Derivatives clearing


ABN AMRO Clearing offers clearing services on the world's leading derivatives markets. We hold top 3 positions, based on market share of transactions cleared. Our processing capacity is aimed at efficiently dealing STP with high transaction volumes, as illustrated by an average of 20 million transactions that flow through our systems globally on a daily basis.

Listed Derivatives

Contract Coverage

We cover major markets in US and Europe for the following contracts:

  • Equities and Equity index

  • Fixed Income and short term interest rate instruments

  • Agricultural products (grain, soy, wheat, …)

  • Metals (base materials, precious metals, …)

  • Soft commodities (cocoa, coffee)

  • Oil and gas

  • Electricity

Product offering

We offer global clearing services on a complete suite of derivatives products:

  • Options

  • Futures

  • Warrants

  • Energy Commodities

  • Soft and Agricultural Commodities

  • Metals

  • Power

OTC Derivatives

ABN AMRO Clearing offers OTC Derivatives Clearing Services for Financial Institutions, Institutional Investors, Brokers and Market Makers. We service our clients as a one-stop-shop by offering:

  • Trade Execution (by providing access to liquidity pools such as Bloomberg and Tradeweb.)

  • CCP Clearing (by supporting multiple account structures offered by the CCP's. We clear LCH Clearing, Eurex and Eurex ISA Direct.)

  • Collateral Management (a full suite, including pre-funding and intra-day and overnight margin calls to minimize daily operational burden and reduce our clients' cash liquidity constraints.)

  • Regulatory Reporting (all cleared trades are reported to a Trade Repository.)

We provide OTC Clearing Derivatives for the following products*:

  • Interest Rate Swaps (Plain Vanilla/Basis Swaps)

  • Overnight Index Swaps (OIS)

  • Variable Notional Swaps (VNS) / Amortizing Swaps

*Supported currencies EUR, USD and GBP

Competitive Pricing

Our leading position and STP processing capacity allows ABN AMRO Clearing to propose a competitive service offering to our target client base, even for low turnover strategies. These specific services are open to all professional and ECP clients and are mostly used by principal trading groups, corporate (commodity) hedgers and prime (brokerage) clients.


ABN AMRO Clearing Bank N.V. is required to inform you of the different steps of the onboarding process, the estimated timelines and the form with which to request a proposal regarding over-the-counter derivatives (“OTC”) clearing of interest rate swap (“IRS”) contracts in accordance with Delegated Regulation (EU) 2021/1456 (EMIR FRANDT).

Below you'll find the following 2 documents and information about:

1. Client onboarding and estimated timelines

2. Request for proposal