Product Announcement

FXall’s Forward First Fixing (FFF) volumes exceed $1.5tn, with dealers sharing in the benefits

Removing FXall brokerage on forward fixings

Forward First Fixing (FFF) continues to redefine how non-Spot fixing orders are executed — as the industry’s first electronic solution enabling clients to competitively determine forward points and link them to their fixing orders pre-trade. 

Adopted by 30+ top tier asset managers and corporate clients, FFF has seen exceptional growth; with a new record in Q1 and a daily peak of $82B on 31st March 2026. This momentum reflects the strong collaboration between the buy-side and 18 partner banks. 

To support continued adoption and recognise the investment required from liquidity providers, LSEG is foregoing brokerage fees for FFF for the rest of 2026, following a similar initiative in 2024 and 2025 for early adopters. 

LSEG remains focused on innovating. Besides demonstrating best execution, workflow solutions like FFF bring significant efficiency gains to the buy-side; the largest FFF client reporting a 90%+ reduction in manual effort processing forward fixings.

What is Forward First Fixing (FFF)?

Forward First Fixing enables traders to RFQ (Request for Quote) the forward points of a forward, swap or SSP (strip of forwards, swaps with multiple dates) in competition with their liquidity providers up to two hours before the fixing time and no later than 15 minutes before. There is flexibility in execution as single-bank, multi-bank, QuickTrade RFQ and multi-bank batch (MBB) are supported.

Forward First Fixing enables liquidity providers to auto-price the forward points of a forward, swap or single spot portfolio (SSP) – a strip of forwards or swaps with multiple dates. This workflow is available through TCPI and CASH RFQ FIX API, which also supports auto-pricing of mixed dealts (same currency pair, different traded currency requirements) and two-way SSPs. Providers can choose to migrate all their Cash RFQ flows from FXall® Java API TCPI to the FIX API – or migrate only those needed to support their client’s trading needs.

Benefits and key features for dealers

Benefits

  • Auto-price client Forward First Fixing orders
  • Potential client flow increases
  • Fixing orders are hidden from the rest of the team

Key features

  • Forward First Fixing RFQs can be submitted only between two hours and 15 minutes before fixing time
  • Supports G10 currencies
  • Trading on MTF and Off Venue

What’s next?

As more market participants look to systematise non-spot benchmark fixing workflows, Forward First Fixing is designed to help bring together transparent pricing for forward points and automated execution of the underlying fixing order—reducing friction for both liquidity consumers and providers. LSEG FX will continue working with clients and partner banks to expand adoption and enhance the workflow over time.

Speak with your LSEG FX relationship manager to discuss whether FFF fits your benchmark fixing and settlement workflows.

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