Interest Rates
Markit Wire was the first real-time confirmation platform for OTC Interest Rates Dervatives, launched in 2002. It remains the pre-eminent provider with a large percentage of market volume processed through Markit Wire. All major dealers are connected with global coverage. The system supports an unrivaled range of products and currencies, with new additions being made regularly.
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Interest Rate Swaps, Forward Rate Agreements and OIS
Supported features include:
Forward Starting Swaps
Odd Dates
IMM Rolls
End Rolls
Stubs
Compounding
Additional Payments
Spread Over Index
Break Clause/Early Termination Option
First Fixing
Spread Over Bonds
Editable Conventions
Amortizing Notional
Futures Cross
Independent Amount
Customizable Internal Data
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Swaptions, Caps and Floors
Supported features include:
Payers
Receivers
Straddles
Exercise Notices
Automatic Creation of Swap on Physical Exercise
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Inflation Swaps and Zero Coupon Swaps
ISDA Defined Inflation Indices
2006 ISDA Inflation Derivatives Definitions
ZC IRS - support for same currencies as IRS
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Non-Deliverable Interest Rate Swaps (NDIRS)
Interest Rate Swaps in non-deliverable currencies including:
CNY, IDR, INR, KRW, MYR, PHP, THB, TWD, TRY
All deliverable into USD
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