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The US treasury market reaches breaking point

The US treasury market reaches breaking point

The structural issue that could cause the world's market of last resort to grind to a halt

February 2008

Debt market round up: Central counterparty for credit derivatives

by Alex Chambers and Jethro Wookey




The Depository Trust & Clearing Corporation and CLS Bank International have launched a central settlement service for over-the-counter credit derivatives transactions. The service is an automated solution for the calculation, netting and issuing of payments between counterparties to bilateral contracts.

In the first quarterly central settlement cycle for the new service on December 20 2007, the amount of trading obligations requiring financial settlement was reduced by 98%, from $14.3 billion gross in aggregate US dollar terms to $288 million net. Gross settlements by the 14 participating OTC derivatives dealers were consolidated from 340,000 to 123 net settlements.







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