An 18% reduction ($28.8m) is available by more efficiently allocating risk between brokers.
The top recommendation to move 20Y exposure from CITI to GS results in a $15.3m IM reduction.
Drill down to view existing trades that best fit the recommended risk move, and generate porting instructions in the CCP format.
Explore how the world’s best firms use OpenGamma for their MiFID II costs & charges requirements
Receive a summary of 3 years worth of transaction cost data for ex-post reporting
Download cumulative transaction cost data to identify the impact of costs on return
View a full product breakdown of explicit and implicit costs for ex-ante reporting
Increase Buying Power
Receive an independent assessment of the profit (RoA) that each bank returns on your business.
For each broker, get an independent view of clearing fees required to hit different broker return hurdles
Drive down margin costs
Trade efficiently by understanding margin requirements pre-trade at different CCPs
Spot the CCP with the lowest initial margin and financing costs for individual trades or common strategies like outright, curves and flies.
Identify the CCP with the lowest initial margin for common trades and strategies
Lower financing costs
Price client trades with an accurate view of the spot and lifetime initial margin costs in basis points
Compare risk transfers between CCPs based on the respective MVA costs. Moving 100k 30y of EUR from LCH to Eurex saves 2.19 bps
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