Business Streams
Products
Since 1999, we have continually added to our suite of clearable interest rate swaps, resulting in the broadest IRS product coverage among our peers. In 2011 alone, SwapClear added forward rate agreements, amortizers, accretors, rollercoasters, three new currencies and the functionality to support multiple new swap conventions.
| Maximum
2-year maturity | Maximum
10-year maturity | Maximum
30-year maturity | Maximum
50-year maturity | |
|---|---|---|---|---|
| Interest Rate & Zero Coupon Swap | CZK, DKK, HKD, HUF, NOK, NZD, PLN, SGD, ZAR | AUD, CAD, CHF, JPY, SEK | EUR, GBP, USD | |
| Single CCY Basis Swap | CZK, DKK, HKD, HUF, NOK, NZD, PLN, SGD, ZAR | AUD, CAD, CHF, JPY, SEK | EUR, GBP, USD | |
| Compounding Swap | DKK, HKD, NOK, NZD, PLN, ZAR | AUD, CAD, CHF, JPY, SEK | EUR, GBP, USD | |
| Overnight Index Swap | CHF, EUR, GBP, USD | |||
| Variable Notional Swap | EUR, GBP, USD |
- Forward starting swaps
- Front or back stubs with or without interpolation
- Spread on the floating leg
- Negative floating rate values
- Multiple reset and payment frequency options
- Non-standard fixing lags
- All relevant day count fractions
- Following, modified following and preceding business day conventions
- Adjusted/unadjusted combinations
- Combined holiday calendars for multiple jurisdictions
- IMM roll dates
Contacts
Sales and Customer Service
Richard Walker
Head of Swapclear Sales and Marketing, EMEA
+44 (0)20 7426 7543
richard.walker@lchclearnet.com
Floyd Converse
Head of Swapclear Client Sales and Marketing US/EMEA
212-513-8266
floyd.converse@lchclearnet.com
What's New
06 February - SwapClear Announces U.S. $34 Billion Cleared in Client Business in January 2012
18 January - SwapClear for Clearing Members
18 January - Fees
17 January - SwapClear for Clients
17 January - How it works
