Rates : Trading protocols : Dan Barnes
The new Treasuries protocols Breaking away from the request-for-quote protocol could allow for tighter pricing without information leakage. Traders engaged in the US ...
Return of volatility - will liquidity shifts bend or break US Treasuries?
Disclosed trading and internalisation are increasing as liquidity is wrung out of dealers and electronic market-makers. Chris Hall reports. As January’s storms ripped ...
Will liquidity shifts bend or break US Treasuries?
Disclosed trading and internalisation are increasing as liquidity is wrung out of dealers and electronic market-makers. Chris Hall reports. As January’s storms ripped ...
Fed breaks silence on HFT in treasuries
Having opened the US government debt market to high-frequency trading, authorities now push market participants to “be good citizens”. Dan Barnes reports. The Federal ...
