Same spread Lowest funding costs EU-based
EurexOTC Clear

EurexOTC Clear

Clear your interest rate swaps at Eurex Clearing

Eurex Clearing offers a liquid EU-based alternative to clear EUR-denominated interest rate swaps with high-quality execution prices.

  • Profit from risk netting effects and a robust risk management framework
  • Benefit from innovative segregation and access models such as ISA Direct for pension funds and insurers
  • Increase collateral efficiency by leveraging our broad collateral offering
  • Take advantage of operational and capital efficiencies while reducing your risks

On-board now to unlock the full benefits of EurexOTC Clear, our future-proof service for OTC IRD Euro Clearing.

Switch your risk to the only EU-based CCP, combining future-proof clearing services with access to liquidity in euro ETDs, OTC IRDs and repo all under one legal, risk and collateral regime.
 

Average daily volume cleared

1 Due to tri-party multilateral portfolio compression, new trades have been opened at Eurex Clearing AG, resulting in total of in 142bn Euro ADV in February 2023, 138bn Euro in July 2023, 125bn Euro in September 2023, 163bn Euro in November 2023 and 199bn Euro ADV in December 2023, 

IRS and OIS average daily volume cleared

Notional outstanding

* Source: Clarus FT

For more data, please go to Clearing volumes.
 

Eurex-LCH basis


Eurex-LCH price comparison


Eurex-LCH Basis and Portfolio Balance

Development of Portfolio Balance Indicator (PBI)
Go to slide deck

Eurex-LCH CCP Basis

When opportunity knocks, it’s time to open the door!
Read the discussion paper

Cross-product margining

Benefit from high margin efficiencies and take advantage of our deep Euro liquidity pools for listed fixed income and OTC interest rate derivatives.
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Collateral management efficiencies

As a leading clearing house, Eurex Clearing offers best in class, diversified collateral management services. Take advantage of our broad eligible collateral spectrum.
Find out more

ISA Direct: safe access

The buy side benefits! ISA Direct combines elements of direct and traditional client clearing. It provides the buy side with a variety of mandatory and optional service functions. With ISA Direct, the buy side has direct membership facilitated by the Clearing Agent. The Clearing Agent covers the default fund contribution while the member maintains the legal and beneficial collateral ownership.
Learn more

EurexOTC Clear releases

Are you looking for more information on EurexOTC Clear releases? Visit our Initiatives section for relevant system documentation.
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EurexOTC Clear Support

Find answers to FAQs and contact information on the EurexOTC Clear Support page.
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Contact

FIC Derivatives & Repo Sales

FixedIncome.Sales@eurex.com