SuperDerivatives is the global leader in derivatives market data. True to our mission of generating transparency in options markets, SuperDerivatives' applications offer the most accurate and relevant real-time and historical market data required to generate market-accurate options prices.

The company has perfected the art and science of sourcing, quality-verifying managing and effectively utilizing all market rates required for accurate option pricing. SuperDerivatives real-time market data feed is the only one of its kind which is continuously verified in the marketplace by traders all over the world who use it in conjunction with the SuperDerivatives benchmark option pricing model to generate live tradable prices.

SuperDerivatives applications for real-time pricing, analytics, risk management and revaluation provide:

  • Fully qualified and validated market data - both current and historical
  • Built-in market-specific conventions - such as settlement rules, holidays, ATM volatility conventions and delta conventions
  • Various Close Prices for retroactive revaluation are obtained by saving snapshots of the validated SuperDerivatives real-time data used for trading, or by taking official closing prices published by exchanges or regulators , as appropriate for each market and specific product

Market data spans all asset classes including commodities, energy, equity, interest rates and currencies. All countries and geographical regional markets are covered, both developed and emerging. Data is obtained and is relevant for both OTC and exchange markets.

Beyond the model itself, the accuracy and relevance of model-inputs, such as the volatility of the underlying asset, are critically important for achieving accurate Fair Market Value. No matter how good the model is, bad market data input will produce a defective price.

 

 

SuperDerivatives platforms for real-time pricing and analytics, risk management and its revaluation service all come with all required inputs 'built-in' on a real time basis. All market data are independently sourced from the SuperDerivatives global network of rate providers , who constitute the most qualified data sources , including:

  • A network of inter-bank, local brokers and market makers
  • Leading global Exchanges
  • An electronic network of Market Maker institutions
  • Mainstream top data aggregators - for standard rates (such as spot and interest rates)

All market data received by SuperDerivatives undergo a number of validity checks. An automated escalation and alerting scheme is functioning at all times.

SuperDerivatives runs a 24 hour global Data Management Unit (DMU) made up of tens of market experts. This team is responsible for sourcing, qualifying and managing all data. It runs both automated and semi-automated validation checks. The DMU has constant access to the market for obtaining contributions from our varied sources, for immediate interaction in case of any rate queries and for constant feedback from traders. Data is also received using other methods which supply the Data Management Unit with opening rates and market updates to name a few.

It addition to using market data within its own application, SuperDerivatives allows risk managers, controllers as well as middle and back office professionals to obtain snapshots and feeds of market data for use within internal or third party risk management systems. These include volatility surfaces, term structures yield curves, forward curves, correlation data and implied dividend forecasts which are all available via the SD-MM Market-to-Market Portal.