triReduce Credit

Enhancing the efficiency of your portfolio.

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INTRODUCING TRIREDUCE CREDIT

Industry participants use triReduce Credit compression to maintain operational efficiency and to reduce exposure. We periodically offer cycles in indices, single names, tranches, mortgage products and emerging market swaps.

We are also able to schedule bespoke CDS compressions for specific subsets of reference entities as part of our triReduce On Demand service.

Enhancing the efficiency of your portfolio

Meeting industry commitments

In order to aid the industry in achieving standardisation and clearing targets, we offer many forms of standardisation and compression cycles across single names and index tranche trades while continuing to schedule compression cycles in all major CDS indices.

Credit event management

We have always assisted the industry in meeting the challenges of credit events from the first special default cycles for the automotive industry through the bankruptcies of the financial crisis. Since then, the industry has regularly turned to us to assist with reducing their exposures to credit event processing.

Interoperability

We understand the importance of facilitating data exchange and automating workflow. All our triReduce Credit services interoperate with DTCC’s Trade Information Warehouse to save our clients time and effort and ensure data record accuracy.

WHAT PRODUCTS ARE AVAILABLE?

Indices
ABX
CMBX
CDX
CDX.EM
CDX.LATAM.CORP
iTraxx Asia ex-Japan
iTraxx Australia
iTraxx Europe
iTraxx Greater China
iTraxx Japan
iTraxx Korea
iTraxx LevX
iTraxx Rest of Asia
iTraxx SDI-75
iTraxx SovX
IOS
LCDX
MBX
MCDX
PrimeX

Single names
Emerging markets
Corporates
Sovereigns

Index tranches
iTraxx
CDX
LCDX
TABX

Special credit events
Delphi
Lehman
Icelandic Banks
Fannie Mae
Thomson
Aiful
Irish Bank Resolution Corp
Norske Skog
 

Learn more about triReduce Credit