EGB basis trades make electronic push
Bloomberg, MTS and Tradeweb add bond and futures combos after Eurex booking upgrade
The market for European government bond (EGB) basis trades is finally taking strides towards electronification, with three dealer-to-client platforms completing their first fully electronic execution of transactions that pair cash bonds with related fixed income futures contracts.
Tradeweb facilitated its first electronic execution of an EGB basis trade last September for Nomura and followed up
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