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 1535 compressions
| Date & Time | Sub Asset Class | CCY | # Submitted | # Replacing | # Changed Transaction | Value Submitted | Value Replacing | Value Changed Notional |
|---|---|---|---|---|---|---|---|---|
| 25/10/2018 22:43 | Overnight Index Swap (OIS) single currency swaps an... | GBP | 4716 | 322 | 733 | 1406555050177.0 | 587148056809.0 | 856439254329.0 |
| 25/10/2018 22:43 | IR futures and FRA | GBP | 3997 | 1489 | 3212 | 1200808247734.0 | 782680574702.0 | 1011909949438.0 |
| 25/10/2018 22:43 | Float-to-Float single currency swaps and futures fo... | GBP | 8268 | 592 | 1464 | 878013212909.0 | 89499885771.0 | 183638922949.0 |
| 26/10/2018 14:25 | Fixed-to-Float single currency swaps and futures fo... | USD | 3884 | 0 | 1677 | 753278355969.95 | 0.0 | 181590584062.9 |
| 26/10/2018 14:25 | Overnight Index Swap (OIS) single currency swaps an... | USD | 35 | 0 | 4 | 9067225277.0 | 0.0 | 168406740.0 |
| 26/10/2018 14:25 | IR futures and FRA | USD | 416 | 0 | 84 | 311620962722.28 | 0.0 | 22328439919.0 |
| 17/10/2018 09:48 | IR options | GBP | 59 | 0 | 26 | 7614013400.0 | 0.0 | 2246648600.0 |
| 17/10/2018 09:48 | Swaptions | GBP | 1135 | 0 | 390 | 97450420142.0 | 0.0 | 14480931750.0 |
| 12/10/2018 04:16 | Fixed-to-Float single currency swaps and futures fo... | USD | 33887 | 2989 | 5728 | 6879316370757.2 | 933522784229.86 | 1326530487667.64 |
| 12/10/2018 04:16 | Overnight Index Swap (OIS) single currency swaps an... | USD | 3998 | 308 | 549 | 4269945553037.59 | 1599210967549.26 | 2103371283657.81 |
| 12/10/2018 04:16 | IR futures and FRA | USD | 2938 | 1002 | 2260 | 3824031942313.59 | 2694755719502.59 | 3138145641986.19 |
| 12/10/2018 04:16 | Float-to-Float single currency swaps and futures fo... | USD | 20270 | 915 | 1683 | 5953993123758.4 | 553610371390.14 | 955713652776.07 |
| 04/10/2018 08:29 | Deliverable forward (DF) | ZAR | 2 | 1 | 1 | 25081164.0 | 11577828.0 | 13503336.0 |
| 04/10/2018 08:29 | Deliverable forward (DF) | USD | 9 | 1 | 8 | 173772513.99 | 3021249.99 | 170751264.0 |
| 04/10/2018 08:29 | Deliverable forward (DF) | USD | 5 | 1 | 4 | 679055941.2 | 379055941.2 | 300000000.0 |