Tag: term premium
Investor demand: ECB has market pricing govies as if investors favour...
Market pricing since 21 May reads as if investors prefer US duration over euro-area duration: 10-year US Treasuries (UST) have rallied by 42 basis...
Insight & Analysis: Eighty percent of liquidity disappeared from long bond...
Ten ticks’ depth of order book collapsed as liquidity providers fled unprecedented volatility, analysis from The DESK shows.
After an initial flight to safety on...