Find derivatives prices you can trust
The Reuters DataScope Derivatives Pricing Service provides daily valuations for bespoke transactions in the derivatives, complex securities and private placements space. Our team of experts uses their in-depth market knowledge, long experience as brokers and traders, and analytical tools to offer consistent, accurate, same-day and next-day evaluations.
With Reuters DataScope Derivatives Pricing Service, you can:
- Trust the evaluations you receive – Reuters DataScope Derivatives Pricing Service is built on the same expertise and modeling techniques Thomson Reuters has long offered the global markets.
- Upload and receive data the way you want – upload terms and conditions by browser or automated FTP. Choose to have priced files delivered automatically or retrieve them manually from our servers.
- Request prices with no need for special software – Reuters DataScope Derivatives Pricing Service is hosted over the internet through DataScope or FTP.
Why choose Reuters DataScope Derivatives Pricing Service?
- Integrated cross-asset coverage – Reuters DataScope Derivatives Pricing Service coverage fits into Thomson Reuters wider pricing and reference data offering, so you can get all the market data you need from a single source.
- Same-day valuations – prices delivered at London and New York premium and end-of-day timeframes, or next day for deals received after noon local time.
- Independent valuations from an experienced team – most Thomson Reuters evaluation staff have over 20 years experience as traders and brokers in the fixed income markets.
The Reuters DataScope Derivatives Pricing Service can currently price a wide range of derivative instruments including:
| Bond Futures | Currency Options |
| Caps & Floors | Currency Swaps |
| CDS | Equity Options |
| CDS on ABS | IRS |
| Commercial Paper | OTC Equity Options |
| Currency Forwards & Futures | Swaptions |
* All pricing is calculated through the use of Reuters Adfin Models and an expert team of experienced evaluators.
The Reuters DataScope Derivatives Pricing Service is in the business of mirroring customer portfolios and therefore is constantly looking to price new instrument sets. Once these are available we will post to this page.
