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FINCAD Enhances Commodity Option Pricing with Fair Value Insight

As finance professionals adapt to evolving industry requirements, they focus on ways to respond to market fluctuations. Today, enhancements to Fair Value Insight offer end users more commodity option pricing and improved reporting functionality.

Fair Value Insight is a joint offering that combines industry standard analytics from FINCAD, the leading global provider of financial analytics, with the unrivaled market data of ICAP (IAP.L), the world's premier interdealer broker and provider of post trade services. Recently added enhancements include the ability to price averaging commodity options (swaps) using either volatility surfaces or flat volatility assumptions. Greater visibility enhances the ability of customers to manage and report on their derivatives portfolio.

“We continue to expand Fair Value Insight coverage based on customer feedback, and the combination of financial analytics with market data in a single application provides end users with greater value, ease of use and transparency,” said Bob Park, President and CEO, FINCAD. “Recent changes to commodity options pricing practices will impact the global market, so reliable pricing and risk management of these contracts — for suppliers and organizations that consume these resources — are imperative."

Fair Value Insight is a web-based, cost-effective solution for independent, transparent and accurate valuations of debt securities and interest rate, FX and commodity derivatives. The Software-as-a-Service (SaaS) solution also decreases operational risks associated with access control.