SAO PAULO—Brazil's antitrust agency is investigating banking giants HSBC Holdings PLC, Citigroup Inc., Deutsche Bank AG and a long list of their peers on suspicion of forming a cartel to manipulate the exchange rate of the Brazilian currency, the real.

The agency, known as CADE, said Thursday there are "strong indications" of the use of anticompetitive practices in the foreign-exchange market by the three big banks and a number of other U.S. and overseas lenders.

CADE said there was evidence the banks worked together to fix the exchange rate, coordinate the buying and selling of currencies and impede the operations of other banks operating in Brazil's foreign-exchange market, among other things.

HSBC in Brazil and Deutsche Bank declined to comment on the allegations. Citigroup had no immediate comment. Credit Suisse Group AG, one of the other banks named by CADE, had no immediate comment.

The alleged acts took place from at least 2007 to 2013, CADE said. The banks coordinated their actions using chat services provided by Bloomberg LP, and some of the participants referred to the group as "the cartel" or "the mafia," according to CADE. Bloomberg had no immediate comment.

Bloomberg is a competitor of The Wall Street Journal in the provision of financial news.

The banks also collaborated to influence certain reference indexes that affect the exchange market such as the Central Bank of Brazil's PTAX rate, CADE said. The banks shared information on clients' orders, futures contract prices and the size of operations already carried out, among other things, according to CADE.

At least one of the participants in the alleged cartel is cooperating with authorities, CADE said.

Write to Jeffrey T. Lewis at jeffrey.lewis@wsj.com and Rogerio Jelmayer at rogerio.jelmayer@wsj.com

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