Optimize trades and valuations for over-the-counter derivatives
Access consistent and reliable curve and volatility data for over-the-counter derivatives in support of trading, research, risk management, valuations and independent price verification. Our extensive asset class coverage includes equity, interest rate, foreign exchange, credit and commodity derivatives. Multi-source data gives you informed insights Data is derived with inputs from multiple sources, including global banks, major interdealer brokers and exchanges in a systematic and organized way. Our robust data collection and organization empower us to produce high quality data covering at-the-money volatilities, full skew, and longer dated maturities across all major asset classes. This allows our clients value all types of derivative instruments from vanilla to exotics, across all asset classes. Connections to hundreds of major market participants, interdealer brokers and exchanges make us a strong independent partner. Leveraging advanced computing power and deep global expertise to extract and organize a huge dataset on derivatives markets, provides our clients with the largest volume of data inputs, methodology, and assumptions. S&P Global’s OTC Derivatives ongoing and historical data, uncompromising commitment to quality and dedicated support from derivatives professional provides customers with everything they need to support their day-to-day derivatives trading activity.
