2nd UPDATE: NY Fed: Banks To Clear Over 90% Of Swap Trades
September 08 2009 - 12:16PM
Dow Jones News
Fifteen dealer banks on Tuesday told the Federal Reserve Bank of
New York that they plan to centrally clear more than 90% of their
interest rate and credit derivatives trades by the end of the
year.
Banks will also begin submitting monthly reports to the New York
Fed detailing new transactions and outstanding trades in
over-the-counter markets, representatives of the so-called G15
firms wrote in a Tuesday letter.
"These targets will push major dealers to accelerate their
progress," New York Fed President William Dudley said. "We also
expect them to work with central counterparties to rapidly expand
the universe of eligible products and to continue to increase
clearing levels beyond these initial targets."
Members of the G15 banks include Goldman Sachs & Co. (GS),
JP Morgan Chase (JPM), Credit Suisse (CS) and Deutsche Bank
(DB1.XE). Clearinghouse operators are also working to include
buy-side market participants like hedge funds.
Clearing, in which a central counterparty serves as the buyer to
every seller and seller to every buyer, has been pushed by
regulators and exchanges as a way to reduce risk in
over-the-counter markets, which came under scrutiny as the
financial crisis spread.
Lawmakers in Washington are weighing an Obama administration
proposal that would mandate clearing of all standardized OTC
derivatives, while dealers have voluntarily sought to clear more
credit default swap and interest rate swap trades.
While much of regulators' focus in the past year has been on
clearing credit derivatives, the letter highlights the push by
dealer banks to clear more trades in the much larger interest rate
swaps market.
Each G15 member agreed to submit 90% of new interest rate
derivatives trades for clearing by December 2009. Banks will submit
at least 60% of existing interest rate swap trades to central
counterparties. Interest rate swap clearing is dominated by
London-based LCH.Clearnet. In the U.S., a Nasdaq OMX-owned facility
called the International Derivatives Clearing Group is targeting
the market, with about $450 billion in transactions test-cleared as
of early August.
Chicago-based CME Group Inc. (CME), which operates the largest
interest rate futures market in the world, is prepping its own
swaps clearinghouse and is expected to launch before the end of the
year.
In credit default swaps, G15 member banks said they expect to
clear 95% of new credit default swap trades by October.
So far, banks have cleared more than $2.2 trillion worth of
credit derivatives transactions via ICE Trust, a clearinghouse set
up in March by Atlanta-based IntercontinentalExchange Inc. (ICE)
for the purpose of clearing credit derivative transactions.
ICE, which last week announced BNP Paribas (BNP.PA) as the 13th
clearing member of ICE Trust, said Tuesday that it plans to
facilitate same-day clearing of credit default swap trades as it
rolls out buy-side access for hedge funds and other institutions in
October.
The ability to clear credit derivative trades the same day that
trades occur will reduce the time that buy-side participants have
counterparty exposure to dealers, and will reduce both parties'
operational costs, according to ICE.
CME is preparing a rival credit derivatives clearing service,
though there remains no launch date.
-By Jacob Bunge, Dow Jones Newswires; (312) 750 4117;
jacob.bunge@dowjones.com
(Michael S. Derby contributed to this article.)