SuperDerivatives, a derivatives solution provider for multi-asset option pricing, revaluation, derivatives data, trading and risk management systems, which is based in London and New York, has added downloadable correlation tables to its derivatives market data portal as a tool for corporate treasurers as well as traders and risk managers. The correlation tables address the need of corporate treasurers to insure and manage various correlated business risks involving more than one underlying exposure across currencies, energy, interest rate, equity and credit risks. Additionally the data within the tables are essential for trading and risk management in highly structured derivatives instruments such as baskets, constant maturity swaps and callable power reverse dual currency swaps. It arms corporate risk managers with the relevant pricing information, allowing them to be well informed on the costs of highly structured derivatives. Says Daniel Weigert the head of SuperDerivatives revaluation center: "The reason that corporations and pension funds don't invest as much in derivatives as they ought to in order to manage risk and enhance yields is because of the lack of clarity. What we bring to the buy side is that clarity and transparency of pricing."
The correlations tables, which are updated daily, augment SuperDerivatives market data offerings for third-party risk management systems. The correlations tables are produced using SuperDerivatives' option pricing model along with validated rates from the company's global contributor network of brokers, exchanges and market makers, which contribute the rates and market data. The correlations tables span all asset classes–currencies, interest rates, credit, equity, commodities and energy–and data files are accessible via SuperDerivatives portal as downloadable Excel spreadsheets or automatically via Web services application programming interface.
"With our data, a corporate treasurer can get the actual fair traded market price for any derivative or structured product that is out there in the marketplace," says Ahik Oron, SuperDerivatives global director of marketing. "SuperDerivatives serves as a sort of 'Blue Book' for pricing derivatives and options: When the treasurer or risk manager calls their banker, they can have a more informed discussion about the various possibilities and structures that they can use to manage corporate risk based on clear and accurate understanding of the fair market value of the structure."
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SuperDerivatives real-time pricing and analytics platforms have long been used in corporate treasuries. The company is also planning to offer an enhanced specialized corporate edition of its pricing platform, which will offer specific wizards and automated problem solvers, providing corporate risk managers with a list of the top five ways to hedge an exposure as well as being directly connected to ERP systems. The corporate version is currently available to two customers in the U.S., but SuperDerivatives is planning to make the edition more widely available later in the year.
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