Spot Assets
Request markets across spot, fixed income, and repo, all quoted in competition and settled on Canton.
A single request goes out to permissioned trading desks, which return firm, competing quotes. The trade is executed against the best response at a privately negotiated price and settled atomically on Canton.

Competitive request markets for spot, fixed income, and repo, with market-native quoting and DvP settlement on Canton.
Request markets across spot, fixed income, and repo, all quoted in competition and settled on Canton.
Bonds and other fixed income instruments quoted on yield or spread basis, with accrued interest and market conventions handled natively.
Borrow or lend against high-quality collateral, with rate, term, and settlement agreed through a competitive repo market.
Request a market from permissioned dealers and execute the full size against the best firm response.
Receive eligible RFQs, quote directly to the taker, and winner sees the cover level on completed trades gaining a per-trade read on market pricing.
Every step is available via API calls: request, stream quotes, execute, settle. Trading desks can automate the full RFQ lifecycle end to end, and the interface runs on the same rails as our CLOB.
One ticket, any-to-all makers
Best price wins
Every request puts multiple dealers in competition; quotes are firm, not indicative.
The taker controls counterparty lists and can choose between disclosure or anonymous trading.
Timestamped quote history for compliance and transaction cost analysis.
Straight-through processing with atomic DvP settlement.