Sash Sarangi

The offering will allow LINK users to access currency-related insights and stay on top of major market news which may influence currency values, through using EMAlpha’s multilingual AI-powered information flow scanning and summarisation tool available on the platform. 

Michael O’Malley, head of LINK at State Street, said: “Leveraging EMAlpha will help our clients make more informed decisions allowing us to provide the most optimal services to our clients. We are pleased to be able to deliver the most timely, relevant, and accurate market information as we combine our award-winning suite of electronic trading platforms with EMAlpha’s advanced AI solutions.” 

The integration also marks LINK’s first third-party integration onto the ‘smart desktop’ platform, which provides clients with a space to create and operate easy-to-deploy customisable trading and workflow solutions.  

State Street has said that the integrated tool will allow trading and investment professionals to access and react to real-time global information, and aims to provide a deeper view of market sentiment. 

The offering is also expected contribute to informed decision making, particularly in periods of market volatility, without the challenges of location, medium or language.  

“Our team is proud to partner with State Street GlobalLINK and to have the opportunity to share our AI and data-driven insights and actionable solutions with clients of LINK,” said Sash Sarangi, founder and chief executive of EMAlpha.  

“Our multilingual AI model will allow LINK users to access real-time information, providing a deeper understanding of market sentiment from many different language sources, optimising the way traders strategise and help them make better decisions.” 

Read more – State Street unveils updates to its digital trading and FX platform 

The move marks a recent development for LINK which was launched in February 2025 as an update to State Street’s suite of trading solutions, GlobalLink. 

The platform replaced GlobalLink Digital, as part of the firm’s comprehensive rebranding effort, and is designed to compile an array of trading, analytics and research solutions into a single digital environment. 

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London-based Tinworth most recently served as global head of fixed income trading at UBS. In the role, he oversaw rates and credit trading.

He will report to Sian Hurrell, head of global sales and relationship management and head of capital markets Europe.

Speaking in an official announcement, Hurrell explained: “Working closely with Christophe Coutte, head of trading, global markets Europe, Mark will help drive alignment between sales and trading, ensuring seamless collaboration across the platform and delivering exceptional outcomes for our clients. 

“[He] will partner with key stakeholders in global sales, senior relationship management, trading, structuring and corporate and investment banking, and work closely with functional partners to build on our existing momentum.”

In the role, Tinworth is set to focus on the strategic initiatives of the global markets offering across the UK, continental Europe and the Middle East.

Tinworth has more than 25 years of experience across the industry, having served at UBS, Citibank, and Lehman Brothers throughout his career. 

Read more: Fireside Friday with… RBC’s James Hilton

Janet Wilkinson, head of European flow sales, and Jason Goss, head of European solutions and structured product sales, are set to report to Tinworth once he begins his new role.

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Andrzej Domański

Under the proposal, the standard settlement cycle for transactions in transferable securities – such as shares and bonds traded on EU venues – would be shortened from T+2 to T+1. 

SFTs, which allow market participants to raise short-term funding through temporary transfers of securities, were excluded due to their non-standardised nature and the bespoke settlement periods often negotiated between counterparties. 

To prevent any regulatory loopholes, the Council clarified that the exemption will only apply if SFTs are documented as single transactions comprising two linked operations. 

“A shorter settlement cycle of one day will make our capital markets more efficient,” said Andrzej Domanski, Poland’s minister of finance. “This is a concrete step to give heed to the calls to boost the EU’s competitiveness.” 

With the Council’s position now established, inter-institutional negotiations with the European Parliament (trilogues) can now start. The final version of the legislation must be jointly agreed by both bodies before it is adopted. 

If approved, the new rules will take effect from 11 October 2027, allowing time for market participants and infrastructures to make the necessary operational adjustments. 

In March, The TRADE’s sister title, Global Custodian, spoke to Giovanni Sabatini, chair of the T+1 Industry Committee for Europe, where he discussed the next steps in the EU’s T+1 roadmap, the biggest challenges and just how mammoth the task is given the complexities of the continent’s sheer number of markets and infrastructures.

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Andrew Williams

The offering was initially launched with EUR/USD currency pairs in 2024, and the move now marks an expansion of multi-asset post-trade capabilities, with the GBP/USD offering accounting for approximately 75% of SwapAgent’s trading activity. 

