August 2024 ADV up 53.9% YoY
Tradeweb Markets Inc. (Nasdaq: TW), a leading, global operator
of electronic marketplaces for rates, credit, equities and money
markets, today reported record total trading volume for the month
of August 2024 of $50.9 trillion (tn)1. Average daily volume (ADV)
for the month was a record $2.21tn, an increase of 53.9 percent (%)
year-over-year (YoY).2 Excluding the impact of the ICD acquisition,
which closed on August 1, 2024, total ADV for the month of August
was up 35.7% YoY.
Tradeweb CEO Billy Hult said: “Our record volumes in August
highlight the strength of Tradeweb’s platform, which now includes
ICD. The significant growth across our key markets, particularly in
U.S. government bonds and global repurchase agreements, underscores
the continued trust our clients place in us to deliver solutions
that enhance transparency, efficiency, and innovation in our
markets.”
In August 2024, Tradeweb records included:
- ADV in U.S. government bonds
- ADV in global repurchase agreements
August 2024 Highlights
RATES
- U.S. government bond ADV was up 59.9% YoY to $228.2 billion
(bn). European government bond ADV was up 11.8% YoY to $36.8bn.
- Record U.S. government bond volumes were supported by record
ADV across our institutional and wholesale client sectors and
strong ADV growth in retail. Increased adoption across a range of
protocols and favorable market conditions contributed to the
increase in volume. The addition of r8fin continues to contribute
positively to wholesale volumes. Despite subdued summer issuance,
European government bond volumes increased YoY, led by strong
growth in UK Gilts ahead of the new issuance announced for early
September.
- Mortgage ADV was up 32.3% YoY to $230.7bn.
- August To-Be-Announced (TBA) activity was driven by robust roll
trading activity and significant participation from fast-money
accounts. Increased client adoption of specified pool trading led
to record volumes for the month.
- Swaps/swaptions ≥ 1-year ADV was up 5.4% YoY to $402.3bn and
total rates derivatives ADV was up 35.7% YoY to $727.4bn.
- Strong volume in swaps/swaptions ≥ 1-year was driven by ongoing
institutional client activity and strong tailwinds from global
political uncertainties. Compression activity, which carries a
lower fee per million, declined 22% YoY. Central banks continued to
contribute to increased volatility due to active discussions on
rate movements. Clients continued to utilize the request-for-market
(RFM) protocol for risk transfers. Emerging markets swaps growth
remained strong. QTD compression activity was lower than 2Q24.
CREDIT
- Fully electronic U.S. credit ADV was up 33.2% YoY to $6.4bn and
European credit ADV was down 8.4% YoY to $1.4bn.
- U.S. credit volumes were driven by increased client adoption,
most notably in request-for-quote (RFQ), portfolio trading and
Tradeweb AllTrade®. Tradeweb captured 16.9% and 7.0% of fully
electronic U.S high grade and U.S. high yield TRACE, respectively,
as measured by Tradeweb. European credit volumes were driven by
client activity across a wide range of protocols in August,
including Tradeweb AllTrade® and our unique dealer selection tool
(SNAP IOI), which continued to see increased client
engagement.
- Municipal bonds ADV was up 13.4% YoY to $392 million (mm).
- Volume growth outpaced the broader market, which was up
approximately 5.6% YoY, as Tradeweb’s volumes reported double-digit
YoY growth amidst record August issuance.
- Credit derivatives ADV was up 135.6% YoY to $18.6bn.
- Increased hedge fund and systematic account activity, along
with heightened credit volatility, led to increased swap execution
facility (SEF) and multilateral trading facility (MTF) credit
default swaps activity.
EQUITIES
- U.S. ETF ADV was up 6.8% YoY to $7.2bn and European ETF ADV was
up 43.4% YoY to $2.7bn.
- Both U.S. and European institutional ETF volumes were up over
40% YoY, driven by a large number of clients looking to
reposition.
MONEY MARKETS
- Repo ADV was up 30.8% YoY to $643.5bn.
- Increased client activity on Tradeweb’s electronic repo trading
platform drove record global repo activity. The combination of
quantitative tightening, increased collateral supply, and current
rates market activity shifted more assets from the Fed’s reverse
repo facility to money markets. Retail money markets activity
remained strong, as investors prepared for anticipated rate
cuts.
- Other Money Markets ADV was up YoY to $282.3bn.
- Other money markets volume growth was driven by the inclusion
of ICD volumes in August 2024.
Please refer to the report posted to
https://www.tradeweb.com/newsroom/monthly-activity-reports/ for
complete information and data related to our historical monthly,
quarterly and yearly ADV and total trading volume across asset
classes.
