What Happened at the Month-End Fix?
December 5, 2024
The November month-end FX Fix saw something remarkable – the first time it has occurred in the nearly-four years that… Read More »
The November month-end FX Fix saw something remarkable – the first time it has occurred in the nearly-four years that… Read More »
The October month-end provided the second lowest potential savings for using a longer calculation window for the London 4pm Fix,… Read More »
It was another relatively quiet month-end Fix in market impact terms, although one pair did record its highest potential saving… Read More »
FX benchmark and reference data provider Siren FX has unveiled a partnership with market data provider QuantHouse to integrate its… Read More »
The run of relatively subdued month-end FX fixes, in terms of market impact, continued in August, although savings were still… Read More »
By historical standards it was a very quiet month end FX 4pm Fix, with the potential savings from calculating over… Read More »
Amidst a generally quieter month end, with savings below average on offer for using a longer fixing window, there were… Read More »
All dealer-to-client trading in the FX market comes with a degree of tension around the outcomes for each party, and… Read More »
Let us return, friends, to an old favourite – the 4pm Fix – for this week there have been two… Read More »
Although still below the average of 2023, May’s month-end Fix provided more serious market impact for users of the five-minute… Read More »
Across the 37 months that The Full FX has been publishing data on the month-end Fix, there have often been… Read More »
April continued to relatively subdued start to 2024 when it comes to market impact at the month-end Fix, notwithstanding which,… Read More »
For the third consecutive month, the potential savings from using a longer window for the month-end FX Fix were below… Read More »
It was a mixed bag of outcomes at the February month-end FX benchmark fix, with six of the regular currencies… Read More »
The execution cost at the month-end Fix is well-documented, but in the latest Unfiltered interview, Colin Lambert talks to Jamie… Read More »
Market impact at the month-end FX fix was significantly lower than the average, indeed the potential savings from using the… Read More »
Analysis of the 12 month-end fixes in 2023 suggests that market impact was slightly reduced from the 12 months previously,… Read More »
2023 closed out on a nasty note for users of the WM five-minute benchmark fix with the last two months… Read More »
Investors whose funds use the five-minute WM window for the month-end FX fix missed out on potential savings of more… Read More »
Market impact was once again a factor at the August month-end FX fix with the potential savings from a window… Read More »
Longer windows to calculate month-end fixes continue to offer substantial potential savings thus far in 2023, however they remain below… Read More »
The end of Q2 2023 was a relatively subdued affair around the London 4pm Fix, with the potential savings measuring… Read More »
Quieter FX markets translated into a relatively low market impact from hedging of flows before the London 4pm Fix with… Read More »
Market impact from hedging ahead of the monthly WM Fix was higher than recent months, with the potential savings from… Read More »
