Market Surveillance November 2022

Market Surveillance November 2022

Published:

November 29, 2022

This month, we have developed two new alerts for our customers in the Fixed Income space: Quote away from Stream and Quote away from Composite.

The Quote away from Stream alert checks if the Dealer quotes a better/worse price to the client's RFQ compared to the price it was streaming right before.

Similarly, the Quote away from Composite alert checks if the Dealer quotes a better/worse price to the Client's RFQ compared to the composite price.

These alerts will catch dealers who consistently stream an attractive price to allure clients and subsequently quote a worse price

Find out more about why we released these features in our blog