BUY

SIDE

Enterprai has developed a number of individual features,
designed to be used by buy side professionals,
including portfolio managers, execution traders,
research analysts and risk managers.

Enterprai’s tools allow portfolio managers to scan, analyse and
set up customised alerts across multiple asset classes.

FX


Scan and analyse real-time OTC data across 250+ global currencies through the following features:

   

NEW WAY of Scanning

 

CP Skew

  • Instantly understand the bullishness or bearishness of the market
  • Contextualise the sentiment measure by comparing with historical norms, within seconds

24 Hour Rolling Flows

  • Scan unusual amounts of volumes being traded for 250+ currency pairs
  • Data-intensive analyses, that previously required calling large banks

Nearby strikes with big expiries

  • Understand the effect of option pin risk dynamics on the price of FX spot markets
  • Discover if the spot price is likely to converge around a strike by the expiration time of the large strike the next day

Upcoming days with heavy positions

  • Find the most highly positioned upcoming day for a currency and if this positioning is likely due to an upcoming economic risk event
  • Uncover what the market expects the outcome of the event is from the direction of positioning
 

Global Market Behavior

  • Spot unusual trading activity and unusual skew of traded notional amounts
  • Contextualise the activity by comparing with historical norms, within seconds

Structural Flow Changes

  • Track shift in regimes in option flows from the average daily volume of trading
  • Find how it has deviated from a long term ADV and if there is a clear trend in the shift

Structural CP Skew changes

  • Recognise the shift in regimes using the direction of option flow
  • Detect if there is a trend in the market sentiment shift over time

Open interest changes

  • Recognise the changes in open interest across 250+ currency crosses
  • Construct custom currency baskets to track apparent shifts.

 

   

NEW WAY of Analysing

 

Intraday Trading Activity

  • View real-time trading activity through an intuitive dynamic visualization
  • Contextualise with live intraday spot price moves and hourly economic data releases

Intraday Trading Table

  • View individual transactions reported to global trade repositories
  • Greeks of individual trades to instantly find big ticket trades

Intraday Notional by Tenor

  • Breakdown the intraday trading activity per tenor group
  • See if today’s trades are positioning beyond just month and quarter ends with a short term or long term objective

Call/Put Skew History

  • Instantly find the skewn throughout history and how it impacts the spot price

Intraday Cumulative Notional

  • Spot unusual trading activity based on visual representation of intraday cumulative notional traded
  • Promptly contextualise with the levels from history
 

Open Interest

  • Historical Open interest along with Historical underlier spot price
  • Get an unparalleled transparency on overall OTC FX market exposure to a single currency pair, based on hard data

Notional by Strike and Expiration Data

  • Monitor the intensity and directionality of FX options positioning, per strike, through an intuitive dynamic visualization
  • Instantly identify the intraday time with the highest global liquidity in FX options market for a single currency

Gamma Exposure Table

  • Find overall Market makers gross gamma exposure, in real time, and how that relates to intraday spot volatility

Similarity

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Use custom indicators to find similarity based on FX option flow data

 

   

NEW WAY of Monitoring and Staying ahead

 

Notional by Strike

  • Breakdown of OTC FX options market positioning, per strike expiring, in the context of the current spot rate
  • Find if the market positioning concentrated on a certain strike is different from the current spot

Notional by Expiration Date

  • Instant view of Total notional expiring, aggregated per day
  • View the build up of notional expiring over time for every expiration date

Heavy positioning around economic events

  • Be the first to know when the positioning around a future event exceeds historical norms
 

High Activity

  • Be the first to know when an FX options market becomes unusually active

Similiar Trades

  • Be the first to know of trading activity relevant to your portfolio

Big Trades

  • Be the first to know when a big ticket FX options trade goes through the market

 

Rates


Scan and analyse real-time OTC data across 100+ Rates instruments through the following features:

Positioning

  • Understand OTC interest rate swap market positioning derived from previously opaque OTC post-trade data.
  • Be the first to know when positioning becomes extreme.

