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 delivers other secondary benefits within the compression process.

Recognised as the global compression service of the year, we’ve eliminated over a hundred trillion USD 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

Run faster. Run better.

Our algorithms are built for performance and are renowned to be fast and agile.

Reactive to change. Proactively game changing.

From leading the charge by comingling all swaps to offering standardised risk replacement trades and automation – we listen, anticipate and deliver.

Consistent performance. Rewarding returns.

We go further than standard compression and can unwind and rebuild your portfolio to make it more efficient.

Time well spent.

Our pricing structure promotes regular participation, so you achieve superior results and pay less.

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 Cross currency swaps

Our clients

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

The numbers

$153 trillion compressed to date

In Credible Company

Global Compression Service of the Year, Global Capital Derivatives Awards 2019

OTC Infrastructure Service of the Year, Risk Awards 2019

Select Technology Partner

ISO 27001 Certified

Not only does this service achieve great notional reduction, but a real differentiator for Quantile is their focus on operational efficiency and the ease of use for their clients.

Managing Director, Goldman Sachs

Quantile has made a definitive mark in compression, powering remarkable efficiencies for its clients and demonstrating its capability to execute ambitious plans for further growth.

Editor, Global Capital

Resources

Compression factsheet

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.

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