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28 June 2013

LCH expands OIS to 30 years


LCH.Clearnet will begin clearing overnight indexed swaps out to 30 years in an example of the market leader for over-the-counter swaps clearing playing catch-up with smaller rivals that have expanded their product offerings in an attempt to steal a march on the incumbent.

Through its SwapClear platform, LCH.Clearnet already has an enviable lead in the race to dominate the OTC clearing space, with more than $390 trillion of notional outstanding in cleared swaps. OIS is already part of the offering, but only out to two-year maturities.

Concerns surrounding plans by regulators to hit uncleared swaps with sky-high initial margin requirements look set to drive all but the most exotic products into clearing houses. But for many clients, cross-margining opportunities are driving demand for new products to be added to the clearing mix.

The recent Libor scandal has also driven renewed interest in OIS as the transparency of transaction-based benchmarks gain wider appeal among participants and regulators.

Full article



© Thomson Reuters


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