According to the exchange, the offering is set to address market needs by allowing participants to target the majority of cross currency swaps through direct access to a single, authoritative data store – eliminating third party reliance and streamlining the compression process.  

Andrew Williams, chief executive of Post Trade Solutions at LSEG, said: “At Post Trade Solutions, we are continually looking for ways to improve the post trade landscape and enhance our services as the market evolves. Adding multilateral compression runs to currency pairs at SwapAgent that are most demanded by our network provides customers with material gross notional reduction while increasing efficiency.” 

The new offering is also expected to allow participants to reduce risk and optimise their portfolio by using quarterly compression runs with existing currency pairs, as well as achieve compression across their portfolios through targeting the inter-dealer cross currency market serviced by SwapAgent. 

SwapAgent forms part of LSEG’s post-trade division designed to mitigate risk and drive cost efficiencies, and has seen significant developments since the infrastructure was integrated into the exchange, such as sweeping risk into SwapAgent via regular and on-demand counterparty risk optimisation runs.  

The success of SwapAgent’s GBP/USD execution follows significant post-trade expansion for LSEG. In November 2022, the exchange was cleared to acquire portfolio optimisation services provider Quantile Group, with the aim of helping derivatives run smoother. 

Read more – LSEG expands multi-asset post-trade offering with Acadia acquisition 

This was also closely followed by the acquisition of Acadia in December 2022, which provides risk management, margining and collateral services for the uncleared derivatives markets.  

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Whether equities will eventually adopt the 24/7 model is another story all together, however. Zoom in further, and approaches to the subject differ greatly depending on where you are on the globe. Sentiment surrounding the feasibility of the extension of trading hours remains starkly different in the US in comparison with the UK and Europe for example, where institutions in recent years have petitioned to shorten the trading day.

While US venues have been more aggressive in recent months with their desire to expand trading hours in equities, those in Europe and the UK appear to be dragging their heels, with no apparent plans on the horizon to follow suit. And the same US-led proactivity can be seen in the global shift to shortened settlement that is currently underway. 

“Discussions about extending US equity market trading hours have resurfaced, especially following the implementation of T+1 settlement [last year]. This move aims to compete with digital assets that offer continuous 24/7 trading,” says Eric Heleine, head of e-trading and data at AXA Investment Managers Core. 

US venues have been bullish in the last 12 months with plans to extend their trading hours. Several platforms, including OTC Markets and Blue Ocean Technologies, have offered out of hours trading for some time now, but recent moves by major exchanges suggest the topic is set to become increasingly mainstream.

In October 2024, the New York Stock Exchange (NYSE) proposed plans to extend weekday US equities trading on its NYSE Arca platform to 22 hours a day, subject to regulatory approvals. Meanwhile, 24X National Exchange received approval from the US Securities and Exchange Commission (SEC) for near-continuous sessions for equities trading. 

Cboe Global Markets revealed plans in February of this year to expand its trading hours for US equities, moving to a 24/5 model, subject to regulatory approvals. This was followed by news revealed in March that Nasdaq had begun engaging with regulators to enable 24/5 trading on the Nasdaq Stock Market.  

The potential benefits are clear and include the ability to respond to episodic events and manage risk in real-time. The extension also offers US traders a greater overlap with other regions in different time zones.

“Demand for 24-hour trading is largely focused on US markets, with increasing demand from other regions to trade US equities and gain exposure to specific indices or to specific stocks,” states Magnus Haglind, senior vice president and head of market infrastructure technology at Nasdaq.

“While it’s US-centric today in terms of liquidity and interest, it’s an emerging trend that is likely to spread across other markets.”

Retail-led innovation

Whether the push in the US is fuelled by institutions is another question all together. Depending on where an individual sits in the trading value chain, their priorities tend to differ. 

For the retail segment, the move could mean access to markets in times that are more suitable to an individual trader. However, for institutional investors – who often seek to reduce market toxicity and fragmentation – there is, a preference for shorter trading sessions.

“It gives the retail market the opportunity to react to overnight news, geopolitical headlines, perhaps announcements that come out after the core US markets are closed. It probably provides greater opportunity for the retail sector,” suggests Ed Wicks, global head of trading and liquidity management, Asset Management, Legal & General.

