IRS

Our service offering

Financial institutions and Non-Financial Counterparts (NFC) that surpass certain position limits will be subject to mandatory central clearing of their IRS portfolio . Progressively . According to MiFID II rules standardised IRS transactions willmay need to be contracted through trading platforms and the resulting IRS will need to be centrally cleared. ABN AMRO Clearing covers the following IRS products  in major currencies: plain vanilla/basis swaps, overnight index swap (OIS) and amortising swap/variable notional swap (VNS). We offer clearing on LCH.Clearnet Swapclear, and are opening up clearing on Eurex OTCClear and CME Europe.

ABN AMRO Clearing covers the following IRS products :
 
- plain vanilla/basis swaps, 
- overnight index swap (OIS)  
- amortising swap/variable notional swap (VNS)
 
We offer OTC clearing on LCH.Clearnet Swapclear and Eurex OTCClear.

*Supported currencies EUR, USD, GBP, CHF, YEN and CAD

Specialised service

ABN AMRO Clearing acts as Global Clearer for both listed and OTC cleared derivatives. Combining OTC derivatives clearing with listed securities and derivatives in a single portfolio allows for collateral optimization and operational efficiency.

This specific service is open to all professional and ECP clients and is mostly used by principal trading groups and prime brokerage clients.

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