The Hive Café is our online only, drop in conversation format. Join informal chats on community hot topics and priority lists. Share stories, ask questions and collaborate for sustained change with a group of trusted peers. As always with our Hive Cafés, come armed with a cup of coffee and an open mind.
Check out our upcoming schedule and get involved below!
Your Peer Group Is Your Secret Source – Closed Doors, Open Minds, Chatham House Rule Applies.
Data Driven Dealer Selection: Leveraging Analytics to Enhance Trading Decisions
3rd June 2026 – 10AM (GMT) / 6PM (SGT)
Global | FI
In a market where milliseconds and basis points matter, data is becoming the most powerful trader on the desk. Join peers from across APAC and Europe to explore analytics-led dealer selection, smarter RFQ execution, and embedded recommendations in orders and blotters. Benchmark with peers to uncover how they are partnering with data providers, overcoming data quality challenges, and transforming quotes and TCA benchmarks into actionable intelligence. Learn how they preserve trader autonomy while enhancing trading decisions through collaborative, data-driven workflows and insights.
Modernising FX Forwards & Swaps: Reducing Friction and Improving Accuracy
10th July 2026 – 3PM (BST) / 10AM (EST)
Global | FX
FX forwards and swaps remain critical tools for managing currency risk, yet fragmented processes and manual workflows can create inefficiencies and errors. This session will explore practical approaches to modernising these instruments, from streamlining trade capture and settlement to enhancing data accuracy and operational controls, helping teams reduce friction, improve precision, and make better-informed decisions
Aligning Execution & Risk: Trading Discipline and Liquidity Management in Volatile Equity Markets
2nd September 2026 – 10AM (BST)
Global | Equities
With geopolitical volatility elevated and market structure in flux, liquidity risk and execution discipline have become central priorities, fostering closer collaboration between trading and risk teams across the buy-side. As order book depth declines even in traditionally liquid markets, desks are increasingly reliant on tighter coordination with risk functions and broker partners to assess liquidity provision, manage market impact and navigate rapidly shifting conditions. In this environment, execution is becoming less about optimisation and more about decisiveness, with speed and discipline often preferred over tactical timing. At the same time, persistent uncertainty and episodic volatility are testing internal controls, reinforcing the need for robust frameworks, clear communication and shared accountability between trading and risk to manage execution risk effectively in stressed markets. Connect, share and benchmark with your peers in this café, and explore how the buy-side is strengthening trading-risk collaboration to manage liquidity risk and maintain execution discipline in volatile markets.
Colour Before Clicks: Building Actionable Pre-Trade Intelligence
3rd September 2026 – 2pm (BST) / 10am (ET)
Global | FI
Pre-trade analytics is rapidly evolving from generic models toward desk-specific intelligence that more accurately reflects real market behaviour and execution dynamics. Key themes across our network span broker tiering, flow patterns, axes, and dealer behaviour, alongside the challenge of turning market colour and liquidity cues into actionable, structured signals. The discussion also points to a broader shift toward leveraging proprietary data and transaction cost insight to build sharper, desk-specific pre-trade frameworks powered by Python and designed to improve execution and decision-making quality. This café session offers a great opportunity to explore how proprietary data and transaction cost awareness can be leveraged to generate more actionable insights, while also critically examining the limits of one-size-fits-all approaches.
The New FX Market Structure: Liquidity, Execution & Electronification
8th September 2026 – 12:30pm (BST) / 7:30am (EDT)
Global | FX
Trading Asian EMFX: Liquidity, Restrictions & Execution Challenges
6th October 2026 – 8am (BST) / 3pm (SGT)
APAC | FX
Emerging Markets : Strengthening Data & Trading Infrastructure to Elevate EM Trading Performance
7th October 2026 – 2pm (EST) / 11am (PT)
US | FI
Emerging-market fixed income trading continues to present a compelling but operationally complex landscape for buy-side desks, where fragmentation, liquidity constraints and inconsistent data quality limit execution efficiency. Across the market, improving execution protocols, optimising spread management and strengthening data infrastructure are seen as critical steps toward scaling more automated and resilient workflows. Whether you invest in LATAM, Asia or Europe, this virtual café offers a chance to discuss how better data quality, stronger regional insight and robust monitoring can reduce manual intervention and improve execution. Hear how buy-side peers are improving pricing accuracy and trading performance. Explore the growing role of AI and integrated infrastructure in enabling more scalable, automated and resilient EM fixed income trading solutions.