Lehman Brothers is involved in foreign exchange research based on both macro-driven and systematic trading strategies, and the launch of the macro quantitative currency strategies (MarQCuS) platform enables investors to directly access these trading strategies via LehmanLive, Bloomberg (ALLX LBMQ) and Reuters (LBFXINDEX) and build portfolios to take direct exposure to them.

Richard Gladwin, global head of foreign exchange, said: Lehman Brothers has leveraged its market-leading expertise in FX Research and index construction to offer investors access to MarQCuS strategy returns via both capital-guaranteed and non-capital guaranteed structured notes and also over-the-counter solutions. Products can be tailored to suit investors’ existing portfolios and risk tolerance.