OTC Value
FX, commodities, interest rates and listed contracts: explore how each instrument works, its key terms and what happens throughout its life.
Agree today on the exchange rate for a future currency exchange. Compare that contractual rate with market conditions and follow the resulting value and P&L.
More detailsCombine two opposite currency exchanges at different dates. Follow the near leg, the far leg and their combined P&L.
More detailsValue an FX forward settled by a difference in USD. The fixing date determines final P&L; the settlement date serves a different purpose.
More detailsA call or put whose exercise right is determined at expiry. Keep the option's value separate from its premium and total P&L.
More detailsAn FX call or put with an early-exercise right. Record partial or full exercises and assignments while valuing the remaining quantity separately.
More detailsCompare a contractual purchase or sale price with a chosen commodity reference, accounting for quantity and payment timing.
More detailsFollow a commodity contract whose price remains linked to a selected Future until quantities are fixed.
More detailsExchange a fixed price against the arithmetic average of commodity prices over a contractual observation period.
More detailsValue the average difference between two commodity references against a contractual differential, with separate tracking of determined and open components.
More detailsValue an OTC call or put whose terminal payoff depends on the exact settlement of one selected listed Future.
More detailsModel a fixed cash amount per commodity unit when a terminal price condition is met, with an optional settlement-observed barrier.
More detailsValue one OTC call or put on the arithmetic average of commodity prices observed over a defined fixing period.
More detailsValue a sequence of daily calls or puts on one Future, with equal daily quantities and optional settlement-based barriers.
More detailsExchange fixed and floating interest on a single-currency notional. Follow open value, finalized coupons and the separate value of future contractual cash flows.
More detailsRecord trades on an identified listed future and follow the net position. P&L comes from trade history and market prices, through a workflow distinct from OTC contracts.
More detailsTrack trades in an exact listed option contract. Distinguish the quoted option value, trading P&L and exercise events that affect its underlying future.
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