EXECUTIVE SUMMARY

Capitalab provides compression services that are designed to bring greater capital and operational efficiency to the global derivatives market. It assists clients in managing the growing cost of holding derivatives, while helping them to meet their regulatory mandates. Through the Swaptioniser service for portfolio compression of Bilateral and Cleared Interest Rate Swaptions, Interest Rate Swaps, Caps and Floors and FX Products, Capitalab looks to simplify the complexities of managing large quantities of derivatives, to help promote sustainable growth, lower systemic risk and improve resiliency in the industry. Furthermore, as an approved compression services provider at LCH, a combined multiproduct Rates solution is provided across the entire cleared and non-cleared portfolio, increasing the overall efficiency, where delta offsets can be leveraged across Rates products and desks. Additionally, Capitalab’s Initial Margin Optimisation service allows participants to reduce their bilateral initial margin and CCP IM with the efficiency of automated trade processing.

Another division of Capitalab – NDF Match – is an advanced matching platform that helps clients offset their fixing risk in non-deliverable forward (NDF) portfolios.

The Capitalab brand is part of FENICS’s fully electronic family of brands. BGC Brokers L.P. is authorised and regulated by the UK Financial Conduct Authority and is based in London.

Partner of choice for

Innovative Solutions to Complex Problems

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INNOVATION IN MODELLING, RISK AND POST-TRADE TECHNOLOGIES

HASSLE-FREE compression experience

TAILOR-MADE SOLUTIONS, UNLIMITED CUSTOMISATION

Comprehensive Capital Savings Analysis

CAPITALAB® helps you identify areas with room for optimisation

RANGE OF COMPRESSION FOR INTEREST RATE OPTIONS:

Typically 30-50% Eliminated

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Multilateral solutions for complex issues