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Following today’s Initial Jobless Claims report, yields on the 10-Year US Treasury benchmark experienced some volatility, according to data from Tradeweb. Jobless claims increased by 24,000 to 329,000 in the week ending April 19, the largest weekly gain in unemployment claims since December of 2013.

DataSheet is a monthly report from Tradeweb that aggregates ten-year benchmark government bond data. All yields cited are mid-yields.

NEW YORK, NY (December 2, 2016) - Tradeweb Markets, a leading global provider of fixed income, derivatives and ETF marketplaces, announced record volume of $7.9 trillion in November, the most active month of trading across its platforms since the credit crisis.

The following data is derived from trading activity on the Tradeweb European-listed ETF platform.

In an opinion piece published by the Financial Times, Tradeweb CEO, Lee Olesky discusses how data science will drive an evolutionary leap in electronic fixed income trading, and a move towards more intelligent, efficient and effective workflows.

With mandatory central clearing being worked through in Europe, there are, at the time of writing, 13 approved CCPs (central counterparty clearing houses) approved under the European Market Infrastructure Regulation (EMIR).

Compression has become a topic du jour for the financial technology trade press. Wall Street & Technology recently reported that compression-style trades have “skyrocketed,” while GlobalCapital inked a headline citing “compression usage spikes,” and Markets Media reported that “swap compressions hit $500 trillion.” Clearly, there’s a trend here.

The standard settlement period for certain European securities is changing to T+2, in accordance with the Central Securities Depository Regulation (CSDR).

Yields on U.S. Treasury notes dropped today, according to data from Tradeweb.

Fixed income traders say they’re not looking for a revolutionary new way to trade; they want the models that work to be revitalised.