United States dollar
Exotic FX derivatives bets in play as US election vol jumps
Forward volatility agreements see profits for funds; new trades include vol knockouts
Revival of FX carry strategy leaves quants unconvinced
Record returns in March give little comfort that strategy is ‘back’
Fortunes of VAR: dealers decry effect of war on risk models
European banks with large Russian derivatives exposures face risk of backtesting exceptions – and higher capital requirements
Synthetic Libor gets cautious approval as swaps fix
‘Tough legacy’ solution could mop up $2.7trn-equivalent of non-cleared sterling and yen derivatives
FX vol markets shrug off US election fears
Vols are trading below their pre-election levels despite uncertainty over result
Filings reveal biggest FX forwards dealers
Counterparty Radar: Group of four banks executed 47% of sector’s trades during second quarter
Andreas König’s crisis playbook meets Covid-19
Interview: Trading from home may be odd, but Amundi’s FX head was ready for other stresses
Forwards spreads fall but won’t hit January levels, say traders
While bid/offers have shrunk since March’s highs, dealers expect them to remain elevated
Banks trade first USD/CNY cross-currency swap versus SOFR
Risk-free rate sets new milestone with Crédit Agricole and Bank of China’s $10m trade
How carbon-cutting Drax manages currencies and credit
Interview: UK power giant uses option selling – and other tactics – to create hedging headroom
Fed extends dollar funding to more central banks
New repo facility aims to ease strains caused by global flight to the safety of dollars
Rabobank: dollar and yen to strengthen due to safe-haven flows
Relatively attractive interest rate differential between dollar and other G10 currencies boosts appeal
Trade discussions hinder dollar performance – CIBC
Friction over trade tariffs and tightening of QE will be the challenges for G10 in the months ahead
Return of volatility but no contagion - Saxo Bank
But commodity currencies could prove vulnerable
Dollar downtrend intact for now – City Index
Regardless of the US administration’s preference for a strong dollar, the greenback is set to maintain its downward trajectory until March
CMC Markets: sterling could hit 1.30 in the coming months
Interest rate differentials could narrow against the US dollar, meaning the pound may break higher
Reserve managers shun the euro
International Monetary Fund data from the third quarter of 2014 shows a significant hit to euro reserves following further negative interest rates
Dollar bull run threatens corporate earnings
The days of not hedging earnings risk are over for many corporates, according to banks and treasurers, with the dollar's strength and more international trade set to be the catalyst
Scottish vote triggers short EUR/GBP bets
Strategists expect the pound to gain against the euro, as policy divergence between the UK and the eurozone favours sterling
Unchanged Fed boosts EM party
Currency analysts question whether the recent strengthening of the US dollar will yield a similar reaction as that seen in 2013
EUR/USD may hit parity as dollar shows signs of life
Having survived the best part of the year without a particular trend to follow, investment firms are seeing light at the end of the tunnel