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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...

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...

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 holes in...

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