What Happened at the Month-End Fix?
May 3, 2023
Market impact from hedging ahead of the monthly WM Fix was higher than recent months, with the potential savings from… Read More »
Market impact from hedging ahead of the monthly WM Fix was higher than recent months, with the potential savings from… Read More »
It was another quieter than average month-end fix in terms of potential savings from a longer window, however the overall… Read More »
An occasional question over the data published by The Full FX for every month-end Fix is that the overall savings… Read More »
It was a quieter than usual month-end London 4pm Fix in January, although in the bigger picture there were some… Read More »
The December 2022 month-end FX benchmark fix marked the completion of the first full year of publication of these fixes… Read More »
Potential savings from a longer London 4pm fixing window were pretty much in line with the long-term average at the… Read More »
It was another month of potentially costly FX hedging for those firms using the shorter calculation window for their month-end… Read More »
It was a quieter than usual London 4pm month-end fix on October 31 in terms of market impact, with significantly… Read More »
It was another tough month-end for anyone who cares about market impact around the London 4pm WM Fix, with potential… Read More »
It is of probably some relief to users of the WM London 4pm Benchmark Fix that after what was a… Read More »
The latest month-end FX benchmark fix to be analysed by The Full FX was, frankly, a bit of a bloodbath… Read More »
Quantitative surveillance firm Raidne, the inventor of the Siren benchmark, has appointed Alison Clare, as chief operating officer, with immediate… Read More »
The benefits of publishing a month-end London 4pm benchmark using a longer window were mixed for the June fixing, however,… Read More »
The first month-end London 4pm Fix since Refinitiv Benchmarks concluded a feedback initiative over the use of the WMR Fix… Read More »
With Refinitiv Benchmarks completing its consultation over the future of the WM Fix, and Raidne releasing a new service that… Read More »
In response to Refinitiv launching a consultation programme over the future of its WM FX Benchmark Fix, Raidne – the… Read More »
Perhaps not unexpectedly given it was a quarter end – although it has to be pointed out this was not… Read More »
Against a backdrop of busier financial market conditions, the February month-end Fix behaved largely in line with previous fixings, although… Read More »
Independent quantitative surveillance firm Raidne, the inventor of the Siren FX benchmark, has appointed experienced industry professional Paul Duprey as… Read More »
After a quiet year-end in terms of potential market impact cost at the London 4pm Fix, there was a return… Read More »
The last month-end London 4pm Fix of 2021 saw more subdued activity after the blow out in November, with sources… Read More »
The latest analysis of “what happened at the month-end Fix” places the potential cost of a shorter FX fixing window… Read More »
After what was a very quiet September in terms of price action around the month-end London 4pm Fix, October saw… Read More »
It’s time to get all “Oliver Stone” and probably see something that isn’t there, but…I wonder if we are building… Read More »
After a period of relatively quiet month-end London 4pm FX benchmark Fixes, August saw some significant moves ahead of, and… Read More »
This is the fourth in a regular series of pieces looking at price action over the month end, London 4pm… Read More »
Aside from predictions of dollar selling at the month-end proving wrong for the second time in three months, market activity… Read More »
The debate around whether the FX market needs a longer window at the crucial WMR 4pm London Fix often comes… Read More »
FX market participants looking to execute FX trades against a regulated benchmark now have a choice of providers after Siren,… Read More »
