Trading

Parker FX Index dips 0.58% in July

STAMFORD, CT – The Parker FX Index was down 0.58% in July, with 36 indexed programmes reporting positive results and the remaining 45 incurring losses.

CME Group intensifies electronic forex trading

CHICAGO – Trading in seven foreign exchange and rates futures contracts will become fully electronic, as part of a reorganisation at the recently merged Chicago Mercantile Exchange and Chicago Board of Trade (CBOT) entity, CME Group.

Carry-trade capitulation

When the market turmoil subsides, the yen will give up some of its 2007 gains in 2008 and will remain undervalued by past norms, says Gabriel de Kock, Citi's global currency economist in New York

Carry view takes Lehman to the top

Expectation of an FX carry unwind helped Lehman Brothers to the top of this week's one-month currency forecast rankings, said Jim McCormick, head of FX research at the bank in London.

Capitalising with caps

Loïc Henry, head of Paris FX structuring at French Bank Calyon, suggests the introduction of caps when participating in spread options

Russian derivatives trading dominated by FX

Foreign exchange derivatives made up 92.9%, or $48.6 billion, of total monthly derivatives volume at Russian banks in 2006, according to a survey by the National Foreign Exchange Association of Russia.

Record trading day for Hotspot FXi

LONDON & NEW YORK – A spike in currency market volatility last Thursday (August 16) resulted in a record trading day over electronic communications network Hotspot FXi, led by client-to-client trading activity.

Risk aversion favours the dollar

The greenback is, paradoxically, likely to benefit from the recent spate of risk aversion brought on by the subprime crisis, writes Mansoor Mohi-uddin, chief currency strategist at UBS Investment Bank in London

Barren greenback boosts Merrill

A bearish view on the US dollar led Merrill Lynch to top the one-month currency forecast tables, according to Emma Lawson, G10 FX strategist at the bank in London.

FOMC slouches towards neutrality

According to Robert DiClemente , chief US economist at Citi in New York, the lingering policy bias should not dissuade markets from anticipating an eventual reversal

HSBC drawn up by drawdown

HSBC beat Merrill Lynch, Barclays Capital and Bank of America in FX Week 's one-month currency forecast rankings, by predicting the carry trade would unwind.

The effects of the subprime crisis

According to Michael Woolfolk , New York-based senior currency strategist at Bank of New York Mellon, US market players will focus on evolving developments in the subprime crisis, with global equities the preferred barometer for market risk aversion

London FX volumes soar

LONDON & NEW YORK – Forex volumes in London have outstripped those of rival trading centres, as the city continues to reap the benefits of emerging market flows and dual time zones, according to figures released last week.

Weak greenback benefits Scotia

Scotia Capital topped this week's one-month historical index by predicting broad weakness in the US dollar, said Camilla Sutton and Stephen Malyon, currency strategists at the bank in Toronto.

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