Trade compression service

26 Apr 2016 to the use of portfolio compression. of portfolio compression of legacy swaps as new and services on approximately 17,000 transactions. 19 May 2014 Increasingly this is a service that is being offered by central Portfolio compression is now a requirement in the European Union (EU) through 

Duo is a compression service that is all about partnership. LCH identifies a pair of Clearing Members that have mutual compression opportunities with each other. The counterparties then work together select matching trades, even if those trades were not originally identified by LCH to those Clearing Members. ClearCompress: Key Benefits Using innovative bi-lateral compression to remove trades across mismatched cash flow dates, ClearCompress reduces gross notional across the portfolio and shrinks the size of the remaining trade population. Compression Service Fast and intelligent, our multilateral interest rate Compression service reduces gross notional and trade count while preserving the overall risk profile and valuation. Faster. Recognised as industry best practice, compression can be applied to a wide number of asset classes and products, contributing to reducing systemic risk in the financial markets. triReduce is the market leader of portfolio compression. With over 260 clients globally, we continue to refine our service and introduce more products

Further to SER-8259 and effective today, October 25, 2018, CME Clearing will launch a Post Trade Multilateral Compression Service in relation to certain equity index options on futures and related underlying futures contracts traded on Chicago Mercantile Exchange Inc. and The Board of Trade of the City of Chicago, Inc. (the “Exchanges

Multilateral portfolio compression for your OTC derivatives portfolio. continue to refine our service and introduce more products - making portfolio management  20 Nov 2015 It has been used in the OTC derivatives market for several years. TriOptima and CLS are leading providers of compression services. In our  LME Clear has designed a Unilateral Risk Free Post Trade Compression service for forward and swap contracts. Compression results in the termination of the  10 Apr 2019 Accordingly, portfolio compression is a risk reduction service in which two or more counterparties wholly or partially terminate some or all of the  In 2015 NASDAQ introduced a compression service for OTC Derivatives and in the following year we completed our first round of OTC portfolio compression  trades, this service is now also widely offered for centrally cleared OTC derivative trades. Global use of trade compression has increased rapidly in recent years. International regulators recognize compression as a vital tool in portfolio and capital management. Our FX compression service helps to manage gross notional 

26 Apr 2016 to the use of portfolio compression. of portfolio compression of legacy swaps as new and services on approximately 17,000 transactions.

Keywords: central counterparty; portfolio compression; risk weighted assets; Basel Further a CCP can perform compression services which will further reduce 

20 Nov 2015 It has been used in the OTC derivatives market for several years. TriOptima and CLS are leading providers of compression services. In our 

Trade compression is a way to reduce the number of outstanding contracts (and therefore their gross notional amounts) but keep the same economic exposure. This can be done on a bilateral basis where firms cancel offsetting contracts in their own portfolios or a multilateral basis where a group of market players can tear up offsetting trades with each other within agreed parameters. Compression can be done for all or part of the notional amounts concerned. The service provides unilateral risk- neutral post trade compression for Forward and Monthly Average Future contracts resulting in the simultaneous termination of the old contracts and creation of new contracts. Trade Compression Service. The service launches on 23 November 2015. Duo is a compression service that is all about partnership. LCH identifies a pair of Clearing Members that have mutual compression opportunities with each other. The counterparties then work together select matching trades, even if those trades were not originally identified by LCH to those Clearing Members. ClearCompress: Key Benefits Using innovative bi-lateral compression to remove trades across mismatched cash flow dates, ClearCompress reduces gross notional across the portfolio and shrinks the size of the remaining trade population. Compression Service Fast and intelligent, our multilateral interest rate Compression service reduces gross notional and trade count while preserving the overall risk profile and valuation. Faster. Recognised as industry best practice, compression can be applied to a wide number of asset classes and products, contributing to reducing systemic risk in the financial markets. triReduce is the market leader of portfolio compression. With over 260 clients globally, we continue to refine our service and introduce more products

trades, this service is now also widely offered for centrally cleared OTC derivative trades. Global use of trade compression has increased rapidly in recent years.

4 Apr 2016 portfolio compression service is a risk reduction service in which two or multiple swap counterparties wholly terminate or change the notional  25 Apr 2018 Trade compression is a service offered by third party vendors that lowers a bank's gross notional exposures, while keeping net exposures the  25 May 2016 MiFIR defines Portfolio Compression as “means a risk reduction service in which two or more counterparties wholly or partially terminate some  The proposed regulations did not prescribe standards for portfolio compression service 

8 Sep 2008 The first European live portfolio compression run was held on 4 September with the participation of 15 credit derivative dealers. The service  14 Jun 2016 But the post-trade space in foreign exchange is going through a Clearnet plans to offer compression as part of its clearing service for FX