US report finds ‘no single cause’ of October 15 volatility in Treasury market

Staff from five bodies analyse data from unusual bout of volatility

Federal Reserve
The Federal Reserve's eagle

The infamous bout of volatility in the US Treasury market on October 15, 2014, had "no single cause", according to an eagerly awaited report from US officials.

Staff members at the US Treasury, Federal Reserve Board of Governors, Federal Reserve Bank of New York, US Securities and Exchange Commission and US Commodity Futures Trading Commission assessed the "very rapid round-trip in prices" in the market in the report.

The yield on the benchmark 10-year Treasury security "experienced a 37-basis

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.