RBS To Launch FX Gamma Hedging Algo

The Royal Bank of Scotland is to launch a spot foreign exchange trading algorithm.

  • 05 Sep 2011

The Royal Bank of Scotland is to launch a spot foreign exchange trading algorithm. The algorithm is to be offered to allow its clients to manage the gamma sensitivity of fx option portfolios automatically.

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5 UniCredit 20,250.58 112 4.91%

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4 Citi 5,856.44 44 7.20%
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