The platform that makes markets better

Deliver accurate, consistent pricing across every asset class with built‑in scalability and flexibility.

• Extensive and customizable rule‑based proxy pricing for ETFs and individual constituents — including equity, fixed income and commodities
• Horizontal‑scaling infrastructure to manage high‑volume pricing demands
• Use Broadridge’s pricing models, your own, or integrate direct market price streams

Maintain full control and transparency over ETF compositions with automated data validation and workflow flexibility.

• Creation, redemption, and basket tracking support
• Powerful NAV and composition comparison from multiple sources with exception‑based workflows
• Real‑time iNAV impact analysis for tighter pricing control
• Direct integration with S&P Global and Ultumus plus file and database connectivity

Streamline exposure management and hedge with precision across currencies and asset classes.

• Real‑time position decomposition and netting for efficient hedging
• Aggregate or selective FX exposure management
• Extend or create your own hedging logic

Automate liquidity provision and price discovery with precision‑controlled, scalable market‑making infrastructure.

• Full‑support framework for continuous ETF market making
• Fully automated RFQ workflows with extensive venue connectivity
• Granular quote‑price control to include counterparty commissions and venue fees
• Highly scalable, co‑locatable infrastructure designed for low‑latency, mass quoting

Streamline execution workflows by seamlessly connecting internal liquidity, external venues, and automated RFQ handling for faster, more efficient, and controlled trading.

• Direct integration with Broadridge’s Systematic Internaliser (SI) architecture
• Initiate simultaneous back‑to‑back RFQs to internal desks or panels of market makers for riskless principal transactions
• Automate mark‑ups and RFQ/RFT handling using a flexible scripting language