FX swaps
SA-CCR hit on US banks could hinder year-end dollar funding
Potential lighter presence of US banks in swaps market may affect buy side’s ability to roll hedges
GFMA proposes disruption settlement framework for FX
Russian ruble close-out pain triggers calls for voluntary multilateral pricing framework
Will last look disclosures come to FX derivatives?
JPM and NatWest have published their swaps and options last look windows – will others follow suit?
Banks prepare to unleash FX swap bots
BNP Paribas, JP Morgan build execution algos to plug into platforms – but swaps liquidity needs to catch up first
JP Morgan fined for not reporting half of FX swap trades
US bank incorrectly believed one-day swaps did not have to be reported
Dealers advancing electronic FX swaps trading on CME
Deutsche Bank is among a handful of dealers using CME’s FX Link platform to help automate market-making
European banks can’t escape SA-CCR hit, warns FX exec
Although not yet directly affected, EU dealers may feel regulation’s impact, says Goldman’s Wilkins
Eurex to debut NDF clearing after mothballing physical FX
Bourse hoping to scoop up EU clients trading on 360T, eyes September non-cleared margining deadline
Is Citi’s SA-CCR hit a sign of things to come?
Higher cost of capital for banks dealing in short-dated uncollateralised FX swaps and forwards could impact dealers and clients alike
Pricing data is key to unlocking FX swaps e-trading
Digitec’s Stephan von Massenbach on why automation is needed for e-trading to reach its potential
SA-CCR hits Citi’s FX forwards pricing
Four clients say US bank has quoted “less competitive” spreads as a result of new capital regime
Bank of Mexico overhauls peso closing rate in fillip for derivatives
Dealers welcome changes which, they say, will iron out kinks in valuing swaps, forwards and other currency products
Dealers face tough test on FX costs
Banks may pass on SA-CCR capital costs to FX clients
SA-CCR brings little succour for FX dealers and clients
Spreads on swaps and forwards likely to widen as banks adjust to capital-intensive regime
Lack of incentives slow uptake of deliverable FX clearing
Absence of regulatory drivers and use of prime brokerage curbing demand, say panellists
FX HedgePool eyes mid-month matching
Peer-to-peer swaps venue plans single monthly settlement date for funds that don’t trade at month-end
Fee standoff intensifies as FX spreads compress
As spread squeeze continues, brokers refuse to budge on trading fees
After FTSE inclusion, China bonds still face CNY hedge hurdles
Lack of pricing competition and costly hedges top buy-side hurdles to investing in China, says ChinaFICC CEO
Is this FX futures’ big moment?
Exchanges eye big opportunity for their FX futures offerings as initial margin deadline looms
Futures aim to put a dent in FX swaps supremacy
Advent of margin rules sharpens appeal of exchange-traded instruments for buy-siders
Chinese exporters urged to ramp up US dollar hedges
Dealers join China’s Safe in sounding alarm at mounting unhedged FX exposures
FX HedgePool targets Europe as volumes grow
Platform eyes expansion, as swaps volumes hit $1.5 trillion since inception
Citi extends lead in FX forwards, BNP Paribas climbs
Counterparty Radar: Total value of forwards positions jumps 11% after second-quarter dip