Banks deploy automated pricing for longer-dated FX swaps

Dealers are streaming and auto-hedging out to 10 years in some cases

10-year-tenors
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The continued electronification of foreign exchange swaps is prompting dealers to explore streaming prices – and auto-hedging in some cases – at longer maturities, with some now offering tenors as far out as 10 years.

“Pricing of [FX swaps] up to three-month tenors have been largely automated for several years now. Where we’ve been seeing a more liberal change is in terms of providing liquidity to clients beyond the one-to-two-year bucket and it’s getting longer and longer,” says Yi Hahn Chin

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