Previous Next

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.

Contact Us

Follow OTC on LinkedIn

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

Volume & Pricing Information

Highlights

Supported Products

Download Product Scope

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
KRW										KRW-CD-KSDA- BBG
MXN							28d			TIIE-BANXICO
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
BRL	10 years
Overnight Index Swap (OIS)
USD \| EUR \| GBP \| JPY	30 years
COP	20 years
INR	10 year
AUD	6 years
CAD	3 Years
Basis Swaps
USD \| EUR \| GBP \| JPY	51 years
AUD \| JPY	31 years
Fed Funds vs. Libor (USD)	30 years
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

More in OTC

8/7/18 volume includes approximately BRL 883B ($235B) from multilateral compression run

OTC IRS Market Data

Download Previous Day's Data

Send Us Feedback

Who We Are

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.