The collaboration will bring Eurex cleared contracts into market-leading counterparty risk exposure optimisation runs delivered by OSTTRA triBalance.

OSTTRA, the global post-trade solutions provider, has added Eurex to its interest rate initial margin (IM) and capital optimisation service. Over-the-counter (OTC) derivative portfolios cleared in Eurex are now part of the OSTTRA triBalance optimisation runs, reducing counterparty risk and adding efficiencies across a firm’s OTC derivatives portfolio.

The addition of Eurex enhances the already extensive OSTTRA triBalance clearing house coverage which includes LCH, CME Clearing and JSCC. This development allows the service to further optimise initial margin and capital across the major central clearing counterparties (CCPs), crucial to the $260 trillion interest rate swap market. Furthermore, OSTTRA triBalance is compatible with every major risk margin model, including ISDA SIMM™ and those developed by its CCP network.

Erik Petri, Head of Optimisation: “The addition of Eurex significantly enhances our ability to optimise initial margin. This collaboration builds upon the strong relationships OSTTRA is cultivating with clearinghouses and other key entities in the derivative market landscape, thereby broadening global access and efficiency for portfolio optimisation. As we continue to integrate more CCPs into the triBalance service, our clients will see continuous gains in margin and capital optimisation results, and importantly achieve risk reduction in venues previously beyond the scope of optimisation services.”

Danny Chart, Global Product Lead, OTC IRD at Eurex Clearing: “We are delighted to collaborate with OSTTRA, integrating our cleared portfolios into their ecosystem. In an environment of heightened market volatility, ensuring clearing members have access to risk management services like OSTTRA’s triBalance is paramount. Through this collaboration, we are empowering clearing members to shift bilateral interest rate risk into Eurex Clearing, and by doing so significantly reduce counterparty risk and enhance margin efficiency through effective netting.”

OSTTRA continues to enhance its optimisation capabilities by expanding its offering with new market participants and CCPs, with each new addition to its network creating more opportunities for efficiency.  Notably in the second quarter of 2025, clients benefitted from all time high interest rate initial margin savings, marking a 57% increase over the same period in 2024, including an 89% increase in CCP margin savings.

OSTTRA triBalance offers optimisation services across a comprehensive range of over-the-counter (OTC) asset classes—both cleared and uncleared—including interest rate products, deliverable and non-deliverable FX forwards, equity derivatives, credit default swaps, and commodity derivatives. This unparalleled coverage allows OSTTRA’s clients to free up vital collateral and capital reserves across their entire derivatives trading business.

OSTTRA comprises MarkitSERV, Traiana, TriOptima and RESET. TriOptima AB is regulated by the Swedish Financial Supervisory Authority and operates the following services: triResolve, triReduce, triBalance, triCalculate and RESET.

Source: OSTTRA