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The following data is derived from trading activity on the Tradeweb Markets institutional European- and U.S.-listed ETF platforms.
Ten-year government bond yields declined across the board in July, with those for Italy and Greece once again seeing the biggest moves.
March is known for its madness. But I think we can all agree—this year’s madness belonged to something other than college basketball. Volatility in financial markets may feel like a distant memory and it is easy to overlook short periods of extreme price dislocation when the S&P 500 is back to flat on the year and liquidity seems to have normalized. But there is one critical thing from March that stuck out for me – never in my time as a bond trader did I experience such a crisis of spotting, or the flip side of that, hedging.
The following data is derived from trading activity on the Tradeweb Markets institutional European- and U.S.-listed ETF platforms.
In our last blog post, we examined what a typical portfolio trade on our platform looks like in terms of volume, number of line items, sector diversity and liquidity. Portfolio trades tend to have very high hit and quote rates, demonstrating how clients view these portfolios as one basket of risk. Finally, we drew comparisons with regular RFQ list trades highlighting portfolio trades’ comparatively lower liquidity and larger size.
The following data is derived from trading activity on the Tradeweb Markets institutional European- and U.S.-listed ETF platforms.
Ten-year government bond yields plunged in July, with nearly every major market tracked by Tradeweb logging double-digit basis point drops over the course of the month.
On July 26, 2021, led by the recommendations adopted by the Commodity Futures Trading Commission’s Market Risk Advisory Committee (MRAC) and endorsed by the Alternative Reference Rate Committee (ARRC), dealer-to-dealer swaps markets officially moved to a SOFR-first posture in the U.S.
The following data is derived from trading activity on the Tradeweb Markets institutional European- and U.S.-listed ETF platforms.
Many of us have witnessed first-hand how new technologies have impacted financial markets considerably in recent years. Bond trading has been no exception. Machine learning and improvements in system connectivity are just an example of the technologies that could potentially impact the lifecycle of the bond market, from issuance through to trading and settlement.