Tri-Party Matching for Synthetic Equity Swaps

Omgeo Central Trade Manager (Omgeo CTM) and London Stock Exchange Group’s UnaVista support matching of synthetic equity swaps/contracts for difference (CFDs) between three entities.

A newly introduced connection between Omgeo CTM and UnaVista facilitates tri-party matching of synthetic equity swaps by combining the respective workflows of the two platforms.

Executing brokers and buy side participants can utilise their existing Omgeo CTM connections to match the economic details of the synthetic and physical sides of the swap. Omgeo CTM’s connection to UnaVista’s network of prime brokers means all three parties can match both legs of the swap.

This partnership not only facilitates full matching of these two legs on T+0, but also brings consistency across equities and synthetic equity swaps for the buy side participants.

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Omgeo CTM +
London Stock Exchange's UnaVista +

Related Information
Omgeo CTM for Equity Swaps Fact Sheet +

Asset Classes
Learn about the asset classes that Omgeo currently supports
Download Asset Class Matrix +

Spacer Benefits for Buy Side
  • T+0 matching of the synthetic transaction
  • Exception-only processing
  • Single matching platform across asset classes

Benefits for Prime Brokers
  • Connect via the method that suits you
  • Standard for multi-prime clients
  • Leverage existing technology
  • T+0 affirmation
  • Consistency in buy side interfaces
  • Significant improvement in automation of sell side transmission of give-ups
  • Remove the need for end of day reconciliation

Benefits for Executing Brokers
  • Leverage existing technology
  • T+0 affirmation
  • Standardisation of sell side interfaces for transmission of give-ups
  • Consistency in processing across normal house business and give up transactions