Liffe eyes over-the-counter CDS market

London's Liffe is looking to break into the market for credit default swaps with the launch of a new set of contracts and integrated OTC clearing through its Bclear operation.

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Liffe eyes over-the-counter CDS market

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Liffe CDS contracts will be based on the Markit iTraxx European indices. The NyseEuronext subsidiary says the combination with Bclear will offer traders the security of central counterparty clearing and the flexibility associated with off-exchange trading.

Garry Jones, executive director of business development and strategy at Liffe, says the service will address the operational and systemic risk concerns that are at the forefront of discussions between regulators and industry bodies.

"Liffe is the first exchange to work with the market by launching CDS contracts rather than credit futures or options, and by allowing business to be pre-negotiated and booked into a secure exchange and clearing house environment," he says. "The proven success of Bclear for other derivatives puts Liffe in a unique position to offer this exciting service for CDS."

Liffe will launch the new products in the fourth quarter. In so doing it is moving into a market coveted by other exchange venues. Swiss-German derivatives market Eurex launched its first credit derivatives product for on-exchange trading in March last year, but has so far failed to woo market participants away from bilateral OTC negotiations.

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