Wider fix window raised costs for buy side

repossess
Costs creep higher after WM/R widens window

Widening the WM/Reuters benchmark window to five minutes has increased execution costs by as much as 60% in some currency pairs and pushed up the price of doing deals by a third on average at the 4pm fix, according to research from NewChange FX.

The data looked at the change in costs since February 15, when the previously one-minute window was widened to five minutes, as part of recommendations put forward by the Financial Stability Board, along with the introduction of explicit charges on these

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: