What Happened at the Month-End Fix?
It was a mixed bag of outcomes at the February month-end FX benchmark fix, with six of the regular currencies… 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 »