FAQ

You can request a valuation for one position line or for the entire selected portfolio.

• Positions: open the row actions or right-click a line, then choose Request valuation.
• To value every line in the selected portfolio, use the action for requesting all valuations in the grid toolbar.

Requests are queued. The grid updates automatically as results become available.

Depending on the contract, a valuation provides a price or NPV, unrealized and realized P&L, cash delta, and the relevant option Greeks. Portfolio totals are converted to the portfolio currency when the required FX rates are available.

At a contractual fixing, expiry, or maturity date, OTCValue requires the exact market observation defined by the contract. Once the result is final, its P&L is realized and the contract no longer contributes to open risk.

OTCValue currently supports FX forwards, swaps, NDFs, and vanilla options, together with commodity fixed-price forwards, Future-indexed forwards, average swaps, average price options, and European options referenced to a listed Future.

See the full list with descriptions on the Instrument Types page.

Contact us with the contract's main terms and, if possible, attach a term sheet or sample contract. We will assess whether it can be added.

Write to us and specify the exchange or market, the products or symbols concerned, the data you need, and your use case. We will review your request and reply as quickly as possible.

Create a price series for a reference defined by your organization, such as an ex-silo, delivered, FOB, industrial purchase, or industrial sale price. A user-entered series must not replace an unavailable listed feed or official source.

Commodity Prices: create and maintain your internal or physical price references.

Markets: select the listed markets made available in your workspace separately.

Each contract explicitly identifies its valuation references. OTCValue distinguishes the origin and quality of every input:

• Direct market data: listed prices, traded rates, and other observations obtained directly from an available market source.
• Official references: fixings and rates published by an authority, administrator, or other recognized official source.
• Calculated market data: values derived transparently from market inputs, such as discount factors, implied volatility, inverse FX rates, or cross-currency curves.
• Your organization's prices: commodity references that your business legitimately defines and maintains, such as silo, delivered, FOB, purchase, or sale prices.
• Proxy data: an explicit substitute used only where the valuation method allows it; its use is identified in the valuation details.

A missing, stale, or technically unavailable input is reported. OTCValue does not silently replace the contractual reference.

Positions: open the row actions or right-click a position line, then choose About valuation. The Market data used table lists the request, value, effective date, quality, method, source, and details for each input.

The exact observation required for a contractual date may not yet be published, a selected market reference may be unavailable, or a required curve, volatility, fixing, or conversion rate may be missing or outside its supported range. The row message and About valuation details identify the cause.

Entering a commodity price manually never fills a gap in a listed market feed or official reference. User-entered price series are reserved for prices genuinely defined by the user's organization.

• Yellow: a valuation request is pending for the line.
• Red: the latest valuation request ended with an error or insufficient market data.
• Italics: the latest available valuation predates the selected as-of date.

Positions: use Add Portfolio. A portfolio groups position lines and defines the currency used for portfolio totals.

Positions: open the row actions or right-click a position line, then choose Valuation history. The history shows previous valuation results for the selected position.

Positions: configure valuation times from the selected portfolio's actions. Times are displayed in your user time zone and stored in UTC for scheduled processing.

Your time zone controls how dates and valuation times are displayed. Scheduled valuation times are converted to UTC when saved.

You can review your display settings from Display Settings.

Contact us through the contact form. Include enough context for us to reproduce or assess your request.