In the CM market, there are both liquidly traded instruments on exchanges that can be utilized as well as data that is supplied by SuperDerivatives’ network of OTC market makers and brokers.
SuperDerivatives receives both of the following:
Market data from traded instruments on exchanges
SD has two primary sources for market rates received from exchanges:
Direct feeds from exchanges worldwide As well as using Reuters data, SD utilizes our strong relationships with commodities exchanges worldwide which contribute their rates for our internal calculations.
Reuters Many of the exchange prices come from Reuters as it is considered by the market to be one of the most reliable suppliers of this type of data. The benchmark source for market data, Reuters is readily available and its composite pages are automatically updated as soon as one of the exchanges' rates are updated.
Contributed market rates from the OTC market
In addition to the data from exchange-traded instruments, SuperDerivatives receives contributions from a network of market makers and commodities brokers for volatilities and skews of a wide range of products.
SD combines and validates the data received from these two reliable sources to create a single reliable term structure.
All other volatility data is calculated using SuperDerivatives’ proprietary model.
|
|
You can always choose to replace some or all of these rates with your own market rates feed, for use by your authorized users only. |