CME Launches Settlements and Valuations
Need a price on an esoteric OTC Future product? Have kinks in your Option pricing surface?
This product of mine was years in the making with lots of smart people trying to break the mold and offer incredible value to the larger trading community.
With the launch of Settlements and Valuations, CME Group introduced theoretical valuations. Theoretical valuations is new type of data produced by CME Group for futures and options products without volume, open interest, or underlying pricing required for Clearing products. Theoretical valuations are the true asset values that can be used for margin modeling, compliance, risk management and firms' other specific needs where settlements are not generated. Sourcing Theoretical Valuations directly from CME Group provides customers with certainty as the data points are validated by the exchange.
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Data+Insights+-+Settlements+and+Valuations