Trading

Power to the high-frequency traders

Speakers at the FX Week USA congress held in New York last Tuesday (July 13) were resoundingly supportive of the role high-frequency traders (HFT) have had in ensuring liquidity in the market.

CFTC rules increase credit risk

NEW YORK - Proposed rules to limit leverage on margin FX trading accounts at retail forex brokers will have the unintended consequence of increasing counterparty risk, according to Josh Levy, managing director at Tactical Asset Management.

ParkerFX makes small gain in May

STAMFORD, CT - The Parker FX Index has reported a return of 0.14% for May, as currency markets were marked by risk aversion amid fears of a double-dip recession, increased risk contagion from the European sovereign debt crisis and significant declines in…

RBS adds in e-sales

STAMFORD, CT – Royal Bank of Scotland (RBS) is increasing coverage of electronic sales to financial institutions with a hire from Barclays Capital in the US.

Short volatility up in June

LONDON - Currency managers going short volatility would have been top performers in June, benefiting from European market stress, indicates research from Royal Bank of Scotland (RBS).

BAML launches global liquidity platform

CHARLOTTE, N.C - Bank of America Merrill Lynch (BAML) is reacting to client demand for a centralised view of liquidity by launching a platform to improve the delivery of its global liquidity product offering.

Gain responds to NFA complaint

BEDMINSTER, NJ - Glenn Stevens, chief executive at New York-based Gain Capital, sent a letter to partners in response to extensive complaints filed against him and the company by US industry regulator the National Futures Association (NFA).

BIS: Output loss not due to currency collapse

BASEL – Amid speculation from some corners of the market that the euro could collapse, the Bank for International Settlements (BIS) published its most recent paper, 'Chronicle of currency collapse: Re-examining the effects on output' on July 6. The paper…

BlackTree live on dbSelect

LONDON - BlackTree Investments, a London-based currency manager founded by an ex-Lehman Brothers fixed-income team, has gone live on Deutsche Bank’s multi-manager managed account platform, dbSelect.

StreamBase Partners with MarketFactory

NEW YORK - StreamBase has partnered with algorithmic FX trading applications vendor MarketFactory to enable hedge funds, banks and proprietary trading firms to speed their ‘time to first trade’ in the spot foreign exchange market.

The challenges of CVA

The onset of the financial crisis spurred banks to charge for counterparty credit risk in their forex dealings. But how to do that is proving theoretically and practically challenging. By John Ferry

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