FX Markets - Mar 2020
See below for a full listing of the articles in the March 2020 issue of FX Markets, or click here to download the PDF.
Articles in this issue
After 30 years, we’ve revamped FX Week – here’s why
Readers have been asking for more exclusive content and more insight. FX Markets will deliver it
Morgan Stanley FX loss leaves ill-feeling, questions in wake
Options traders saw odd quotes by US bank months before losses were publicised
India exchange to debut rupee derivatives settled in US dollar
Launch of onshore futures and options unlikely to dent offshore volumes, though
Two more banks consider Singapore engines
Fight to be dominant regional FX hub continues
GFXC eyes trading platform tagging practices
Group may look to standardise language around unique identifiers
Dealers turn to mid-cap and EM deal-contingent trades
Premiums of more than 25% are attractive to banks battling low vol and increasing competition
FX aggregators flirt with scrutiny over brokerage charges
Making dealers pay for trades raises ‘payment for order flow’ questions
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
Vanguard takes the P2P plunge
Interview: Andy Maack seeks to lower costs and dealer dependence via buy-side matching
E-trading takes hold for FX swaps – sort of
Bulk of trades are being executed over screen, but bolder changes have stalled
Beyond Barx: where Barclays is going next in tech ‘arms race’
Interview: Mauricio Sada-Paz on SDPs, MDPs and innovation in e-FX
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing
Execution data: are month-end moves still predictable?
Trading ahead of month-end index hedging has been a reliable strategy – until recently, writes Alexei Jiltsov of Tradefeedr
Algos: choosing the right horse for the right course
Liquidity and volatility regimes play big role in performance, BestX quants show
For FX vol, think globally, but act locally
Country-specific stories are where to look for volatility, writes Fenics
Puddles and pools: how to optimise FX liquidity
Fragmented pricing makes it hard to compare and analyse market-makers, say HSBC quants