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, electronic cleared inflation swap and multi-asset package trade were all executed on Tradeweb, in competition via RFQ.
Key Features:
- More than $65+ trillion traded on Tradeweb SEF (as of 2Q19)
- The largest U.S. SEF in 2018 for Vanilla Interest Rates Swaps (Data: Clarus Financial Technology)
- Over $30 billion traded daily on our multilateral trading facility (MTF) (FY18)
- 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
16 Currencies Available: EUR, USD, GBP, JPY, CHF, SEK, DKK, NOK, CAD, AUD, NZD, PLN, ZAR, HKD, MXN 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)
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
Automated Intelligent Trading (AiEX)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 EUR 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)
Process Trade
Trade Types
List
Outright
Automated Intelligent Trading (AiEX)
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
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Products
Nominal Gilts, Gilt Linkers, GBP IRS, GBP OIS, ZC GBP RPI Inflation Swaps
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Pre-Trade At-Trade Post-Trade Protocols
Request for Quote (RFQ)
Trade Types
List
Security Type
GBP OIS
GBP IRS
ZC INFLStraight-Through-Processing (STP)
Transaction Cost Analysis (TCA)
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Europe 7:00 am London time open 6:00 pm London time close
