About EurexOTC Clear

Clear your interest rate swaps at Eurex Clearing

Eurex Clearing offers a liquid EU-based alternative to clear EUR-denominated interest rate swaps with high-quality execution prices.

Profit from risk netting effects and a robust risk management framework
Benefit from innovative segregation and access models such as ISA Direct for pension funds and insurers
Increase collateral efficiency by leveraging our broad collateral offering
Take advantage of operational and capital efficiencies while reducing your risks

On-board now to unlock the full benefits of EurexOTC Clear, our future-proof service for OTC IRD Euro Clearing.

Switch your risk to the only EU-based CCP, combining future-proof clearing services with access to liquidity in euro ETDs, OTC IRDs and repo all under one legal, risk and collateral regime.

Average daily volume cleared

^{1 Due to tri-party multilateral portfolio compression, new trades have been opened at Eurex Clearing AG, resulting in total of 163bn Euro ADV in November 2023, 199bn Euro ADV in December 2023, 161bn Euro in February 2024, 147bn Euro in April 2024, 106bn Euro in July 2024, 131bn Euro in September 2024, 142bn Euro in October 2024 and 123bn Euro in November 2024.}

IRS and OIS average daily volume cleared

Notional outstanding

_{* Source: Clarus FT}

For more data, please go to Clearing volumes.

Eurex-LCH basis

Eurex-LCH price comparison

Eurex-LCH Basis and Portfolio Balance

Development of Portfolio Balance Indicator (PBI)

Go to slide deck

Eurex-LCH CCP Basis

When opportunity knocks, it’s time to open the door!

Read the discussion paper

Cross-product margining

Benefit from high margin efficiencies and take advantage of our deep Euro liquidity pools for listed fixed income and OTC interest rate derivatives.

Collateral management efficiencies

As a leading clearing house, Eurex Clearing offers best in class, diversified collateral management services. Take advantage of our broad eligible collateral spectrum.

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ISA Direct: safe access

The buy side benefits! ISA Direct combines elements of direct and traditional client clearing. It provides the buy side with a variety of mandatory and optional service functions. With ISA Direct, the buy side has direct membership facilitated by the Clearing Agent. The Clearing Agent covers the default fund contribution while the member maintains the legal and beneficial collateral ownership.

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