FX Transaction Cost AnalysisProprietaryCost of Hedging Rises with the Pandemic

May 19, 2020by Joe Conlan

“Never waste a crisis”. The banks certainly haven’t! Asset owners and managers are dealing on significantly wider spreads. For example, spreads on 1-month Aussie Swaps increased by 500 to 1000% since the onset of the COVID-19 outbreak. How are you managing FX execution costs during these volatile times?