The layer between Bloomberg and the position that doesn't exist yet.
Financial markets contain instruments, intermediaries, and structural positions that are implied by observed pricing behavior but have no named incumbent, no established product, no defined market. Bloomberg maps the liquid. Limn maps the gap between what trades and what must exist to explain why it trades that way.
Baseline exclusion before publication.
Every report is benchmarked against incumbent planning, orchestration, and network intelligence coverage. The report only contains positions that remain outside the known market envelope.
These platforms are the baseline exclusion set. Every gap here exists outside their coverage envelope.
Cross-Border Intermediation Gaps: What Bilateral Flows Imply
Bilateral capital flows between jurisdictions imply intermediation structures that no current platform maps. Fourteen gaps identified across currency corridor intermediation, withholding tax positioning, and cross-border settlement structures.
ESG Pricing Mechanism Gap Map: Q1 2026
ESG commitments have outpaced the pricing infrastructure required to execute them. Five gaps identified at the top level - a starting point for teams assessing where ESG exposure lacks a named pricing mechanism.
Illiquid Credit Market Structure: The Unnamed Intermediaries
The illiquid credit layer contains intermediation positions that must exist to explain observed pricing behavior - but no data provider has named them. Thirty-one structural gaps identified across private credit, CLO structuring, and secondary market intermediation, each SCE-validated across independent analytical sources.
Pre-Index Instrument Mapping: Positions Before They're Priced
Instruments enter indices after market formation is complete. The positions that exist before that formation - the pre-index layer - have no named incumbent and no established market. Eighteen gaps identified across fixed income, alternative beta, and thematic exposure structures.
Synthetic Exposure Structures: The Missing Layer in Structured Products
Structured product markets imply synthetic exposure mechanisms that neither the origination layer nor the distribution layer currently serves. Eleven gaps identified across derivative overlay structures, tail risk intermediation, and factor exposure synthesis.
Need a more targeted analysis?
Direct the analysis at your specific market, portfolio, or commercial question.