Australian dollar
FX options traders lost in Iran fog
Headline ‘ping-pong’ saps hedge funds’ conviction, though pockets of vol selling have re-emerged
Hawkish RBA comments wrong-foot Aussie dollar rates traders
Governor Bullock’s unexpected rate hike talk led to stop-outs and losses
Strong dollar pushes ANZ’s CVA charges up 57%
Risk-weighted assets rose A$1.4 billion in three months; biggest quarterly increase since mid-2019
House of the year, Australia: ANZ Bank
Asia Risk Awards 2021
Yen swaps users stuck in clearing Catch-22
Lack of access to client clearing at JSCC poses problems for US buyers of Japanese government bonds
Markets search for FX factor as rates fall flat
Traders signal shift to currency strategies, but is it passing fad or permanent fixture?
FX vol revived by Covid-19 – but for how long?
Traders split on whether virus impact, or central bank responses, will prove most powerful
OIS volumes collapse after rates plummet
USD OIS weekly traded notional falls to $502 billion from recent $3.3 trillion peak
OIS trading in sterling, euro and Aussie dollar soar
Euro overnight index swaps notional volumes hit €192 billion on March 1
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
First Ibor versus SOFR cross-currency swap trades
Westpac and Citi strike BBSW/SOFR trade in landmark moment for Australian market
Australia a prime candidate for a term RFR – IHS Markit exec
With its liquid futures and OIS markets, the country could be a term rate leader
Australia central bank: repo collateral will require fallbacks
Isda AGM: Debt instruments will need the provisions to be eligible for Reserve Bank of Australia repo programme
Swaps data: SOFR swaps slip, futures flip
After a banner month for the young OTC instrument in January, volumes then halved
Negative rates force decline in yen life products
Japan’s life firms are increasingly focused on foreign-currency products
Australia probes AUD spike prior to rates decision
Australia's authorities look into sudden moves in the Aussie's value
Aussie dollar decline puts FX hedging strategies in the spotlight
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
CFFEX to launch euro and Aussie cross-currency futures
Cross-currency volatility a major threat to China corporates, says exchange
Buy side pushes back on Aussie dollar swap clearing
Small firms reluctant to clear due to margin costs
Australia dealers face Sef time zone issues
CFTC rule poses clearing challenges for dealers whose markets close before clearing operations in London open