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EU agrees new rules to move euro derivatives clearing from London

Published 02/07/2024, 04:17 AM
Updated 02/07/2024, 05:51 AM
© Reuters. FILE PHOTO: European Union flags flutter outside the EU Commission headquarters in Brussels, Belgium, July 14, 2021. REUTERS/Yves Herman/File Photo
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By Huw Jones

LONDON (Reuters) -The European Union said on Wednesday that its provisional deal to end the bloc's heavy reliance on a post-Brexit London for clearing euro derivatives will help deepen mainland Europe's capital market.

The bulk of clearing in euro-denominated interest rate swaps (IRS), widely used by companies to hedge against unexpected moves in borrowing costs, is done by the London Stock Exchange Group (LON:LSEG).

U.S. exchange operator ICE in London clears large amounts of Euribor futures.

Clearing ensures that a stock, bond or derivatives trade is completed, even if one side of the transaction goes bust, and helps build liquidity in trading in a certain location.

Brussels wants EU regulators to have direct oversight of euro clearing for banks and asset managers based in the bloc, particularly since Britain's 2020 departure from the EU and requirement to comply with its financial rules.

"This will bring more clearing services to Europe and enhance our strategic autonomy," Vincent Van Peteghem, finance minister for current EU president Belgium, which helped to negotiate the agreement with the European Parliament, said in a statement.

U.S. Nasdaq, Deutsche Boerse (ETR:DB1Gn) and Swiss SIX Group's Madrid Exchange are already stepping up efforts to attract business from London.

Markus Ferber, a German centre-right member of the parliament, was critical of the deal, saying the new rules amount to a "tiny step" because they include "preconditions, exemptions and review clauses".

"The big winner of last night's agreement is the City of London that benefits from the status quo. In particular, the French government has once again not taken a European perspective, but has done the bidding of large U.S. investment banks," Ferber said.

Shifting significant volumes from London to mainland Europe could take several years given the huge positions involved, and some business has already gone to the United States.

LSEG's notional outstanding in euro IRS totalled 145.3 trillion euros on Tuesday, though only a minority of this was transacted between EU counterparties. Deutsche Boerse's Eurex Clearing had a total of 14 trillion euros at the end of December.

SOLID ACTIVE ACCOUNT

The deal sets a "solid active account requirement", meaning banks and asset managers in the bloc must have an account with an EU-based clearing house to clear contracts such as euro interest rate swaps, the EU statement said.

There were requirements to demonstrate that the accounts are actually being used, including for "counterparties above a certain threshold to clear trades in the most relevant sub-categories of derivatives of substantial systemic importance".

Banks and asset managers in the bloc should regularly clear "at least five trades" in each of the targeted categories of derivatives, the statement said.

"Furthermore, a Joint Monitoring Mechanism is created to keep track of this new requirement."

The European Commission is required to take further measures in two years' time if heavy reliance on London has not been reduced, EU lawmakers said in a separate statement.

International banks have criticised the EU law, saying that being cut off from global pools of multi-currency liquidity at LSEG in London could damage their international competitiveness.

LSEG said EU customers continue to share concerns about the requirement to open operational accounts at an EU clearing house.

"We call for proportionality in the implementation of these requirements in order to ensure that EU firms are not negatively impacted," LSEG said in a statement.

ICE had no immediate comment.

At the time of Brexit four years ago, UK-based clearing houses were given EU permission to continue serving customers in the bloc until June 2025. This raised pressure on market participants to shift clearing from London to centres such as Frankfurt, Madrid and Stockholm.

© Reuters. FILE PHOTO: European Union flags flutter outside the EU Commission headquarters in Brussels, Belgium, July 14, 2021. REUTERS/Yves Herman/File Photo

The new rules will come into effect after EU states and full European Parliament have given formal approval to the deal.

($1 = 0.9289 euros)

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