The National Association of Securities Dealers announced today it will file a rule proposal with the U.S. Securities and Exchange Commission to require immediate public dissemination of transactions of all publicly traded corporate bonds.
The regulator says that the move will complete a three-year process to bring full transparency and real-time reporting to this segment of the U.S. fixed income markets. NASD staff will submit a formal proposal for the necessary rule amendments to the SEC by November 1.
Since February 7, NASD’s Trade Reporting and Compliance Engine (TRACE) has been disseminating transaction and price data for 99% of corporate bond trades on a real-time basis. The remaining 1% of trades, which are being disseminated on a delayed basis, include large transactions of infrequently traded, high-yield bonds that almost exclusively involve dealers and institutional investors rather than retail investors. Under the proposed rule amendments, transaction information on those trades would also be publicly disseminated immediately after they are reported to TRACE.
Registered firms are required to report all corporate bond transactions to TRACE within 15 minutes of execution. In practice, more than 80% of trades are reported within five minutes of execution and immediately disseminated publicly, the NASD says.
Because of concerns about the impact of public price dissemination on bond market liquidity, transaction information reporting has been phased in over stages since TRACE was first launched in July 2002. NASD reviewed the impact of public price dissemination on liquidity and found no conclusive evidence that the public dissemination of transaction information has negatively impacted liquidity.
NASD to expand public dissemination of corporate bond transaction data
Seeks rule amendments to add final segment of high-yield bonds to real-time reporting
- By: James Langton
- September 27, 2005 September 27, 2005
- 15:50