Verify your derivative positions with a comprehensive view of market prices

Get high quality, independent mark-to-market prices to support your risk management and product control functions. Accurately verify derivative positions for your books and records reporting with our transparent, objective valuations.

We provide consensus for derivatives since 1997, contributed by the world’s leading market makers, across a broad range of asset classes to independently check your book valuations. Asset classes span the equity, interest rate, repo, FX, commodity, credit, XVA, bond markets, providing matrices of vanilla prices as well as a wide selection of exotic and structured products. Totem data is based on consensus of mid-market prices from the leading active market participants for each product. Additionally, distribution information on the submissions such as standard deviation and range is provided as well as explicit 10th and 90th percentile levels for use in prudent valuation calculations. To further improve consensus, the Totem consensus service provides scoring of the Totem consensus levels compared with other available market information including traded levels, exchange and broker information. Additionally, liquidity reports with high level trade and volume metrics (counts, notionals, derived fields) are also published. Clients may also engage Totem to provide customized back testing, fair value leveling, and vendor quality assessment reports for as an optional add-on service.

Download Totem Trade Data Services factsheet