DV01

  • Understand how OTC flows are moving through the yield curve in real-time and where risk is accumulating.
  • Compare activity between curves and against historical norms at a glance.

DV01 per Tenor

  • Discover market depth and liquidity in real-time and identify which parts of the curve are being most actively traded.
  • Contextualise market activity by comparing it to historical norms in z-score terms, detecting unusual behaviour in seconds.

Intraday Trading Activity

  • View real-time OTC rates market activity with unparalleled granularity, showing individual trades–and trade type–as they are executed.
  • See swaps, swaptions and curve trades activity in the context of economic events in a single comprehensive market monitor.

Big-Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.
 

Yield changes and flows

  • Follow yield curve moves in the context of OTC interest rate swap flows supporting the change.
  • Contextualise the magnitude of the moves and flows by comparing them to historical norms in z-score terms.

Relative Value and Curve Trade Flows

  • Instantly see how dislocated various parts of the curves are relative to the outright level of yields.
  • View data in the context of OTC curve trade flows that are coming through the market in real-time

Cross-market Steepness

  • Compare curve spread dislocations across a set of markets of your choice.

Swaptions Positioning

  • Follow OTC swaptions positioning around future events broken down per strike.
  • Detect unusual behaviour by seeing the data in z-score terms.

Swaptions Flow

  • Gauge the OTC swaptions market sentiment by following payer/receiver skew in realtime.

Swaptions Big Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.

 

Cross Assets Class Analytics


Enterprai’s global multi-asset scanner identifies big price movements and cross asset contagion, overlaid with flows and fundamental data to provide users with context around price action.

Our AI and Machine Learning driven analytics systematically pick up on price trends of interest, unusual movements and regime shifts. These can be customised avoiding users missing important signals or having to monitor data manually.

 

Central Bank Analytics


Enterprai’s Central Bank Analytics platform deploys state of the art Natural Language Processing (NLP) to analyse central bank communications. NLP is used to interpret communications from G10 central banks and decode into sentiment analysis and topics, overlayed with the market reaction to central bank communications.

Enterprai’s tools allow execution traders to scan, analyse and
set up customised alerts across multiple asset classes.

FX


Scan and analyse real-time OTC data across 250+ global currencies through the following features:

   

NEW WAY of Scanning

 

CP Skew

  • Instantly understand the bullishness or bearishness of the market
  • Contextualise the sentiment measure by comparing with historical norms, within seconds

24 Hour Rolling Flows

  • Scan unusual amounts of volumes being traded for 250+ currency pairs
  • Data-intensive analyses, that previously required calling large banks

Nearby strikes with big expiries

  • Understand the effect of option pin risk dynamics on the price of FX spot markets
  • Discover if the spot price is likely to converge around a strike by the expiration time of the large strike the next day

Upcoming days with heavy positions

  • Find the most highly positioned upcoming day for a currency and if this positioning is likely due to an upcoming economic risk event
  • Uncover what the market expects the outcome of the event is from the direction of positioning
 

Global Market Behavior

  • Spot unusual trading activity and unusual skew of traded notional amounts
  • Contextualise the activity by comparing with historical norms, within seconds

Structural Flow Changes

  • Track shift in regimes in option flows from the average daily volume of trading
  • Find how it has deviated from a long term ADV and if there is a clear trend in the shift

Structural CP Skew changes

  • Recognise the shift in regimes using the direction of option flow
  • Detect if there is a trend in the market sentiment shift over time

Open Interest Changes

  • Recognise the changes in open interest across 250+ currency crosses
  • Construct custom currency baskets to track apparent shifts.

