triReduce

Multilateral portfolio compression

Reduce operational risk and manage counterparty risk exposure across your cleared and uncleared OTC derivatives portfolios.

Optimize leverage ratios and reduce risk

Reduce operational risk and cost by lowering gross notional and eliminating line items. triReduce leverages multilateral compression opportunities across portfolios, enabling firms to terminate trades with different coupons, end dates and cash flows for optimal results. Compression is available for cleared and uncleared interest rate swaps in 28 currencies, cross currency swaps, credit default swaps, FX forwards, and commodity swaps.

In gross notional compressed

1722 trillion


Currencies available for compression

28


Subscribers around the globe

270

TriOptima news

Get the latest TriOptima services news, product information and more.  

A global network of OTC participants

New collateral, clearing, and capital regulations in the U.S., Europe and Asia are driving OTC derivative market participants to shed as much of their gross notional exposure as possible through multilateral portfolio compression. triReduce’s portfolio compression service maintains strong interfaces with all the major CCPs and infrastructure providers around the globe, so our clients seamlessly participate in compression with other market participants throughout the world.

triBalance

Margin optimization

Optimize your OTC derivatives portfolio by lowering the cost of monitoring them and reducing counterparty risk.

Simplify portfolios by reducing notional exposures and line items for cleared and non-cleared OTC derivative trades.

Use For:

Overnight index swaps (OIS)

Forward rates agreements (FRA)

Cross-currency swaps

Low touch compression

Gain regulatory and economic capital benefits while reducing direct costs to the business without changing market risk positions.

Use For:

Reducing gross notional

Reducing PFE in SA-CCR and risk weighted assets

Improving CEM Leverage Ratio (SLR)

triReduce Credit

Enhance the efficiency of your portfolio and maintain operational efficiency and reduce CDS exposure.

Indices

ABX
CMBX
CDX
iTraxx 
IOS

LCDX
MBX
MCDX
PrimeX

Single names

Emerging markets
Corporates
Sovereigns

Index tranches
Special credit events
Use For:

Indices

Single names

Tranches

Mortgage products

Emerging market swaps

triReduce Commodities

Free up credit lines, redistribute exposures, and avoid bottlenecks to new trading for oil, gas, coal, power and precious metals.

Power (base and peak)

Amprion (Germany)
RTE (France)
National Grid (UK)
OMEL (Spain)
TERNA/PUN (Italy)
CEPS (Czech)
MAVIR (Hungary)

Oil (outrights and spreads)

Brent
WTI
Dubai
Gas oil
Fuel oil

Jet fuel

Gasoline

Naptha

Propane

Natural Gas

Henry Hub

NBP (UK)

TTF (Netherlands)

NCG (Germany)

Zeebrugge (Belgium)

PEG (France)

Precious Metals

Gold
Silver
Platinum
Palladium

Coal

ARA (API#2)
Newcastle (API#3)
Richards Bay (API#4)

 

Use For:

Power

Oil, natural gas and coal

Precious metals

Features and benefits

Scalable

Can be used in multiple asset classes for cleared and non-cleared relationships.

Consistent

Our uniform compression process means your experience is the same regardless of the region or product.

Trusted

A reliable process underpinned by a robust legal framework.

Innovative

A flexible solution that keeps pace with regulatory changes and client demand.

Integrate and extend with innovative services

Explore our comprehensive range of related, intuitive, web-based services.

Reduce gross notional across ICE LIBOR swaps and the alternative benchmark.

Calculate inputs, manage margin calls and resolve disputes.

Contact a TriOptima services expert

We’re here to help you configure our services to work for you.

Need technical support? Give us a call.

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2020 CME Group Inc. All rights reserved.