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Aggressive #HFT selling U.S. Twenty-year Treasury Bond this morning

Aggressive HFT buyers of the U.S. 20-year Treasury bond comprised only 14% of volume traded this morning, while aggressive HFT sellers represented 28% of traded volume observed in the bond.  Typically, stark one-sided aggressive HFT activity, exceeding 10% or more on one side vs. the other, are indicative of impending liquidity shortages  (in this case, among the bids), and potentially alpha-based activity (imminent sell-off).  For more information, please contact us at, (646) 580-4949