Products & Solutions

CMA Parsing™ Credit Options

CMA Parsing™ Credit Options

Organise your OTC pricing information for credit index options.

CMA Parsing™ Credit Options extracts credit options pricing data from email runs received from your trading partners. The service parses and organises the credit options data into a structured format that you can download in spreadsheet format or integrate into your internal systems.

Gain a more accurate view of the credit market

The service can be used for price discovery and market analysis within the credit market.

  • Analyse credit options runs from different dealers that provide varying volatility surfaces.
  • Collect options matrix data on a daily basis and build a historical time series for credit options.
  • Mark-to-market credit options using observed quotes to provide accurate valuations.

 

CMA Parsing Credit Options Flow Diagram