ANZ

ANZ is the leading Institutional Bank across Australia and New Zealand and the number 1 relationship bank in Asia*. Our FX Algos are just one of our offerings that help make us the bank of choice for the Asia Pacific market.

We are one of Australia’s leading foreign exchange (FX) solutions providers to both domestic and global partners. We offer our clients consistent, reliable and timely deal execution, as well as world-class FX spot, hedging, options, risk management, technology and research support throughout Asia Pacific.

We operate in geographies that represent 75 per cent of global trade flows, with a presence in over 30 markets across Australia, New Zealand, Asia, Europe, North America and the Middle East.

EUR and USD vs G10 and the following pairs: AUDCAD. AUDCHF, AUDJPY, AUDNZD, AUDSGD, CADCHF, CADJPY, CHFJPY, GBPAUD, GBPCAD, GBPJPY, GBPNZD, NZDCAD, NSDCHF, NZDJPY, NZDSGD, SGDJPY,USDCNH, USDHKD, USDSGD

ANZ has a long history of liquidity aggregation with over a decade developing our proprietary trading and liquidity management systems. We have invested in global infrastructure, low latency networks, market data and software design to ensure our technology augments our strong credit rating to allow world leading access to liquidity.

Every algo execution receives a detailed TCA report. Each report contains key attributes of the Algo performance including arrival price, risk transfer benchmarks, internalization & passive fill rate , highest, lowest & average price information as well as duration

The e-trading & Client Algo system has been internally developed with all I.P. residing within ANZ which incorporates venue categorisation & prioritisation based on key trading indicators such as spread retention, market impact, fill rates, depth of liquidity and spread consistency. The liquidity management framework and inbuilt systems allows greater degree of customization for future client requirements and ensures we can differentiate our client Algo offering.