Cleared OTC Interest Rate Swaps
Subscribe for UpdatesWe have created a best-in-class global clearing solution covering 24 currencies of interest rate swaps, including our market leading emerging market currencies.
PORTFOLIO MARGINING
$9B in daily savings
Cross-margining our leading liquidity pool for USD Interest Rates futures and options with OTC swaps unlocks unparalleled capital efficiencies. Find out why this program is being utilized at record levels for strategies like invoice swap spreads and more.
Supported Products
Download Product Scope| Fixed/Float Currency |
Tenor Years | Index Months |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 11 | 15 | 21 | 31 | 51 | 1 | 3 | 6 | ||
| EUR | EURIBOR | |||||||||
| AUD | BBR | |||||||||
| SEK | STIBOR | |||||||||
| DKK | CIBOR | |||||||||
| NOK | NIBOR | |||||||||
| KRW | KRW-CD-KSDA- BBG | |||||||||
| CLP | CLP-TNA (Indice Cámara Promedio) | |||||||||
| NZD | BBR | |||||||||
| HKD | HIBOR | |||||||||
| HUF | BUBOR | |||||||||
| CZK | PRIBOR | |||||||||
| PLN | WIBOR | |||||||||
| ZAR | JIBAR | |||||||||
| CNY | CNY-CNREPOFIX=CFXS-Reuters | |||||||||
| Zero Coupon Swaps | ||||
|---|---|---|---|---|
| EUR | 51 years | |||
| CLP | 20 years | |||
| BRL | 10 years | |||
| Overnight Index Swap (OIS) | ||||
| USD - Fed Funds | 51 years | |||
| USD - SOFR | ||||
| GBP - SONIA | ||||
| EUR - €STR | ||||
| AUD - AONIA | 31 years | |||
| CAD - CORRA | ||||
| JPY - TONA | ||||
| CHF - SARON | ||||
| MXN – Funding TIIE | ||||
| SGD - SORA | 21 years | |||
| COP - IBR | 20 years | |||
| ZAR - ZARONIA | 11 years | |||
| INR - MIBOR | 10 years | |||
| Basis Swaps | ||||
| EUR | 51 years | |||
| SOFR vs. Fed Funds | ||||
| €STR vs. EURIBOR | ||||
| AUD | 31 years | |||
| Forward Rate Agreements (FRA) | ||||
| EUR | AUD | 3 Days – 3 Years | |||
| NZD | PLN | SEK | ZAR | ||||
| CZK | DKK | HUF | NOK | HKD | 3 Days – 2 Years | |||
OTC IRS Market Data
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