SuperDerivatives, which provides options pricing and trading and risk management systems, released a new version of its commodity options pricing platform.
The new system includes added OTC energy products and added price commodity structures. SD-CM now has a function to allow users to devise various structures to create more effective hedges.
The new functionality also enables users to fully revalue retroactively all of their commodity option positions, ‘what if’ analysis and carry out forward pricing to estimate the value of their portfolios at future dates.
“Commodity options are rapidly becoming more popular and SD-CM brings users more sophistication from other better developed markets, in both risk management tools and hedging techniques,” said David Gershon, president and chief executive of SuperDerivatives. “With the current high level of many commodity prices, it is significantly more efficient to hedge with options as the markets are still posed for sharp fluctuations.”