Multidimensional view of market liquidity

Octaura Liquidity Metrics

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Octaura Liquidity Metrics (OLM) is a suite of tools designed to quantify the ease and likelihood of execution across assets.

Whether you're trading, analyzing, or managing risk, OLM gives you the clarity to act decisively and move with confidence.

Quantifying market liquidity

What’s included

  • Proprietary Octaura Liquidity Scores (1-10+ scale)
  • Number of dealers contributing quotes
  • Bid/ask depth and average bid/ask size
  • Number of two-way markets on a name
  • Hit rates and trade counts aggregated by score
  • Historical liquidity statistics

Coverage

Universe of over 2,000 leveraged loans

Access

SFTP, API, CSV or Excel download, Octaura Loan Trading Platform

The Octaura Liquidity Score.

Octaura’s Liquidity Scores are derived from quantitative inputs across our trading platform and the broader market. A higher score reflects deeper dealer participation, tighter bid/ask spreads, and lower expected execution costs—giving you a real-time signal of how well a line item will trade.

Historical transactions

Including transactions across the broad loan market from the past 6 months

Historical platform liquidity

Including dealer activity from the past 30 days

Daily Platform Liquidity

Including dealer inventory

Liquidity, live and in color.

Buyside

  • 1.1Front office: Access deep liquidity to execute with confidence in any market condition. Adapt execution strategy, analyze pre-trade, optimize your portfolio and more.
  • 1.2Middle office: Monitor liquidity risk and exposures with precision and speed. Common use cases include stress testing, TCA validation, and liquidity risk oversight.
  • 1.3Back office: Simplify post-trade processes like reporting and eligibility screening with clear, auditable liquidity records.

Sellside

  • 2.1Front office: Optimize pricing and client flow with live and historical liquidity. Expand your quotable universe, adjust your quoting strategy, and calculate haircuts.
  • 2.2Middle office: Support trade validation and controls with transparent liquidity data. Monitor liquidity risk, manage inventory and perform compliance and research tasks.
  • 2.3Back office: Ensure accurate settlement and reporting with consistent liquidity metrics.

The Octaura edge.

Octaura Intelligence is what sets us apart from the rest. It’s our proprietary engine that fuels our trading platforms and insights with fast and accurate data in the loan and CLO markets.

Markets

Purpose-built trading platforms and tools that increase efficiency, reduce mistakes, and eliminate unnecessary friction for traders.

Markets

  • Trade without friction. Backed by transformative technology, Octaura’s platforms deliver new efficiency to secondary trading in loans & CLOs. 
Benefit from fewer errors, better pricing, and certainty of execution.

  • Connect to the market with dozens of Dealers and over 150 buyside firms, Octaura's active user base continues to grow so you can access deep liquidity for loans and CLOs.

  • Access up-to-date industry views of the Loan and CLO market. It’s the industry’s most up-to-date view of the loan and CLO markets, with liquidity metrics, real-time pricing, relevant news, visualizations and more. No flipping between screens – it's all here on Octaura.

Insights

Data sets and analytics that bring the once-opaque loan and CLO markets to life, used by traders, portfolio managers, researchers, middle & back-office teams, and more.

Insights

  • Access up-to-date industry views of the Loan and CLO market. It’s the industry’s most up-to-date view of the loan and CLO markets, with liquidity metrics, real-time pricing, relevant news, visualizations and more. No flipping between screens – it's all here on Octaura.

  • Connect to the market with dozens of Dealers and over 150 buyside firms, Octaura's active user base continues to grow so you can access deep liquidity for loans and CLOs.

See the markets, live and in color.

Find out how Octaura’s trading, data and analytics solutions can reshape your workflow.