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Global forex code may help volumes rise again - CLS chief

Published 26/05/2016, 14:07
© Reuters.  Global forex code may help volumes rise again - CLS chief
EUR/USD
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By Patrick Graham

LONDON (Reuters) - The $5 trillion a day market in foreign exchange may be free to grow again after a static three years hampered by doubts over regulation and what traders can and cannot say to each other, the head of global settlement bank CLS said on Thursday.

Speaking to Reuters before the launch of a new global FX code on which he has led work by banks and other commercial players, David Puth said the agreeing of new rules should make banks' currency operations more productive.

CLS, owned by dozens of the world's largest commercial banks and a crucial piece of infrastructure since its launch in 2002, deals with instructions that account for around 90 percent of the world's single biggest financial market.

"I hope the work we have done will lead to an (overall) increase in volume. It is certainly a goal and I do feel that the code will lead to a more smooth-flowing market," Puth said.

"If there is better clarity about how an order is going to be executed, then there is going to be less time spent on debating (how to act)."

Changes in banks' business models, how they deal with capital, and shocks to the market like last year's surge in the Swiss franc, have halted the growth of currency trading after a tripling of volumes between 2003 and 2013.

But Puth said there had been a consensus among his working group on the code that a row over market manipulation and dealers sharing details about client orders had prevented much of the chatter which spurs daily bets on currencies.

"We don't want the market to seize up, to be unable to share information," he said.

An annex to the code gives illustrations of the kinds of things market participants should and should not say.

It says, for example, it would be inappropriate for a corporate client seeking to sell euros to say to a bank market maker: "If you sold 500m EUR/USD for me now, how much do you think you could move the rate?"

On the other hand, it would be fine for the client to ask "What is liquidity like in EUR/USD at the moment in terms of market depth" for 50, 100 or 200 million euros.

Puth said: "Sharing information adds to the liquidity of the market, it helps people paint a picture. You just have to figure out how to enable people to do so, without violating confidentiality."

CLS data for April showed currency volumes fell to $4.7 trillion a day last month from $5.15 trillion a year ago.

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