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British report raises questions about ties between currency traders, brokers

Published 13/11/2014, 21:04
© Reuters A picture illustration of  U.S. dollar Swiss Franc British pound and Euro bank notes

By Jamie McGeever

LONDON (Reuters) - An independent report into the Bank of England's role in the global currency market has raised questions about the relationship between commercial bank dealers and brokers for the first time since regulators began investigating trading practices.

The report of an inquiry led by commercial lawyer Lord Anthony Grabiner shows how an unidentified trader raised a range of concerns with the British central bank three years ago, including over the role of brokers in deals struck at the "London fix".

Investigations by international regulators into the $5.3 trillion-a-day foreign exchange market have focussed on the daily fix, the one-minute window at 4:00 pm when global benchmark currency rates are set.

Grabiner's report was published on Wednesday, the same day that British and U.S. authorities fined six of the world's biggest banks a total of $4.3 billion (2.7 billion pounds) for failing to prevent their traders sharing clients' order information and attempting to manipulate the market.

Included in the 57-page report are transcripts of a telephone conversation in October 2011 when the bank trader expressed his worries to the Bank of England's then chief currency dealer Martin Mallett.

Mallett was fired on Tuesday for undisclosed "serious misconduct" relating to the Bank's "internal policies", the BoE said, although it added that this was unrelated to the global investigation. Mallett did not respond to a Reuters request for comment.

In the call, the trader spoke of his concern that banks were not only executing transactions at the fix for their clients but also a large number of speculative deals on their own behalf through brokers, suggesting that these may not be "genuine".

"I'm sure a lot of them are being made up and washed around," the trader said.

"Why would they do that?" asked Mallett.

"To create brokerage, but also, to, you know, some of these banks want to build a book and try and bully the fix," the trader said.

In his report, which was commissioned by the Bank of England's oversight committee, Grabiner said the trader's explanation of his concern had been unclear, but noted "there is nothing necessarily improper about speculative trading".

Grabiner also said he believed the trader's remark on attempts to "bully the fix" referred to altering the exchange rate at the fix.

It was for failing to prevent manipulation of the fix that the regulators imposed their fines on Wednesday, including $1.77 billion in penalties that Britain's Financial Conduct Authority (FCA) slapped on five commercial banks.

However, Grabiner concluded there was no evidence that any Bank of England official had been involved in unlawful or improper behaviour.

Banks' use of brokers to match buyers and sellers in foreign exchange dealing for brokerage fees is a normal, legal practice. But it is unclear why bank traders would voluntarily want to "create brokerage" - incur unnecessary brokers' fees - as the trader alluded to in the conversation with Mallett.

Mark Garnier, a Conservative member of the British parliamentary committee charged with overseeing finance, said the most likely explanation is that traders give brokers business in return for potentially useful market intelligence.

"It's the kind of back-scratching stuff that goes on all the time. You could say that's the way the world works, but when you look at it from the outside, you ask yourself, 'what the hell is going on here?'," said Garnier, himself a former City financier.

COVERING THE TRAIL

While the banks have agreed to pay the penalties, they have not admitted any liability, and no individual or institution has been charged with any wrongdoing.

In its own conclusions, the FCA said top traders routinely shared supposedly confidential information on their clients' orders in electronic chatrooms. This came to light in transcripts of their conversations, which the FCA published this week.

Other transcripts of chatroom conversations in 2011 and 2012, read to Reuters by one source familiar with the investigation, show that even when the traders could match the client orders with each other, they would put the deals through brokers rather than trading directly.

In one exchange from February 2012, one trader asked another to decide who to give the brokerage business to. "Which bookie? Your choice," he said.

Again it is unclear why the dealers were willing to pay a broker for bringing a buyer and seller together, when they had already done this themselves.

However, one consequence of putting these trades through brokers was to hide the fact that they originated from the chatroom conversations in which the traders at rival banks shared client order inf

By Jamie McGeever

LONDON (Reuters) - An independent report into the Bank of England's role in the global currency market has raised questions about the relationship between commercial bank dealers and brokers for the first time since regulators began investigating trading practices.

