Latest Markets
Futures gain ground in G10 FX pricing
Some market-makers believe contracts are now primary market price for Commonwealth currencies
Volatility selling is down, but not out
Shrinking risk premiums could end cycle of vol suppression, traders say – but not just yet
AI ‘lab’ or no, banks triangulate towards a common approach
Survey shows split between firms with and without centralised R&D. In practice, many pursue hybrid path
Everything, everywhere: 15 AI use cases in play, all at once
Research is top AI use case, best execution bottom; no use is universal, and none shunned, says survey
Citi rolls out revamped SDP in emerging markets
Unified API will boost electronic pricing and automation for restricted currencies, says bank
Corporates eye complex FX hedges as carry costs mount
Leveraged forwards and options-based structures entice treasurers facing rates uncertainty and FX volatility
Interest rates
Hong Kong dealers make Honia transition push
Standard Chartered ramps up swaps quoting for Hibor alternative; calls for industry transition group
Legal battle over Italian swaps drags on, frustrating dealers
Despite banks claiming victory in London over disputed interest rate swaps, parallel Italian proceedings could delay payouts
Corporates turn to structured notes to juice cash returns
Dual currency notes find favour with treasurers under pressure to boost yields amid higher rates
EU bond-futures basis flip spells curtains for netting
Alignment with US positions brings higher balance sheet usage, while low returns also a turn-off say traders
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BlackRock bucks trend in shrinking IRS market for Ucits
Counterparty Radar: Pimco boosts pay-fixed book by $27.5 billion in H1 2024
Foreign exchange
Trump’s tariff threats stress London gold market
Cost of funding customer positions has shot up 10,000% as deliverable supplies shift to New York
Development banks team up for FX hedging push
Banks such as EBRD and World Bank club together to improve emerging market funding tools
FX defs look to calculation agents for close-out rates
New Isda rule book also set to streamline ‘impossibility’ standard for disruption events
Corporates turn to structured notes to juice cash returns
Dual currency notes find favour with treasurers under pressure to boost yields amid higher rates
How UBS sold off non-core equity assets at lightning speed
More than 40 auctions have been completed since Credit Suisse acquisition, with a little help from a T-Rex
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