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  • Market Transparency Reports: Monthly Guide to the U.S. Retail Fixed Income Markets

    Tradeweb Direct regularly publishes our own market commentary and analysis, including our monthly Market Transparency Report. The data and analysis contained in this monthly report are intended to provide transparency into the dynamics of the U.S. Fixed Income markets for retail investors. The report presents the important trends in the market, including trade volumes, most active issuers, yield/spread movements and buy/sell ratios. Retail trades are defined as odd-lot transactions under 100 bonds (i.e. less than $100,000 par value). The retail market is much smaller than the institutional market on a par value basis, but it accounts for more than 2/3 of the trades that occur in the marketplace. Please download the following documents to take advantage of our unique insights into the retail fixed income markets.

  • Market Transparency Report - July 2018  Post date:Friday, August 03, 2018
     
        Agency: Agency median yield grew 6bps, daily trading volume was down -0.8% Buy/Sell Ratio rose 0.1 CD: Median CD yield stayed flat while trading volume dropped -2.2% Buy/Sell Ratio grew 1.5 Corporates: Corporate median yield increased 2bps while daily trading volume dropped -4.8% Buy/Sell Ratio held steady Municipal: Median yield fell -3bps, with a -6.4% drop in daily trade volume. Buy/Sell Ratio increased 0.1 Treasury: Median yield is 3bps higher with a 9.7% bump in daily trade volume. Buy sell ratio was 1.3 higher
        

    Market Transparency Report: June 2018  Post date:Tuesday, June 05, 2018
     
        Agency: Agency median yield dropped -2bps, daily trading volume was down -5.5% Buy/Sell Ratio was flat CD: Median CD yield jumped 10bps while trading volume grew 6.5% Buy/Sell Ratio was flat Corporates: Corporate median yield increased 3bps while daily trading volume dropped -2.5% Buy/Sell Ratio held steady Municipal: Median yield rose 2bps, with a -0.6% drop in daily trade volume. Buy/Sell Ratio was flat Treasury: Median yield is 2bps higher with a -4.9% decrease in daily trade volume. Buy sell ratio was -0.5 lower
        

    Market Transparency Report: May 2018  Post date:Monday, June 04, 2018
     
        Agency: Agency median yield grew 10bps, daily trading volume was down -4% Buy/Sell Ratio moved 0.1 CD: Median CD yield jumped 10bps while trading volume grew 2% Buy/Sell Ratio rose 3.1 Corporates: Corporate median yield increased 13bps while daily trading volume rose 1.2% Buy/Sell Ratio moved 0.1 Municipal: Median yield rose 3bps, with a -6.5% drop in daily trade volume. Buy/Sell Ratio was flat Treasury: Median yield is 12bps higher with a 7% increase in daily trade volume. Buy sell ratio was 0.8 higher
        

    Market Transparency Report: April 2018  Post date:Thursday, May 03, 2018
     
        Agency: Agency median yield grew 16bps, daily trading volume was up +11.5% Buy/Sell Ratio moved 0.1 CD: Median CD yield jumped 10bps while trading volume grew 12.3% Buy/Sell Ratio dropped -1.8 Corporates: Corporate median yield increased 6bps while daily trading volume rose 1.7% Buy/Sell Ratio was unchanged Municipal: Median yield held steady, with a 4.5% bump in daily trade volume. Buy/Sell Ratio was flat Treasury: Median yield is 7bps higher with a 22.2% increase in daily trade volume. Buy sell ratio decreased -0.3
        

    Market Transparency Report: March 2018  Post date:Thursday, April 05, 2018
     
        Agency: Agency median yield grew 9bps, daily trading volume was down -14.0% Buy/Sell Ratio moved 0.1 CD: Median CD yield jumped 15bps while trading volume dropped -4.1%. Buy/Sell Ratio rose 2.4 Corporates: Corporate median yield increased 23bps while daily trading volume fell -14.4%. Buy/Sell Ratio moved 0.3 Municipal: Median yield held steady, with a -9.2% slip in daily trade volume. Buy/Sell Ratio was flat. Treasury: Median yield is 4bps higher with a -7.0% decrease in daily trade volume. Buy sell ratio increased 1.1
        

    Market Transparency Report: February 2018  Post date:Friday, March 09, 2018
     
        Agency: Agency median yield grew 11bps, daily trading volume was up 6.1% Buy/Sell Ratio was unchanged CD: Median CD yield jumped 8bps while trading volume grew modestly 1.1%. Buy/Sell Ratio moved 0.4 Corporates: Corporate median yield increased 13bps while daily trading volume rose 3.9%. Buy/Sell Ratio held steady Municipal: Median yield shifted +29bps, with a 1.3% jump in daily trade volume. Buy/Sell Ratio was flat Treasury: Median yield is 18bps higher with a 6.2% increase in daily trade volume. Buy sell ratio moved 0.3
        

