---
title: Skylight IPV - OTC derivative data
description: OTC derivative data for Independent Price Verification
---

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# Services

AN EXPANDING SET OF ASSET CLASSES

## Consensus Pricing and More

Skylight IPV provide consensus pricing services on OTC derivatives of all asset classes for the purpose of Independent Price Verification.

 

Through working collaboratively with the market-making G-SIB banks and specialist energy trading firms we can deliver a solution that better matches the ever changing regulatory requirements of the firms and drive down costs of time-consuming internal processes.

 

By combining consensus results with available transaction data, IPV teams have a detailed picture of the market delivered in a consistent format allowing them to effectively and efficiently perform daily valuation reporting and risk assessment.

[Commodities](https://web.skylightipv.com/services#services_Commodities)

[Equities](https://web.skylightipv.com/services#services_Equities)

[Foreign Exchange](https://web.skylightipv.com/services#services_Foreign%20Exchange)

[Interest Rates](https://web.skylightipv.com/services#services_Interest%20Rates)

![Commodities](https://web.skylightipv.com/hubfs/Skylight_IPV_April2023/Images/icons/commodities_new.svg)

## Commodities

#### Global forwards and options in energy, metals, softs and agriculturals.  Exotic baskets and correlations available.

- Global Oil & Refined Products
- European, North American and Asia-Pacific Power, Gas & Environmentals
- Global Coal, Ores, Bulk Freight & LNG
- Softs & Agricultural markets
- Industrial metals
- Commodity Index Options
- Cross-Commodity Correlations & Quantos

![Equities](https://web.skylightipv.com/hubfs/Skylight_IPV_April2023/Images/icons/equities_new.svg)

## Equities

#### Vanilla and exotic derivatives, swaps, correlations and structures on global indices, stocks, ETFs and Funds.

- Vanilla options, synthetic forwards and discount factors
- Swaps: dividend, variance, volatility, total return, price return
- Total Return Futures
- Stock Borrow
- Outright Forwards
- Implied option, swap and underlying spreads

- Call v Call and Put v Put
- Quanto Shift
- Parameter Correlations
- Multi-Asset Baskets
- Defined Correlation Basket
- Implied Correlation Term Structure and Skew

- Barriers (Standard, Long / Short, Call Spreads)
- Contingent and Corridor Swaps
- Forward Starting Options
- Cliquets (Variable Reset, Crash, Multiplicative)
- Autocallables
- Options on Dividends

![FX](https://web.skylightipv.com/hubfs/Skylight_IPV_April2023/Images/icons/fx_new.svg)

## FX & Precious Metals

#### Multiple intra-day snaps of spots, forwards and options of global currency pairs as well as barrier options and other exotic structures.

- Spots and forwards
- Vanilla options
- Variance swaps
- Volatility swaps
- Barriers
- Digitals
- Forward Volatility Agreements

![Interest Rates](https://web.skylightipv.com/hubfs/Skylight_IPV_April2023/Images/icons/interestrates_new.svg)

## Interest Rates

#### Global currency interest rate swaps, swaptions, cap floors and inflation indices as well as Accreters, Bermudans and CMS.

- Yield curves
- Basis swaps
- Swaptions, caps and floors
- Bermudans
- CMS forward rate agreements
- CMS spreads
- Accretors
- Inflation: zero coupon swaps, year on year swaps, year on year options
- Mid curves

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###### **Discover**

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- [Login](https://www.skylightipv.com/auth/login)

###### **Location**

80 Coleman Street

London, EC2R 5BJ, UK

###### **Connect**

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