OTC Derivatives Data
Optimize Trades and Valuations for Over-The-Counter Derivatives
Access consistent and reliable curve and volatility data for over-the-counter derivatives in support of trading, research, valuation and independent price verification. Our extensive asset class coverage includes foreign exchange, interest rate, equity, credit and commodities derivatives.
Multi-source data gives you informed insight
Data is derived with inputs from multiple sources, including banks, major interdealer brokers and exchanges, so that you can meet changing regulatory demands. This robust data collection and organization empowers us to value almost any instrument, from vanilla to exotics across all asset classes.
Connections to hundreds of major market participants, exchanges and dealers make us a strong independent partner. Our advanced computing power and deep global expertise to extract and organize a huge dataset on derivatives markets, provides a window to see the largest volume of data inputs, methodology, and assumptions
360+
Clients
5,000+
Underlyers covered across equities, rates, fx, credit and commodities
10+
Years of historical data
SSAE 18
Type II Audited valuation process
Key Stats for Each Asset Class
Customers are provided with quality data going back 10+ years.
Use Cases
- Trading - pre-trade price discovery and strategy testing
- Research –use cross-asset class ongoing and historical data to power research models
- Risk Management – run risk scenarios and VaR calculations
- Valuation – validate pricing from vanilla to exotic derivatives
- Independent price verification
Why S&P Global?
Accuracy
Stringent quality control tests ensure data accuracy and completeness
Transparency
Methodologies and processes fully documented with clean audited data
Extensive Coverage
Wide range of asset classes, liquid and illiquid instruments, tenors, strikes and maturities
Independent data
Volatility and curve data based on information sourced from multiple market participants and exchanges
Dedicated Support
Market professionals provide superior service and timely data challenge resolution
Flexible Availability
Data available in CSV format via secured FTP location and multiple intraday snaps
Depth of Market Data
Sourced from 30+ market makers, top 4 inter-dealer brokers and 25+ exchanges
Thought Leadership and Case Studies
Experts
S&P Global Market Intelligence
Mila Kuznetsov
Executive Director, Global Head of Derivatives Business Development
Prior to joining S&P Global, Mila held multiple leadership roles at key financial services organizations such as Sculptor Capital Management where she was the Global Head of Valuations, Citi as a V.P focused on Equity Derivative Valuations, and at Ernst & Young within financial services for clients in Risk Advisory and Derivative Valuations. In her previous roles, she has implemented new pricing and valuation policies and procedures across multi-asset portfolios (equities, fixed income, derivatives, private assets), led valuation automation projects, and reviewed key valuation questions with internal stakeholders (Valuation Committees) and external stakeholders (auditors, regulators, investors).
Mila graduated from Binghamton University's School of Management with a Bachelor of Science in Management, Concentration in Finance, and a Minor in Russian and East European Studies.
S&P Global Market Intelligence
Sage Patel
Managing Director, Head of Market Data, Valuations and Analytics; Asia Pacific
Under his leadership, the team crafts optimized solutions and best practices for clients across a range of financial instruments, effectively navigating the region's evolving market landscape. Since joining IHS Markit (Markit Asia) in March 2011, Sage has built on his experience as Global Head of Pricing and Valuations at Fitch Solutions. He possesses extensive expertise in product and commercial leadership in Fixed Income & Derivatives Trading and Structured Credit, having held key positions at leading investment banks such as Salomon Brothers, Citigroup Global Markets, Bank of America N.A., and RBC Capital Markets.
S&P Global Market Intelligence
Zaid Shahzadeh
Executive Director, Pricing, Valuation and Reference Data, APAC
Joined legacy-IHS Markit in 2014 focusing on OTC derivatives data and solutions in Singapore then Hong Kong. Prior to S&P Global, Zaid worked at Barclays and Morgan Stanley in Singapore and London focusing mainly on the derivatives valuation space.
Zaid holds a Master’s degree in Finance from the University of Strathclyde, United Kingdom.
S&P Global Market Intelligence
Gerald Lim
Director; APAC Business Development; Market Data, Valuations and Analytics
This eventually led to him taking on a role based in New York leading the equity derivatives data business helping customers across North America. Upon his return to Australia, Gerald took on a new challenge assuming responsibility for business development across derivatives data and valuations services; fixed income pricing data; and reference data across all market segments.
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