Quantile
23/04/2020

Quantile has compressed a massive $7.2 trillion in a single USD run, a new record and the largest run at LCH in the last two years*

 

We are thrilled to announce that we have compressed over $7.2 trillion in a single run at LCH SwapClear, a new record for Quantile.

Executed on Friday 17th April, the run saw market participants compress USD-denominated interest rate swaps with exceptional results.

Our compression service continues to grow, and this latest achievement reinforces how vital compression is in delivering regulatory and capital efficiencies to the OTC market.

Quantile’s interest rate compression service reduces gross notional and trade count while preserving the overall risk profile and valuation. Powered by unbeatable algorithms and backed by unmatched quantitative analytics, we clean portfolios, increase efficiency and improve returns.

To learn more, click here.

*according to APA regulatory reporting

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