COMPASS

Calculation Agent Services

 

OVERVIEW

A deep knowledge on index contribution

Compass provides clients with a range of index calculation services, including but not limited to rule based future indices or iNAV. As independent index calculation agent our services include maintenance, calculation and distribution for any systematic index across fixed income instruments, currencies or commodities. We then act as index administrator according to the Benchmarks Regulation (“BMR”)

Our computation engine can manage any rule based index computations based on futures contracts (commodity, currency, …)

Our team has been developing index computation and publication engines for more than 15 years. Our expertise lies mainly in commodity and currencies but our index platform can manage any rule based index using futures contracts.

 

A team dedicated to your need

If requested Compass team will be happy to advise you on new index rules. We particularly have the experience to advise you regarding commodity UCITS constraints.

 

Responsiveness

Historically Compass has been one of the most responsive index calculation agent to manage index computation issue or client request. Issue are normally solved within an hour after issue is raised.

 

Extremely robust infrastructure

Our index computation infrastructure is designed to compute and publish any rule based strategy. For more than 15 years now, our team has been developing and managing some of the most famous commodity indices in the world.

 

End of Day and real-time computation

The resilience of our computation and dissemination infrastructure provides a safe environment for end of day computation and publication prices, but also for real time prices.

Our ability to manage safely and strongly the frequency of publication provides us the capacity to manage iNav publication or any real-time frequency constraints index publication.

 

Index Dissemination

According to your need, your index can be disseminated on Bloomberg, Reuters, dedicated websites or any other data providers of your choice.

 

Customized reports for clients

On top of our usual reports, our team can develop we you the appropriate report you need to audit index computation. You can receive those report via e-mail or download them via FTP sites.

ARCHITECTURE

Robustness through a multi-site contribution

Compass has developed a robust and reliable contribution infrastructure based on a multi site IT architecture.

We currently contribute from 3 independant sites located in 3 different countries. 2 sites are active and one is acting as a backup.

Each site respects the most restrictive constraints in term of business continuity plan. (internal machine backup, market data access redondancy and power redondancy,…)

Therefore, each index is contributed from the 2 active sites.

COMPASS Financial Technologies SA

Avenue d'Ouchy 4

1006 Lausanne, Switzerland

info@compass-ft.com