News, Insight and Events

13 August, 2024

The Fresh Prints of PS23/4

Using BMLL Data, LSEG look at how the newly updated FCA post-trade transparency regime has changed the data you might be looking at.

13 August, 2024

Looking into the Dark: Are you missing liquidity that’s addressable to you?

Optimising intraday trading - uncovering Dark and Addressable liquidity trends. For trading practitioners, it is essential to access both normalised Market States, and Trade Type fields, including categories such as Lit, Dark, and OTC to easily identify addressable versus non-addressable liquidity.

8 August, 2024

Aggregated metrics to better understand the market

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

7 August, 2024

Caring for the ‘future’

Using BMLL Data, the Bank of England analyses SONIA (Sterling Overnight Index Average) futures and the STIR (Shot Term Interest Rate) futures market as a whole.

19 July, 2024

BMLL partners with ARTEX Global Markets to democratise art investing

BMLL announces a partnership with ARTEX Global Markets, the regulated art-focused multilateral trading facility (MTF), to redefine the way intraday art-financial data can be re-distributed and analysed. SIX to provide value-added services to ARTEX in clearing and real-time data dissemination.

17 July, 2024

Futures under stress: how did gilt futures behave in the LDI crisis?

Using BMLL Data, the Bank of England looks at how and when gilt futures liquidity deteriorated during the 2022 LDI crisis.

15 July, 2024

Hedge funds' growing sway underlies volatility in European stocks

European companies are seeing outsized gains and losses in their shares when they report earnings, a Reuters analysis shows, a trend that has more to do with the growing sway of fast money in the $15 trillion market than with business prospects...

13 June, 2024

Can You Hide from Stale Pegged Prices?

Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, analyses stale pricing, using Nordic markets as an example.

11 June, 2024

BMLL selects INQDATA to deliver BMLL's industry-leading historical data and analytics directly to kdb+ users

BMLL selects INQDATA to deliver BMLL's industry-leading historical data and analytics directly to kdb+ users.
Users can now access BMLL’s high-quality, granular data directly within their kdb+ environment, leading to faster time-to-insights, reduced total cost of ownership, and optimised trading strategies.