Cleaner. Leaner.

Interest Rate Compression

NOW LIVE! Quantile compression is now available at JSCC. To learn more >

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.

Interest rate compression from the Global Optimisation Service of the Year.

Our award-winning multilateral compression service standardises portfolios by reducing gross notional and trade count across a broad network. We deliver maximum efficiency by targeting multiple currencies simultaneously and offer flexible constraints so you can reduce what matters most.

Live with the largest global banks plus regional banks, buy side firms and other institutional participants, we’ve eliminated over US$500 trillion of gross notional since launch and continue to evolve the service to reduce the footprint of derivatives portfolios. With regular runs at CCPs, we also offer an internal compression service which cleans portfolios between different desks or entities within the same group.

Discover faster, cleaner, leaner compression with Quantile.


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 Compounding swaps Zero coupon swaps Inflation swaps

Our clients

Our network is extensive and rapidly growing and includes all of the top tier global banks, regional banks, buy side firms and other large institutional market participants.

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 Wins Risk Management Service of the Year for the Second Year Running

The countdown to conversion is on

Quantile is now part of London Stock Exchange Group plc