Sterling dealers recommend SONIA as alternative to LIBOR
The Bank of England’s Working Group on Sterling Risk-Free Reference Rates – a group of major dealers active in sterling interest rate swap markets – has...
“Tourists” in emerging markets challenge liquidity
Emerging markets have had a volatile year, intensifying the pressure on asset managers gain better access to liquidity and pricing. Pinebridge Investments’ Chris Perryman,...
Citi and JP Morgan absent from Fed programme
The list of eligible dealers for the Fed’s bond and exchange-traded fund programme for the 12th May has been published and it is missing...
TMPG: US Treasuries supply may strain market makers; Fed guidance a concern
Newly released minutes from the Federal Reserve’s Treasury Market Practices Group, an industry-led advisory body on market structure and trading, has indicated concern about...
Robeco’s equity desk engages Goldman Sachs analytics in FlexTRADER
Robeco is live and in production with Goldman Sachs pre-trade cluster analytics and market impact estimates within FlexTRADER execution management system (EMS). The service...
European trading strained in high yield
Comparing European high yield (HY) and investment grade (IG) corporate bond data from MarketAxess, the pressure for traders and investors in high yield markets...
Wave Labs launches Systematic Investment Application for building systematic credit strategies
Execution management system (EMS) provider, Wave Labs, is launching its Systematic Investment Application (SIA), a new modular system for developing systematic strategies in the...
ECB warns ‘dark trading’ may cement bond market fragmentation
A paper by the European Central Bank (ECB), entitled ‘Dark pools in European equity markets: emergence, competition and implications’ has advised firms to be...
In volatile European bond markets, data remains king
In times of rapid change and great uncertainty, market participants turn to data. But how can they ensure they have access to the information...
ESMA consultation on RTS 2 marks accelerated process
The European Securities and Markets Authority (ESMA) has launched a consultation on the development of draft regulatory technical standards to specify the pre-trade thresholds...
