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 ...
What the regulators don’t know about spoofing
At least 5% of treasuries volume is self-trading yet the legality of these trades is unchecked. Dan Barnes, reports. Self-trading is defined as a transaction in which ...
Market news | Treasury liquidity
Fed warns on liquidity mirage for US treasuries. Making a real-time assessment of market liquidity across multiple venues is more difficult due to high-frequency trading ...
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