IC cable to address RF coming from nearby FM station

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.

@converge i’m assuming you’re replacing the interconnects between your phono stage and preamp/integrated?

I don’t think that’s the source of your problem. The root cause is most likely your phono stage, that would be the unit picking up the RF. 
Can you list your components - turntable, arm, tonearm cables, cartridge and your phono stage? What cables are connecting the arm to phono? There are phono stages, like Schiit Mani for example, that are susceptible to picking up nearby radio stations. Could be that…

Phonostages can be the root cause of RFI. Changing phono cables can sometimes cure this problem, relocating the unit may also be a solution.