Cleared OTC Interest Rate Swaps

Subscribe for Updates

We have created a best-in-class global clearing solution covering 24 currencies of interest rate swaps, including our market leading emerging market currencies.

Key Benefits

  • Industry leading customer protection through CME Clearing's use of the US FCM Clearing model
  • Strength of CME Group's market leading interest rate products business, which is trading over $6 trillion in notional per day in 2017
  • Unparalleled capital efficiencies via margin offsets of IRS positions against Eurodollar and Treasury Futures with savings up to 90%
  • Real-time clearing, 24 hours a day, five days a week regardless of your time zone

Onboard Today

Highlights

Fixed/Float
Currency
Tenor Years Index Months
 
  10 11 15 21 31 51 1 3 6  
USD         ICE LIBOR
EUR         EURIBOR
GBP         ICE LIBOR
CAD           CDOR
JPY           ICE LIBOR
CHF           ICE 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 51 years
SOFR  51 years
GBP 51 years
AUD 31 years  
CAD 31 years  
JPY 31 years  
EUR 30 years  
COP 20 years  
INR 10 year  
Basis Swaps
USD | EUR 51 years
Fed Funds vs. ICE LIBOR (USD) 51 years
SOFR vs. Fed Funds
SOFR vs. ICE LIBOR
AUD 31 years  
Forward Rate Agreements (FRA)
USD | EUR | AUD | CAD 3 Days – 3 Years  
CZK | DKK | HUF | NOK  
NZD | PLN | SEK | SGD | ZAR  
Swaptions
USD (≤ 2 years expiry) 30 years  

More in OTC