Optimising Interest Rate Swaps Trading: Faster, Smarter Workflows on Bloomberg

As Interest Rate Swaps trading grows more competitive, desks are under increasing pressure to execute faster, streamline workflows, and reduce costs. With liquidity becoming more fragmented and market conditions evolving, firms need tools that support both efficient manual execution and scalable, programmatic trading. Many desks are already trading IRS electronically—but the next step is optimisation: reducing manual touchpoints, improving consistency, and unlocking greater speed across the workflow. Join this session to explore how Bloomberg’s IRS trading capabilities can help enhance execution through smarter, more automated workflows. We’ll focus on how unsolicited trading and integrated tools can minimise manual intervention while maintaining transparency and control. In this webinar, we’ll cover: • Integrating Python-based workflows for programmatic trading and increased flexibility • Trading directly from Bloomberg worksheets to accelerate execution • Leveraging smart dealer selection to enhance liquidity access and execution quality • Using Direct Order Routing for faster, more consistent automated trading • Streamlining unwinds and offsets via clearing house imports, Blotter workflows, and Excel uploads • Reducing reliance on manual RFQs with unsolicited workflows • Practical approaches to optimising IRS trading while maintaining oversight and control