Amid opposing responses to expanded trading hours, there seems to be a consensus that equities shouldn’t necessarily exactly mirror crypto markets, exampled by the 24/5 model opted for by US venues. 

“We might be on the way, but 24/7 specifically is quite a way out. When you start talking about weekends and holidays, that adds many layers of complexity,” suggests Kevin Tyrrell, head of markets at NYSE.

Retail trading has been central to much of the push in the US to extend the trading day. Crypto was a game changer for many retail participants, particularly due to the ability to trade at hours that suit an individual trader. However, while the US boasts a large and growing retail market, this is something that the UK and much of mainland Europe lack. 

“The demand [for extended hours] probably comes from two market participant types. It’s the retail brokers […] and the market makers that want to interact with retail flow, because it’s generally considered relatively benign,” says John Fruen, head of EMEA market structure and liquidity strategy at UBS.

“Also, the dynamics that go into an out of general hours period, which include conditions like wider spreads, probably improve the economic terms for those market makers when providing liquidity to retail.”

From a UK/EU perspective, where retail volumes are significantly reduced, the push towards expanded trading hours appears to be far weaker, with no key reason to implement the shift, at least from an institutional perspective. 

“I would say that there’s maybe a bit of a bifurcation between institutional and retail. To my knowledge, most of the demand that is coming out tends to be either US-based or Asia-based retail demand, rather than what I would call core institutional demand,” argues Wicks.

“Am I advocating for 24-hour trading to support our business in US equities – or any equities for that matter? Not at the moment, no. Additionally, because much of the overnight demand at the moment is mainly from retail type investors, you run the risk of having slightly elevated volatility in those sessions.”

Less is more?

Even from an exchange perspective in the EU, no consensus has been reached on whether to expand or even reduce market hours for equities, despite several major initiatives announced in the US in recent months. 

“We ran a consultation for our participants both on the continent and in the UK and no clear consensus emerged from it. In summary, the UK was more in favour of shortening whilst the continent preferred a status quo,” says Vincent Boquillon, head of cash equities at Euronext.

“So given that there was no consensus among industry participants on buy-side, sell-side and industry associations, we don’t see the immediate need to take action in that regard, however we remain fully supportive to engage with the industry if a need materialises.”

The situation in Europe is markedly different to the one developing in the US. As opposed to extending trading hours, in 2020, buy- and sell-side traders urged the London Stock Exchange and other European venues to shorten equity trading hours to 9am to 4pm GMT, aiming to improve trading floor culture, boost diversity, and enhance intraday liquidity.

After intense debate, exchanges rejected the proposals, arguing it wouldn’t be a ‘silver bullet’ for diversity or mental health challenges.

“There are several reasons why a reduction in hours could be viewed as a positive move. The ones that are most frequently quoted include fragmentation of liquidity. We have longer trading hours in the core session than the US do, with a tenth of the volumes. We talk a lot about venue fragmentation, but time is a fragmenting element as well and liquidity may be improved by shortening those hours,” suggests UBS’ Fruen.

“The most recent argument has been around the transition to T+1 and the fact that we are going to need to do a lot more post-trade allocation processing on T0, than we do today. Asking people to stay later to do that doesn’t help work life balance in an industry which already has a reputation for longer working hours than may be offered to people elsewhere and may have an impact on the diversity of talent that can be recruited.”

Elsewhere, arguments exist that having wider coverage across the globe is more important than having extended hours to accommodate the global trading of equities. The benefits of overlapping with other markets seems more preferable than expanding or reducing trading hours. 

“On balance, there are greater advantages potentially to be garnered from overlapping with Asia and Middle Eastern markets when you’re sitting in Europe and then overlapping with the US markets,” argues Wicks. 

“I would come down on that advantage rather than reducing market hours. I don’t see the need and I wouldn’t say I’m a big advocate of reducing market hours. The overlap is important, particularly as we’re all trying to grow capital market participation.”

Culture clash 

A clear disparity exists between the US and Europe when it comes to this topic, which brings into question why such opposing views exist. Retail participation is much larger in the US, but also, liquidity dynamics and volumes are notably different too. 

