Position Limits Monitoring

    Our service simplifies the process of monitoring position limits on derivative contracts which are imposed by exchanges across the globe as well as regulators (e.g. CFTC, ESMA via MiFID II). Our service informs our clients on where their positions are versus applicable limits and acts as an early warning system.

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    Global Coverage

    We cover rules set out by exchanges and regulators (MiFID II, CFTC) across a wide spread of asset classes. This includes position limits, accountability levels and reporting levels across spot, single, other and all month timeframes

    Interactive Results Data

    Results are viewable in our intuitive user interface which is accessible via your web browser. All of the data we present is sortable allowing for actionable insights and saving time. For example, results are sortable by result type, how close they are to limits, or even by exchange

    Front Office Monitoring

    Automate the feed of information between the front and back office by showing how much can be traded in a contract before reaching the position limit imposed by the exchange. Our results data is exportable via API and can be integrated with trading systems to enable pre-trade monitoring

    Data Sourcing

    As position limits do not remain static, clean and updated data is of utmost importance. We continually source relevant data for Position Limits monitoring. We source data from FIA Tech’s Databank along with sourcing data directly from exchanges ourselves. Coupled with Data relevant for position limit monitoring, such as trading calendar data, sourced directly from exchanges every single day

    Automated Calculations

    Our team of legal experts interpret complex limit definitions and along with our developers ensure we are capturing calculation methodologies correctly in our rules engine, including considerations for things like aggregation, calendars, and netting.  When our clients’ positions pass through our rules engine, all calculations are automated seamlessly in the background

    Custom Warnings

    Set bespoke alerts so you receive adequate warning when your positions are approaching limits. Alerts can be customised to suit various risk appetites.
    Simple workflow

    How we automate derivatives limit
    monitoring

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    We source, clean and interpret position limits data and rules from exchanges globally

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    A position file is automatically uploaded to our cloud-based service, analysed in a matter of minutes, and clients are then notified of results

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    Receive warnings on your positions as they approach position limits or when they exceed Accountability Levels and Reporting Levels
    Core Features

    The industry's leading automated process
    for position limits monitoring

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    Data

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    We integrate data from exchanges with FIA Tech’s Databank at the heart of this process. We combine all the relevant data required, including items like contract limits, calculation instructions, and calendar data.

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    Rules Engine

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    We have a team of in-house regulatory experts and software developers who analyse this data and code rules for each contract that is subject to position limits. When clients upload their position data to us, their positions are analysed against our ruleset.

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    Integrated Workflow

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    Once checks are complete, clients are able to view results in our user interface and results can also be exported via outbound API to integrate with trading systems, allowing for monitoring on a pre-trade basis.

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    Why FundApps

    Helping those trading in and/or monitoring derivatives get a good night's sleep

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    Avoid fines and reputational damage

    We gather position limit data from a number of sources, including the exchanges themselves, every single day. We have integrated with FIA Tech allowing us to support global exchanges, covering futures, swaps and options. By automatically checking your current positions against exchange and regulator-imposed limits (including MiFID II and CFTC) we help you avoid breaching thresholds.

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    Automate the sourcing of accurate trading calendars
    We automatically source calendar data which allows us to calculate when spot month limits come into effect and alert you accordingly. This eliminates the need to gather this information directly from the exchange, and manually determine the correct dates and associated spot limits.

     

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    Net and aggregate between contracts correctly

    In order to accurately reflect current positions, we automatically convert and aggregate any contracts that are rolled up into a parent contract and have a relevant ratio. We correctly aggregate positions at the right contract level and corporate level.

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    Related Resources

    Webinar: Ongoing CFTC Rule Changes

    In this webinar, we provide an overview of the CFTC rule changes and discuss cross-exchange limits.
    Download webinar

    Traveller's Guide to Position Limits

    Complying with position limit regulations is a continuous challenge. Our visual guide can help.
    Read more

    Webinar: Effective of Monitoring Position Limits

    In this webinar with FIA Tech, we discussed the effective monitoring and management of position limits.
    Download webinar

    White Paper: MiFID II Position Limits

    Under MiFID II position limits for commodity derivatives are set under EU-wide legislation for the very first time.
    Read more

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