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Tech and data

Value managers come up trumps in October

LONDON - Currency managers using the value strategy are likely to have fared well in October, a month described as one of the most volatile in history, according to research by the Royal Bank of Scotland.

StatPro chooses GFI for options data

LONDON - StatPro, a London-based vendor of analytics and data systems for the asset management industry, has signed a contract to use GFI's foreign exchange options data in its pricing and risk management services.

StanChart revamps e-pricing

SINGAPORE - Standard Chartered has gone live with a liquidity aggregator developed for its foreign exchange electronic pricing and trading division in Singapore.

Harsh climate suits Aus FX

SYDNEY - Australian foreign exchange dealers expect to continue benefiting from increased deleveraging and client hedging activities seen since September.

Monier: Markets feel structural shift

SINGAPORE - "We might be entering more of a structural shift than just another crisis," said Stephane Monier, global head of fixed income and currencies at Fortis Investments, at the FX Week Asia Congress last week.

A return to vanilla

GLOBAL - Banks are preparing for a vanilla year next year in the derivatives market, as investors seek transparent structures in an environment of heightened volatility and inconsistent liquidity.

Ex-Lehman staff form action group

LONDON - A group of around 30 former Lehman Brothers employees in London have formed an action group seeking to win compensation from the collapsed US investment bank.

Wall St Systems launches ESN

LONDON & PARIS - Wall Street Systems is in discussion with a Tier II and two Tier III US banks for use of its pay-as-you-go post-trade processing utility, Electronic Settlement Network (ESN).

Icap gains foothold in China

BEIJING - Icap has cast a wider net into the Chinese foreign exchange market by forming a strategic partnership with the country's largest data and information vendor, Xinhua News Agency.

City Index drops three in London

LONDON - Retail trading company City Index laid off three foreign exchange staff from its margin FX provider, IFX Markets, in London last Thursday (October 16), as it integrates the FX business with recently acquired FX Solutions.

Interbank lending eases further

LONDON - The Ted spread, along with overnight and three-month Libor, fell for the fourth day in succession after European governments announced bail-out packages on Monday (October 13), and the US followed suit on Tuesday.

Japan traders dump short yen positions

TOKYO - Japanese retail foreign exchange margin traders abandoned $16 billion worth of short yen positions within days last week, in a scramble to limit losses from unwinding carry trades.

Strike while the iron is hot

Pete Luxton, economic adviser, and Shant Movsesian, manager, foreign exchange options, at Informa Global Markets in London suggest a basket strategy to play euro weakness

JDFX gets smart with Kontrol

ZURICH - Foreign exchange trading company JDFX has capitalised on an increasing focus on risk management within financial markets by launching Kontrol, a system built to eliminate inefficiencies and dangers caused by calculating risk several times a day…

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