Discreet and controlled foreign exchange execution.
Rates, currencies and certain financing products are provided by NatWest Markets Plc and its subsidiaries. For more information please visit our ring-fencing page.
Passive Strategies
(Peg Clipper)
A highly dynamic and flexible strategy which aims to minimise market impact and reduce transaction costs by placing ‘pegged’ clips into COMS and other liquidity pools. Speed and liquidity pool selection can be amended real-time and ‘adaptive’ strategies are available which will dynamically adjust execution based on the prevailing market conditions.
Time based strategies
(Peg TWAP)
If execution over a specific time frame is desired then all the benefits of passive execution that the Peg Clipper gives can be accessed in this algo which will fill at a set rate. Continuous execution periods of up to 48 hrs can be used in order to achieve for example the average rate over a given day, or 8 hour session as desired.
Aggressive algo strategies
(Limit Pro)
For orders that need to be filled quickly, the Limit Pro will seek all liquidity available from a multitude of external venues. It will also sit passively in COMS in order to take advantage of any spread-crossing activity from the NatWest franchise.