Powered by OSTTRA Reset
Sophisticated and bespoke risk mitigation solutions powered by OSTTRA Reset, the most advanced matching engine on the market.
Sophisticated and bespoke risk mitigation solutions powered by OSTTRA Reset, the most advanced matching engine on the market.
We focus on the second order risks that result from the structure of the instruments traded or the accumulation of imbalanced exposures over time.
Access a deep and network efficient global liquidity pool, and choose the matching criteria and restrictions that determine the combination of offsetting trades. Our expert risk specialists have direct trading experience in multiple markets can also develop bespoke matching solutions where needed.
Maximise liquidity
Trades executed overnight to maximise liquidity.
Market neutral
All results are market neutral with no outright risk.
Curve risk offset
In major currencies, curve risk offset with 3m IMM hedges.
Accurate midmarket curve
All trades executed at OSTTRA Reset’s mid-market curve that is published in advance.
More control
Traders control matching criteria and restrictions.
Orders submitted online
Submit orders via secure online platform, our OSTTRA Reset Portal.
Run opened in Portal or portfolio spreadsheet sent to customers.
Traders fill in their positions, matching options and credit limits, then submit to Reset before cut-off.
Using our proprietary algorithm and multi-year risk management expertise, Reset matches positions.
Reset sends trade results back to participants and confirmations are sent to the back office.
Mitigate fixing risk in interest rate swap portfolios with new FRA/SPS deals, all at pre-determined mid-market levels. Trades are executed overnight to access a global liquidity pool. Results are market neutral with no outright risk and in major currencies any curve risk offset with three month IMM hedges.
| AUD | HKD | NOK | THB |
| CAD | HUF | NZD | USD |
| CNY NDIRS | ILS | PLN | ZAR |
| CZK | KRW | RUB | |
| DKK | MYR NDIRS | SEK | |
| EUR | MXN | SGD |
Offset your fixing risk in non-deliverable forward portfolios. Generate notional neutral, multilateral switches that adhere to pre-defined criteria at a preset mid-market curve.
| CLP | IDR | MYR | RUB |
| CNY | INR | PEN | TWD |
| COP | KRW | PHP | |
Matching runs held in all inflation products based on monthly fixes out 10 years. Results are market neutral with no outright risk and are executed at pre-determined mid-market levels.
Indexes covered
| EUR FR CPI | EUR HICPXT | GBP UK RPI | USD US CPI |
Offset term basis risk with new basis trades, either outright, with duration neutral spreads or butterflies out 50 years. Trades are executed overnight and at pre-determined mid-market levels.
Currencies Covered
| EUR | USD |
Anonymously pool liquidity to mitigate the Net Open Strike Risk in your portfolios. Reduce strike risk ahead of expiries while maintaining control over your resulting risk profile, using an extensive range of pre-trade controls. Trade sessions are completed in less than two hours with clients receiving a gamma neutral and delta-hedged package of trades.
Currencies Covered
| AUD/USD | EUR/GBP | EUR/USD | GBP/USD | USD/CNH |
| USD/CAD | USD/CHF | USD/JPY |
Manage your convexity exposure efficiently and more accurately with every individual quarterly IMM SPS and corresponding ED futures contracts.
Currencies Covered
| SOFR |
Efficient risk management for off-the-run market risk positions.
Currencies Covered
| USD |
Still powered by the same dependable and trusted OSTTRA Reset Engine, OSTTRA Reset Portal is the next leap ahead in risk management technology. Our advanced tool is designed to provide an alternative mechanism for portfolio submission, including significantly higher security, greater flexibility and automated error checking.
Multilateral portfolio optimisation to mitigate counterparty credit risk and reduce the cost of Capital for SA-CCR/RWA and cost of funding Initial Margin, while freeing up collateral and reducing systemic risk.
Reduce operational risk and cost by lowering gross notional and eliminating line items.
To find out more about our end-to-end post-trade solutions, please share your details with a short message and we will get in touch with you soon.
A member of our team will contact you.
