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.
Trading Asian EMFX: Liquidity, Restrictions & Execution Challenges
6th October 2026 – 8am (BST) / 3pm (SGT)
APAC | EMFX
As electronification and algorithmic trading continue to reshape the FX landscape, buy side firms face growing complexity in how they access liquidity and measure execution quality. This session brings together peers to explore how execution strategies are evolving across spot, forwards, swaps, and NDFs, and what the rise of non-bank liquidity providers, API-driven trading, and fragmented venues means for the future of FX market structure.
Trading LATAM FX: Liquidity, Volatility & Execution Challenges
6th October 2026 – 2pm (ET) / 7pm (BST)
LATAM | EMFX
Latin American FX markets present a unique set of opportunities and complexities for institutional investors. From highly liquid currencies such as the Mexican peso to more restricted or less accessible markets across the region, buy side traders continue to navigate significant differences in liquidity, market structure, execution practices, regulation and settlement.
While electronic trading has become increasingly sophisticated across global FX markets, execution in LATAM currencies still requires careful consideration of liquidity conditions, market volatility, local market conventions and counterparty selection. Periods of political uncertainty, central bank activity and macroeconomic events can further impact liquidity and execution quality, making robust trading strategies increasingly important.
This discussion will explore how buy side firms are approaching LATAM FX trading today, including liquidity sourcing, execution workflows, market fragmentation, high-touch versus electronic execution, relationships with banks and non-bank liquidity providers, and evolving best practice across both spot and derivatives markets.
Topics are expected to include liquidity across major and frontier LATAM currencies, execution during periods of market volatility, FX swaps and forwards, settlement and operational considerations, the growing role of non-bank liquidity providers, pricing transparency, execution analytics, and how geopolitical and macroeconomic developments continue to shape regional FX markets
EM Equities Unplugged: Liquidity Bursts, Broker Intelligence and Electronic Reach
6th October 2026 – 10am (GMT)
APAC | FX
As electronification and algorithmic trading continue to reshape the FX landscape, buy side firms face growing complexity in how they access liquidity and measure execution quality. This session brings together peers to explore how execution strategies are evolving across spot, forwards, swaps, and NDFs, and what the rise of non-bank liquidity providers, API-driven trading, and fragmented venues means for the future of FX market structure.
Trading Restricted & Regulated EM Currencies: Settlement, Liquidity Access & Trapped Cash 7th October – 11am EST
LATAM | EMFX
Restricted and regulated currencies remain one of the most operationally difficult corners of emerging market FX. Currencies such as INR, CNY, KRW and other regionally restricted pairs demand execution and settlement approaches that differ meaningfully from the rest of the FX market, often requiring local market knowledge, careful counterparty selection, and workarounds for onshore versus offshore access. For treasury and trading desks managing exposure across multiple jurisdictions, this frequently shows up as trapped cash, settlement delays, and inconsistent liquidity depending on the currency and time of day.
While automation and electronification continue to reshape execution in G10 and more liquid EM currencies, restricted and regulated markets have been slower to follow, and many firms are still refining how much of this workflow can realistically be automated versus handled through high-touch relationships with banks and specialist providers. Recent geopolitical and regulatory developments have added further complexity, with access conditions and settlement rules continuing to shift across several key restricted markets.”
Emerging Markets : Strengthening Data & Trading Infrastructure to Elevate EM Trading Performance
7th October 2026 – 2pm (EDT) / 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.
Emerging Markets : Strengthening Data & Trading Infrastructure to Elevate EM Trading Performance
8th October 2026 – 10am (BST) / 5pm (SGT)
EU & APAC | 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.