IC cable to address RF coming from nearby FM station

I agree something is acting like an antenna. How long is the cable run from tonearm to phonostage and where is this unit located? Is it earth grounded to the buss bar in your service panel as the rest of your system should be?

Process of elimination: 1) have you tried a different phono stage 2) have you tried a different phono cartridge 3) have you tried a different set of phono cables; and if so, are the results the same? 

These tonearm cables are integral with the tonearm and are terminated with XLR connectors. They feed directly into an outboard phono stage.

...like within 3 feet of the turntable? The output of the phono stage is balanced XLR, and the 18' XLR cables feed a pre-amp input from the phono stage output? What phono stage are you using? 

@converge Hi there - Yes, I had a ugly situation from my neighbor who had a very illegal CB radio with a high power transmitter.  It was bleed into my stereo to the point I could hear the conversation.   Through process of elimination, I fixed it by using coax for my speaker cables.  I used two of them, grounded the shield to the chassis of the amplifier, which was Earthed, and using the center conductors of each to carry the signal to my speakers.  The speakers were Dahlquist DQ-10's and the center conductor the coax was 16g.  The shield was a heavy copper braid.  Unfortunately, I don't recall the brand name of the cable.  Over the years they disappeared somewhere in one of the moves.

What I suggest you do is put some ferrite cable clamps on the phono cables.  Since they are coax, they won't affect the audio signal but should squash the RF floating on the cables.  The word "some" here means three or four spaced evenly about the cable run.  Use a thicker wire on your chassis ground for the phono.  It won't reduce hum but it does make a lower impedance path to earth for RF.

Here are some suggestions for cable clamp ferrites.  You can get them mail order from DigiKey, they are cheap really.  Note the lossy impedance ratings, so the one that is slightly more expensive is somewhat better if you buy just one.  That rating is at the frequency specified, at audio frequencies the ferrites are non existent.  The ones with larger holes  you can wrap the cable around and go through it twice, but for phone cables, I'd just buy a few extra as I mentioned above.

https://www.digikey.com/en/products/detail/fair-rite-products-corp/0443164251/8594062

https://www.digikey.com/en/products/detail/w%C3%BCrth-elektronik/7427141/9858467

BTW, the reason you get more pickup when you hold the cable next to the amp is your body is acting like an antenna, whereas at the opposite end, it acts like a load.  There is a reason why RF is often referred to as Black Magic!  Once you sort out the problem and find the solution, you will discover it is pure science.  

Am I reading this wrong or are you running an 18 foot tonearm cable to your phono stage? That would not be the way to do it. You want a short phono cable and a long cable from your phono  stage to your preamp.