SDX EQ Presentation

SD X : Equity Derivatives & Structured Products platform Copyright © 2000-2009 by Super Derivatives, Inc. SuperDerivatives Proprietary and Confidential. Please do not distribute in any manner without SuperDerivatives' prior written consent. pricing | analysis | structuring | trading | risk management | revaluation Equity Derivatives Manager : Mikael Benguigui +44 207 648 1054 m.benguigui@sdgm.com SuperDerivatives named Best Data Provider for Derivatives in Inside Market Data Awards

About SD ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Facilitating independent derivatives pricing and management ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

The SD approach: WE MATCH MARKET PRICES ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Product Offering ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Workflow Map – Client Advisory Look For Strategy Customize catalogue Request Quote Backtesting Deal capture to core system Bespoke structuring Term Sheets Client Advisor

SD-EQ Pricing Platform (I) ,[object Object],[object Object],[object Object],[object Object],[object Object],SD-EQ offer a very large universe of underlyings ,[object Object],[object Object],[object Object],[object Object],[object Object]

SD-EQ Pricing Platform (II) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],SD-EQ covers a wide range of exotic Options that can be used to create any Structured product

SD-EQ Pricing Platform (III) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],SD-EQ is a unique solution for Structured Products

Intuitive and flexible UI (ex: Autocallable) A single screen can be used to price the vast majority of Autocallable structures seen in the market Expected duration according to model Fixe the Offer Price and Solve for Coupon or Autocall Barrier level

Multi-Asset bespoke structuring ,[object Object]

Back testing Dedicated Back Testing analysis for Autocallable products: Historically, this Autocallable product has been Autocalled (KO) at pair in 61.44% of the cases (daily simulations). Back testing tool can be used for any Structured product or any options strategy Below, back testing of a Capped Bonus Certificate 18months on Nikkei 225 Index

Find a strategy Look for strategies based on most common products in the market Can also be easily customized to match in-house catalogue of structured products

One click Deal Capture ,[object Object],[object Object],[object Object],[object Object]

3 Dimensions Pricing Table Pricing table tool can be used for any Structured product or any options strategy : it allows the user to run prices for up to 1000 combinations of the same product, based on parameters variations, such as assets, maturity, Coupon, Barriers, Strike …. Below, Pricing table of an Autocallable Product

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For More Information: ,[object Object],[object Object],[object Object],[object Object]

SDX EQ Presentation

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