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SuperDerivatives Adds Electricity Derivatives Valuations to Commodities Offering

SuperDerivatives has added electricity valuations to its energy and commodities SD-CM platform. The vendor has extended its offering to cover real time accurate pricing of options on electricity prices, risk management, mark to market valuations and pre trade analysis tools for deregulated European markets.

Electricity markets exhibit a much higher degree of volatility than other asset classes, both in the spot and forward markets. Supply drivers such as generation and transmission, as well as linkages to other markets, weather related demand drivers and environmental legislation contribute to price volatility. Accordingly, SuperDerivatives says that its offering is aimed at allowing traders to use real time accurate valuation of electricity derivatives to more adequately hedge risks in this volatile environment.

SD-CM supports all pre-trade activity from pricing, analysis, historical performance, hedging analysis, deal recommendation and distribution to clients. Post-trade activity is also supported with deal capture, risk management and reporting tools. The service also includes workflow capabilities and a revaluation service. Although the electricity valuations currently cover only European markets, the service will expand to America and Australia at a later date, according to the vendor.

A number of electricity brokers have been beta testing the system over the last few months prior to launch, says SuperDerivatives. Ravit Mandell, SuperDerivatives’ vice president for products, adds: “SuperDerivatives’ SD-CM system fulfils a genuine market need, providing the real-time data, content and tools to manage electricity derivatives efficiently, increasing both transparency and standardisation, which in turn will improve liquidity in the market as a whole.”

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