 

   

NEW WAY of Analysing

 

Intraday Trading Activity

  • View real-time trading activity through an intuitive dynamic visualization
  • Contextualise with live intraday spot price moves and hourly economic data releases

Intraday Trading Table

  • View individual transactions reported to global trade repositories
  • Greeks of individual trades to instantly find big ticket trades

Intraday Notional by Tenor

  • Breakdown the intraday trading activity per tenor group
  • See if today’s trades are positioning beyond just month and quarter ends with a short term or long term objective

Call/Put Skew History

  • Instantly find the skewn throughout history and how it impacts the spot price

Intraday Cumulative Notional

  • Spot unusual trading activity based on visual representation of intraday cumulative notional traded
  • Promptly contextualise with the levels from history
 

Open Interest

  • Historical Open interest along with Historical underlier spot price
  • Get an unparalleled transparency on overall OTC FX market exposure to a single currency pair, based on hard data

Notional by strike and expiration data

  • Monitor the intensity and directionality of FX options positioning, per strike, through an intuitive dynamic visualization
  • Instantly identify the intraday time with the highest global liquidity in FX options market for a single currency

Gamma Exposure Table

  • Find overall Market makers gross gamma exposure, in real time, and how that relates to intraday spot volatility

Similarity

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Use custom indicators to find similarity based on FX option flow data

 

   

NEW WAY of Monitoring and staying ahead

 

Notional by strike

  • Breakdown of OTC FX options market positioning, per strike expiring, in the context of the current spot rate
  • Find if the market positioning concentrated on a certain strike is different from the current spot

Notional by Expiration Date

  • Instant view of Total notional expiring, aggregated per day
  • View the build up of notional expiring over time for every expiration date

Heavy positioning around economic events

  • Be the first to know when the positioning around a future event exceeds historical norms
 

High Activity

  • Be the first to know when an FX options market becomes unusually active

Similar Trades

  • Be the first to know of trading activity relevant to your portfolio

Big Trades

  • Be the first to know when a big ticket FX options trade goes through the market

Rates


Scan and analyse real-time OTC data across 100+ Rates instruments through the following features:

Positioning

  • Understand OTC interest rate swap market positioning derived from previously opaque OTC post-trade data.
  • Be the first to know when positioning becomes extreme.

DV01

  • Understand how OTC flows are moving through the yield curve in real-time and where risk is accumulating.
  • Compare activity between curves and against historical norms at a glance.

DV01 per Tenor

  • Discover market depth and liquidity in real-time and identify which parts of the curve are being most actively traded.
  • Contextualise market activity by comparing it to historical norms in z-score terms, detecting unusual behaviour in seconds.

Intraday Trading Activity

  • View real-time OTC rates market activity with unparalleled granularity, showing individual trades–and trade type–as they are executed.
  • See swaps, swaptions and curve trades activity in the context of economic events in a single comprehensive market monitor.

Big-Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.
 

Yield Changes and Flows

  • Follow yield curve moves in the context of OTC interest rate swap flows supporting the change.
  • Contextualise the magnitude of the moves and flows by comparing them to historical norms in z-score terms.

Relative Value and Curve Trade Flows

  • Instantly see how dislocated various parts of the curves are relative to the outright level of yields.
  • View data in the context of OTC curve trade flows that are coming through the market in real-time

Cross-market Curve Steepness

  • Compare curve spread dislocations across a set of markets of your choice.

Swaptions Positioning

  • Follow OTC swaptions positioning around future events broken down per strike.
  • Detect unusual behaviour by seeing the data in z-score terms.

Swaptions Flow

  • Gauge the OTC swaptions market sentiment by following payer/receiver skew in realtime.

Swaptions Big Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.

Cross Assets Class Analytics


Enterprai’s global multi-asset scanner identifies big price movements and cross asset contagion, overlaid with flows and fundamental data to provide users with context around price action.

Our AI and Machine Learning driven analytics systematically pick up on price trends of interest, unusual movements and regime shifts. These can be customised avoiding users missing important signals or having to monitor data manually.

Central Bank Analytics


Enterprai’s Central Bank Analytics platform deploys state of the art Natural Language Processing (NLP) to analyse central bank communications. NLP is used to interpret communications from G10 central banks and decode into sentiment analysis and topics, overlayed with the market reaction to central bank communications.

