Cleared OTC Interest Rate Swaps
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PORTFOLIO MARGINING
$10B in daily savings
Cross-margining our leading liquidity pool for USD Interest Rates futures and options with OTC swaps unlocks unparalleled capital efficiencies. Find out why this program is being utilized at record levels for strategies like invoice swap spreads and more.
Supported Products
Download Product Scope| Fixed/Float Currency |
Tenor Years | Index Months |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 11 | 15 | 21 | 31 | 51 | 1 | 3 | 6 | ||
| EUR | EURIBOR | |||||||||
| AUD | BBR | |||||||||
| SEK | STIBOR | |||||||||
| DKK | CIBOR | |||||||||
| NOK | NIBOR | |||||||||
| KRW | KRW-CD-KSDA- BBG | |||||||||
| CLP | CLP-TNA (Indice Cámara Promedio) | |||||||||
| NZD | BBR | |||||||||
| HKD | HIBOR | |||||||||
| HUF | BUBOR | |||||||||
| CZK | PRIBOR | |||||||||
| PLN | WIBOR | |||||||||
| ZAR | JIBAR | |||||||||
| CNY | CNY-CNREPOFIX=CFXS-Reuters | |||||||||
| Zero Coupon Swaps | ||||
|---|---|---|---|---|
| EUR | 51 years | |||
| CLP | 20 years | |||
| BRL | 10 years | |||
| Overnight Index Swap (OIS) | ||||
| USD - Fed Funds | 51 years | |||
| USD - SOFR | ||||
| GBP - SONIA | ||||
| EUR - €STR | ||||
| AUD - AONIA | 31 years | |||
| CAD - CORRA | ||||
| JPY - TONA | ||||
| CHF - SARON | ||||
| MXN – Funding TIIE | ||||
| SGD - SORA | 21 years | |||
| COP - IBR | 20 years | |||
| ZAR - ZARONIA | 11 years | |||
| INR - MIBOR | 10 years | |||
| Basis Swaps | ||||
| EUR | 51 years | |||
| SOFR vs. Fed Funds | ||||
| €STR vs. EURIBOR | ||||
| AUD | 31 years | |||
| Forward Rate Agreements (FRA) | ||||
| EUR | AUD | 3 Days – 3 Years | |||
| NZD | PLN | SEK | ZAR | ||||
| CZK | DKK | HUF | NOK | HKD | 3 Days – 2 Years | |||
05/13/2026 volume includes approximately BRL 2.508T from multilateral compression and resulted in BRL 2.508T in OI reduction.
05/13/2026 volume includes approximately COP 199.836T from multilateral compression and resulted in COP 199.836T in OI reduction.
OTC IRS Market Data
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