Volatility
Banks welcome Tradition-Icap’s volatility fix
The daily fix could pave the way to the creation of new volatility-based derivatives, say participants
Hildebrand scandal leaves Swissie expectations broadly unchanged
Swiss National Bank expected to hold EUR/CHF floor following governor's resignation, but an increase from 1.20 might now be delayed
Seeking a better benchmark for currency manager performance
With more mainstream advisers offering access to managed FX investments, bigger and increasingly sophisticated audiences are driving index providers to upgrade benchmarks and make them investable. However, some managers remain unimpressed by the existing…
Private investor demand for FX on the rise, say managers
Volatility in major currency pairs and concerns over the US dollar have led to an up-tick in demand for FX exposure from high-net-worth individuals, according to several currency managers
FX Invest Middle East: Volatility is tough and unsustainable, say managers
Delegates at FX Invest conference in Dubai discuss Japanese intervention, the value of emerging market currencies and their outlook on volatility
Record FX profits driven by volatility and hedging, say Deutsche and UBS
A perfect storm of volatile currency moves, intervention from the SNB and frenetic hedging activity have contributed to unusually high FX revenues and volumes in the third quarter, say Deutsche Bank and UBS
The Canadian dollar: to hedge or not to hedge?
The Canadian dollar weakened significantly against the greenback in the last two weeks of September, moving from parity on September 21 to 1.0461 on September 30. Farah Khalique talks to currency strategists about what’s driving the Canadian dollar’s…
Spotlight on: Mike Harris, Campbell & Company
The director of trading at commodity trading adviser Campbell & Company talks to Miriam Siers about the current trading environment and the challenges in the market for buy-side traders
Options traders sense SNB running out of steam
Options traders are betting on further appreciation of the Swiss franc, following comments from the Swiss economy minister that Switzerland will have to put up with a strong currency
View from a global head of FX
Tim Carrington, global head of FX at Royal Bank of Scotland, talks to Farah Khalique about the exceptionally poor liquidity in FX markets in recent weeks and why he remains bearish on the US dollar but bullish on sterling and the yen
Options traders braced for further SNB intervention
Demand has switched from downside EUR/CHF options to upside options in anticipation of further Swiss franc weakening measures from SNB, say senior options traders
Trading volumes soar in July, report EBS, Reuters and FXall
High volatility in FX markets as a result of eurozone sovereign debt issues and the US debt problems have resulted in record volumes, platforms report
FX Week USA: Niche services rather than volume set to dominate FX
Conference speakers discuss the changing nature of the foreign exchange market, and agree successful providers in future are likely to be those that can offer a range of niche services rather than those with the highest volumes
FX Invest: Volatility trading comes up trumps in June
RBS research shows short-volatility strategy would have been top performer in June
FX Invest: Overlay Asset Management sticks with emerging markets
Overlay Asset Management’s Helie D’Hautefort talks to FX Invest about his firm's emerging markets strategies
FX Invest: New indexes trade volatility
Nikki Marmery reports on the emergence of indexes looking to trade event risk
UBS resurges to take first prize for Swiss franc
UBS has taken top honours in the Swiss franc dealer category, in a spectacular comeback from fifth place last year to first.
Murex is first choice for risk management vendor
Murex has been ranked top vendor for risk management and options pricing software after jumping two places from third last year, taking the throne from 2009 leader Thomson Reuters.
Short-volatility strategy wins in October
Currency managers using the short volatility strategy were the best performers in October, indicates research from Royal Bank of Scotland.
Deutsche takes the top spot for FX in Q3
ZURICH & FRANKFURT – Deutsche Bank has proved its FX credentials by being the only bank so far to report higher FX year-on-year revenues for the third quarter, despite lower volatility and tight spreads.
Trend the poorest-performing strategy for August
LONDON – Currency managers using the trend strategy ended August at a loss of -2.2% as risk aversion led to a move into safe-haven currencies, indicates research by Royal Bank of Scotland.
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…
In Brief, July 5, 2010
Read this week's In Brief to stock up on the latest technology news around the FX world.