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Are long-dated options correctly priced?

Options pricing is based on a flawed model of market efficiency. This is why market-makers and hedgers might see the same volatility as cheap or expensive, depending on their viewpoint, says Gilles Bransbourg, head of European FX sales at Bear Stearns in…

Banks add NDFs to e-trading tools

LONDON -- Royal Bank of Scotland, Barclays Capital and Standard Chartered are planning to launch electronic trading of non-deliverable forwards (NDFs) this year, chasing market leaders in the field such as Dresdner Kleinwort Wasserstein and Deutsche Bank.

NAB report: managers axed

FX head and three executives leave NAB in wake of report on forex losses MELBOURNE -- National Australia Bank (NAB) sacked head of FX Gary Dillon on Friday (March 12) after he was criticised by PricewaterhouseCoopers’ independent report into the bank’s A…

FX is platform for growth at Merrill

NEW YORK -- Merrill Lynch’s investment in foreign exchange will form a platform for growth for the US investment bank, said chairman and chief executive Stanley O’Neal last week.

Volatility plays havoc with cross-border M&A

LONDON -- Foreign exchange volatility might be offering traders unprecedented opportunities in the currency markets -- but sales dealers are paying for it with the loss of cross-border mergers and acquisitions (M&A) business.

Asian regulators ease restrictions

HONG KONG -- Banks in Northeast Asia are rushing to apply for licences to enable them to transact non-renminbi derivatives in China, following a relaxation of the rules from March 1.

Falling rates spell kroner/krona opportunities

The Norwegian kroner is being supported by oil prices and carry-trade liquidation, but these factors will force the Norges Bank to slash rates. This provides the opportunity for short-term tactical trades against the Swedish krona, says Hans-Guenter…

Loewy exits on a high note

HSBC’s FX chief retires as the bank makes highest-ever forex profits LONDON -- Rob Loewy, head of FX at HSBC for the past 15 years, retired last Monday (March 1) as the bank announced its highest-ever dealing profits for foreign exchange.

Dual currency forwards to the rescue

Dual currency forwards can offer tangible benefits if used wisely, says Standard Chartered’s Charlie Brown, global head of structuring in London, and Michael Image, structurer for Northeast Asia, in Hong Kong

Gartmore leads new hedge fund launches

LONDON -- Gartmore Investment Management has added to the recent explosion in currency funds with the launch of a new hedge fund. The fund, available to institutional investors around the world, builds on the firm’s 16-year track record in currency…

Rotation in reflation trades

Inflation is driving the UK to raise interest rates while other nations are set to cut rates to drive growth. These rate differentials provide opportunities for return says Monica Fan, head of European FX strategy at RBC Capital Markets in London

Correlation for hedging and speculation

One of the most surprising FX developments in the past year has been the re-emergence of the use of correlation products. Ade Odunsi, a director in Merrill Lynch’s FX risk advisory group in New York, suggests two such solutions for a hedging and a…

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