SuperDerivatives Data Feed Broadens Asset Coverage

SuperDerivatives (SD)has significantly upgraded its VolSurface service as Mark to Market Data, enabling cost effective and self service derivatives revaluation and risk management. SDs Mark to Market Data provides quality and independent market accurate risk reference data for vanilla and

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SuperDerivatives (SD)has significantly upgraded its VolSurface service as Mark-to-Market Data, enabling cost-effective and self-service derivatives revaluation and risk management.

SDs Mark-to-Market Data provides quality and independent market-accurate risk reference data for vanilla and advanced derivatives across commodities, energy, equities, FX and interest rates.

In addition to volatility surfaces, the upgraded service now also offers intraday or end-of-day automated feeds for yield curves, forwards curves, overnight index swaps (OIS) curves, inflation curves, correlations and equity dividend flows, making it a truly robust risk market data tool.

SDs Mark-to-Market Data is designed to help banks, funds and corporates who wish to manage risk in their portfolio but also control the costs for accessing the best available derivatives market data to inform their decisions and reporting.

The service can be used as a customisable data feed for risk management systems, replacing makeshift and often inaccurate methods such as capturing data in a spreadsheet.

The quotes used to power SDs market data are sourced from multiple contributors among the most liquid and credible sources, including interbank, local brokers, leading global exchanges, interdealer brokers and top data aggregators, producing the most credible, independent view.

The service enables middle and back office professionals, risk managers, controllers and auditors to work independently, reduce costs and comply with new regulations that require third-party, independent derivatives pricing.

In addition to its Mark-to-Market Data product, SD also offers SD-Reval, a comprehensive solution for the independent revaluation of organisations entire derivatives portfolios.

The key to derivatives valuation is the quality, accuracy and reliability of data across asset classes and markets which has to be delivered electronically as close to real time as possible in order to allow distribution tools to be automated, and to enable generation of end-of-day reports, says Dani Weigert, product manager, Mark-to-Market, SD.

Our Mark-to-Market Data service now boasts the widest asset coverage and the most extensive selection of market-accurate risk data, making it a fully-fledged industrial-strength solution for cost-effective risk management.