Listed derivatives rates algorithms

Choose your strategy and your aggression levels

As algorithmic trading continues to grow globally, our clients are seeking solutions that are more sophisticated and offer greater levels of customisation. At UBS, we are well placed to give our clients strategic options and let them tailor our algorithmic tools to help them achieve their trading goals. Our algos use anti-gaming logic to decrease information leakage which minimises market impact. Our clients can set parameters to define their trading style and target their objectives in keeping with their strategy. Our algos also react to real-time market events and will act aggressively or passively as instructed. With our Algos, our clients are in control.

Global reach with local knowledge

With access to every major derivatives exchange our clients can use our algorithms to execute on a global scale.  Teams of experienced traders in each region will provide the advice and guidance our clients need to ensure specifics of the local market incorporated to ensure an optimal outcome.

Choose the solution to match your objective

Clients can complete their orders in a fixed time using TWAP or VWAP, set their level of participation with volume inline, reflect their urgency using TAP or trade tactically using Hidden or Float. In addition we can customise solutions to meet our clients' unique objectives using our proprietary Quant On Demand to build the algorithm which works for them.

Benefits of UBS listed derivatives rates algorithms

  • UBS Algos give our clients control
  • Select a trading strategy and whether to trade aggressively or passively
  • Choose from UBS Float, TAP, TWAP and VWAP
  • UBS Algos are designed in-house to provide local market expertise but managed globally delivering consistency, no matter the location
  • Receive regular Algos trading reviews and recommendations on potential and improved performance
  • Built on Equities award-winning technology1

Clients should take into account the market risks associated with trading listed derivatives rates algorithms.

Aggregated access Trading swaps via UBS Neo FI

Do it all, with a single platform

Swap Market Aggregation


UBS Neo facilitates greater market visibility, liquidity access and price discovery by aggregating to various SEFs.

 

Our platform enables clients to:

  • Navigate fixed income trading’s fragmented market landscape
  • View aggregated liquidity from multiple venues on a single screen
  • Ease transition to new markets for IRS and CDS
  • Post and aggress liquidity or leverage RFQs across multiple SEFs via UBS Neo FI
  • Trade anonymously in order books1
  • Benefit from a transparent execution fee schedule
  • Work with a dedicated execution specialist
  • Clear as you wish with our clearing broker-agnostic solution

Instruments that can be traded via UBS Neo FI include:

  • Outrights
  • Curves
  • Butterflies
  • MAC Swaps
  • Swap Spreads
  • Spread Switches
  • Credit Indices

Market Intelligence

UBS Neo supports our clients at every step in the trading life cycle, helping them develop, refine and trade on their ideas

  • “Follow” UBS experts and topics to receive the latest insights as soon as they are published
  • Initiate live, interactive chat with our experts through UBS Neo Talk
  • Customize “My Views” to see all relevant pieces of UBS Neo content together
  • Leverage intelligence to trade using UBS Neo FI’s SEF Aggregator


Price and trade across multiple venues with a unified view of the swap market