Currency

CIBC continues FSG build

TORONTO - CIBC has made four key hires in its financial institutions group (FSG) in London, Toronto and Hong Kong, as it builds up its global capabilities.

Post-trade innovation set to drive up volumes

NEW YORK - Post-trade functions will become more important in foreign exchange trading operations as the FX market evolves through greater use of high-frequency trading, according to speakers at the FX Week USA conference on July 13.

ParkerFX makes small gain in May

STAMFORD, CT - The Parker FX Index has reported a return of 0.14% for May, as currency markets were marked by risk aversion amid fears of a double-dip recession, increased risk contagion from the European sovereign debt crisis and significant declines in…

RBS adds in e-sales

STAMFORD, CT – Royal Bank of Scotland (RBS) is increasing coverage of electronic sales to financial institutions with a hire from Barclays Capital in the US.

Portware eyes streaming liquidity, TCA in FX upgrade

NEW YORK - Execution management system (EMS) vendor Portware has targeted liquidity management, extended algorithmic execution and transaction cost analysis (TCA) with version 5.0 of its Portware FX trading platform, released on July 13.

Short volatility up in June

LONDON - Currency managers going short volatility would have been top performers in June, benefiting from European market stress, indicates research from Royal Bank of Scotland (RBS).

FX central clearing: A work in progress

No-one’s the wiser about the implications of the Dodd-Frank Wall Street Reform and Consumer Protection Act on forex options. And perhaps it won’t even matter by the time the legislation becomes fully scripted.

BlackTree live on dbSelect

LONDON - BlackTree Investments, a London-based currency manager founded by an ex-Lehman Brothers fixed-income team, has gone live on Deutsche Bank’s multi-manager managed account platform, dbSelect.

The challenges of CVA

The onset of the financial crisis spurred banks to charge for counterparty credit risk in their forex dealings. But how to do that is proving theoretically and practically challenging. By John Ferry

Morgan Stanley looks to extend Matrix

LONDON - Morgan Stanley is set to launch streaming Asian and Latin American non-deliverable forwards (NDFs) next month, on its cross-asset front end, Matrix, following its recent global launch.

BNPP eyes European FXPB business

BNP Paribas moved steadily to launch into the foreign exchange prime brokerage market with the acquisition of staff and infrastructure from defunct insurance company AIG last year. But with that business focused on the US, rivals argue the French dealer…

Swings and roundabouts

Howard Friend, chief market strategist at MIG Bank, explains the ‘2F pattern’, a system he has developed to identify the characteristics of a trend and calculate where to enter a position in its direction

Hotspot continues volume growth

JERSEY CITY – Hotspot FX reported a record month in May, with average daily volumes reaching $48.7 billion – double count [??] – up from $19.4 billion in May last year.

Real outpaces euro in exchange trading

BASEL - The Brazilian real outpaced the euro as the second most actively traded currency contract on exchanges, due to an under-developed over-the-counter market, according to the Bank for International Settlements.

New rules for new markets

It’s all about the emerging markets managing their exposure to the eurozone. Last week, Hong Kong and Malaysia also moved to offer a common bond-settlement system.

Euro decline continues

LONDON - The euro hit a four-year low against the dollar last Friday (June 4), sparking a rise in options prices as the unit edges further towards the 1.2000 barrier.

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