Foreign exchange

• Tech and data

Sell at dawn and go away – but come back after lunch

Historic and well-known intraday seasonal patterns can deliver return-to-risk ratios in excess of 1. Tradefeedr’s Alexei Jiltsov explores whether execution desks should employ these factors

• 15 Jun 2020

• Trading

Investors trade the drama out of the crisis

How LGIM, Axa IM, Manulife and other buy-siders tackled the toughest markets since 2008

• 13 May 2020

• Tech and data

Ion’s wrists slapped in probe of Broadway deal

Competition watchdog extends initial investigation after Ion failed to comply with call for info

• 24 Apr 2020

• Our take

Who revived FX volatility?

The reports of FX vol death were greatly exaggerated. For now, anyway

• 14 Apr 2020

• Tech and data

CLS data scientists try to decode FX volatility

New team has flood of info to work on, after Covid-19 trading surge pushes March volumes up 27%

• 30 Mar 2020

• Tech and data

FX data shows hold, reject divide in G10 vs the rest

Use of analytics can help reduce last look and improve FX Code adherence, says EBS executive

• 24 Mar 2020

• Regulation

India preps margin regime as parliament debates netting law

Lawmakers thrash out bill on close-out netting; margin rules likely to follow in H1

• 11 Mar 2020

• Trading

FX options see record volumes as yen goes off-script

Coronavirus outbreak and recession fears trigger frenzied trading in USD/JPY options

• 26 Feb 2020

• Tech and data

Average reported daily UK FX turnover hits record high

Daily turnover of $2,881bn in October 2019, up 2% from previous high of $2,821bn in April

• 04 Feb 2020

• Trading

PBoC injects 1.2 trillion yuan as markets plunge

Chinese central bank eases to support economy as coronavirus spreads; Q1 GDP growth could drop to 4%

• 04 Feb 2020

• Trading

Spot volumes on platforms resumed downward trend in 2019

But an uptick was seen in FX swaps and forwards submitted for settlement

• 03 Feb 2020

• Foreign Exchange

FX Week February 3 2020 digital download (exclusive to FX Week Corporate subscribers)

• 03 Feb 2020

• Trading

PBoC extends market closure as coronavirus spreads rapidly

Chinese central bank extends interbank markets closure and vows to maintain ample liquidity

• 29 Jan 2020

• Foreign Exchange

FX Week January 27 2020 digital download (exclusive to FX Week Corporate subscribers)

• 27 Jan 2020

• Foreign Exchange

FX Week January 20 2020 digital download (exclusive to FX Week Corporate subscribers)

• 20 Jan 2020

• Foreign Exchange

Iceland boosts reserves despite volatility in 2019

Central bank carried out FX interventions to offset “abrupt weakening” of krona

• 15 Jan 2020

• Foreign Exchange

Chile unexpectedly halts FX interventions

In December, interventions helped peso appreciate, but it has resumed downward trend

• 13 Jan 2020

• Foreign Exchange

Accessing liquidity in emerging market currencies

HSBC explains the importance to global investors of accessing local expertise to mitigate FX market risk and execution costs.

• 13 Jan 2020

• Foreign Exchange

PBoC signs Laos currency settlement agreement

Deal comes as Chinese authorities push for greater global use of renminbi

• 09 Jan 2020

• Foreign Exchange

Bank of Thailand grapples with baht appreciation

Central bank relaxes FX regulations and cuts rates as baht hits six-year high

• 08 Jan 2020

• Foreign Exchange

Exchange rate pass-through patterns are changing – RBI paper

Pass-through in emerging markets is non-linear, asymmetric and falling, the authors find

• 06 Jan 2020

• Foreign Exchange

FX Week January 6 2020 digital download (exclusive to FX Week Corporate subscribers)

• 06 Jan 2020

• Foreign Exchange

West Africa launches new currency in break with France

New ‘eco’ currency pegged to euro, but France will have less involvement in West African Economic and Monetary Union

• 03 Jan 2020

• Foreign Exchange

First Ibor versus SOFR cross-currency swaps trades

Westpac and Citi strike BBSW/SOFR trade in landmark moment for Australian market

• 02 Jan 2020