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JSCC faces pushback on plans to merge futures default funds

Created at 8 Sep · 12:16 AM1 source↑ Market-relevant
IN SHORT

Clearing members are urging the Japan Securities Clearing Corporation (JSCC) to reconsider merging its commodities default fund with larger financial futures default funds due to differing risk profiles.

Who's Involved

JSCC
Japan Securities Clearing Corporation, proposing to merge default funds
Clearing members
Urging JSCC to reconsider default fund merger plans

↳ Why This Matters

The decision on whether to merge these default funds could impact the risk management framework for derivatives trading in Japan, potentially affecting the stability and cost of clearing for different market participants.

Key facts

  • Clearing members are pushing back against JSCC's proposed consolidation of default funds.
  • The proposal involves merging the commodities default fund with larger funds for financial futures.
  • Members cite significant differences in risk, liquidity, and market participants between the segments.

The Japan Securities Clearing Corporation (JSCC) is facing opposition from its clearing members regarding its plans to merge its default fund for commodities with the larger default funds designated for financial futures. Members argue that the distinct risk profiles, liquidity characteristics, and market participants in the commodities and financial futures segments necessitate keeping their respective default funds segregated.

This pushback highlights concerns that consolidating these funds could expose the system to unforeseen risks due to the inherent differences between the two market types. The members believe that any proposal for consolidation must thoroughly evaluate whether mutualisation of these distinct risk pools remains appropriate.

Frequently asked questions

The JSCC is a financial market infrastructure company that provides clearing and settlement services for securities and derivatives transactions in Japan.

A default fund is a pool of money contributed by clearing members to protect against losses if a member defaults on their obligations.

They believe the risk profiles, liquidity, and types of participants in commodities and financial futures markets are too different to justify merging their default funds.

What Happens Next

01JSCC is expected to review member feedback on the proposed default fund merger.
02Further discussions will likely occur between JSCC and its clearing members regarding risk assessment and fund structure.
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How It Developed

Clearing members are urging JSCC to rethink plans to merge commodities default funds with financial futures default funds.
Concerns are raised regarding the different risk, liquidity, and market participant profiles of the two segments.

Sources

T1
JSCC faces pushback on plans to merge futures default fundsRisk.net

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