Faster.
Cleaner. Leaner.

Interest Rate Compression

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.

 

 

We believe that great things happen when people and processes come together.

That’s why our multilateral service enables you to manage reset risk and aids the transition to risk-free rates within the compression process.

Recognised as the global compression service of the year, we’ve eliminated over US$215 trillion of gross notional of OTC derivatives since launch. By reducing the footprint of your derivatives portfolios, we decrease funding costs and release capital. Happier clients build safer markets.

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How it works

Submit & Validate

Multiple participants and central parties upload their data to Quantile and set their risk constraints.

Ready. Run. Reduce.

Identify Optimisation Opportunities

We run our fast and intelligent optimisation engine to generate a proposal containing trade terminations, residual trades and risk replacements.

Ready. Run. Reduce.

Accept & Execute

Our optimisation proposal is validated and accepted by participants and executed at the CCP, reducing notional and trade count and delivering multiple secondary benefits.

Ready. Run. Reduce.

Our unique approach

Trades we compress

Our optimisation engine can compress and rebuild both cleared and uncleared portfolios in any currency, including:
Interest rate swaps Forward rate agreements Basis swaps Overnight index swaps FX forwards & FX options


Our clients

Our clients include top tier global banks, regional banks and other large institutional market participants.

The numbers

$217 trillion compressed to date

In Credible Company

Join our next run

Discover the Quantile difference by joining our next compression run. We offer regular runs for all major currencies and also frequently compress smaller currencies and cross currency.

Related Content

Quantile voted Global Compression Service of the Year, Two Years Running

Accelerate the transition to risk-free rates with Quantile’s compression service

Quantile completes record interest rate compression runs in April

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