“If you look at the liquidity between the US and Europe, it’s vastly different. The US has been growing. The European trading day is longer than our trading day in terms of regular market hours and it’s heavily skewed towards the closing auction. We have a very large closing auction but there’s not as much of a skew here as there is in some of the European markets,” says NYSE’s Tyrrell.

“That all adds up to just regular continuous trading. What we do even today in the extended hour sessions would just be much harder in Europe. There doesn’t seem to be a lot of liquidity in the regular hours as it is.”

Echoing this, Nadsaq’s Haglind notes that from a global investor perspective, there is a huge focus on the US as a market of choice based on the depth of the liquidity. “Through conversations with our European technology clients, based in the middle of global time zones, there isn’t the same level of demand compared to the US. However, market operators are increasingly assessing how they can enhance their infrastructure to make sure they’re ready as investor appetite increases,” he says.

“Across different client groups we see interesting dynamics between serving local market participants, with a shortening of trading hours in some cases, and the need to attract global liquidity.”

At present, it’s hard to justify European equities as having sufficient liquidity to trade on a 24/7 basis. Market participants within the region argue that that’s not where the focus should lie. 

“Perhaps there’s an argument to say it makes sense to try and find ways to provide facilities for retail investors to be able to trade when they want to, in ways that give them good outcomes, to help with the overall liquidity picture,” suggests Fruen.

“But ultimately, having a core market session which includes an open, a continuous session and a close, is probably something the majority of the incumbent institutional investors and sell-sides and even venues want to maintain.”

Shifting trading desk dynamics

If the industry were to transition to extended trading hours, the changes would likely mean round-the-clock operations, increased compliance, staffing and monitoring. Trading desks, and their make-up, are defined by changes in the landscape, be it through developments such a T+1, the introduction of new technologies such as artificial intelligence, and growing global presences. 

“Trading desks are evolving and this started out with the crypto trading craze. As crypto trades 24/7 365, certain firms had overnight desks already built to support that,” says Brian Hyndman, president and chief executive at Blue Ocean Technologies.

“It was an easy extension to begin trading equities if you were already trading other asset classes overnight. We see more and more firms here in the US expanding and supporting overnight trading, or relying on their offices in Hong Kong, Tokyo or Singapore, to support their 24 by five trading.”

Some argue that the way in which trading desks are currently set up would be sufficient to allow for continuous or expanded trading hours for equities, however, this viewpoint aligns more with larger firms already operating large teams globally. For smaller firms, having a follow-the-sun model would require a lot of adaptation, including the need to set up in different geographical locations to accommodate time zones. 

“The technology we have is already managing an extension of trading hours on some market segments. There would be, for sure, adaptation to the post-trade session, which would be a challenge. But in terms of technology, we know how to do a 24/5 market today. You don’t need a revolution or innovation to do that,” says Nicolas Rivard, head of cash equity and data services at Euronext.

Despite differing viewpoints in the US versus the UK and Europe, it appears that extending trading hours in equities is going to happen. Much like with the shift to T+1, other regions may find their hand forced as the US continues to steam ahead. With an increasing number of US venues looking to implement the change, UK and EU venues could find themselves pressured to follow suit in order to remain competitive.

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Speaking to The TRADE about Blackburn’s appointment, Mark Govoni, chief executive of Liquidnet, said: “Trading desks within asset management are increasingly consolidating and evolving into multi-asset models. We’ve been on this journey alongside our clients, steadily expanding into new asset classes and geographies to meet their changing needs.

“We’re pleased to welcome Chris as our global head of multi-asset to help shape and execute our global strategy as we continue to build an institutional  multi-asset offering.”

During his tenure at UBS, Blackburn served as chief operating officer for the sell-side global cash equities business, and most recent headed up the UBS Execution Hub. 

In the role, he oversaw the development of the Hub, focused on opening up outsourced trading as an option for larger firms as well as holding responsibility for the innovation strategy of the offering.

Speaking to The TRADE previously, Blackburn explained: “Existing trading desks of larger asset managers are increasingly using [the Hub] to add particular capabilities or capacity where they determine that it does not make sense for them to build in-house.” 

Blackburn has also previously served at Morgan Stanley, Jefferies, Lehman Brothers, and Goldman Sachs.

