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. 

 

ADV SETS NEW RECORD IN MAY

Average daily volume (ADV) across rates, credit, equities and money markets for Tradeweb Markets set a new record in May 2019 as short-term rates trading drove volumes of interest rate derivatives and repurchase agreements. ADV for May 2019 of $741.8 billion (bn) rose 38.7 percent (%) YoY while average daily trades totaled 49,109.

During the month, activity in rate derivatives increased 94.0% YoY to ADV of $228.1 bn from a rise in trading of short-term tenors as well as continued growth in overall trading volumes. ADV of repurchase agreements increased 43.7% YoY and exceeded ADV of $200 bn for the first time in a decade. Mortgages rose 14.6% YoY to ADV of $157.7 bn, as UMBS TBA trading grew rapidly over the course of the month. U.S. government bonds rose 23.6% YoY to $83.6 bn reflecting the repricing of expectations as yields declined. Activity in credit derivatives decreased 25.0% YoY from a decline in market volumes of credit default swaps from the prior year. ADV of U.S. high-grade credit increased 35.5% YoY to $2.5 bn; Tradeweb accounted for 11.9% of TRACE volume. ADV of China bonds of $879 million demonstrated continued growth.

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
Tradeweb Markets Historical Trade Volumes_2017 through May19.pdf DOWNLOAD PDF get_app

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