Insights not interference

Position Limits

Compliance with position limits is essential for firms trading exchange-traded derivatives, whether set by exchanges or regulations like Dodd-Frank and MiFID II. BroadPeak makes this manageable with continuous calculations, breach alerts, and an intuitive dashboard that delivers immediate, actionable insight to stay compliant and in control.

Screenshot of BroadPeak's Position Limits in action

Good enough is not enough

Limits under control

Better manage your exposures

Trade with confidence

Meet Atlas

Data you trust

Atlas is the reference data engine behind BroadPeak’s position limits. It includes an API that facilitates querying a database containing published limits from global exchanges and regulatory body.

Precision across instruments

Built-in logic for calculating expiration periods and rules for decomposing products into top-level products ensures limits are calculated and applied accurately across even the most complex instruments.

Always current

Nightly automatic updates from global exchanges and regulators keep your limit’s database accurate so you can rely on current data.

Real-time compliance

We do not estimate or simulate limits; we use real, up-to-date limits published by each exchange. Atlas ingests this data and applies it to your trades in real time, ensuring your positions are always aligned with regulatory expectations.

Built for scale

Atlas ingests millions of live data points daily, capturing real-time updates from global exchanges. With around 2 million position limit records processed each day, you’re always working with the most current, accurate information.

Transparency and control

BroadPeak retrieves comprehensive limit reference data, including product limits, aggregation ratios, and option deltas, directly from the Atlas API for accurate, real-time compliance monitoring.

Logic behind every limit

Limits made clear

Delivering clarity around complex position limits logic so you can trust your exposure is accurate and compliant.

Diminishing factors

Certain contracts decrease in position value as the spot month approaches. Our solution adjusts for these dynamic changes to accurately reflect how positions count toward the overall limit.

Parent-child grouping

Exchanges frequently group related instruments when setting limits e.g., a parent product like crude oil may include child products such as specific grades or spreads. We accurately aggregate these groupings to mirror the exchange’s view of total exposure.

Futures equivalent position

Many option positions are not just about counting contracts, they are delta-based. We unify futures and options into a single delta calculation to ensure accurate exposure measurement and compliance with exchange rules.

Protect your reputation and bottom line

Maximize opportunities

Take control of your trading limits with real-time, accurate position measurement powered by seamless connectivity to E/CTRMs and exchanges. Stay compliant across multiple regulatory regimes and exchanges, without the manual effort or guesswork.

Built for what matters

Actionable data

Streamline and standardize position limits with a solution that delivers accurate calculations, reliable data, and automated workflows.

How can I ensure my position limits match regulator and exchange definitions?

Position limits are often expressed using an exchange-defined delta, which can differ from your internal risk calculations. We ensure your compliance by measuring your positions exactly as regulators and exchanges do, aligning your calculations with official standards for accurate, consistent monitoring.

Whether for regulatory compliance, risk analysis, or feeding downstream BI tools, we ensure that the data driving your decisions is complete, validated, and aligned across the enterprise. It’s the trust layer your business needs to operate with confidence, no manual stitching, no second-guessing.

BroadPeak automates daily limit data ingestion from exchanges and regulators, centralizing it in a single, accessible database. It converts complex legal terms e.g. spot start dates into actionable calendars, improving forward visibility. With task automation and a reconciliation module, it cuts manual effort and reduces risk.

BroadPeak offers customizable reporting that can be easily distributed across your organization. Business intelligence teams can leverage our clean, centralized data store to explore insights beyond core limits monitoring to support broader analysis, compliance, and strategic decision-making.

All limit’s reference data is easily accessible online through a mobile-friendly interface, in Excel for familiar workflows, or via API for seamless integration into internal systems and tools.

The company we keep

Clients

Perspectives

Insights

rows of electrical towers against the sky at sunrise

Exchange connectivity: Why FIX alone is not enough

The FIX engine is the foundation of exchange connectivity. It is a well-established messaging standard,...
multi-colored lines in abstract pattern on dark navy background

Data orchestration: SaaS vs legacy systems

Modern trading demands real-time clarity, data orchestration eliminates delays, duplication, and costly operational blind spots....
Jenga tiles in various colors

Chaos to control: Tackling compliance, data integration, and IT overload in global operations

How can trading firms stay in control when facing fragmented data, false positives, and outdated...

Book a demo

Let's connect

Scroll to Top