Read more – Outsourced trading: Easy to do, difficult to get right

Since his departure from UBS, the firm dramatically exited the outsourced trading sphere in March, as revealed by The TRADE at the time. 

The decision sent shockwaves through the market, bringing questions around the outsourced trading industry’s current state of play to the fore, highlighting the potentially changing role of big banks in the sphere.

The move came just weeks after the appointment of Ian Power as new head of the business. Power then left the business following its decision to exit the space.  

Read more: UBS makes shock exit from outsourced trading game

UBS gave its clients a three-month notice period ahead of the unit closure, as revealed by The TRADE.

The Swiss bank’s Execution Hub is not being closed and will continue to focus on the firm’s global wealth management and bank clients.
 
“We continue to focus on growth and remain dedicated to our clients as we service them through our broad and leading global markets offerings,” said a UBS spokesperson when approached for comment by The TRADE. 

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The firm has said that by adding emerging market bonds to IBVAL’s offering, both buy-side and sell-side traders will be able to integrate automated pricing into their trading workflows across new markets and execute trades with higher confidence.

The move also sees IBVAL pricing coverage expanding to 22 hours a day, five days a week for the most actively traded securities. 

“As global traders evaluate opportunities to unlock alpha and improve execution in international fixed income markets, there is increasing demand for more real-time pricing insights to add greater transparency to their trading workflows,” said Eric Isenberg, head of enterprise data pricing at Bloomberg.   

“These expansions bring IBVAL’s high-quality, AI-driven pricing insights to some of the most liquid international bond markets, giving both buy-and sell-side traders across time zones more confidence in their trading decisions and execution outcomes.” 

Through this expansion, IBVAL’s coverage increases by approximately 6,000 bonds, and has brought in issuers from 98 LatAM, EMEA and APAC countries, such as Mexico, Brazil, Turkey, and China.  

The expansion also means that real-time pricing is now available across more than 95% of trade emerging market USD bonds, including both corporate and sovereign bonds, as well as emerging market EUR/GBP corporate bonds.  

Read more – Bloomberg extends IBVAL front-office pricing to cover Europe 

The push to emerging markets follows recent IBVAL expansion, after the solution was launched in 2023 to price USD credit securities. In April 2023, Bloomberg announced that the offering would cover EUR and GBP investment grade and high yield credit bonds included in Bloomberg’s flagship Europe and UK credit indices.  

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The offering will act as a neutral trading platform, and leverages 360T’s infrastructure to provide clients with efficient access to liquidity from multiple providers. 

The exchange will also offer crypto spot trading, powered by 360T’s SuperSonic product suite, and will feature streaming prices tailored to the client while also engaging with selected counterparties.  

The firm has said that the new exchange is designed to pave the way for institutional crypto spot trading, and is set to operate across the EU, as an institutional-only, MiCA (Markets in Crypto Assets Regulation) regulated trading platform.  

3DX will be led by Carlo Kölzer, founder and chief executive of 360T and head of foreign exchange and digital assets of Deutsche Börse Group, which acquired the platform in July 2015. 

He said: “Not only does the launch of 3DX demonstrate Deutsche Börse Group’s broader commitment to be a leader in the digital assets space. 

“It represents a significant milestone in 360T’s history as a global marketplace that aims to grow as a trusted partner in the evolving crypto landscape and in line with the increasing interests from our clients.” 

The platform will be accessible through GUI or API, and clients will still be able to use crypto NDFs as RFS through 360T bridge and via their automated workflows through 360T EMS.  

The digital exchange will initially support bilateral settlement with plans to adopt differing post-trade models to support clients with risk management in the future.  

Read more – 360T strikes deal to host new Quantitative Brokers FX algo suite 

Recent developments by 360T have seen the platform driving to expand its foreign exchange offering alongside its crypto business. In January 2024, the firm went live with its UK-based multilateral trading facility, 360T UK MTF, to offer trading in all foreign exchange financial instruments except spot FX. 

The platform also collaborated with execution algorithms and analytics provider Quantitative Brokers to launch a new set of FX algos in February 2025.  

The post 360T launches digital exchange to expand crypto offering appeared first on The TRADE.

Chris McConville

The firm has said that the new offering, called KCx Spark, adapts to modern trading, and addresses market needs including securing best execution, reducing latency, managing impact and adapting to fast-changing conditions by efficiently routing orders across venues.  

