Rates Derivatives
Driving the Industry Forward
Since 2005, we’ve been bringing greater transparency to the swaps marketplace – helping to reduce risk and create more competitive and efficient markets. We moved the derivatives industry forward with numerous market firsts - the markets’ first electronic swap compression trade, electronic swaptions trade and electronic cleared inflation swap trade were all executed on Tradeweb, in competition via RFQ.
Key Features:
- More than $45 trillion traded on Tradeweb SEF (*as of 3Q18)
- The largest SEF for vanilla Rate Swaps as of October 2018
- On average $33+ billion traded daily on our multilateral trading facility (MTF) (*YTD 3Q18)
- Regulated trading available for market participants on TW SEF, DW SEF, OTF & MTF
- Named Best Swap Execution Facility by Waters Technology at the Sell-Side Technology Awards
Markets
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Products
15 Currencies Available: EUR, USD, GBP, JPY, CHF, SEK, DKK, NOK, CAD, AUD, NZD, PLN, ZAR, HKD and SGD
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Pre-Trade At-Trade Post-Trade Tradeweb Composite Price
Streams
Protocols
Request for Quote (RFQ)
Request for Market (RFM)
Click-to-trade (CTT)
Automated Intelligent Trading (AiEX)
Process Trade
Trade Types
Basis
List
Outright
Curve
Butterfly
Forward
IMM Starting Swap
Market Agreed Coupon (MAC) Swap
Swap Spread
Asset Swaps
Swap Futures
Custom Swaps
CCP & Reference Rate Switches
Security Type
Overnight Index Swap (OIS)
Libor/EURIBOR
Straight-Through-Processing (STP)
STP to Markitwire
Automatic SDR Reporting
Direct Links to Major Clearing Houses
Execution Report
Liquidity Provider Performance Reports
Audit Trail/Compliance Records
Best Execution Metrics
Transaction Cost Analysis (TCA)
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Global Trading Hours 9:00 am Tokyo time open 5:30 pm New York time close
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Products
U.S. Dollar Interest Rate Swaptions
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Pre-Trade At-Trade Post-Trade
Protocols
Request for Quote (RFQ)
Request for Market (RFM)
Process Trade
Trade Types
Outright
Packages
Straight-Through-Processing (STP)
STP to Markitwire
Automatic SDR Reporting
Direct Links to Major Clearing Houses
Execution Report
Liquidity Provider Performance Reports
Audit Trail/Compliance Records
Best Execution Metrics
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Americas 7:30 am New York time open 5:30 pm New York time close
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Products
GBP RPI, FRF CPI and USD CPI
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Pre-Trade At-Trade Post-Trade Tradeweb Composite Price
Streams
Protocols
Request for Quote (RFQ)
TW Plus (Request-for-Stream)
Click-to-trade (CTT)
Automated Intelligent Trading (AiEX)
Process Trade
Trade Types
List
Outright
Straight-Through-Processing (STP)
Automatic SDR Reporting
Direct Links to Major Clearing Houses
Execution Report
Liquidity Provider Performance Reports
Audit Trail/Compliance Records
Best Execution Metrics
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Europe 7:30 am London time open 5:30 pm London time close
