What’s Behind the Crazy Moves in the Bond Market?

Quantitative Brokers is featured in The Wall Street Journal. According to data from Quantitative Brokers, liquidity in the market for 10-year Treasury futures has been less than half the levels recorded before the Silicon Valley Bank collapse. QB looked at average prices at which traders offer to buy and sell contracts, a proxy for the ability to move in and out of markets quickly.

NewsJoyce Medeiros2023