About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Briefs

OSTTRA and FIS Partner to Enhance Transparency and Efficiency in ETD Post-Trade Processing

Subscribe to our newsletter

OSTTRA, the post-trade solutions vendor, has entered a strategic partnership with FIS to enhance transparency and efficiency in the exchange-traded derivatives (ETD) post-trade lifecycle. The collaboration will provide OSTTRA’s network of investment management clients with real-time clearing status updates from over 70 global CCPs via FIS Connections, improving transparency in give-ups and exception management.

FIS will leverage OSTTRA’s order IDs to automate and streamline allocation processes within its Cleared Derivatives solution. The partnership also supports market participants in adhering to the FIA’s DMIST 30-30-30 standards, advancing timeliness and standardisation in ETD post-trade activities.

Joanna Davies, Managing Director, Head of Trade Processing at OSTTRA, commented: “This collaboration underscores the commitment of both firms to drive innovation that brings value to all parties of an ETD trade. Together with FIS, we are shaping the future of listed derivatives trade processing, providing new levels of transparency across the ETD post-trade lifecycle.”

Andres Choussy, EVP Group President, FIS Trading and Asset Services, said: “At FIS, we’re delighted to collaborate with OSTTRA to help create an extensive network across buy-side and sell-side participants to optimise the exchange-traded derivatives (ETD) post-trade lifecycle. This collaboration is another proof point of our commitment to unlock capital markets technology to the world and sets a new standard for better collaboration and transparency.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

From Noise to Signal: How AI is Revolutionising Data Discovery for Traders and Investment Managers

The financial markets have never suffered from a lack of data. If anything, the challenge for modern traders and investment managers is quite the opposite: they are drowning in it. From real-time pricing and news feeds to unstructured earnings call transcripts and social media sentiment, the volume of information is immense. The critical differentiator in...

EVENT

TradingTech Summit New York

Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

GUIDE

Practicalities of Working with the Global LEI

This special report accompanies a webinar we held on the popular topic of The Practicalities of Working with the Global LEI, discussing the current thinking around best practices for entity identification and data management. You can register here to get immediate access to the Special Report.