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Fixed income pre- and post-trade transparency

Author

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  • Singh-Muchelle, Arjun

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.

Suggested Citation

  • Singh-Muchelle, Arjun, 2016. "Fixed income pre- and post-trade transparency," Journal of Securities Operations & Custody, Henry Stewart Publications, vol. 8(3), pages 191-196, August.
    • Handle: RePEc:aza:jsoc00:y:2016:v:8:i:3:p:191-196
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    More about this item

    Keywords

    bonds; transparency; MiFID II; fixed income; trading;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law

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