Tag: FX spot

FX spot

Liquidity Spillovers – Phenomena or Structural Change?

Colin Lambert reviews a new paper from the Bank for International Settlements’ Monetary and Economic Department, which suggests the direct links between liquidity conditions in FX spot and swaps markets are getting stronger – and that regulation is having a serious impact on the FX market’s functioning. At face value, the phrases “…the pricing of […]

CLS Volumes Flat in May

The average daily volume (ADV) of FX trades submitted to CLS in May was $1.62 trillion, marginally down from the $1.63 trillion it reported in April. The ADV of FX swaps submitted to CLS in May was $1.19 trillion, down 4.14% month-on-month and down 5.3% year-on-year. The ADV of FX forwards trades submitted to CLS […]

Icap and Wind Add Treasury, Spot, Data to Service

Chinese financial data provider Wind Information, has extended its joint service with Icap Information Services to provide market data that includes real-time US Treasury pricing and global FX spot rates.
Following the partnership signed in early 2015 between the two parties to provide offshore Chinese renminbi (CNH) and end-of-day US Treasury data in China, the new offering now includes real-time benchmark data for US Treasury yield curves. Together with the data already available, Wind Info’s client base can now gain access to timely, accurate data via the Wind terminal to enable more accurate price discovery and pre-trade analysis.