The Exchange premiered at the Festival of Chichester in July 2017, directed by Roger Redfarn. Interviewed about his inspiration, Greg said:
'I expect everybody thinks that the place where they have chosen to live is special. I do. Chichester is a remarkable place - today and in the past. That's one of the reasons why I have chosen to tell a story set in 1927, as cinemas are taking over as the dominant form of entertainment and the pace of social change accelerates. There’s the conversion of the Corn Exchange in East Street into a picture house, the fallout from the general strike of 1926, the emancipation of women.'
'The Exchange is a murder mystery. Agatha Christie says that the hardest thing about writing a murder mystery is to find a group of people, all of whom are equally likely to have committed the crime. After all, there isn't any mystery if it's obvious who did it. My most important task was to make it clear that the victim of violence could have been done away with by any one of the other characters.'
'Then, of course, there's motivation. All the other characters have to have a reason to want the victim dead. And, in my understanding of classical mystery, the audience should sympathise. I'm not saying that the victim deserves to die, but I am saying that the audience should understand how the killer was driven to do it.'
'Then there's opportunity. The plot of the play must make it possible for all the suspects to have committed the crime. Of course, in the second act when the murder is investigated, we discover that some had a greater opportunity than others ...'