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Liquidity is the foundation of well-functioning markets, and one of those market truths everyone talks about but few can measure directly. In U.S. institutional rates markets – where trillions of dollars change hands daily – liquidity influences not just execution costs but how efficiently markets absorb information and adjust pricing.
NEW YORK – March 19, 2026 – Tradeweb Markets Inc. (Nasdaq: TW), a global leader in electronic trading across asset classes, today announced the expansion of its dealer algorithmic execution offering for U.S. Treasuries, adding strategies from Citi and RBC Capital Markets to its suite.
From axes to actionable signals, liquidity is only as strong as the consistency and quality behind it. On Tradeweb this year, axes in Euro IG have priced at or better ~76% of the time - and ~83% in Euro HY - reinforcing the link between quality and outcome. Speaking to The Trade at EMEA FIX Trading Conference in London, Tradeweb’s Robert Marchetti and Mike Roffey discuss how axe quality is shaping dealer selection, pricing performance and the next phase of data-driven liquidity in fixed income on Tradeweb.
Trading activity on the Tradeweb European-listed ETF marketplace reached EUR 81.3 billion in February, while the proportion of transactions and notional volume completed via Tradeweb’s Automated Intelligent Execution (AiEX) tool amounted to 95% and 31%, respectively.
Emerging markets (EM) swaps trading has undergone structural transformation over the past five years. What was once predominantly voice and relationship-driven flow has steadily become electronic, systematic and scalable.
At The Finance Hive Equity Members Meeting 2026, Tradeweb’s Ben Sturgeon and Cameron Williams discussed the evolving challenges of ETF execution, from trade type and dealer selection to settlement efficiency. Hear how data and smarter RFQ workflows are helping clients optimise outcomes.
In this Trader TV episode, Howard Bloomfield explores how the electronification of swaptions, from standardized RFQs to enhanced automation and post-trade processing, is streamlining workflows, reducing operational risk and modernizing execution across the bilateral derivatives market.
In Q+A with Erik Dixon, Data Product Management and Tobias Runkehl, Sales and Product Management Q: Let’s start with the basics - what is iNAV, and why is everyone talking about it right now? Erik Dixon: iNAV is an ETF’s Indicative Net Asset Value - a real-time measure of the value of each constituent inside an ETF during trading hours. With ETF trading volumes rising, and asset classes getting more complex, investors are demanding more transparency into pricing and fair value - and issuers need to meet that moment.
Global 10-year government bond yields dropped in February amid rising equity market volatility fueled by geopolitical tensions, ongoing uncertainty over monetary and trade policy, and AI concerns. The biggest mover was the U.S. 10-year Treasury yield, which declined by 29.5 basis points to finish the month at 3.96%. Data from the Bureau of Labor Statistics showed that consumer price inflation eased to 2.4% in January, its lowest level since May 2025.
Celebrating the 10th Anniversary of the Tradeweb U.S. ETF Platform There is no shortage of headlines about new technologies that are reshaping how financial markets operate. Tokenization is starting to go mainstream, new agentic AI models are influencing entire industries, and quantum computing continues to attract growing attention across financial markets.