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Consultations with banks on expansion of the OTC clearing service have been completed

Consultations with banks on the addition of currency derivatives to the CCP’s OTC clearing service have been completed. The service will be made available in stages starting at the beginning of 2014. It will expand the service dedicated to interest rate derivatives cleared in PLN. The approved model and the scope of instruments covered by the project result from the consultations with banks.

In the expansion of the OTC clearing service, the following will be added to the list of instruments:

- List of instruments offered for clearing in stage 1:

  • FRA,
  • OIS,
  • Basis Swap,
  • IRS.
- List of instruments offered for clearing in stage 2:

  1. Interest rate derivatives cleared in currencies other than PLN and EUR:
    • FRA
    • OIS,
    • Basis Swap,
    • IRS.
  2. Cross-currency derivatives:
    • CIRS,
    • FX Forward,
    • FX Swap.
Last modified: 15-04-2016 Go up