First electronic yen swap cleared ahead of mandate

First electronic yen swap cleared ahead of mandate

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The first electronically-traded and cleared yen swap with a Japanese bank has been executed. The transaction between Bank of Tokyo Mitsubishi and Deutsche Bank used an intention-to-clear facility provided by Tradeweb to indicate that it would send the trade to the Japan Securities Clearing Corporation for clearing.

Electronic trading of yen swaps is not yet mandated in Japan, but institutional investors are getting ready for rules that start in September 2015. The Tradeweb facility allows swap traders to choose, prior to the trade, the clearinghouse and clearing member they would like to use to clear their trades with. After the transaction is complete, details are sent in real time to the selected clearinghouse for clearing. 

Hideo Nagamori, chief manager at the Bank of Tokyo Mitsubishi’s global markets trading division, said that the bank’s decision to move to the electronic trading of yen swaps was motivated by a desire for increased market efficiency and market participation. “In the current environment, where increased market transparency and safety is a major global objective, we feel it is desirable that a fair and reliable trading structure is established through the use of electronic trading platforms,” he said.

Tradeweb was the first venue to host a fully electronic, centrally-cleared interest rate swap transaction. Institutional investors have been trading swaps electronically through Tradeweb since 2005. Most recently, the venue added connectivity with the JSCC, allowing swaps with a Japanese bank, such as this one, to be cleared.

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