Enterprai’s tools allow research analysts to scan, analyse and
set up customised alerts across multiple asset classes.

FX


Scan and analyse real-time OTC data across 250+ global currencies through the following features:

   

NEW WAY of Scanning

CP Skew

  • Instantly understand the bullishness or bearishness of the market
  • Contextualise the sentiment measure by comparing with historical norms, within seconds

24 Hour Rolling Flows

  • Scan unusual amounts of volumes being traded for 250+ currency pairs
  • Data-intensive analyses, that previously required calling large banks

Nearby strikes with big expiries

  • Understand the effect of option pin risk dynamics on the price of FX spot markets
  • Discover if the spot price is likely to converge around a strike by the expiration time of the large strike the next day

Upcoming days with heavy positions

  • Find the most highly positioned upcoming day for a currency and if this positioning is likely due to an upcoming economic risk event
  • Uncover what the market expects the outcome of the event is from the direction of positioning
 

Global Market Behavior

  • Spot unusual trading activity and unusual skew of traded notional amounts
  • Contextualise the activity by comparing with historical norms, within seconds

Structural Flows Changes

  • Track shift in regimes in option flows from the average daily volume of trading
  • Find how it has deviated from a long term ADV and if there is a clear trend in the shift

Structural CP Skew changes

  • Recognise the shift in regimes using the direction of option flow
  • Detect if there is a trend in the market sentiment shift over time

Open Interest Changes

  • Recognise the changes in open interest across 250+ currency crosses
  • Construct custom currency baskets to track apparent shifts.
   

NEW WAY of Analysing

Intraday Trading Activity

  • View real-time trading activity through an intuitive dynamic visualization
  • Contextualise with live intraday spot price moves and hourly economic data releases

Intraday Trading Table

  • View individual transactions reported to global trade repositories
  • Greeks of individual trades to instantly find big ticket trades

Intraday Notional by Tenor

  • Breakdown the intraday trading activity per tenor group
  • See if today’s trades are positioning beyond just month and quarter ends with a short term or long term objective

Call/Put Skew History

  • Instantly find the skewn throughout history and how it impacts the spot price

Intraday Cumulative Notional

  • Spot unusual trading activity based on visual representation of intraday cumulative notional traded
  • Promptly contextualise with the levels from history
  Open Interest

  • Historical Open interest along with Historical underlier spot price
  • Get an unparalleled transparency on overall OTC FX market exposure to a single currency pair, based on hard data

Notional by Strike and Expiration Data

  • Monitor the intensity and directionality of FX options positioning, per strike, through an intuitive dynamic visualization
  • Instantly identify the intraday time with the highest global liquidity in FX options market for a single currency

Gamma Exposure Table

  • Find overall Market makers gross gamma exposure, in real time, and how that relates to intraday spot volatility

Similarity

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Use custom indicators to find similarity based on FX option flow data
   

NEW WAY of Monitoring and Staying ahead

Notional by Strike

  • Breakdown of OTC FX options market positioning, per strike expiring, in the context of the current spot rate
  • Find if the market positioning concentrated on a certain strike is different from the current spot

Notional by Expiration Date

  • Instant view of Total notional expiring, aggregated per day
  • View the build up of notional expiring over time for every expiration date

Heavy positioning around economic events

  • Be the first to know when the positioning around a future event exceeds historical norms
 

High Activity

  • Be the first to know when an FX options market becomes unusually active

Similar Trades

  • Be the first to know of trading activity relevant to your portfolio

Big Trades

  • Be the first to know when a big ticket FX options trade goes through the market

Rates


Scan and analyse real-time OTC data across 100+ Rates instruments through the following features:

Positioning

  • Understand OTC interest rate swap market positioning derived from previously opaque OTC post-trade data.
  • Be the first to know when positioning becomes extreme.

DV01

  • Understand how OTC flows are moving through the yield curve in real-time and where risk is accumulating.
  • Compare activity between curves and against historical norms at a glance.

