triReduce Interest Rates

Portfolio compression for
Interest Rates

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

Reduce costs and capital with more flexibility

Recognized as the innovator and leader in multilateral portfolio compression, triReduce Rates leverages the multilateral opportunities in portfolio compression to eliminate trades across client accounts at multiple CBs/FCMs. Terminate trades with different coupons, end dates and cash flows. Significantly reduce trade count, gross notional outstanding, and gross mark-to-market exposures. Trade revision allows you to change the coupon, floating leg spread and direction of the trade in the clearing house (CCP).

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Deep liquidity and a leading methodology

triReduce grows the compression pool by supporting clearing members, future commission merchants (FCMs), clearing brokers (CBs) and clients to all compress in the same cycle. triReduce collaborates with 6 CCPs: LCH SwapClear, CME, JSCC, Eurex, ASX and NASDAQ to offer their members the award-winning triReduce Rates service. We offer compression in 28 interest rate swap currencies, multiple products and both deliverable and non-deliverable currencies, cleared and uncleared.

triBalance

Margin optimization

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

A seamless solution

Benchmark conversion

Reduce gross notional and convert exposure for ICE LIBOR swaps to alternative reference rates.

Low-touch compression

Enable process consolidation and optimize resource levels that support those processes.

Features and benefits

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.

Available currencies

AUD

BRL

CAD

CHF

CLP

CNY

COP

Australian Dollar

Brazilian Real

Canadian Dollar

Swiss Franc

Chilean Peso

Chinese Yuan

Colombian Peso

CZK

DKK

EUR

GBP

HKD

HUF

ILS

Czech Koruna

Danish Krone

Euro

British Pound

Hong Kong Dollar

Hungarian Forint

Israeli Shekel

INR

JPY

KRW

MXN

MYR

NOK

NZD

Indian Rupee

Japanese Yen

(South) Korean Won

Mexican Peso

Malaysian Ringit

Norwegian Krone

New Zealand Dollar

PLN

SEK

SGD

THB

TWD

USD

ZAR

Polish Zloty

Swedish Krona

Singapore Dollar

Thai Baht

Taiwan Dollar

US Dollar

South African Rand

Integrate and extend with innovative services

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

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

Calculate inputs, manage margin calls and resolve disputes. All with a single trade file.

Contact a TriOptima services expert

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

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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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