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Rates : Trading protocols : Dan Barnes

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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...

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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?

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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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