OTC valuation and risk

Value and analyze your OTC positions

Build portfolios of FX and commodity contracts, run valuations, and monitor P&L and risk in one workspace.

OTCValue values your contracts from their terms and the relevant inputs: listed Futures, FX rates, interest-rate and FX curves, volatility, official fixings, and your own commodity price series. The data used remains available for review with each valuation.

Create a free account to start building your positions. Create an account

Build positions

Add supported FX and commodity contracts through forms that request only the information needed for valuation.

Choose market references

Select the listed markets relevant to your activity and maintain your own commodity price series for internal or physical references.

Value and analyze

Value one line or a portfolio, then review NPV, realized and unrealized P&L, delta, Greeks, and the market data used.