Derivatives Data & Valuations offers a suite of datasets and solutions to support your derivative needs, including price discovery, risk assessment, independent valuation, margin calculations, and more. We offer full volatility grids and curves across all asset classes, independent valuations for derivatives trades and large portfolios, initial margin calculations, pre-trade analytics, on-demand pricing calculators, and scenario analysis.

Leverage these datasets and solutions to enable deeper insights, historical analysis, more accurate pricing and calculations, and increased efficiency for valuations through automation of trade bookings and valuations.

This Blueprint includes:

• Totem: Independent consensus service for derivative market makers for valuation, inclusive of daily and monthly prices across Equity, Interest Rates, FX, Commodities, Energy, Structured Credit, XVA, Structured Notes, Inflation, and Repos.
• OTC Derivatives: Consistent and multi-source curve and volatility data for derivatives, including independent data derived with inputs from 30+ market makers, 4+ major interdealer brokers, and 25+ exchanges.
• Portfolio Valuations: Independent post-trade valuation service with market data from multiple sources. This solution supports a range of liquid and illiquid securities, structured products, and derivatives.
• Initial Margin: Fully hosted initial margin (IM) calculation service, CRIF compatible risk sensitivities and initial margin calculations as per the ISDA SIMM methodology. This solution includes a Pre-Trade IM calculator to help incorporate IM impact into your trading decision and What-If IM calculator against a specific counterparty or all the counterparties of the portfolio.
• Derivatives Studio: On-demand derivatives calculator with the ability to quickly set-up derivative positions, choose custom valuation configurations, re-price with custom inputs (volatility, forward), and deep-dive into underlying data and cash flows.