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We offer clearing for OTC Interest Rate Swaps as well as Inflation Swaps. By clearing both through EurexOTC Clear, clients can benefit from significant margin offsets where there are correlated risk reductions.
Type | Currencies | Maturity | Supported types | Other characteristics |
IRS | EUR | 61 years (22,335 days) | Plain vanilla (fixed/float) Basis/tenor (float/float) | ISDA, German framework agreements Constant notionals Front, end stubs, forward starts 1m, 3m, 6m, 12m – EUR (EURIBOR) 3m, 6m – DKK (CIBOR), NOK (NIBOR), PLN (WIBOR), CZK (PRIBOR), HUF (BUBOR) 3m – SEK (STIBOR) 1d – EUR (€STR), GBP (SONIA), USD (SOFR, Fed Funds), CHF (SARON), JPY (TONA), DKK (DESTR), PLN (POLSTR) Zero coupon Variable notional – amortizing & roller coaster Negative interest rates and spreads IMM roll dates Variable spreads & fixed coupons Compounding |
USD | 51 years (18,675 days) | Basis/tenor (float/float) | ||
DKK, NOK | 31 years (11,375 days) | Plain vanilla (fixed/float) Basis/tenor (float/float) | ||
SEK | 31 years (11,375 days) | Plain vanilla (fixed/float) | ||
CZK, HUF, PLN | 16 years (5,871 days) | Plain vanilla (fixed/float) Basis/tenor (float/float) | ||
OIS | EUR | 61 years (22,335 days) | Plain vanilla (fixed/float) | |
GBP, USD | 51 years (18,675 days) | Plain vanilla (fixed/float) | ||
CHF, JPY | 31 years (11,375 days) | Plain vanilla (fixed/float) | ||
DKK | 11 years (4,050 days) | Plain vanilla (fixed/float) | ||
PLN | 16 years (5,871 days) | Plain vanilla (fixed/float) | ||
FRA | EUR, DKK, NOK, SEK, PLN, CZK, HUF | 3 years (1,225 days) | Plain vanilla (fixed/float) | |
Zero Coupon Inflation | GBP | 50 years | UK RPI | |
EUR | 30 years | FRCPIx | ||
EUR | 50 years | HICPxT | ||
Standard Coupon Inflation | EUR | 50 years | HICPxT |
Contacts
Danny Chart T +44-20-78 62-72 57 |
Milena Dimitrova T +44-20-78 62-70 79 | Stefan Ullrich T +65-65 97-30 79 | Tim Gits T +1-312-544-14 94 |