iSwap Euro MTF / SEF

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The iSwap Euro MTF / SEF is a trading venue operated by iSwap Euro B.V. and permitted to trade Interest Rate Derivatives.

iSwap Euro B.V. is authorised by the Dutch Authority for the Financial Markets (AFM) and from 01 Dec 2020 replaced iSwap Euro Limited as the operator of the iSwap Euro MTF. iSwap Euro B.V. is registered with the Commodity Futures Trading Commission (CFTC) as a Swap Execution Facility.

The EU MTF/SEF will operate an Order Book Market and a Targeted Streaming Market.

Operator Information

iSwap Euro B.V.

LEI: 213800ZGMHG92WXVFB36

Enquiries should be directed to:
iSwap Euro B.V.
Vijzelstraat
68 unit 109
1017HL
Amsterdam
Netherlands

Products

The iSwap Euro MTF / SEF will offer the following products:

Entity:
 iSwap Euro B.V.
Venue Name: iSwap Euro MTF / SEF
Venue type: MTF / SEF
Operating MIC: ISWP

Operating/Segment
MIC

Description

Asset Class

Products

ISWP / ISWO iSwap Euro MTF / SEF - Order Book Interest Rate Derivatives IRS denominated in Euro and GBP
OIS denominated in Euro (EONIA) and GBP (SONIA)
FRA denominated in Euro
ISWP / ISWT iSwap Euro MTF / SEF - Targeted Streaming / RFQ Interest Rate Derivatives IRS denominated in Euro

 

Rule Book, Policies and Rate Card

The documents are available to download below. Should you encounter an error please ensure that you have the appropriate PDF reader software installed. If you continue to experience difficulties with opening one of our PDF downloads then please contact us at i-Swap@icap.com

Date

Title

Add

to bundle

Date:

02 July 2021

Title:

Rate Card

Download

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Date:

01 June 2021

Title:

iSwap Euro B.V. - Rulebook 1st June 2021

Download

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Date:

01 May 2021

Title:

Best Execution

Download

Add to bundle

Date:

01 December 2020

Title:

Conflict of Interest

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Add to bundle

Date:

15 March 2018

Title:

Algorithm Policy

Download

Add to bundle

Date:

01 December 2020

Title:

Transparency

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Date:

01 April 2021

Title:

Terms and Conditions of Business

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Venue Operating Hours

Time Zone: CET

Trading Venue Venue Opening Venue Closing
iSwap Euro MTF / SEF 08:30 18:00

 

* Open / closing time in winter is 1 hour earlier for certain desks

PII Data

Daily Volume Report

Market Notices - iSwap Euro MTF/SEF

iSwap Euro MTF / SEF

01 Jul 2021

Market Notice 2021.008.ISWAPEUROMTFSEF

iSwap Euro B.V. has updated the Fee Structure and Incentives to reflect a new GBP Order Book Market Maker Programme.

iSwap Euro MTF / SEF

01 Jun 2021

Market Notice 2021.007.ISWAPEUROMTFSEF

iSwap Euro B.V. has updated the Fee Structure and Incentives to reflect a new Order Book Market Maker Programme

iSwap Euro MTF / SEF

07 May 2021

Market Notice 2021.006.ISWAPEUROMTFSEF

This Market Notice is to advise that iSwap Euro B.V. intends to update the Order Book Market Maker Programme Rulebook document to provide some additional incentives to market makers, in order to improve liquidity in benchmark instruments.

iSwap Euro MTF / SEF

04 May 2021

Market Notice 2021.005.ISWAPEUROMTFSEF

This Market Notice is to advise that iSwap Euro B.V. is now operating as a dual registered EU MTF / SEF governed by the iSwap Venue Rulebook