Fixed income pre- and post-trade transparency

Arjun Singh-Muchelle

Journal of Securities Operations & Custody, 2016, vol. 8, issue 3, 191-196

Abstract: This paper examines the requirements under the Markets in Financial Instruments Directive/Regulation II (MiFID/R II) as they apply to cash bonds, with particular reference to the calibration of liquidity. The liquidity calibration will determine which cash bonds will have both pre- and post-trade transparency applied to them. The paper also provides data to illustrate the shortcomings of the proposed requirements and highlights potential changes that could be adopted to make the requirements reflect market reality.

Keywords: bonds; transparency; MiFID II; fixed income; trading (search for similar items in EconPapers)
JEL-codes: E5 G2 K22 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:aza:jsoc00:y:2016:v:8:i:3:p:191-196

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