Sorry, you need to enable JavaScript to visit this website.

Rule 606(b)(3) and Beyond

Greenwich Report
October 2020 By: Shane Swanson
Institutional traders have long sought data from their brokers to help validate their best execution decisions. As the markets have evolved, the data underpinning the markets have become richer, deeper and even somewhat daunting.
The last four months of 2020 bring with them a U.S. presidential election, hope for a vaccine and talk of new fiscal stimulus - all of which play a role in the direction of U.S. Treasury Markets.
What was true in August was also true of e-trading; the overall level of e-trading more or less tracked the level of trading itself.
Buy-side fixed-income trading desks have faced mounting demands on their time: the explosion of issuance, alongside greater transaction/trade reporting obligations, and increasingly rigorous internal audit requirements. However, they pale in...
Market data, in all its formats, has long been heralded as the lifeblood of trading. In the last decade, this truism has been magnified not only by the growing volume of data but also the increase in resources and expertise dedicated to sourcing,...
Even if you knew in advance who was the best axe in every name you called for the past five quarters and you called that person on the first try, the RFQ protocol would have cut your trading costs in half every time.
One person's struggle is another's opportunity - weaving the fixed income market into something that feels like a single interface remains challenging but is increasingly obtainable.
The dust from MiFID II has settled, allowing us to take a measured look at how traders are adapting to this new market structure landscape.
Contact Us