Structuring Desks (Trading Houses and Merchants)
Recorded RFQ flow, markup policy and margin measured per client — without relying on the structurer's spreadsheet.
View the pageEach profile faces a different mix of margin, risk and governance. Pick yours to see how the platform fits.
Recorded RFQ flow, markup policy and margin measured per client — without relying on the structurer's spreadsheet.
View the pageYour own pricing engine instead of back-to-back pass-through, with retained margin, measured conversion and an execution mandate.
View the pageYour own engine to price agricultural volatility, or referral to the asset manager, to capture hedging revenue from the existing credit book.
View the pageA three-leg hedge — grain, basis and FX — under delegated management, protecting margin between pricing and delivery.
View the pageManagement of the collateral's price leg, with methodology documented for the fiduciary administrator and daily reporting.
View the pageLTV marked to market with regional basis throughout the season, separating price-driven defaults from credit-driven ones.
View the pageEffective acquisition cost managed with all three legs — futures, basis and FX — consolidated into a single exposure.
View the pagePricing decisions with method: crop exposure mapped, regional basis assessed against its own history and the FX leg managed.
View the pageA documented method for pricing decisions taken on behalf of members, with accountability in board language.
View the pageDocumented marking of Asians, barriers and physical basis, with mandate compliance and performance attribution.
View the page