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

1,855 trillion


Currencies available for compression

28


Subscribers around the globe

270

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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

Counterparty risk and margin optimization

Optimize your OTC derivatives portfolio by lowering IM funding costs and SA-CCR capital requirements, freeing up collateral, and reducing systemic 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

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.

Run XVA risk calculations and independent trade valuations.

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.

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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.

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