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).
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).
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 |