Monthly Activity Report
As the leading institutional, wholesale and retail marketplace for fixed income, derivatives and ETF trading, we believe that market participants will better understand the real impact of e-trading with more centralized access to data on our market activity.
Average daily volume (ADV) for the month was $834.5 billion (bn), an increase of 28.0 percent (%) year over year (YoY). Average daily trades for the month totaled 50,774.
Tradeweb fully electronic trading captured a record 10.6% of U.S. High Grade TRACE and 4.5% of U.S. High Yield TRACE in December. Rates Derivatives
captured record SEF market share for the month. For the fourth quarter of 2020, Tradeweb reported record ADV of $897.9bn, up 30.9% YoY, Tradeweb captured quarterly record TRACE market share in U.S. High Grade and U.S. High Yield bonds, with fully electronic representing the majority of each. Quarterly ADV records were also set in U.S. High Yield, Chinese bonds and Repurchase agreements.
For full year 2020, Tradeweb also reported record ADV of $838.0bn, up 15.3% YoY, with total annual volumes exceeding $211.2tn.
Volumes & Day Count
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