IRS

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 transactions will be contracted through 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.

Specialised service

ABN AMRO CLearing acts as Global Clearer for both Listed and OTC Clearer derivatives, notably for IRS. Combining OTC derivatives clearing with other cleared products allows for collateral optimisation and operational efficiency within the same legal entity.

This specific service is open to all clients. It is mostly used by prime brokerage clients.

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Contact us

Please find your ABN AMRO Clearing commercial contact