Post-trade

A simple strangle for EUR/GBP vol

Currency managers can insure against unexpected moves in the EUR/GBP using a simple low-cost method, says Neil Mellor, currency strategist at the Bank of New York in London

Diversifying through Africa

African basket options are a good vehicle for picking up yield and diversifying away risk, says Marios Maratheftis , FX strategist at Standard Charterd Bank in London

RBC creates dual senior role

TORONTO & LONDON – Canadian bank RBC Capital Markets, has restructured its FX operations, implementing a new management hierarchy to reflect a more global focus.

Differentiate to accumulate

Banks are taking a variety of approaches to make money in a high-volume, low-margin environment, says Giulio Pignatti-Morano, FX & MM solutions manager at Calypso in San Francisco

Lava moves into interbank FX space

NEW YORK – Citigroup subsidiary, Lava Trading has confirmed plans to launch a new interbank forex trading system this year. The move makes it the first of a number of platforms rumoured to be taking the plunge into the space.

A changing interbank landscape

The decision by the world's largest interdealer broker, Icap, to acquire spot FX broker EBS bears significant implications for the current landscape of the FX industry.

Russia selects Trema

MOSCOW – The Central Bank of Russia is implementing treasury management software from vendor Trema to support its reserve management operations.

There are no options benchmarks

The following is a case study of option volumes with delayed delivery, by Nasir Afaf, global head FX options, Commerzbank Corporates & Markets in London

Fund launch from Russell

DUBLIN – Russell Investment Group has launched a multi-manager currency fund to offer investors a way of diversifying their portfolios.

Defrosting the myths

The risk of an Icelandic crisis and its impact on other high-yielding currencies has been strongly exaggerated, says Beat Siegenthaler, senior strategist at TD Securities in London

Reuters to calculate official spot rate

HONG KONG – Reuters is to be the official exclusive calculator and distributor of the benchmark spot US dollar/Hong Kong dollar fixing rate. This new official spot USD/HKD fixing is owned and administrated by Treasury Markets Association (TMA) in Hong…

Second NAB trader jailed

MELBOURNE – Gianni Gray, former currency options trader at National Australia Bank (NAB), has been sentenced to 16 months imprisonment for his part in the bank's rogue trading scandal discovered in 2004.

DZ deploys Cognotec's AutoDeal+

LONDON & FRANKFURT – Germany's DZ Bank has gone live with vendor Cognotec's AutoDeal+ solution for its new automated online FX trading service.

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