Thomson Reuters Pricing Service

Now pricing over 100,000 OTC vanilla derivatives at speed

In response to customer demand, we are pleased to announce that Thomson Reuters Pricing Service (TRPS) is making significant enhancements to its Interest Rate Swaps (IRS) and FX Forwards pricing process.

TRPS can now price from as little as a few hundred to over 100,000 OTC vanilla derivative instruments at greater speed, delivering a considerably improved service, using Calypso application. 

With more extensive bulk uploading capabilities, along with greater access to financial models and data, TRPS is now a truly comprehensive solution for all derivative and structured note pricing needs.

Key benefits:

Scale – Bulk uploading capabilities are in place and TRPS can now handle high instrument volumes far more swiftly

Accuracy  Calypso applications provide comprehensive IRS modeling not previously available to TRPS evaluators; this allows clients to receive a most accurate TRPS price derived using the most up to date financial libraries and models

Coverage – Calypso applications allow TRPS evaluators to price instruments that could not be priced in the past; this further addresses the client’s need for one-stop-shopping

Consistency – TRPS will continue to use Thomson Reuters Market Data for price calculation, as  it is already a preferred market data source on Calypso



In a fast-evolving financial market environment, investment professionals need to ensure they consistently execute transactions at the best price available. Jayme Fagas, Global Head of Valuations and Transparency, Thomson Reuters, discusses the background to our partnership with Calypso and her insights from the recent Calypso Client Conference.
Read the blog >

Derivatives Methodology Infographic

What makes us better? How do we price and FX option? What are the benefits to you?  Find the answers to these questions and more.

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Website: Thomson Reuters Pricing Service

TRPS covers over 2.6 million fixed income securities and derivatives, providing thousands of financial institutions around the world with transparent, independent and accurate valuation methods, offering price recipes, corresponding market color and other relevant data sets. 
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