We are excited to unveil our latest initiative designed to enhance the securities financing experience and promote the standardization of the TRS curve. Our Data & Analytics Tool improves market observation, improves transparency, and fosters more efficient practices across the industry, specifically catering to market risk professionals.

Our Tool focuses on standard vanilla structures initially, providing reliable data points for Euro GC, CAC, IBEX (vs ESTR), and FTSE (vs SONIA, ESTR, and SOFR)  across multiple tenors: one month, three months, six months, and twelve months. This concentrated coverage, with a maximum of 30% financials, delivers accurate and standardized data for better decision-making.

Our Data and Analytics Tool has two key objectives:

1. Firstly, it provides accurate and reliable data points, enhancing transparency and efficiency in marking the books.
2. Secondly, by adopting a standardized approach, we contribute to the standardization of the TRS curve, fostering comparability and facilitating more efficient market practices.

With a robust mid-calculation methodology that incorporates daily activity, we ensure the accuracy of the data. 

Our UI offers a comprehensive range of features, including the curve methodology for clarity. Seamless interactive participation on the Wematch.live Platform allows you to submit your own data, fostering collaboration. After each session, the UI presents an overview of instruments and their fair values, while metrics and historical insights enable performance evaluation and trend identification (all API-able).

We believe our Data and Analytics Tool will unleash securities finance, enhancing transparency and standardization, with an eye to the needs of market risk professionals, empowering them to make informed risk assessments and strategic decisions. It’s an essential tool for enhancing operational efficiency and optimizing performance.

After 4 sessions, we have gathered almost 600 prices from 12 different players, determining mids on more than 60 structures.

To learn more about the Wematch Data and Analytics Tool, please reach out.

Picture Credits: Mathew Schwartz for Unsplash.

The views and opinions expressed are for informational and educational purposes only as of the time of the writing/production and may change at any time. The material may contain “forward-looking” information that is not purely historical in nature. Such information may include, among other things, projections, forecasts, estimates of market returns, and proposed or expected portfolio composition. All information has been obtained from sources believed to be reliable, but its accuracy is not guaranteed. There is no representation or warranty as to the current accuracy, reliability or completeness of, nor liability for, decisions based on such information and it should not be relied on as such.