DTCC aims to cut derivatives trade errors with AffirmXpress

The Depository Trust & Clearing Corporation (DTCC) has launched AffirmXpress, an electronic system that allows traders and front office staff to affirm credit derivative trades from inter-dealer brokers at the point of trade.

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DTCC aims to cut derivatives trade errors with AffirmXpress

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The move follows research released last week that found that around one in five credit derivatives trades made by US banks last year initially contained errors.

The DTCC says its single-screen affirmation platform will improve efficiency as it will enable users to affirm credit derivative trades from multiple inter-dealer brokers at the point of trade.

The system is being piloted by GFI Group, Icap and Tullett Prebon and will complete testing by the end of June. AffirmXpress will be expanded to include other interdealer brokers next year.

Gina Ghent, DTCC's vice president of business development, says AffirmXpress addresses one of the OTC derivatives market's biggest challenges – immediate trade affirmation of brokered transactions.

"Our goal with AffirmXpress is to encourage automation as early as possible in the trade life cycle to reduce operational risk, while giving customers easy access to the tools they need to deal with the growing volume of credit derivatives trades," says Ghent.

DTCC says the system will also soon give trading counterparties the option to submit affirmed trades directly to its automated matching and confirmation service, Deriv/Serv. Through this streamlined process, a trade could be legally confirmed within seconds of affirmation.

Initially AffirmXpress will support credit derivatives, including single-name and index credit default swaps (CDS), and tranched index swaps. Future releases of the sytem will include interest rate and equity derivatives products.

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