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) across rates, credit, equities and money markets for Tradeweb Markets was $747.1 billion (bn) in August 2020, a decrease of 9.9 percent (%) year over year (YoY) from a particularly volatile August 2019. For the second consecutive year, August volumes were higher than July, bucking seasonal trends. This was driven by strong volumes in U.S. treasuries, European government, mortgages and longer tenor swaps (≥1 year), despite historically low volatility. In addition, U.S. Credit trading volume rose 65.9% YoY with U.S. High- grade credit capturing a record 18.1% of TRACE, of which 7.7% was electronic. Average daily trades for the month totaled 47,215.
Volumes & Day Count
Subscribe to our
By submitting this form, the personal data provided will be used to help us present information on the Tradeweb products you have indicated that you are interested in. Please note that if we have previously received your personal data then we may already be processing it in that context.
If you wish to know about how we process your personal data and understand your rights, please see our full privacy statement.