DV01 per Tenor

  • Discover market depth and liquidity in real-time and identify which parts of the curve are being most actively traded.
  • Contextualise market activity by comparing it to historical norms in z-score terms, detecting unusual behaviour in seconds.

Intraday Trading Activity

  • View real-time OTC rates market activity with unparalleled granularity, showing individual trades–and trade type–as they are executed.
  • See swaps, swaptions and curve trades activity in the context of economic events in a single comprehensive market monitor.

Big-Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.
 

Yield Changes and Flows

  • Follow yield curve moves in the context of OTC interest rate swap flows supporting the change.
  • Contextualise the magnitude of the moves and flows by comparing them to historical norms in z-score terms.

Relative Value and Curve Trade Flows

  • Instantly see how dislocated various parts of the curves are relative to the outright level of yields.
  • View data in the context of OTC curve trade flows that are coming through the market in real-time

Cross-market Curve Steepness

  • Compare curve spread dislocations across a set of markets of your choice.

Swaptions Positioning

  • Follow OTC swaptions positioning around future events broken down per strike.
  • Detect unusual behaviour by seeing the data in z-score terms.

Swaptions Flow

  • Gauge the OTC swaptions market sentiment by following payer/receiver skew in realtime.

Swaptions Big Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.

Cross Assets Class Analytics


Enterprai’s global multi-asset scanner identifies big price movements and cross asset contagion, overlaid with flows and fundamental data to provide users with context around price action.

Our AI and Machine Learning driven analytics systematically pick up on price trends of interest, unusual movements and regime shifts. These can be customised avoiding users missing important signals or having to monitor data manually.

Central Bank Analytics


Enterprai’s Central Bank Analytics platform deploys state of the art Natural Language Processing (NLP) to analyse central bank communications. NLP is used to interpret communications from G10 central banks and decode into sentiment analysis and topics, overlayed with the market reaction to central bank communications.

Enterprai’s tools allow risk managers to scan, analyse and
set up customised alerts across multiple asset classes.

FX


Scan and analyse real-time OTC data across 250+ global currencies through the following features:

   

NEW WAY of Scanning

 

CP Skew

  • Instantly understand the bullishness or bearishness of the market
  • Contextualise the sentiment measure by comparing with historical norms, within seconds

24 Hour Rolling Flows

  • Scan unusual amounts of volumes being traded for 250+ currency pairs
  • Data-intensive analyses, that previously required calling large banks

Nearby strikes with big expiries

  • Understand the effect of option pin risk dynamics on the price of FX spot markets
  • Discover if the spot price is likely to converge around a strike by the expiration time of the large strike the next day

Upcoming days with heavy positions

  • Find the most highly positioned upcoming day for a currency and if this positioning is likely due to an upcoming economic risk event
  • Uncover what the market expects the outcome of the event is from the direction of positioning
 

Global Market Behavior

  • Spot unusual trading activity and unusual skew of traded notional amounts
  • Contextualise the activity by comparing with historical norms, within seconds

Structural Flow Changes

  • Track shift in regimes in option flows from the average daily volume of trading
  • Find how it has deviated from a long term ADV and if there is a clear trend in the shift

Structural CP SKew changes

  • Recognise the shift in regimes using the direction of option flow
  • Detect if there is a trend in the market sentiment shift over time

Open Interest Changes

  • Recognise the changes in open interest across 250+ currency crosses
  • Construct custom currency baskets to track apparent shifts.

