Trading

RBC departures in sales and trading

LONDON & NEW YORK – Royal Bank of Canada (RBC) is to scale down its forex operations in New York, and is understood to be closing its prop desk in London with the departure of veteran trader Keith Dack.

Indicators hit the mark

GFT Forex tops the three-month year-to-date rankings for the fourth consecutive week by focusing on technical indicators and market sentiment in its analysis of the US dollar.

Eurex optimistic over forex venture

CHICAGO – Eurex's entry into FX will be facilitated by "the lack of domination in this space", according to Satish Nandapurkar, Chicago-based chief executive officer of Eurex US. He was speaking to FX Week following the exchange's recent move into FX…

Using probability for barrier placement

Mark Miklavs, director, structured derivatives at HBOS treasury services in London, develops an option hedging strategy to take advantage of the recent pick-up in volatilities by using normal distribution to provide a theoretical perspective on barrier…

NAB currency trader jailed

MELBOURNE – Luke Duffy, former head of the National Australia Bank’s (NAB) foreign currency options desk, has been sentenced to 29 months’ imprisonment for his part in the bank’s rogue trading scandal unearthed last year.

Gaining from oppostion

4Cast tops the one-month ranking following positions taken on the opposing forces of interest rate differentials and the twin deficits in the US, said Chris Furness, senior market strategist at the firm in London.

Trio of departures from Citigroup

NEW YORK – Citigroup has lost another two FX staff in New York and one in London, following earlier departures and the closure of desks in continental Europe.

Multi-hurdle barrier options

Remy Marino, head of structuring, interest rates, currencies and commodities at Calyon in New York, discusses how investors or hedgers can optimise the cost of their barrier strategies by utilising a multi-hurdle barrier option

Eurex joins FX futures fray

CHICAGO AND FRANKFURT – Eurex, the Frankfurt-based derivatives exchange, has entered the FX market with a September date set for the launch of its futures platform.

Patsystems supports CME on Reuters

LONDON – Software vendor Patsystems has signed a deal to provide technology supporting Chicago Mercantile Exchange (CME) FX on Reuters, as it looks to extend into new areas and develop beyond traditional markets.

More EM currencies for RBS FiX

LONDON – Royal Bank of Scotland (RBS) has made a further upgrade to its online FX service, RBS FiX, with the addition of forward benchmark prices for 12 emerging markets currencies.

EM options taking the lead

LONDON – Emerging market currencies is the biggest market for options traders, according to a survey by sister publication Risk magazine, with these units representing more than a third of the total traded.

Dollar recovery under strain

After recent strength the greenback looks vulnerable, according to London-based Lena Komileva, G7 Market Economist at Tullett Prebon

Bullish dollar outlook wins out

Rabobank has maintained its recent dominance of the one-month and one-month year-todate rankings by retaining a moderately bullish outlook for the US dollar throughout 2005.

Logicscope/Velocity service due

LONDON – Logicscope Realisations, the London-based financial software development company, and Adelaide-based financial services firm Velocity Systems International, have formed an alliance, initially focusing on FX.

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