Tag: CME
MeTheMoneyShow – Episode 25 (Brexit, Covid-19 and other challenges)
Dan Barnes and Lynn Strongin Dodds discuss the latest on the Brexit saga, the implications of a Biden victory in the US Presidential election,...
BrokerTec launches dealer-to-client repo execution platform into US markets
Market operator BrokerTec, part of the CME Group, has made its dealer-to-client request-for-quote (RFQ) trading platform, BrokerTec Quote, available to the US repo market...
CME paper: Is US vs Euro rate differential greater than central...
A research paper by Erik Norland, senior economist of CME Group, has found that the difference between the futures and the spot price for...
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...
Why US and European exchanges face very different landscapes
While European authorities try to push more trading back onto stock exchanges, which have entered a period of consolidation, US regulators are angling for...
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...
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...
What the regulators don’t know about spoofing
At least 5% of treasuries volume is self-trading yet the legality of these trades is unchecked. Dan Barnes, reports.
Self-trading is defined as a transaction 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...
