Interest Rate Derivatives
If you are a running absolute return, global macro, systematic, RV / quant rate strategies or hedging long term liabilities OTCX can help. OTCX provides insight into your trading data you haven’t seen before.
- IRS across 30+ currencies (spot, fwd, broken tenor, MMS)
- OIS, FRA, FRA vs OIS
- Basis, Xccy (float-float, fix-float, fix-fix)
- Inflation, TRS, ASW
- Swaptions (spot, mid-curve), Caps/Floors