Corporate Bond Reporter

Loop integrates with FXall. Posted by Colin Lambert. Last updated: September 15, 2026 LoopFX has been integrated with LSEG's FXall trading platform, enabling the latter's client base to access LoopFX within their existing trading workflow, thus extending the liquidity options available. LoopFX is a dark, mid-market matching mechanism that operates on a "P2P2B" basis, whereby client trades are matched with peers if a match is available, but also with bank interest. It is already integrated with FX Connect, FlexTrade and Portware, meaning, Loop observes, that approximately 80% of real money institutional FX participants can now access the service. As is the case with the connectivity to FX Connect, FXall users can access the Loop with two clicks, thus without disrupting their workflow. "Together with our existing connectivity partners, more than 80% of institutional FX participants can now access LoopFX directly within their existing workflows," says Blair Hawthorne, CEO and founder of LoopFX. "This represents an important milestone in broadening access to its liquidity network while making adoption as straightforward as possible for institutional clients. The Full FX'd like to thank the LSEG team for their support and collaboration in bringing this integration with FXall to market and look forward to working together to enable exciting enhancements like embedding LoopFX within automation functionality later in the year," he adds. Simon Jones, head of product and liquidity, LSEG FX, says, "We are delighted to be working with LoopFX to improve execution outcomes for FXall users. Innovations like LoopFX are important for the growth of FX markets. The integration of LoopFX into FXall will help propel its network to the next level and expand the execution options for our institutional customers."

LSEG & ACI FMA Partner for Promotion of FX Global Code. * Published Mon, 09/14/2026 - 17:29 A new resource to promote awareness and adherence to the FX Global Code. ACI Financial Markets Association would like to announce that LSEG has now developed a new page on its LSEG Workspace which is fully dedicated to the FX Global Code. Therefore, by typing "FXGC" or "FX Global Code" at that Workspace, users will access a page that contains three sections/tabs: - FX Global Code, with an overview of the Code, with a link to the Global Index of Public Registers, with a summary of the Code's leading principles and with other links to the resources provided by the Global FX Committee - LSEG for FX Global Code, with a display of how LSEG FX Solutions support the principles of the FX Global Code - ACIFMA, with links to its website, with details of its ongoing engagement on the promotion of the FX Global Code and with its education offering on the Code ACI Financial Markets Association would like to congratulate LSEG for this important development, and ACI FMA is confident that it will contribute to further raise awareness on the FX Global Code and amplify the importance for all Market Participants to adhere to this common set of guidelines that promote the integrity and effective functioning of the wholesale FX Market. Kind regards,

SARB Deputy Governor addresses yield curve dynamics at LSEG Johannesburg forum. South African Reserve Bank Deputy Governor Rashad Cassim delivered a keynote on monetary policy and yield curve dynamics at the LSEG Insight Series in Johannesburg. When a senior central banker takes to the podium at a major international financial data and markets forum, the financial community listens closely - not merely for rhetoric, but for signals. On 24 June 2026, Rashad Cassim, Deputy Governor of the South African Reserve Bank (SARB), delivered a keynote address at the London Stock Exchange Group (LSEG) Insight Series event in Johannesburg - one of the most closely watched regional platforms for institutional dialogue on monetary conditions, fixed-income dynamics, and the trajectory of emerging-market financial policy. The address, subsequently published by the Bank for International Settlements (BIS) on 1 September 2026, placed squarely at its center the interplay between monetary policy, yield curve behavior, and broader financial market conditions. The weight of the yield curve in emerging market context. Few instruments in macroeconomics carry the interpretive burden of the sovereign yield curve. For emerging-market central banks like the SARB, the yield curve is simultaneously a transmission mechanism, a market confidence barometer, and a policy communications tool. When a deputy governor addresses its dynamics in an open, institutionally attended forum, the subtext is rarely trivial. Cassim's choice of the yield curve as a central theme underscores how pressing the question of term-premium behavior and rate expectations has become in the post-pandemic, high-volatility interest rate environment that has characterized global markets through the mid-2020s. South Africa, as a major emerging-market economy with deep and liquid bond markets relative to its regional peers, occupies a distinctive position in global fixed-income portfolios. The country's government bond market attracts significant international participation, making the domestic yield curve acutely sensitive to both global risk appetite and local monetary policy credibility. Cassim's address at the LSEG forum - an event that draws fixed-income practitioners, asset managers, and financial analysts with direct exposure to South African rand-denominated assets - was therefore not merely academic. It was a direct engagement with the market participants who price South African sovereign risk on a daily basis. LSEG as a forum for central bank dialogue. The choice of the LSEG Insight Series as the venue for this address is itself notable. LSEG has, over recent years, expanded its role well beyond its origins as a stock exchange operator into a global financial data, analytics, and market infrastructure powerhouse. Its Insight Series events function as high-caliber institutional convenings that sit at the intersection of market practice and policy. That the SARB elected to use this platform - hosted on home soil in Johannesburg - reflects a deliberate strategy of engaging directly with the financial markets community on questions of monetary transmission and market functioning. This format of central bank outreach carries its own significance. Unlike formal monetary policy committee statements or regulatory consultations, keynote addresses at market forums allow central bankers a degree of analytical latitude. They can explore the mechanics of how policy decisions ripple through yield curves, how market expectations form and sometimes diverge from central bank guidance, and how financial stability considerations interact with the rate-setting mandate. For market participants parsing the SARB's thinking, such speeches often offer some of the richest texture available outside of formal committee communications. BIS publication and the broader significance. The subsequent publication of Cassim's address by the BIS amplifies its reach and institutional weight considerably. The BIS - the so-called "central bank of central banks" headquartered in Basel, Switzerland - curates and disseminates speeches by senior monetary authorities from its member institutions as part of its effort to foster global monetary and financial stability dialogue. When the BIS elects to publish a speech, it enters the corpus of internationally circulated central banking thought, available to policymakers, academics, and market professionals worldwide. The timing of publication - 1 September 2026, some two months after the original Johannesburg address - suggests the BIS treated the speech as a substantive contribution to ongoing discourse on monetary policy transmission and yield curve dynamics, themes that have commanded intense global attention as major central banks navigated the complex process of policy normalization through the mid-2020s. For the SARB, BIS publication represents both validation and visibility, reinforcing the institution's voice in multilateral monetary policy conversations at a moment when emerging-market perspectives carry increasing weight in global forums. What this means for markets and policy watchers. For fixed-income investors, portfolio managers, and financial analysts with South African exposure, the Cassim address represents a data point that deserves careful reading. Keynote speeches by deputy governors at forums of this caliber are rarely delivered without institutional deliberation, and the SARB's decision to engage the LSEG community directly on yield curve dynamics signals an awareness that market functioning and policy credibility are mutually reinforcing in ways that demand active communication. More broadly, the episode reflects a maturing trend in emerging-market central banking: institutions like the SARB are no longer passive observers of global monetary discourse but active contributors to it. By placing their analytical frameworks before international market audiences - and doing so through platforms with the reach and credibility of the LSEG Insight Series and the BIS publications network - these institutions signal both confidence and accountability. In an environment where yield curve dynamics remain among the most consequential variables in global asset allocation, that kind of central bank transparency is not a courtesy. It is a market necessity. Klaus hartmann. Banking infrastructure correspondent. Tracks the Bundesbank, the ECB and German Mittelstand financial systems. § Comments Open discussion no account needed