Pricing
Transparent pricing that scales with your book
No hidden fees. Pay in basis points only on the gross notional we compress out of your book, with tighter rates as your network grows.
Desk
For single-desk books getting started with multilateral compression.
- USD/KRW deliverable forwards
- Daily trade ingestion
- Quarterly netting cycles
- Before/after gross-notional analytics
- Email support
Professional
For active desks running large KRW books across many counterparties.
- Everything in Desk
- Full coverage: USD/KRW, JPY/KRW, EUR/KRW forwards + KRW NDFs
- Monthly netting cycle (3rd Monday)
- Counterparty PFE / SA-CCR analytics
- Per-pair exposure reporting
- Consent workflow & dedicated support
Enterprise
For dealers needing bespoke cadence, tolerances, and network onboarding.
- Everything in Professional
- Custom cycle cadence & tolerances
- Counterparty network onboarding
- White-glove integration
- Dedicated cycle manager
- SLA-backed delivery
Frequently asked questions
How is pricing calculated?
Pricing is charged in basis points on the gross notional we compress out of your book each cycle. You only pay on redundant notional that is actually terminated.
How much notional can I expect to compress?
Across the network we typically remove around 30% of gross notional per cycle, with the exact figure depending on book overlap, counterparty count, and your per-participant tolerances.
How often do cycles run?
The Professional tier runs a monthly multilateral netting cycle on the third Monday. Desk runs quarterly, and Enterprise can be set to a custom cadence.
How do counterparties approve a cycle?
After each cycle we propose terminations and rate resets within agreed tolerances. Counterparties review the cash impact and approve through the consent workflow, where silence counts as consent. Compressed trades then settle.