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Oil clearing rises on counterparty risk worries

Published 11/04/2010, 10:53 AM
Updated 11/04/2010, 10:56 AM
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* Three-quarters oil derivatives trades cleared - survey

* Most financial oil trades now on regulated exchanges

* Asian market most active for OTC oil swaps

By Christopher Johnson

LONDON, Nov 4 (Reuters) - Almost three-quarters of oil derivatives trades are now cleared through financial institutions, a survey shows, and industry sources said the volume of cleared trades was rising fast.

The International Organisation of Securities Commissions (IOSCO) said in a report prepared for next week's summit of the world's top 20 economies (G20) that 55 percent of all oil derivatives surveyed in May of this year were traded on regulated financial exchanges.

Of the remaining so-called over-the-counter (OTC) trades, just over 40 percent also passed through clearing houses, leaving 27 percent of all oil derivative trades uncleared, according to the report.

The IOSCO report gave no comparative figures or projections, but industry sources said the percentage of cleared trades was much higher now than before the collapse of Lehman Brothers in September 2008, when a large percentage of OTC deals were settled privately.

Clearing houses are financial institutions that stand between parties involved in a financial transaction, reducing the risk of counterparty default and often requiring collateral deposits.

Demand for clearing of OTC trades has increased dramatically since the global financial crisis stoked worries over the creditworthiness of counterparties, trading houses and banks.

IOSCO called for better information on commodities markets and also recommended formal reporting of commodities trades to a "trade repository" as is now happening for derivatives such as credit default swaps.

UPWARD TREND

"Interest in OTC clearing has increased significantly," said David Hufton, managing director of oil brokers PVM Oil Associates in London.

"The kick-start for OTC clearing was Lehman, when everybody started to worry about doing business with everyone else. I would say there is every expectation that OTC clearing will increase further in future."

The IOSCO report said 61 percent of all the crude oil derivatives trades it looked at were exchange traded, with 18 percent OTC cleared and 21 percent OTC uncleared. For refined oil product trades, the percentages were 52 percent, 14 percent and 33 percent, respectively.

The report also looked at the geographic distribution of OTC oil swaps and where these derivatives were most liquid. It concluded that Asia was the most active region for OTC oil swaps, accounting for almost half of all the swap trades identified by the survey in May 2010.

North America had the least active oil swap market, it said.

"Potential factors for this relationship may be the relative lack of liquidity on exchange-traded benchmarks in Asia -- comparable to that of Brent or West Texas Intermediate (WTI) -- and the fact that Asia is a significant oil-consuming region," the report said.

Despite the relatively high proportion of oil derivatives now cleared, IOSCO said transparency in cash or physical markets remained a key concern and said similar rules on trading should be adopted worldwide to avoid geographic distortions.

Oil derivatives trades in IOSCO survey in May 2010

All trades crude refined products

(percentages of trades surveyed) Exchange traded 55 61 52 OTC Cleared 19 18 14 OTC Uncleared 27 21 33

Geographic distribution of oil swaps, including liquidity

(number of trades in May 2010)

N.America Europe Asia No. of Transactions 270 1,470 1,669 No. in most liquid swap 100 314 389 No. in 10th most liquid 3 58 1 (Reporting by Christopher Johnson; editing by Jane Baird)

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