In the FICC of It

In this week’s podcast, Colin Lambert casts his eye over a new challenge facing Refinitiv Benchmarks over the London 4pm Fix – something he confesses to not have even considered in the past, and then gives his thoughts on a small, but potentially important change at CME Group on its FX Link service. He is […]
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In the FICC of It

The move by Refinitiv to a 5ms data feed on its Spot Matching platform has grabbed Colin Lambert’s attention this week, leading him to call for an open debate in the FX industry over the length of last look windows. With both primary venues at 5ms, is it now the time for platforms to step […]
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In the FICC of It

Colin Lambert flies solo on this week’s podcast, thanks to the sheer weight of news. So the agenda ticks quite a few “Lambert Boxes”, starting with his thoughts over the changing role of the Global Foreign Exchange Committee after this week’s virtual meeting, especially that group mentioning publicly, for the first time in a formal […]
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In the FICC of It

Data is very much on Colin Lambert’s mind this week, but not in the usual sense. Thursday saw two glitches involving economic data releases, one of which had a comedy element, the other more troublesome, and while he understands mistakes happen, he wonders if we are going to see more of these incidents following the […]
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In the FICC of It

On this week’s podcast Colin Lambert is joined by Xav Porterfield, head of research at New Change FX (NCFX), to discuss a new method of measuring execution quality – the unit cost of volatility (UCV). Porterfield explains how the measurement actually derives from a landmark market impact paper in the mid-1990s before the two delve […]
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In the FICC of It

In this week’s podcast, P&L managing editor Colin Lambert takes a look at the week’s news, including a brief look at the month-end Fix and the “Friday phenomena” in liquidity, leading him to describe the overall experience as “not a good look for the market – although he does also ask the question, “has much […]
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In the FICC of It

This week’s podcast is all about performance – following the third of Profit & Loss’ spring Dial-in-Days, editor-in-chief Julie Ros joins Colin Lambert to discuss some of the themes coming out of the events, starting with hedge fund and CTA performance in the recent market upheaval. Ros dives into the suggestion by panellists in New […]
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In the FICC of It

Two guests for the price of one on this week’s podcast as Colin Lambert is joined by Keiren Harris, co-founder of Data Compliance LLC to discuss the recent first quarter results, and the future of, the inter-dealer broking industry. Lambert sees some interesting observations in the reports regarding how people are trading, while Harris discusses […]
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In the FICC of It

When Colin Lambert posted a column arguing that the events surrounding the April month-end FX Fix highlighted the need for reform – and then followed that up by asking if the industry needs to revisit the 2014 FX Benchmark Group’s recommendations – it ignited a firestorm of debate over both public and private channels. This […]
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In the FICC of It Special

Due to the level of interest generated by Profit & Loss’ discussion with Rohan Churm, head of the FX division at the Bank of England as part of our first ever Dial-in Day, we are releasing the audio as part of our In the FICC of It podcast series. You can download either by clicking the […]
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