PrintPrint This Page Download as PDFDownload as PDF SD-CM: The Benchmark for Commodity and Energy Options

SuperDerivatives SD-CM is the benchmark system for commodity options. It provides real-time, accurate market prices, risk management and analytics for options on any traded commodity including energy products, metals, and agriculture commodities.

SD-CM utilizes a dedicated real-time price-feed from global commodity exchanges as well as complementary data from multiple trusted inter-bank OTC market contributors. Users can always override any pricing parameters. SD-CM offers built-in support for market conventions. This allows users quick entry of option parameters in the different commodity sectors.

SD-CM is the perfect system for both the buy-side and sell-side. Corporations who are exposed to great fluctuations in energy and other commodity prices, hedge funds who speculate in commodities and the banks who serve them - can all find many unique features such as:

  • Looking for Strategy: Automated goal-driven hedging wizard.
  • Intuitive custom-strategy builder.
  • Automated creation of customizable trade idea term-sheets, in MS-Word or Excel format, including charts and graphs.
  • Hedging-oriented simplified display-mode.
  • Easy permission-based sharing of structures and portfolios.

As well as its accurate pricing power, SD-CM comes loaded with extremely rich analytics capabilities:

  • Real-time Volatility Surface for each commodity,allowing 1-click pricing.
  • Advanced charting tools that describe option sensitivity to all market parameters over the life of the options.
  • Full historical database of market closing prices and volatilities with analysis & graphing tools.
  • Single and multi-leg solvers.
  • Term Structure page which goes up to 10 years. For long-dated tenors not available in the OTC or exchange market, rates are analytically calculated by the SuperDerivatives pricing engine.
  • The ability to import from and export to Excel spreadsheets
-
-

Extensive feedback from customers ensures that SD-CM continually evolves to remain extremely user friendly, highly customizable and rich with tools and features. SD-CM is regularly updated with many new additions, yet it requires no installation, maintenance or upgrade procedures. In addition SuperDerivatives provides a 24-hour helpdesk staffed with trading professionals.

-

SD-CM includes a powerful real-time and historical correlation module. The system contains a rich correlation table showing numerous permutations of indices vs. commodities, commodities vs. commodities, currencies vs. commodities and commodities vs. stocks. The comprehensive basket module uses these correlations to allow pricing, analysis and re-use of options on baskets of commodities. SD-CM enables pricing of an option in any currency. This is accomplished by using the correlation between the pricing currency and the currency in which the underlying is trading.

SD-CM is the best risk management tool for commodity options:
Risk matrices and a volatility sensitivity analyzer provide an accurate picture of the portfolio risk in any dimension. In addition the system provides scenario analysis tools. Extensive portfolio management capabilities including options life-cycle management utilities such as: expiry, knock out/in and fixings. Real-time or retroactive revaluation and mark-to-market, using SuperDerivatives historical database of closing rates.