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US Treasury cross-margin service faces implementation hurdles

Created at 11 Jun · 3:36 AM1 source↑ Market-relevant
IN SHORT

A new service allowing clients to cross-margin cleared US Treasuries cash and repo with futures trades, approved in April, is proving difficult to implement. Only a few firms have successfully completed client transactions due to dual registration, regulation, and uncertainty over close-outs.

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Who's Involved

Stephen Hood
head of clearing Americas at Marex
Marex
cleared the first cross-margin transaction

↳ Why This Matters

The difficulties in implementing this cross-margin service may hinder market efficiency and liquidity for US Treasuries, impacting how financial institutions manage their positions and capital requirements.

Key facts

  • A service allowing clients to cross-margin cleared US Treasuries cash and repo with futures trades was approved by US regulators in April.
  • Only a handful of firms have successfully completed client transactions using the service.
  • Implementation challenges include dual registration, regulation, and uncertainty over trade close-outs.

A program designed to allow clients to cross-margin cleared US Treasuries cash and repo with futures trades has encountered significant implementation difficulties since its approval by US regulators in April. Sources indicate that the process is complex, with only a limited number of firms managing to complete client transactions.

Stephen Hood, head of clearing Americas at Marex, described the process as "hard and it’s complicated." Marex was among the firms that cleared the initial cross-margin transactions. The obstacles are reportedly stemming from issues related to dual registration and regulation, as well as uncertainty surrounding trade close-out procedures.

Frequently asked questions

It is a program approved by US regulators that allows clients to cross-margin their cleared US Treasuries cash and repo trades with their futures trades.

The service was approved by US regulators in April of this year.

Challenges include dual registration and regulation, as well as uncertainty over trade close-outs.

Marex, through its head of clearing Americas Stephen Hood, cleared the first cross-margin transaction.

What Happens Next

01Further firms are expected to attempt implementation of the cross-margin service.
02Regulatory bodies may provide further guidance to address implementation challenges.

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Cadence
CME Headlines
  • 10-Year Treasury Note yields rose on Middle East supply risks.
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How It Developed

US regulators approved a service for cross-margining US Treasuries cash and repo with futures trades in April.
Few firms have completed client transactions using the new service.
Implementation challenges include dual registration, regulation, and uncertainty over close-outs.

Sources

T1
Clearers face heavy lift on CME-FICC cross-margin serviceRisk.net

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