Chris McConville, Kepler Cheuvreux’s global head of execution services and trading, said: “KCx Spark is the first module launched on KCx Omni, our next-generation, event-driven execution platform integrating algo engines, OMS, EMS, TCA analytics, portfolio optimisation, and IOI workflows.” 

The new SOR also leverages advanced quant models and level 3 data from historical market data and analytics provider, BMLL Technologies, with the aim of enhancing algo performance.  

Kepler Cheuvreux has also said that clients will be able to use KCx’s employment of time-order delivery to mitigate latency arbitrage.  

Read more – Kepler Cheuvreux’s KCx launches MENA execution access 

BMLL Technologies chief executive, Paul Humphrey, said in a statement on social media: “BMLL is proud to support Kepler Cheuvrex’s KCx Spark, their new SOR with accurate and timely data powering quality execution. We obsess over the detail of the data, ensuring its quality so our clients do have to, allowing them to focus on innovation and R&D to improve performance.” 

Read more – Kepler Cheuvreux launches Asia-Pacific direct market access 

The new offering follows a drive in expansion for KCx in recent months. In January 2025, the division expanded its execution access to the Middle East and Northern Africa (MENA), following the announcement on new direct market access (DMA) capabilities in the Asia-Pacific markets in December.  

The post Kepler Cheuvreux’s KCx introduces new smart order router appeared first on The TRADE.

Clear Street has named Matthew Cousens as its new managing director, head of electronic execution, EMEA.  

London-based Cousens previously served as head of platform sales for Citi for two and half years from February 2020, where he covered distribution and sales across its cash equities platform.  

He also brings extensive industry experience to the role, and prior to his stint at Citi, acted as head of EMEA execution sales at Barclays, as well as Credit Suisse’s co-head of AES sales for Europe from 2007 to 2020.  

Additionally, following his departure from Citi he worked at BestEx Research, where he served as head of EMEA equities, driving the firm’s equities execution algorithms for US and Canadian trading.  

Cboe Global Markets 

Natan Tiefenbrun has been appointed as global head of cash equities for Cboe Global Markets, following on from his role as the company’s president for North American and European equities.  

Tiefenbrun brings more than 20 years industry experience to his new position, which will see him leading Cboe’s cash equities businesses in North America, Europe and Asia Pacific, and bringing a global framework to the sector. 

London-based Tiefenbrun began working for Cboe in June 2021, assuming the position of head of European equities, before becoming president of Cboe Europe in June 2022. He took on his most recent role as president for North American and European equities for Cboe in October 2023.   

Prior to his career at Cboe, he also acted as managing director for European execution services for Bank of America Merrill Lynch, chief executive of Turquoise, head of products, equity and derivative markets at the London Stock Exchange (LSEG), and international president of Instinet.  

Cboe Global Markets has appointed Craig Donohue as its chief executive officer, effective 7 May 2025. Donohue will also serve on Cboe’s board as part of the role.  

He succeeds Fredric Tomczyk in the role who is set to remain on the board of directors after stepping down as chief executive.  

Donohue has more than 30 years of experience across the derivatives sphere. Most recently, Donohue served as chair of the board at OCC, having previously spent three years as CEO from 2016 to 2019.  

Previous experience also includes two decades at CME Group, where he served a stint as chief executive between 2004 and 2012.  

T. Rowe Price

Matt Howell has been appointed as T. Rowe Price’s global head of trading strategy after being promoted from his previous role as the firm’s global head of derivatives and multi-asset trading solutions.  

London-based Howell has been at T. Rowe Price for more than 14 years, starting his career with the firm as a trader. Since then, he has seen internal promotions and became head of derivatives and multi-asset trading solutions in June 2017, before taking on his new position covering trading strategy in May 2025.  

He also brings extensive industry experience to the new role, and has covered a variety of assets, from equities, fixed income and derivatives. Prior to his time at T. Rowe Price, he worked in trader positions at Caxton Associates, Tudor Investment Corporation and AllianceBernstein.  

Speaking to The TRADE about his new appointment, Howell said: “I am really looking forward to further developing our capabilities to support our strategic initiatives over the coming months and years.”  

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