Liquidity Conditions in USD Swaps

We analyse Liquidity using our Price Dispersion Index We find that liquidity conditions have worsened for 10 year USD swaps The analysis quantifies liquidity using price and volume We conclude that illiquidity begets illiquidity Liquidity often feels ephemeral and fleeting when you’re trying to transact. To counteract this, it is beneficial to quantify liquidity conditions, taking the subjectivity out […]