LSEG Post Trade Solutions has launched a new post-trade platform – TradeAgent – designed to tackle long-standing friction points in derivatives processing.

Annabel Harrison
Developed with input from more than ten banks and buy-side firms, TradeAgent aims to standardise the full lifecycle of equity and interest rate swaps across both cleared and bilateral transactions.
The platform centralises authoritative data, enabling automated workflows, more consistent processing, and greater accuracy in cashflow calculations while reducing valuation disputes.
Annabel Harrison, head of agent services, post trade solutions, LSEG, said: “TradeAgent provides the market with a true end-to-end trade processing solution that simplifies and provides an alternative confirmation process. Powered by LSEG’s proven market infrastructure expertise, TradeAgent replaces duplicative processes with a single source of trade and agreement data.”
Read more: LSEG posts revenue increases across markets segment in 2025
By extending cleared-style processes to bilateral derivatives, TradeAgent also mitigates counterparty and funding risks, lowering operational exposure and trimming end-to-end processing costs.
The platform uses an open, scalable architecture, enabling it to process both existing and future instruments from a centralised data source. Its launch shows how modern post trade infrastructure can offer a single point of reference for complex derivatives workflows.
David Halliden, managing director, markets operations, JP Morgan, said: “At JP Morgan, we are committed to evolving our service offering by providing clients with access to innovative, scalable solutions and enhanced resiliency.
“We support the continued evolution of OTC post trade processing and improvements to executional efficiency and welcome solutions like TradeAgent to the market.”
TradeAgent sits alongside other post trade solutions services, including Quantile, Acadia and SwapAgent, forming part of a broader industry push to simplify post-trade operations and address structural inefficiencies in the derivatives market.