/ 12 November 1997

Bonds get liquidity boost

WEDNESDAY, 11.00AM:

THE Bond Exchange of SA said on Tuesday it will adopt a new settlement convention from Monday as a means of reducing settlement risk and improving volumes and liquidity.

At present, bond trades are settled every other Thursday. The new system involves a continuous rolling settlement convention called t+3, in which settlement will take place three days after a trade, thereby speeding up settlement times substantially.

Dealers ahve welcomed the change, although the onus will be on them to improve administration to cope with the continuous settlement process.

The latest change completes the harmonisation process of the local bond exchange with internationally accepted clearing and settlement standards.