We have created a best-in-class global clearing solution covering 24 currencies of interest rate swaps, including our market leading emerging market currencies.
Fixed/Float Currency |
Tenor Years | Index Months |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
10 | 11 | 15 | 21 | 31 | 51 | 1 | 3 | 6 | ||
USD | LIBOR | |||||||||
EUR | EURIBOR | |||||||||
GBP | LIBOR | |||||||||
CAD | CDOR | |||||||||
JPY | LIBOR | |||||||||
CHF | LIBOR | |||||||||
AUD | BBR | |||||||||
SEK | STIBOR | |||||||||
DKK | CIBOR | |||||||||
NOK | NIBOR | |||||||||
MXN | 28d | TIIE-BANXICO | ||||||||
KRW | KRW-CD-KSDA- BBG | |||||||||
CLP | CLP-TNA (Indice Cámara Promedio) | |||||||||
NZD | BBR | |||||||||
HKD | HIBOR | |||||||||
SGD | SOR-VWAP | |||||||||
HUF | BUBOR | |||||||||
CZK | PRIBOR | |||||||||
PLN | WIBOR | |||||||||
ZAR | JIBAR | |||||||||
CNY | CNY-CNREPOFIX=CFXS-Reuters |
Zero Coupon Swaps | ||||
---|---|---|---|---|
USD | EUR | GBP | 50 years | |||
CLP | 20 years | |||
BRL | 10 years | |||
Overnight Index Swap (OIS) | ||||
USD | EUR | GBP | JPY | 30 years | |||
SOFR | 30 years | |||
COP | 20 years | |||
INR | 10 year | |||
AUD | 6 years | |||
CAD | 3 Years | |||
Basis Swaps | ||||
USD | EUR | GBP | 51 years | |||
AUD | JPY | 31 years | |||
Fed Funds vs. Libor (USD) | 30 years | |||
SOFR vs. Fed Funds | ||||
SOFR vs. Libor | ||||
Forward Rate Agreements (FRA) | ||||
USD | EUR | GBP | JPY | AUD | CAD | 3 Days – 3 Years | |||
CHF | CZK | DKK | HUF | JPY | NOK | ||||
NZD | PLN | SEK | SGD | ZAR | ||||
Swaptions | ||||
USD (≤ 2 years expiry) | 30 years |