Counterparty Radar: Analysis shows concentrations appear on certain dates, which can differ by currency
Foreign exchange forwards are one of the most common derivatives instruments used by US mutual funds. They tend to be rolled regularly, with tweaks to ensure the hedges are in line with the changing underlying exposures.
But according to analysis of US mutual fund and exchange-traded fund filings conducted by FX Markets, these trades tended to settle only on a handful of dates, often clustering around quarter-end – though not all currency pairs exhibited the same trends.
The analysis is based
You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@fx-markets.com
Most read articles loading…
Back to Top
You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.
You are currently on corporate access.
To use this feature you will need an individual account. If you have one already please sign in.
Alternatively you can request an indvidual account here:
