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New York Fed economists see US Treasury liquidity at crisis levels

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Current US Treasury market liquidity is comparable with the 2007-09 global financial crisis and the March 2020 crisis, particularly for the two-year note, according...

The $21.6 trillion question: How many regulators does it take to...

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The US$21.6 trillion US Treasury market is confounded by a lack of transparency and very short-term liquidity provision, according to a new joint staff...

How traders weathered the Treasury sell-off

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The US Treasury’s auction of seven-year notes last Thursday saw the lowest investor appetite ever, according to some sources, leaving primary dealers holding the...

Brookings Institution: Loose ends in the US Treasury market

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A paper published by Nellie Liang, the Miriam K. Carliner senior fellow in Economic Studies at the think tank Brookings Institution and Pat Parkinson,...

Editorial: Oversight of US bond markets is broken

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Oversight of the US bond markets is broken. The world’s sixth largest bank by assets, JP Morgan, was able to manipulate the US Treasury...

Greenwich: Treasuries volatility ‘crazy’ low compared to 2019

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Analysis by research firm Greenwich Associates has found the US Treasury market saw volatility 50% lower in August 2020 than in August 2019, which...

Fed names new sellers to SMCCF including Jane Street, Tradeweb

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The Federal Reserve Bank of New York has released the the first wave of additional counterparties that it has selected to support the Secondary...

Now the buy side can sell bonds to the Fed –...

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Bond market operator, MarketAxess, has been designated as an Eligible Seller for the central bank's Secondary Market Corporate Credit Facility (SMCCF) by the Federal...

TMPG: US Treasuries supply may strain market makers; Fed guidance a...

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Newly released minutes from the Federal Reserve’s Treasury Market Practices Group, an industry-led advisory body on market structure and trading, has indicated concern about...

Office of Financial Research: Treasury basis trades could pose systemic risk

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A new paper from the Office of Financial Research (OFR) has cast doubt on the idea that basis trades increased the lack of liquidity...

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