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ISDA releases paper on OTC Commodity Derivatives Trade Processing

The document outlines three areas for potential improvement viz. Lifecycle processes, OTC settlement processes, and Settlement matching processes

Banktech India News Network, 4/26/2012 10:39:03 PM

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The International Swaps and Derivatives Association (ISDA) has come out with a paper which discusses best practices for Over-The-Counter (OTC) Commodity Derivatives Trade Processing.

Titled, OTC Commodity Derivatives Trade Processing Lifecycle Events, the paper analyzes existing and potential opportunities for further standardization in the OTC commodity derivatives markets in order to drive improvements in operational efficiency, reduce operational risk, and increase netting and clearing for appropriate products.

In addition to providing a summary of OTC commodity derivatives markets’ trade processing lifecycle events and an overview of the current industry state of processing, the paper outlines three areas for potential improvement viz. Lifecycle processes, OTC settlement processes, and Settlement matching processes.

“OTC commodity derivatives have been in existence for centuries, far longer than some of the other OTC derivative asset classes,” said Julian Day, Head of Market Infrastructure, ISDA. “The vast majority of OTC commodity derivatives products have become standardized over time and additional standardization has occurred with a specific focus on electronic confirmation, lifecycle event processing and clearing. The whitepaper further clarifies and increases transparency of the operational best practices for OTC commodity derivatives.”

OTC commodity derivatives are transparent (pre and post-trade), with a significant proportion of transactions centrally cleared, electronically confirmed and bilaterally collateralized. Across the OTC commodity derivatives markets, the vast majority of all contracts are confirmed electronically via confirmation matching platforms. To date, more than 85 percent of eligible inter-Commodities Major Dealers (CMD) metals trades and 90 percent of energy trades are actually confirmed electronically. There is no material backlog of unexecuted confirmations.

The paper is available on the ISDA website for further reading.

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