11th October 2022
Please see below and attached for reported weekly ADV TRAX volumes in UK Gov bonds (Gilts). We are still seeing a noticeable spike in ADV which can be seen in the attached.
Moreover, see below information from the weekly CP+ Bid/Ask in UK Gov bonds in price terms. This week, while we saw the market calming post the BOE announcement late Sept, we have started to see CP+ bid/ask creep up, and it continues to remain at elevated levels.