Expanding Clearing House Network
With Eurex now integrated, OSTTRA triBalance enhances its clearinghouse coverage, which already includes LCH, CME Clearing, and JSCC. This broader network allows the service to optimise IM and capital across multiple central clearing counterparties (CCPs), a critical function for the $260 trillion interest rate swap market. The service is also compatible with leading margin models, including ISDA SIMM and bespoke CCP frameworks.
“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,” said Erik Petri, Head of Optimisation at OSTTRA.
“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,” Petri added.
Eurex Perspective
Eurex Clearing executives emphasised the importance of this collaboration in a volatile market environment, noting that access to robust optimisation services is vital for clearing members seeking to manage risks effectively.
“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,” said Danny Chart, Global Product Lead, OTC IRD at Eurex Clearing. “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.”
Record Optimisation Savings
The expansion follows a period of record results for OSTTRA triBalance. In Q2 2025, clients achieved all-time high interest rate initial margin savings—a 57% increase compared to Q2 2024, including an 89% surge in CCP margin savings. Each new addition to the triBalance network creates further opportunities for optimisation and capital efficiency, underscoring OSTTRA’s position as a key infrastructure provider in derivatives markets.
Comprehensive Coverage
OSTTRA triBalance provides optimisation services across a broad range of OTC asset classes—both cleared and uncleared—including interest rate derivatives, deliverable and non-deliverable FX forwards, equity derivatives, credit default swaps, and commodities. By enabling firms to free up collateral and capital reserves across their portfolios, triBalance plays a vital role in reducing systemic risk and strengthening post-trade resilience.
OSTTRA brings together MarkitSERV, Traiana, TriOptima, and Reset, combining decades of expertise in post-trade solutions. TriOptima AB, part of OSTTRA, is regulated by the Swedish Financial Supervisory Authority and operates services including triResolve, triReduce, triBalance, triCalculate, and RESET. The firm continues to drive innovation in risk management and operational efficiency for the global financial markets.
