Cookies help us deliver our services. By using our services, you agree to our use of cookies. Learn more

PORTFOLIO COMPRESSION TRANSPARENCY BY TRADECHO

Welcome to TRADEcho's Portfolio Compression Transparency Service.

Below you can search and filter for all Portfolio Compressions made transparent via the TRADEcho Approved Publication Arrangement (APA).

Search & Filter

Showing 570 compressions

Date & Time        Sub Asset Class CCY # Submitted # Replacing # Changed Transaction Value Submitted Value Replacing Value Changed Notional
21/09/2018 00:03 Fixed-to-Float single currency swaps and futures fo... EUR 47503 5433 10224 7126565133999.5 1335190492328.3 1990901240326.22
21/09/2018 00:03 Overnight Index Swap (OIS) single currency swaps an... EUR 11367 720 1265 3351647617055.55 811409410669.32 1033322249741.15
21/09/2018 00:03 IR futures and FRA EUR 3390 824 1678 1856107771709.1 925477545706.21 1162838634596.18
21/09/2018 00:03 Float-to-Float single currency swaps and futures fo... EUR 227 1 2 68665285593.44 2100000.0 46440593.44
12/09/2018 01:20 Swaptions JPY 162 0 70 1582840000000.0 0.0 187553800000.0
07/09/2018 10:09 Fixed-to-Float single currency swaps and futures fo... EUR 19784 0 1292 2332206466835.52 0.0 53277738475.72
07/09/2018 10:09 IR futures and FRA EUR 516 0 42 269000472966.23 0.0 5739999999.75
07/09/2018 10:09 Overnight Index Swap (OIS) single currency swaps an... EUR 847 0 13 109676953416.0 0.0 424604358.0
05/09/2018 14:07 Swaptions USD 3984 0 1595 825533787139.22 0.0 168384169676.0
05/09/2018 14:07 IR options USD 99 0 55 52292773600.0 0.0 20753954800.0
28/08/2018 15:02 Deliverable forward (DF) USD 8 1 7 432000000.0 34000000.0 398000000.0
28/08/2018 15:02 Deliverable forward (DF) USD 4 1 3 249000000.0 31000000.0 218000000.0
28/08/2018 15:02 Deliverable forward (DF) MXN 5 1 4 6344533000.0 1195811000.0 5148722000.0
28/08/2018 15:02 Deliverable forward (DF) JPY 2 1 1 24476020000.0 2808980000.0 21667040000.0
28/08/2018 15:02 Deliverable forward (DF) JPY 2 1 1 48674325000.0 1874325000.0 46800000000.0