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Quantitative Finance · Glossary

What is Trade reporting, dissemination cap?

Also known as: trade reporting · dissemination cap

Definition 22.4 Markets II: Rates, FX and Credit · Chapter 22 — How Bonds Trade

Trade reporting is the obligation of a dealer to report each trade, with its price, size and time, to a regulator’s system that publishes it. A dissemination cap is a size above which the published report shows only that the trade was larger than the cap.

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