The report of an inquiry led by commercial lawyer Lord Anthony Grabiner shows how an unidentified trader raised a range of concerns with the British central bank three years ago, including over the role of brokers in deals struck at the "London fix".

Investigations by international regulators into the $5.3 trillion-a-day foreign exchange market have focussed on the daily fix, the one-minute window at 4:00 pm when global benchmark currency rates are set.

Grabiner's report was published on Wednesday, the same day that British and U.S. authorities fined six of the world's biggest banks a total of $4.3 billion (2.7 billion pounds) for failing to prevent their traders sharing clients' order information and attempting to manipulate the market.

Included in the 57-page report are transcripts of a telephone conversation in October 2011 when the bank trader expressed his worries to the Bank of England's then chief currency dealer Martin Mallett.

Mallett was fired on Tuesday for undisclosed "serious misconduct" relating to the Bank's "internal policies", the BoE said, although it added that this was unrelated to the global investigation. Mallett did not respond to a Reuters request for comment.

In the call, the trader spoke of his concern that banks were not only executing transactions at the fix for their clients but also a large number of speculative deals on their own behalf through brokers, suggesting that these may not be "genuine".

"I'm sure a lot of them are being made up and washed around," the trader said.

"Why would they do that?" asked Mallett.

"To create brokerage, but also, to, you know, some of these banks want to build a book and try and bully the fix," the trader said.

In his report, which was commissioned by the Bank of England's oversight committee, Grabiner said the trader's explanation of his concern had been unclear, but noted "there is nothing necessarily improper about speculative trading".

Grabiner also said he believed the trader's remark on attempts to "bully the fix" referred to altering the exchange rate at the fix.

It was for failing to prevent manipulation of the fix that the regulators imposed their fines on Wednesday, including $1.77 billion in penalties that Britain's Financial Conduct Authority (FCA) slapped on five commercial banks.

However, Grabiner concluded there was no evidence that any Bank of England official had been involved in unlawful or improper behaviour.

Banks' use of brokers to match buyers and sellers in foreign exchange dealing for brokerage fees is a normal, legal practice. But it is unclear why bank traders would voluntarily want to "create brokerage" - incur unnecessary brokers' fees - as the trader alluded to in the conversation with Mallett.

Mark Garnier, a Conservative member of the British parliamentary committee charged with overseeing finance, said the most likely explanation is that traders give brokers business in return for potentially useful market intelligence.

"It's the kind of back-scratching stuff that goes on all the time. You could say that's the way the world works, but when you look at it from the outside, you ask yourself, 'what the hell is going on here?'," said Garnier, himself a former City financier.

COVERING THE TRAIL

While the banks have agreed to pay the penalties, they have not admitted any liability, and no individual or institution has been charged with any wrongdoing.

In its own conclusions, the FCA said top traders routinely shared supposedly confidential information on their clients' orders in electronic chatrooms. This came to light in transcripts of their conversations, which the FCA published this week.

Other transcripts of chatroom conversations in 2011 and 2012, read to Reuters by one source familiar with the investigation, show that even when the traders could match the client orders with each other, they would put the deals through brokers rather than trading directly.

In one exchange from February 2012, one trader asked another to decide who to give the brokerage business to. "Which bookie? Your choice," he said.

Again it is unclear why the dealers were willing to pay a broker for bringing a buyer and seller together, when they had already done this themselves.

However, one consequence of putting these trades through brokers was to hide the fact that they originated from the chatroom conversations in which the traders at rival banks shared client order information. The deals would appear to have been arranged by the broker, not by the traders themselves.

"One reason you do it through a broker is to make it look like normal business, disguise the transaction and make it look less irregular," said Professor Mark Taylor, Dean of Warwick Business School and a former foreign exchange trader. "It does sound murky. There is no reason to do it," he said.

© Reuters. A picture illustration of  U.S. dollar Swiss Franc British pound and Euro bank notes

The FCA declined comment, as did the Wholesale Market Brokers' Association, an umbrella organisation for the broking industry.

(Reporting by Jamie McGeever, additional reporting by Arno Schuetze in Frankfurt; editing by David Stamp)

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