SuperDerivatives Unveils Real-Time Pricing And Risk Management System For Options

SuperDerivatives launched its commodity option pricing platform, SD CM(tm), which is compatible with a range of SuperDerivatives' option pricing platforms that cover the foreign exchange, fixed income and equity asset classes. SD CM provides real time market prices for a

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SuperDerivatives launched its commodity option pricing platform, SD-CM(tm), which is compatible with a range of SuperDerivatives’ option pricing platforms that cover the foreign exchange, fixed income and equity asset classes.

SD-CM provides real-time market prices for a range of commodities, including oil, gas, metals, agriculture, plastic and shipping. Options classes covered include vanilla and all popular exotic options, as well as structured products. The system is fed with data from both the exchange-traded and over-the-counter (OTC) markets.

“The drastic changes in commodity prices have created a huge demand for proper hedging tools,” said Lewis Ranieri, chairman of SuperDerivatives’ advisory board. “While the commodity options markets have improved over the past few years, they still lack the transparency that they need to become mature markets.”

Prices are generated by the same SuperDerivatives benchmark model used in all of the company’s products. SD-CM will also enable the pricing and risk management of commodity options in any base currency through a link to SD-FX(tm), the foreign exchange option market’s benchmark pricing system.

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