Euroclear LiquidityDrive™

Bond inventories, in particular for illiquid bonds, have sharply decreased due to heightened capital requirements.

Whilst MiFID II increases transparency requirements, MiFID data has not yet delivered material improvements in transparency nor the ultimate goal of fostering liquidity.

As a result, assessing actual asset liquidity remains elusive, particularly for the less liquid part of the market, where information scarcity compounds the overall fragmentation of available information.

This lack of reliable liquidity information impacts all business levels – trading, portfolio/asset allocation, compliance, through to the risk management/modelling level.

Our dedicated liquidity information service provides you with high-grade and detailed settlement liquidity data on Fixed Income (FI) instruments.

You can use this data to:

As one of the largest Financial Market Infrastructures in the world, we process vast amounts of post-trade data.

This data can inform your pre-trade decisions and enrich your post-trade analyses by providing you with detailed and unique liquidity information.

Our post-trade data:

• provides you with relevant insights into the liquidity of liquid and less liquid FI securities
• helps you enhance your FI trading and execution strategies based on supply and demand taking into account liquidity considerations
• complements your traditional sources of FI data
• is based on actual executed trades
• helps provide a view on concentration and holdings available for trading
• aggregates the activity of a single security across the entire fixed-income trading flow