Monthly Activity Reports

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. 

 

AN ACCELERATION OF VOLUME IN AUGUST

Average daily volume (ADV) across rates, credit, equities and money markets for Tradeweb Markets was $832.4 billion (bn) in August 2019, representing an increase of 67.9 percent (%) year over year (YoY) and the second highest monthly total on record. Average daily trades for the month totaled 51,424.

In a reversal of a customary seasonal trend, Tradeweb total ADV rose month-over-month from July to August for the first time since 2011 powered by rising activity in both cash and derivatives. Activity in U.S. government bonds rose 40.1% YoY to record ADV of $88.6 bn with record activity in direct streams and sessions-based trading. Rates derivatives trading increased 132.5% to a
near-record ADV of $294.5 bn as short-end trading continued to see strong activity this year amidst overall YoY volume growth. Activity in mortgages increased 62.3% YoY to $175.9 bn per day. Credit trading remained strong as U.S. credit rose 31.1% YoY in high grade to $2.1bn per day and 23.1% YoY in high yield to $0.3 bn per day, while credit derivatives rose 118.1% YoY to $9.6 bn per day. China bond trading set a new record of $1.4 bn per day. European ETFs rose 107.2% YoY to record ADV of $1.9 bn while U.S. ETFs increased 66.2% YoY to ADV of $3.2 bn.

Past Monthly Activity Reports

Tradeweb Markets Monthly Activity Report_July 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report_June 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report_May 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report_April 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report_March 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report_February 19.pdf DOWNLOAD PDF get_app
Tradeweb Markets Monthly Activity Report _January 19.pdf DOWNLOAD PDF get_app

Historical Traded Volumes

Tradeweb Volume ADV and Day History_Aug 19.pdf DOWNLOAD PDF get_app

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Monthly Activity Report

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