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Interest Rate Swaps

Interest Rate Swaps

Product Overview

With Eurex Clearing, OTC market participants have the chance to mitigate counterparty risk and simultaneously benefit from seamless transaction management.

Are you into listed products? Try our Interest Rate Swaps offer.

With the regulation moving forward our Euro-Swap Futures and LDX IRD Constant Maturity Futures meet the market’s needs, as they combine the economic exposure of an Interest Rate Swap with the margin efficiency of a standardized and centrally cleared futures contract.

 

With an overall collateral pool of EUR 55 billion, our stress-tested lines of defense and with over 200 Clearing Members from 19 countries, Eurex Clearing provides the perfect solution for OTC interest rate swaps.

Interest Rate Swaps

Meeting the market needs for the clearing of OTC transactions, in reduced counterparty risk, margin and collateral efficiencies, client asset segregation and legal certainty, EurexOTC Clear's offering is broad and encompasses interest rate derivatives in EUR, USD, GBP, JPY, CHF,  SEK, NOK, DKK and PLN.

Eurex Clearing supports transactions under ISDA® 2000/2006 and German Master agreements accepting standard swaps and forward rate agreement with standard daycount and business day conventions, fee legs, constant notionals, front or back stubs and floating rate indexes for each currency.



The detailed product level eligibility can be found on the Member Section under Technology > EurexOTC Clear > System Documentation > Overview , or alternatively in Chapter VIII Part 2 of the Clearing Conditions of Eurex Clearing AG.