Faster, cleaner, leaner multilateral compression
Our Interest Rate Compression service reduces gross notional and trade count while preserving the overall risk profile and valuation. Powered by advanced algorithms and backed by unmatched quantitative analytics, we clean portfolios, increase efficiency and improve returns.
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Interest rate compression from the Global Optimisation Service of the Year.
Our multilateral compression service standardises portfolios by reducing gross notional and trade count across a broad network. We deliver maximum efficiency by targeting multiple currencies simultaneously and offer flexible constraints so you can reduce what matters most.
Live with the largest global banks, regional banks and buy-side firms and other institutional participants, we’ve eliminated trillions of dollars of gross notional since launch and continue to evolve the service to reduce the footprint of derivatives portfolios. With regular runs at CCPs, we also offer an internal compression service which cleans portfolios between different desks or entities within the same group.
How it works
Submit and validate
Multiple participants and central parties upload their data to our client portal and set their risk constraints.
Ready. Run. Reduce.
Identify optimisation opportunities
We run our fast and intelligent optimisation engine to generate a proposal containing trade terminations, residual trades and risk replacements.
Ready. Run. Reduce.
Accept and execute
Participants validate and accept our optimisation proposal and it is executed at the CCP, reducing notional and trade count and delivering multiple secondary benefits.
Ready. Run. Reduce.
Features & benefits
Our unique approach
We can target multiple currencies which combines the benefit of several compression runs into one to deliver maximum efficiency.
We offer flexible constraints so you can target what matters most to you, while we ensure optimal compression performance.
Our algorithms are built for performance and are renowned to be fast and agile – we listen, anticipate and deliver.
Connecting to your data sources via API creates a low touch process and frees up your internal resources.
We have an extensive and rapidly growing network, including all of the world’s largest dealer banks.
Our pricing is transparent and based on participant size to promote regular participation.
Compression scope
Our optimisation engine can compress and rebuild both cleared and uncleared portfolios in any currency, including interest rate swaps, forward rate agreements, basis swaps, overnight index swaps, compounding swaps, zero coupon swaps and inflation swaps.
The multilateral service offers regular runs at LCH and JSCC.
Our clients
Our clients include all of the top-tier global banks, regional banks, buy-side firms and other large institutional market participants.
Awards
Our awards
Optimisation Service of the Year
Global Capital Derivatives Awards 2023, 2022 & 2021
Service Provider of the Year
FTF News Technology Innovation Awards 2024, 2022
Driving the derivatives industry forward
We offer more than just Interest Rate Compression. Find out how we can optimise your portfolio.
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