    Market Transparency Report: January 2018  Post date:Friday, February 02, 2018
     
        Agency: Agency median yield grew 22bps, daily trading volume was up 10%. Buy/Sell Ratio was unchanged CD: Median CD yield jumped 6bps while trading volume grew 17.7%. Buy/Sell Ratio moved 1.7 Corporates: Corporate median yield increased 11bps while daily trading volume rose 18.7%. Buy/Sell Ratio held steady Municipal: Median yield shifted +5bps, with a 8.6% jump in daily trade volume. Buy/Sell Ratio dropped -0.1 Treasury: Median yield is 13bps higher with a 28.7% increase in daily trade volume. Buy sell ratio moved 0.3
        

    Market Transparency Report: December 2017  Post date:Thursday, January 04, 2018
     
        Agency: Agency median yield grew 13bps, daily trading volume was up 9.1%. Buy/Sell Ratio swung 0.1 CD: Median CD yield jumped 16bps while trading volume grew 7.8%. Buy/Sell Ratio moved 0.2 Corporates: Corporate median yield shrank -7bps while daily trading volume fell -0.2%. Buy/Sell Ratio held steady Municipal: Median yield shifted -3bps, with a 8.5% jump in daily trade volume. Buy/Sell Ratio dropped -0.1 Treasury: Median yield is 11bps higher with a 15.1% increase in daily trade volume. Buy sell ratio was steady
        

    Market Transparency Report: November 2017  Post date:Tuesday, November 07, 2017
     
        Agency: Agency median yield grew 14bps, daily trading volume shrank -5.8%. Buy/Sell Ratio dropped -0.1 CD: Median CD yield jumped 10bps while trading volume dropped -4.7% and Buy/Sell Ratio moved -1.4 Corporates: Corporate median yield grew 8bps while daily trading volume shrank -0.7%. Buy/Sell Ratio held steady Municipal: Median yield shifted -1bps, with a 0.1% jump in daily trade volume. Buy/Sell Ratio rose 0.1 Treasury: Median yield is 16bps higher with a 10.2% increase in daily trade volume. Buy sell ratio moved 0.3
        

    Market Transparency Report: October 2017  Post date:Tuesday, November 07, 2017
     
        Agency: Agency median yield grew 19bps, daily trading volume rose 2.6%. Buy/Sell Ratio held steady. CD: Median CD yield fell -2bps while trading volume dropped -6.2% and Buy/Sell Ratio moved -0.5. Corporates: Corporate median yield dropped -2bps while daily trading volume grew 3.7%. Buy/Sell Ratio swung -0.1. Municipals: Median yield shifted 3bps, with a 7.8% fall in daily trade volume. Buy/Sell Ratio stayed the same. Treasuries: Median yield is 9bps higher with a 8.4% increase in daily trade volume. Buy/Sell ratio moved -0.4.
        

    Market Transparency Report: September 2017  Post date:Tuesday, October 03, 2017
     
        Agency: Agency median yield grew 2bps, daily trading volume rose 5.3%. Buy/Sell Ratio swung 0.2. CD: Median CD yield fell -3 bps while trading volume dropped -3.6% and Buy/Sell Ratio moved -1.7. Corporates: Corporate median yield rose 4bps while daily trading volume grew 4.8%. Buy/Sell Ratio swung 0.1. Municipal: Median yield shifted -10 bps, with a -3.1% fall in daily trade volume. Buy/Sell Ratio dropped -0.1. Treasury: Median yield is 2bps higher with a -4.0% decrease in daily trade volume. Buy sell ratio moved 0.4.
        

    Market Transparency Report: August 2017  Post date:Tuesday, August 01, 2017
     
        Agency: Agency median yield shrank -18bps even as daily trading volume dropped -4.1%. Buy/Sell Ratio swung -0.1. CD: Median CD yield jumped 5 bps while trading volume grew by +18.3% and Buy/Sell Ratio rose 1.2. Corporates: Corporate median yield dropped -11bps while daily trading volume shrank -1.3%. Buy/Sell Ratio swung -0.1. Municipal: Median yield shifted -18 bps, with a -5.1% fall in daily trade volume. Buy/Sell Ratio dropped -0.2. Treasury: Median yield is -1bp lower with a 3.4% increase in daily trade volume. Buy sell ratio dropped -0.2.
        

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