market-tested pricing model, which produces bid/ask prices for any bespoke derivative that very closely reflect those quoted in the interbank market, and are continuously compared against current traded prices.

The resulting pricing information powers all the company’s solutions, ensuring that all users access independent, market-accurate rates for all aspects of their derivatives business applications.

As SD’s solutions are multi- and cross-asset, users have access to the data they need to manage their entire derivatives portfolios on one screen, spanning FX, interest rates, equities, commodities, energy and credit derivatives.

Historical data for derivatives

SD sets itself apart by capturing very frequent snapshots of intra-day data of its real-time composite rates, giving users a truly holistic view of the market at any time backward. This data is also used for risk calculations such as value at risk (VAR) or for retroactive valuation of portfolio at any given date and time.

Process underpinned by liquidly traded raw market data Multi-sourced from: Premium data providers Global and local interbank brokers Global and local market makers Exchanges Stored hourly each day Automated and manual quality controls

Transparent, market-accurate pricing model Efficient modelling that can immediately generate accurate results, enabling intraday pricing, and utilise limited market data for each asset class Models developed by experts with many years’ experience pricing options in top tier banks Methodology aims to accurately replicate tradable derivatives prices observed in the OTC market

Output is calibrated and validated vs current traded prices observed in the marketplace Real-time feedback loop from interbank broker market and global client base of front office traders actively executing in the market Specifically initiated real-time and retroactive testing against real performed trades Automated and manual quality controls Supported by veteran market and risk management professionals

SD applications enable using simultaneously the user’s market data and SD-Market data and with a simple toggle button the user can price with different sets of market data inputs.