Pre-trade analytics: answer the question while it is still a question

Enter a client, instrument, side and notional. Safetifi returns the margin spread on that trade, its marginal portfolio-margin effect after offsets against the existing book rather than standalone, the before-and-after view of net exposure, value-at-risk and liquidity, and a limit check that separates a breach this ticket would cause from one the book is already carrying.

• Margin spread on the trade — client requirement against venue requirement
• Marginal portfolio margin: offsets against the live book versus standalone
• Book net exposure, VaR and liquidity, before and after
• A limit check isolating this trade’s own contribution

The cheapest venue on screen price is frequently not the cheapest venue to carry the position. Safetifi ranks venues on total cost — margin required, fee tier and funding over the intended hold — so the routing decision reflects what the trade actually costs rather than what it quotes.

A composite view across the venues you face, so the reference price a decision is made against is the market you can actually reach, not a single venue’s tape.

This is deliberate. Safetifi says what a trade is worth and where it should go before it goes on; your desk and your OMS execute it. That separation is why the platform can sit across every venue you face without becoming part of the order path.