Yesterday, in “How High Frequency Traders Broke, And Manipulated, The Treasury Market On October 15, 2014” we showed, with empirical evidence thanks to none other than the joint-staff (the Fed, Treasury, SEC and CFTC), precisely how algos broke the Treasury bond market in the morning of October 15, 2014, and specifically how at 9.34 am a blast of quote stuffing and HFT-generated volume…