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 Compression Service of the Year.

Our award-winning multilateral service enables you to manage reset risk and transition your LIBOR exposures to risk-free rates within our standard compression process.

Live with all of the largest global banks and with a rapidly growing network, we’ve eliminated over US$450 trillion of OTC derivatives gross notional since launch. We also offer an internal compression service which reduces trade count and notional between different desks or entities within the same group. By reducing the footprint of your derivatives portfolios, we decrease funding costs and release capital.

Happier clients build safer markets.


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 clients include all of the top tier global banks, regional banks, hedge funds 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.

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