Trading

FXPB versus CCP put to the test

With concern over counterparty credit risk at such elevated levels, some question what this will ultimately mean for the smaller banks out in the market-place.

OCBC cashes in on Asian DCR growth

SINGAPORE - OCBC Bank expects to see 20% growth in its dual currency returns (DCR) business in Singapore next year, following implementation of a structured deposit pricing and processing system from FinIQ, said bank officials.

SEB rises as commodities plummet

STOCKHOLM - Skandinaviska Enskilda Banken (SEB) topped this week's one-month currency forecasts rankings with expectations that falling commodity prices would positively affect the greenback.

Lehman's fall leads to liquidity drought

GLOBAL - Heightened concerns over counterparty credit risk caused a dry-up of liquidity in the currency markets last week, as dealers feared a domino effect from the collapse of Lehman Brothers on Sunday, September 14.

Norges holds emergency swap auction

OSLO - The Norwegian central bank stepped in on September 16 to kick-start the local money market with an emergency issue of dollar-krone swaps totaling a notional value of $5 billion.

Uncomfortable truths

Teis Knuthsen, head of FX research at Danske Bank in Copenhagen, looks at the structural changes shaping political and economic realities in our time

Trading US inflation

Irene Aldridge, quantitative portfolio manager and managing partner at model-based trading company Able Alpha Trading in New York, outlines a high-frequency strategy to trade US inflation data

Barclays Asian ETN gains $4.7m

NEW YORK - Barclays received $4.7 million worth of investment into its Asian currency-linked exchange-traded note (ETN) by September 9, five days after launch.

Banks scale back options market-making

GLOBAL - Risk aversion and a sharp rise in foreign exchange options volatility is prompting banks to scale back their market-making activities in foreign exchange options, say traders.

TFX revamps forex trading

TOKYO - The Tokyo Financial Exchange (TFX) is set to launch a new trading platform for its foreign exchange market, Click 365, on October 27, to support rising volumes as it expands its list of market-makers and products.

Yield strategy results hit 15-year low

LONDON - Currency managers using the yield strategy would have suffered their biggest blow in 15 years last month, according to research by the Royal Bank of Scotland.

NSE FX futures take off in India

MUMBAI - Foreign exchange futures trading on India's National Stock Exchange (NSE) reached 70,000 contracts on the first day of trading, as institutions seek to gain from futures amid a plummeting rupee.

Managing mismatches

Tolga Ediz and Ivan Tchakarov at Lehman Brothers in London illustrate the net foreign assets approach as another metric to uncover mismatches in currency valuation

BoA in trans-Atlantic forex drive

LONDON & NEW YORK - Bank of America has bolstered its US and UK foreign exchange teams with newly created FX emerging market (EM) roles in New York and senior replacement hires in London.

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