Tag: BrokerTec
SEC report on algo trading highlights lack of joint oversight
US markets regulator the Securities and Exchange Commission (SEC) has published a report to the US Congress on algorithmic trading in US debt and...
ICMA: Buy side struggled to make margin calls as repo dried...
A new report, ‘European repo market and the COVID-19 crisis’ published by the International Capital Markets Association, has found that some buy-side firms had...
New BrokerTec RFQ platform for European repo
By Pia Hecher.
Dealer-to-dealer electronic trading platform BrokerTec is preparing to launch BrokerTec Quote, a dealer-to-client request for quote (RFQ) trading system for the European...
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...
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...
