Interest rate derivatives are an efficient way to manage interest rate risk, or gain exposure. GFI provides brokerage services in various interest rate derivatives. In Asia GFI quotes IROs in the following currencies: USD, KRW, CNT, TWD, HKD, SGD, AUD, INR, THB, MYR, PHP, and IDR. Structured products are quoted in USD, AUD, KRW, CNY, TWD, SGD, and HKD. GFI Group's subsidiary in Nyon, Switzerland, offers execution in emerging market FRAs, Interest Rate Swaps and Basis Swaps in CE3 currencies, South African Rand and Turkish Lira.
Short Term Interest Rate (STIR) derivatives
GFI offers execution of on-exchange derivatives on a variety of contracts including Eurodollar Futures and Options, US Treasury Futures and Options, 30 Day Fed Funds of UK and European short and long-end derivatives. GFI provides value addes service including idea generation, short, medium and long-term stratedy recommendations and technical analysis support. The desk has operations in Chicago and New York.
Treasury, Swaptions and Exotic Interest Rate Derivatives
GFI has been at the forefront of Treasury bonds, Agency Options and Swaptions brokerage for more than ten years.
GFI offers specialist execution services in Callable Capped Floaters, Callable Range Accrual Swaps, Targeted Redemption Notes, Digital Caps, Inflation Derivatives and Risky Swaps (interest rate swaps which knock-out if a reference entity defaults).
GFI also assists dealers in trading hybrid structures across Swaption, Treasury and Exotic Interest Rate Derivative products.
RatesMatchRatesMatch is GFI's browser-based trading system designed for hybrid execution of interest rate swaps. It allows trading in a bilateral or cleared environment. The platform combines the efficieny and transparency of electronic trading, including the risk mitigation of clearing and straight-through processing, with benefits of price discovery that skilled voice brokers at GFI offer in less liquid or more complex instruments. Emerging Market Interest Rate Derivatives
GFI has a desk in New York covering all Latin American Interest Rate Derivatives. In Argentina, GFI has a majority interest in Premium Securities, an inter-dealer broker of fixed income, foreign exchange and derivative products.GFI Group's subsidiary in Nyon, Switzerland, offer hybrid brokerage across FRAs, Basis Swaps and Interest Rate Swaps in CE3 currencies (Czech Koruna, Polish Zloty and Hungarian Forint), South African Rand and Turkish Lira.