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Markets data and metrics
At the latest Trading Leaders’ Network meeting in London in July 2026, senior market participants discussed the challenge of turning growing volumes of FX, rates and credit markets trading data into meaningful, trusted metrics for clients, liquidity providers and regulators.
Among the insights:
- Why trust is the starting point: third‑party reconciliation has narrowed disputes, but deeper metric alignment remains elusive
- Transaction cost analysis’ blind spots: benchmarks and context matter – especially in illiquid and emerging market currencies
- The cross‑asset gap: why siloed systems miss risk that spans FX, rates and credit, and how organisational change (not just tech) is required
- Valuing flow: new client‑value frameworks for pricing voice and electronic execution, and the challenge of timestamping chat‑agreed trades
- No single yardstick: consensus may converge on a shared set of metrics – not one universal score.
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