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The foreign-exchange market - Fixed rates

2014-08-26 05:34:36

The money-spinners await their fate

Aug 23rd 2014

A CITY worker looking for a quiet place to nap nowadays could do worse than

head for his bank s foreign-exchange (FX) trading floor. Once noisy with

activity as gesticulating dealers moved around billions of dollars, euros and

yen, it is more likely now to be an oasis of calm. Bankers are plain bored.

The FX market has been exceptionally quiet, moaned currency analysts at

Citigroup recently. In fact, it s been so quiet that there was almost no point

in writing this report.

The summertime torpor disguises existential angst. Regulators across the world

are probing the role of banks in currency trading, apparently convinced it is

the latest financial market to have been fiddled. Around 30 bank staff,

including many trading-floor bosses, have been suspended or fired. Hefty fines

seem inevitable. Worse, reforms may tear the heart out of the FX market as it

is presently constituted. Banks, which make money by offering to buy or sell

currencies from or to their clients, could go from being central actors to bit

players. The future of a business which used to reap annual revenues of $20

billion is at stake.

Not that such bounty is attainable these days anyway, given the placid state of

the market. Currency-trading volumes have slumped. That is largely because the

world s big central banks have replaced yo-yo-ing interest rates which in turn

determine the levels of their currency with a uniform near-zero level since the

financial crisis (see chart 1). The upshot is that floating exchange rates have

seldom been so stable: volatility has plunged to its lowest level in two

decades (see chart 2).

As a result, once-keen users of banks FX services have learned to do without

them. Multinationals that might once have tried to hedge their foreign-currency

exposures now opt to live with the risk, assuming that exchange-rate movements

will remain within a limited range. Financial firms, which make up over 90% of

trading volumes, have also pared back. Hedge funds that wager on currencies

have shrunk or left the market in recent years. And banks, whose traders

sometimes also bet on market moves, are no longer keen to do so. Appetite for

risk is non-existent: This is not a time to try something clever in FX, says

a trading boss in London.

Volatility will eventually come back British holidaygoers may have noticed the

value of the pound rising and falling this week as the world s biggest

economies recover and interest rates move around more. But the tidy profits

once made by banks may not. Much of the market for major currency pairs, such

as dollar-euro or pound-yen, is now conducted electronically. Anyone wanting to

exchange less than $100m is unlikely even to speak to a human being these days.

The spreads on trades (the difference between the price at which banks buy and

sell currencies) have become vanishingly thin. Even the profits to be made on

making markets in more obscure emerging-market currencies, where spreads were

once wider, have evaporated. High-frequency traders are moving in, too,

hobbling banks.

But the big worry is what regulators are likely to say and do. Although they

have yet to detail their case against banks, their investigations are focusing

on whether FX traders bilked clients by fiddling widely-used daily benchmarks.

There is nothing sophisticated about the alleged fraud: clients looking to buy

or sell FX from bank trading desks agreed to price currency deals at the price

prevailing at 4pm London time, regardless of when the order was placed. Bankers

soon found they could bend that price in their favour, and they did. Worse,

they appear to have colluded in order to execute the scam. The transcripts of

online chat rooms they used, dubbed the Cartel and the Bandits Club , are

likely to amuse neither bank compliance officers nor regulators.

Much of the errant behaviour happened after banks promised to clean up, having

been caught tampering with LIBOR, an interest rate used to peg contracts worth

trillions of dollars. Their most plausible defence is that some watchdogs knew

about the way the market actually worked, including the collusion. The Bank of

England, which oversees the world s biggest FX centre in London, has suspended

an employee.

The fines for the currency fiddle could reach $26 billion globally, according

to KBW, a bank. Cheated clients might sue for compensation, too. Many complain

the market is no longer fit for purpose. The more powerful among them,

including giant institutional investors and asset managers, might egg on

regulators who want to change the way currencies are traded. The Financial

Stability Board, a committee of global supervisors, has floated the idea of a

global utility that would match supply and demand of currencies. Whatever that

means and few know for sure it sounds like a way of sidelining bankers. More

details are expected in time for a meeting of G20 leaders in November.

Banks think a fine-tuning of the FX market and a stern reminder to traders

not to be crooked would suffice. Some are paring back their currency

activities, worried about profits being squashed between fixed costs and

shrinking revenues down to $13 billion this year, thinks Morgan Stanley, a

bank. Those that remain may find it a harder environment to thrive in.