Independent pricing, mark-to-market end-of-day and intra-day valuation, risk management
and compliance
Tullett Prebon Information offers trusted interdealer broker pricing for mark-to-market
purposes that provides a truly independent source of valuation and benchmarking
data.
Breadth and Depth
Global pricing data from Tullett Prebon Information’s benchmark services cover the
following asset classes:
|
• Rates | • Economic Markets | | • Fixed Income | • Property Markets |
| • Foreign Exchange | • Environmental | | • Money Markets | • Precious Metals |
| • Credit Markets | • Equity Markets | | • Volatility | • Energy Markets |
The data is available via FTP delivery of a file configured to our clients’ exact
specifications. Due to our advanced technology we are able to provide multiple snapshots
throughout the course of the day:
- Single end-of-day file or multiple intra-day files
- Markets close eg: London, New York, Tokyo
- Configurable snap times
- Fully customisable
|
The most accurate prices are available for the most difficult to find asset classes,
whether you need to price a plain vanilla swap or a complex exotic structure. Tullett
Prebon Information’s Mark2Marker service provides independent and market driven
prices from a source that can be trusted.
A single source of valuation data with
customised data sets for flexibility, from the most comprehensive source of OTC
data - Tullett Prebon Information.
Instrument history
Accuracy and Quality Assurance
The Mark2Marker pricing service benefits from multi-level quality assurance measures
and constant monitoring. Our unique error checking and Quality Assurance procedures
help ensure that the file delivered is screened for erroneous spikes or missing
data points, no matter what the time of day.
A dedicated
global support team and help desk offer around the clock assistance. |
Flexibility
Different organisations have their own unique format requirements for the delivery
of third party price files. Tullett Prebon Information’s experienced support team
will work with our customers to ensure that the files delivered match existing file
formats, ensuring smooth integration into an organisation’s risk, back or middle-office
environments.
Mark2Marker directly addresses the need for the calculation of accurate
value-at-risk or mark-to-market prices, providing end-of-day or intra-day price files.
This can be easily administered on a regional or asset class basis, providing complete
flexibility.
Tullett Prebon Information uses secure FTP, which can be initiated
by either party.
ComplianceTullett Prebon Information’s Mark2Marker solution provides a valuable
source of independent prices supporting organisations’ risk calculations and reporting
obligations under such mandates as Basel II, UCITS III, MiFID and IAS39.
In addition
to helping meet local and international regulatory requirements, Mark2Marker is a
valued source for Risk Management and Portfolio Benchmarking applications.
Cap Floor Volatility Surface |