XBT/USD REFERENCE RATE
Last updated 30, July, 2019 16:30 New York
ETH/USD REFERENCE RATE
Last updated 30, July, 2019 16:30 New York
Tassat’s OTC Midpoint Price feed helps institutions see the market clearly, enabling more accurate trading, portfolio management and risk management decisions.
In any financial market, making informed trading and portfolio management decisions relies on high quality price data from sources which are both relevant and well-governed. With little to no oversight or governance and a small fraction of OTC market volume, data from retail “lit” exchanges can be misleading.
Tassat’s Continuous OTC Mid Price Index combines executable prices from 12+ leading OTC market makers providing investors, fund managers, and traders with a reliable indication of the price level at which they can trade 100 BC and 1000 XPT at any given time.
Tassat’s Continuous OTC Mid Price Index is algorithmically monitored to identify and reject outliers and prevent index manipulation.
The Continuous OTC Mid Price Index is currently available 20 hours x 7 days and with 1 and 30 second update intervals frequency.
Over 23 months of historical OTC pricing data. The largest single source of OTC data available in the market.
Tassat’s indicies can be tailored to meet client’s specific use cases.
Tassat has captured over 23 months of historical prices on Bitcoin and Ether—more than 100 million data points.
Licenses are available for internal use and integration into applications.
Incorporate our reference rates and market data into products you offer clients.
We can create custom indices tailored to meet your needs.
Tassat has designed its OTC reference rates around IOSCO Principles for Financial Benchmarks. Information in the Tassat Statement of IOSCO Compliance has been verified through an independent internal review. The following documentation provides detailed descriptions of the reference rate methodology, oversight, and governance, and other processes.
The independent governance and oversight committee provides guidance to the index administrator and approves changes to the reference rate processes and procedures. The committee is composed of experts in both the theoretical and practical aspects of digital asset market structure.
Robert Emerson is Tassat’s Head Quant. He began his career trading interest rate swaps, options, and structured products at Lehman Brothers and Salomon Brothers. More recently, he built one of the premier interest rate derivative data and valuation businesses at SuperDerivatives / Intercontinental Exchange. At Tassat, Robert focuses on product design, risk and financial product modelling, and financial benchmark design. He also serves as Index Administrator for Tassat’s data and index business.
Thomas Rogers is Tassat’s Head of Swap Dealer Operations. He has been managing the middle office and operations, in firm financing and derivatives, across products, at investment banks and fund administrators for over 20 years. He helped coordinate the unwind of the Lehman Brothers derivatives portfolio, post-bankruptcy, and ran the global operations of a fund administrator with AUA of over 55 billion dollars. Focusing on margining and settlement at the swap dealer; he brings a wealth of experience to the day to day operations at Tassat.
Walton Comer is founder and CIO of XBTO Group. He manages trading, risk management, and develops trading algorithms. Walton was one of the first algorithmic traders to provide liquidity to major crypto exchanges, and a key figure in the formation of the CME strategy for crypto futures. Before XBTO, Walton was a founder and principal at Falcon Bridge Partners, a VP of Risk at SAC Capital Advisors, and a Director of Research at Thornhill Partners. Walton is a co-founder and director of Lucid.
Peter is head of Macro Strategy at Academy Securities. For the past two decades he has been a thought leader in ‘beta’ products, including OTC derivatives, listed futures and ETPs. He was a founding board member of the firm that created the CDX credit derivative indices. He was early amongst mainstream market pundits to identify crypto as a potentially important part of investment portfolios. He holds an MBA from Vanderbilt University and a Bachelor of Math from the University of Waterloo.