Ongoing OTC market structure changes are altering the way the industry operates, creating an intricate web of connectivity,
data management and trade processing requirements. Rapid growth in new trading, reporting and clearing venues globally,
along with the associated connectivity and processing demands, are increasing pressure on the middle and back office
infrastructures of buyside and sellside participants. For all parties, the costs associated with compliance with new
and evolving OTC regulations while maintaining operational flexibility are higher than ever.
MarkitSERV helps industry participants meet these challenges, while minimising the cost and complexity of running their business.
By integrating processes along the OTC transaction lifecycle from pre trade credit checking to post trade notification and confirmation,
allocations and regulatory clearing and reporting, we provide end-to-end, multi-asset trade processing solutions that support all OTC
MarkitSERV supports a broad range of asset classes and products, working continuously with the global financial industry to ensure
swift and efficient coverage of new products.
The majority of credit derivative products available to trade today, including all standardised transaction types introduced
under the ISDA CDS “Big Bang” Protocol
Single-name index and share transactions globally for options, total return swaps, variance swaps, dividend swaps and
corresponding sub-products, including variance, barrier, spread, butterfly, straddle, strangle and exotic options, and
dispersion variance swaps
FX spot, forwards, options and non-deliverable forwards (NDF)
Interest rate swaps (IRS), forward rate agreements (FRA), overnight index swaps (OIS), ZC inflation swaps, non-deliverable
transactions for IRS and OIS, cross-currency interest rate swaps, cross-currency basis swaps, basis swaps, swaptions,
caps and floors