Data & Terminal
Tongyu Terminal is a one-stop web-based data service platform providing China OTC derivatives data, structured product information and
research reports.
Core Competativeness
Tongyu Terminal leverages its exclusive OTC derivative data, an expert quant and tech team, and a continuously improved product to deliver a versatile platform for derivatives pricing, valuation, risk management, and investment analysis.
Exclusive OTC Option Data
With deep cooperation with more than 20 leading domestic dealers, Tongyu Terminal is currently the only platform in China that can obtain comprehensive OTC derivative price quotations, which is highly scarce and
representative of the market.
Powerful Technical Capabilities
The quant and tech team consists of former derivatives trading and quant directors from top domestic and international investment banks, with in-depth understanding of derivatives pricing and the market.
Wide Application Scenarios
We have communicated constantly with leading
financial institutions over the past years to continuously improve our product. After generations of upgrades, now the product can be deeply applied to various situations
such as derivatives pricing, product valuation, risk management, and investment analysis.
Data Coverage
China OTC Derivatives Quotes
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Index Derivatives: Provides historical quotes for OTC options, including vanilla and autocall snowball structures on major China indices.
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ETF Derivatives: Offers key statistics for OTC ETF-linked products, such as quotes for vanillas and snowballs, implied volatilities, and popularity rankings.
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Single-Stock Derivatives: Exclusively provides historical data and price distributions for nearly 1,000 individual stocks' vanilla options and autocall snowballs.
China Autocallable Products Issuance Data
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Wealth Management is the major issuance channel for structured products such as stock index snowball autocallable in China. We collect information of autocallable products issued by financial institutions’ wealth management departments. Tongyu Terminal presents the summary information of these products, such as number of issued products each week, structure types, underlying assets, coupon levels for major structures, etc. The detailed information of each product is available from our database.
OTC Implied Volatility Surface
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Commodities: Calculates a full implied volatility surface for 40+ futures from dealer quotes. The data covers various tenors and strikes, is updated daily, and includes derived indicators like skewness and term structure, all accessible via API.
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Individual Stocks: Offers daily updated implied volatility data for nearly 1,000 individual stocks, which can be retrieved for various tenors through an API.
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ETFs: Provides weekly updated implied volatility for over 20 of the most frequently traded ETFs.
OTC Market Inquiry Volume & Investment Ranking
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Market and Industry Trends: Analyzes overall OTC inquiry volume across daily, weekly, and monthly periods, and tracks weekly changes in the popularity of different A-share industries.
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Single Stock Rankings: Generates daily rankings of the most in-demand single stocks by inquiry volume, offering market insights with lists of the Top 10 to Top 50 names.
OTC Implied Future Discount Rate​
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Exclusively provides Implied Discounts (and q) by calibrating derivatives quotations from more than 20 leading OTC dealers. These data reflect a consensus among leading institutions on anticipated future discounts. They also represent the mid level of discount parameters set by leading domestic dealers when pricing OTC index derivatives. API is provided for fetching these data.
Research Reports and Market Insights
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We provide research reports and in-depth analysis for China derivative markets based on our exclusive data. The research report section covers Sell-Side OTC Reports, Financial Engineering, Tongyu Market Insights, etc.
Platform Highlights
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