Icap launches non-deliverable forwards on eight currencies on EBS

Icap (IAP.L), the world's premier interdealer broker, announced today that it is launching non-deliverable forwards on seven Asian currencies and the Russian rouble on its electronic foreign exchange trading platform EBS on 3 March , further expanding its FX product offering.

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The Asian non-deliverable forwards (NDFs) are in Chinese renminbi (CNY), Korean won (KRW), Indian rupee (INR), Indonesian rupiah (IDR), Malaysian ringgit (MYR), Philippine peso (PHP) and Taiwan dollar (TWD) and are of one month duration.

NDFs are short term foreign exchange contracts in currencies which have restricted convertibility, providing an effective mechanism to hedge these currencies. The currency is traded as a pair against the US dollar on the EBS platform, with settlement of the NDF calculated to reflect the difference between the contracted forward exchange rate and the prevailing actual spot exchange rate on the settlement date. This is then cash-settled in US dollars.

ICAP currently offers successful voice broking services in all national currency pair NDFs through the New York, London, Singapore, Hong Kong and Korean trading desks.

David Rutter, Deputy CEO of ICAP Electronic Broking said "As the NDF markets continue to develop and become more commoditised, our clients increasingly benefit from an electronic trading solution. The NDF market is maturing and with this initiative, we are responding to client demand for the certainty of trade, liquidity and transparency that can best be provided via the EBS platform. These NDFs will be available to EBS clients through the same channels as ICAP's existing spot FX product offering."

Benoit de Vitry, Global Head of Commodities and Emerging Markets at Barclays Capital said "As emerging markets volumes continue to grow there is an increasing appetite for electronic trading in NDF currencies".

Ivan Ritossa, Head of Global Markets Asia Pacific, Prime Services and Ecommerce at Barclays Capital, adds "We are pleased to see that ICAP has recognised this client need in offering this service. As we have a single integrated FX platform it allows us to provide a global FX service."

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