Treasury Volume Today

March 31st, 2014 4:10 pm | by John Jansen |

Courtesy of CRT Capital:

Treasuries started with a strong volume profile overnight and managed to extend that in the NY session – peaking at 114% of the 10-day moving-average.  Activity slowed in the afternoon as prices stabilized, but nonetheless at 97% of the 2-week norms volumes were strong for a Monday.  5s held the position as the most active benchmark and took a 34% marketshare, while 10s were a distant second with just 24% of flows.  3s took 15% and 2s 13%.  7s and 30s brought up the rear with 9% and 5%, respectively.

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