FMDQ Releases OTC FX Futures Market Framework & Operational Standards

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FMDQ Releases OTC FX Futures Market Framework & Operational Standards. The release of the Revised Guidelines for the Operation of the Inter-Bank Foreign Exchange (FX) Market (the “Revised Guidelines”) by the Central Bank of Nigeria (CBN) on June 15, 2016 ushered in a new regime in the Nigerian FX market with the introduction of the Naira-settled OTC FX Futures as one of the approved products for hedging FX in Nigeria.

As a novel innovation in the Nigerian FX market, it became imperative for proper regulation to be introduced to provide adequate governance and to support the market structure articulated in the FMDQ OTC FX Futures Framework (the “Framework”). This Framework seeks to ensure that the product is applied to hedge legitimate foreign exchange risk exposures (i.e. backed by eligible trades/transactions with foreign currency obligations) and not as a mechanism for speculation.

The Framework is also designed to ensure all participants in the OTC FX Futures market have an understanding of the market features and modalities. Consequently, it provides a detailed description of the market features, and the market and operational structures, with the market structure highlighting contract tenors, stakeholders in the market and the adopted trading system, among others, and the operational structure focusing on the trading conventions, eligible margin collateral, margining process, and settlement process for maturing contracts.

Furthermore, in its capacity as the OTC FX Futures Exchange and market organiser, FMDQ OTC Securities Exchange (FMDQ) has developed the OTC FX Futures Market Operational Standards (the “Standards”) which outline the eligibility criteria for transactions to gain access to the OTC FX Futures market and the attendant documentation requirements; duties and obligations of the transaction counterparties (i.e. CBN and Dealing Member (Banks) [“DMBs”]), clients, as well as the Clearing Agent – the Nigeria Inter-Bank Settlement System PLC (NIBSS); trading standards and settlement process; margining requirements; conditions for externalisation of transaction proceeds by clients; and the penalties for breach of the Standards.

The ultimate objective of the Standards is to set out the guidelines for the effective administration of the OTC FX Futures market and support the mandate of FMDQ to promote transparency, liquidity, price formation and diversification in the Nigerian FX market.

The Standards, which received the endorsement of the CBN on July 27, 2016, were developed following extensive consultations with the CBN, DMBs and other stakeholders to assess the robustness of the embedded controls, the practicality of the Standards and alignment with the Revised Guidelines. The Standards shall be read in conjunction with the Framework, the Revised Guidelines, relevant CBN Circulars on the OTC FX Futures market and any FMDQ OTC Market Bulletin made pursuant to the Standards; and shall be reviewed periodically to ensure alignment with best practices.

Click here to view FMDQ OTC FX Futures Market Framework

Click here to view OTC FX Futures Market Operational Standards

 

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