Oleg Shevelenko, head of pricing and execution product, FXGO at Bloomberg, discusses how Bloomberg Electronic Markets’ FX trading capabilities are evolving as FX options become more electronic and programmatic.

Julian Butterworth, head of European sales at Nasdaq, discusses takeaways from the exchange’s new research paper on execution quality in European periodic auctions, and why the design of Nasdaq Auction on Demand produces different outcomes for the participants using it.

Trading Technologies is reworking what it means to be a multi-asset platform, consolidating asset classes, workflow and post-trade onto a single foundation. Justin Llewellyn-Jones, chief executive, sets out the thinking.

The new microwave-enabled service delivers Tokyo crypto market data to London with a one-way server-to-server latency of 66ms, which is about 3ms faster than existing fibre lines. The partnership combines BSO’s global network expertise with CryptoStruct’s low-latency trading pedigree, write Iain Clarke, head of sales, CryptoStruct and Matthew Lempriere, head of sales, UK, Middle East and Asia Pacific, BSO.

In this Q&A, Angus McDiarmid, head of European interest rate swaps, and Daniel Flaim, head of US interest rate swaps at Tradeweb, discuss the rise of systematic swaps trading, evolving client behaviour and the next phase of electronification across global derivatives markets.

As participation in US options markets expands beyond domestic investors, demand for institutional-grade analytics is following suit. Cboe Global Markets discusses how extending real-time options analytics into Asia Pacific is helping firms make more informed trading and risk management decisions while simplifying access to complex market intelligence.

Europe’s secondary equity markets don’t need a sweeping overhaul, instead incremental reform can boost choice and competition, improve integration and investor outcomes across Europe, writes Alex Dalley, head of European equities at Cboe.

Pramod Nayak, director of product management, London Stock Exchange Group, examines how low latency strategies are being redefined by data scale, cloud delivery, and advanced capture technologies – highlighting why speed alone is no longer enough to compete in increasingly complex, data-driven global markets today.

The ETF market has undergone extraordinary growth over the past two decades, but trading protocols have not always kept pace. In conversation with The TRADE, Aaron Kehoe, head of QwickRoute at MCAP, discusses the evolution of ETF trading workflows and how new execution models are seeking to modernise liquidity access through automation and integration.

As closing auctions dominate European equity trading, evolving microstructure dynamics are exposing gaps in traditional execution strategies, prompting a shift towards more predictive, liquidity-aware approaches, highlights the team at KCx.