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INTERVIEW-ICAP sees rate swaps going electronic 2010

Published 12/08/2009, 11:42 AM
Updated 12/08/2009, 11:48 AM

* Regulators want more electronic trading of derivatives

* Europe led way for CDS, likely too for interest rate swaps

By Jane Baird

LONDON, Dec 8 (Reuters) - The $437 trillion global interest rate swaps market is likely to start adopting interdealer electronic trading in the coming year, with Europe leading the way, a senior executive at interdealer broker ICAP predicted.

In the wake of the financial crisis, dealers are moving to reduce counterparty risk in the derivatives markets ahead of changes in global regulation by improving trade processing and adopting central clearing, repositories and other measures.

"Regulators would like to see more electronic trading in the over-the-counter markets, and undoubtedly there is going to be an increase," including in markets that do not yet use it, said John Nixon, chief executive officer of ICAP Electronic Broking.

Nixon was speaking in advance of the annual ICAP Charity Day on Wednesday, when the world's largest interdealer broker donates all of its commission revenues to charities.

Electronic trading increases the efficiency of confirming and processing trades between dealers and provides an audit trail that makes it easier for markets to be monitored.

"I think the banks will move before electronic trading is actually mandated," Nixon added. "Banks are listening to the regulators, listening to Congress and trying to take steps. They are getting ahead of the regulators and implementing successful changes in settlement and reporting."

The interest rate swaps market, although by far the largest derivatives market according to data from the Bank for International Settlements, lags years behind foreign exchange and credit derivatives in moving to electronic trading.

Mark Yallop, ICAP chief operating officer, said last month that ICAP's biggest priority over the next year was electronic trading.

PLATFORM READY

ICAP already offers ISwap, an electronic platform for trading interest rate swaps, but it has been used primarily for pricing the swap curve and to help trade processing from confirmation through to settlement, not so far for execution, Nixon said.

Over the coming year, he predicted, if the interest rate swaps market moves toward electronic trading between dealers, Europe will probably be the leader in euro-denominated swaps, just as it has been in other derivatives markets.

"What I see is history repeating itself," Nixon said.

London has been ahead in electronic trading of credit default swaps and led the move in foreign exchange contracts in the mid-1990s.

In the credit default swaps market, a wide range of dealers in Europe adopted electronic trading at about the same time several years ago, when there was a high level of liquidity on trading in the benchmark indexes, Nixon said.

Dealers in the United States have not had to follow suit, because the geographic regions operate mostly as separate markets, Nixon said.

But U.S. dealers now are likely to shift to more electronic trading of OTC derivatives, starting off with the benchmark CDS indexes, as well as follow Europe in adopting electronic trading in interest rate swaps down the road, he said.

"Changes in regulatory behaviour and the banks desire to be ahead of it means the lag time is likely to be less this time around," he said. (Editing by Jon Loades-Carter)

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