Kalahari Provides FTSE With New Index Calculation Technology

Kalahari, a provider of real time price discovery, analytics and publishing solutions, announces that the FTSE Group ("FTSE"), is using Kalahari's kACE2 technology to calculate and publish a range of its indices in truly real time. FTSE is the first

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Kalahari, a provider of real-time price discovery, analytics and publishing solutions, announces that the FTSE Group (“FTSE”), is using Kalahari’s kACE2 technology to calculate and publish a range of its indices in truly real-time.

FTSE is the first index provider to respond to the financial market trend for reducing latency with a real time streaming data service and chose Kalahari, a proven pricing and analytics trading technology provider, to upgrade their calculation performance.

Kalahari built a custom real-time service model for FTSE using its new kACE2 technology. kACE2 reads the index meta-data from a store and automatically works out dependencies to acquire real-time price updates from a variety of sources. Indices of various types are then calculated in parallel on high performance hardware to generate fully auditable real-time index values. kACE2 facilitates the transition of the index between various states from open to close throughout the day. These services, powered by kACE2, amount to more than 1,500+ real-time indices and are providing user access to the fastest and broadest range of real-time total return index data currently available. Previously, FTSE real time indices were updated every 15 seconds, the current industry standard, and total return index (TRI) values were only available on an end-of-day basis.

“FTSE undertook a comparative review of the different solutions available in the market,” comments Guy Warren, Chief Operating Officer of FTSE Group. “A key consideration in choosing kACE2 is the robustness and flexibility of the product. We felt confident that coupling a proven calculation engine such as kACE2 with the experience of the Kalahari team offered us a winning combination of control, flexibility, innovation. With kACE2, we can provide real-time streaming data that enables investors to respond faster to changes in markets worldwide.”

kACE2 provides FTSE with the fastest index calculation engine capabilities in the global market today, including the widely tracked FTSE 100 index, by providing indices on a streaming, intra-second basis whenever there is a change in the underlying constituent price.

Graham Mansfield, managing director at Kalahari said: “FTSE leads the way as the first index provider to deliver indices on a truly real-time basis. Through our kACE2 technology, the FTSE index values are disseminated each time there is a change in the underlying constituent price. This provides investors with a better reflection of market activity, increased transparency on trades against the index and helps them make quicker trading decisions. In addition, because kACE2 is data source agnostic and covers all asset classes ‘out of the box’, it allows for the creation and testing of new ideas and products quickly.”

“We are delighted that FTSE chose Kalahari.. kACE2 will continue to enable FTSE streamline its indices operation and we are proud to have them as a client. This partnership demonstrates the uniqueness and importance of kACE2 in the global financial markets.” he continued.

D.C.

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