US bond ‘flash crash’ report released

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22 July 2015

 

The long-awaited report into the cause of the October 2014 ‘flash crash’ in the US Treasury bond market has been released. The US bond market is one of the most liquid in the world and it shocked markets when 10y bonds plunged from around 2.20% to 1.86% in a matter of minutes. Within 15 minutes of this the market was trading back above 2.00% and by the end of the...

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