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US Treasury market change catalysed by proprietary trading firms

Proprietary trading firms are driving change faster than the interdealer brokers, writes David Wigan. Direct streaming of pricing data is changing the historical client/dealer relationship...

Brokertec data shifts to Bloomberg with Reuters/Dealerweb data tie-up

By Shobha Prabhu Naik & Dan Barnes. Bloomberg, the financial data provider, has launched a new data service that will take NEX’s BrokerTec US Treasuries...

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 Treasury (UST) markets...

Why repo will not crash again

In December 2016 Europe’s repo markets crashed and burned. This year may look healthier than last but finding liquidity can still prove challenging. Lynn...

Rise of the EM platform

Trading EM bonds electronically is showing growth, despite the challenges in matching. Chris Hall reports. Emerging Market (EM) debt trading volumes recorded a 21% year-on-year...

Return of volatility – will liquidity shifts bend or break US...

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 holes in...

Treasuries crunch: Sponging up Treasury liquidity

A considerable increase in trade failures, combined with falling volume and buy-and-hold strategies is creating a shallow market in US treasuries, making the October...

‘Flash Boys’ hits US treasuries market

An old-fashioned trading model is giving HFT firms the edge over dealers and funds on the interdealer treasury markets, writes Dan Barnes. A number of...

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