 

   

NEW WAY of Analysing

 

Intraday Trading Activity

  • View real-time trading activity through an intuitive dynamic visualization
  • Contextualise with live intraday spot price moves and hourly economic data releases

Intraday Trading Table

  • View individual transactions reported to global trade repositories
  • Greeks of individual trades to instantly find big ticket trades

Intraday Notional by Tenor

  • Breakdown the intraday trading activity per tenor group
  • See if today’s trades are positioning beyond just month and quarter ends with a short term or long term objective

Call/Put Skew History

  • Instantly find the skewn throughout history and how it impacts the spot price

Intraday Cumulative Notional

  • Spot unusual trading activity based on visual representation of intraday cumulative notional traded
  • Promptly contextualise with the levels from history
 

Open Interest

  • Historical Open interest along with Historical underlier spot price
  • Get an unparalleled transparency on overall OTC FX market exposure to a single currency pair, based on hard data

Notional by Strike and Expiration Data

  • Monitor the intensity and directionality of FX options positioning, per strike, through an intuitive dynamic visualization
  • Instantly identify the intraday time with the highest global liquidity in FX options market for a single currency

Gamma Exposure Table

  • Find overall Market makers gross gamma exposure, in real time, and how that relates to intraday spot volatility

Similarity

  • Find days that exhibited similar trading patterns to today, to generate trade ideas
  • Use custom indicators to find similarity based on FX option flow data

 

   

NEW WAY of Monitoring and Staying ahead

 

Notional by Strike

  • Breakdown of OTC FX options market positioning, per strike expiring, in the context of the current spot rate
  • Find if the market positioning concentrated on a certain strike is different from the current spot

Notional by Expiration Date

  • Instant view of Total notional expiring, aggregated per day
  • View the build up of notional expiring over time for every expiration date

Heavy positioning around economic events

  • Be the first to know when the positioning around a future event exceeds historical norms
 

High Activity

  • Be the first to know when an FX options market becomes unusually active

Similar Trades

  • Be the first to know of trading activity relevant to your portfolio

Big Trades

  • Be the first to know when a big ticket FX options trade goes through the market

Rates


Scan and analyse real-time OTC data across 100+ Rates instruments through the following features:

Positioning

  • Understand OTC interest rate swap market positioning derived from previously opaque OTC post-trade data.
  • Be the first to know when positioning becomes extreme.

DV01

  • Understand how OTC flows are moving through the yield curve in real-time and where risk is accumulating.
  • Compare activity between curves and against historical norms at a glance.

DV01 per Tenor

  • Discover market depth and liquidity in real-time and identify which parts of the curve are being most actively traded.
  • Contextualise market activity by comparing it to historical norms in z-score terms, detecting unusual behaviour in seconds.

Intraday Trading Activity

  • View real-time OTC rates market activity with unparalleled granularity, showing individual trades–and trade type–as they are executed.
  • See swaps, swaptions and curve trades activity in the context of economic events in a single comprehensive market monitor.

Big-Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.
 

Yield Changes and Flows

  • Follow yield curve moves in the context of OTC interest rate swap flows supporting the change.
  • Contextualise the magnitude of the moves and flows by comparing them to historical norms in z-score terms.

Relative Value and Curve Trade Flows

  • Instantly see how dislocated various parts of the curves are relative to the outright level of yields.
  • View data in the context of OTC curve trade flows that are coming through the market in real-time

Cross-market Curve Steepness

  • Compare curve spread dislocations across a set of markets of your choice.

Swaptions Positioning

  • Follow OTC swaptions positioning around future events broken down per strike.
  • Detect unusual behaviour by seeing the data in z-score terms.

Swaptions Flow

  • Gauge the OTC swaptions market sentiment by following payer/receiver skew in realtime.

Swaptions Big Ticket Trades

  • Monitor in real-time big ticket OTC transactions augmented with our proprietary analytics.
  • Available for both swaps and swaption markets.

Cross Assets Class Analytics


Enterprai’s global multi-asset scanner identifies big price movements and cross asset contagion, overlaid with flows and fundamental data to provide users with context around price action.

Our AI and Machine Learning driven analytics systematically pick up on price trends of interest, unusual movements and regime shifts. These can be customised avoiding users missing important signals or having to monitor data manually.

Central Bank Analytics


Enterprai’s Central Bank Analytics platform deploys state of the art Natural Language Processing (NLP) to analyse central bank communications. NLP is used to interpret communications from G10 central banks and decode into sentiment analysis and topics, overlayed with the market reaction to central bank communications.