About Tradeweb Markets Tradeweb Markets Inc. (Nasdaq: TW)
is a leading, global operator of electronic marketplaces for rates,
credit, equities and money markets. Founded in 1996, Tradeweb
provides access to markets, data and analytics, electronic trading,
straight-through-processing and reporting for more than 50 products
to clients in the institutional, wholesale, retail and corporates
markets. Advanced technologies developed by Tradeweb enhance price
discovery, order execution and trade workflows while allowing for
greater scale and helping to reduce risks in client trading
operations. Tradeweb serves more than 2,800 clients in more than 70
countries. On average, Tradeweb facilitated more than $1.7 trillion
in notional value traded per day over the past four fiscal
quarters. For more information, please go to www.tradeweb.com.
Basis of Presentation All reported amounts are presented
in U.S. dollars, unless otherwise indicated. In determining the
reported U.S. dollar amounts for non-U.S. dollar denominated
securities, the non-U.S. dollar amount for a particular month is
translated into U.S. dollars generally based on the monthly average
foreign exchange rate for the prior month. Volumes presented in
this release exclude volumes generated by (i) unbilled trial
agreements, (ii) products billed on an agreement basis where we do
not calculate notional value, and (iii) products that are not
rates, credit, equities or money markets products. Please see the
footnotes on page 3 of the full report for information regarding
how we calculate market share amounts presented in this
release.
Market and Industry Data This press release and the
complete report include estimates regarding market and industry
data that we prepared based on our management’s knowledge and
experience in the markets in which we operate, together with
information obtained from various sources, including publicly
available information, industry reports and publications, surveys,
our clients, trade and business organizations and other contacts in
the markets in which we operate. In presenting this information, we
have made certain assumptions that we believe to be reasonable
based on such data and other similar sources and on our knowledge
of, and our experience to date in, the markets in which we operate.
While such information is believed to be reliable for the purposes
used herein, no representations are made as to the accuracy or
completeness thereof and we take no responsibility for such
information.
Forward-Looking Statements This release contains
forward-looking statements within the meaning of the federal
securities laws. Statements related to, among other things, our
outlook and future performance, the industry and markets in which
we operate, our expectations, beliefs, plans, strategies,
objectives, prospects and assumptions and future events are
forward-looking statements.
We have based these forward-looking statements on our current
expectations, assumptions, estimates and projections. While we
believe these expectations, assumptions, estimates and projections
are reasonable, such forward-looking statements are only
predictions and involve known and unknown risks and uncertainties,
many of which are beyond our control. These and other important
factors, including those discussed under the heading “Risk Factors”
in the documents of Tradeweb Markets Inc. on file with or furnished
to the SEC, may cause our actual results, performance or
achievements to differ materially from those expressed or implied
by these forward-looking statements. In particular, preliminary
average variable fees per million dollars of volume traded are
subject to the completion of management’s final review and our
other financial closing procedures and therefore are subject to
change. Given these risks and uncertainties, you are cautioned not
to place undue reliance on such forward-looking statements. The
forward-looking statements contained in this release are not
guarantees of future events or performance and future events, our
actual results of operations, financial condition or liquidity, and
the development of the industry and markets in which we operate,
may differ materially from the forward-looking statements contained
in this release. In addition, even if future events, our results of
operations, financial condition or liquidity, and events in the
industry and markets in which we operate, are consistent with the
forward-looking statements contained in this release, they may not
be predictive of events, results or developments in future
periods.
Any forward-looking statement that we make in this release
speaks only as of the date of such statement. Except as required by
law, we do not undertake any obligation to update or revise, or to
publicly announce any update or revision to, any of the
forward-looking statements, whether as a result of new information,
future events or otherwise, after the date of this release.
_____________________________________ 1 Tradeweb acquired
Yieldbroker, r8fin and ICD on August 31, 2023, January 19, 2024 and
August 1, 2024, respectively. Total volume reported includes
volumes from each acquired business subsequent to the date of the
applicable acquisition. 2 Beginning on August 1, 2024, volumes for
other money markets includes cash invested in funds through the ICD
Portal, with volumes determined based on the sum of the daily
dollar amount of cash balances invested in the funds on each date
within the respective month, including any cash amounts invested by
Tradeweb via the ICD Portal. The ADV for volumes relating to ICD
represents the average daily balance (ADB) of cash invested through
the ICD Portal, averaged over each calendar day in the period.
View source
version on businesswire.com: https://www.businesswire.com/news/home/20240905796999/en/
Media contact: Daniel Noonan, Tradeweb +1 646 767 4677
Daniel.Noonan@Tradeweb.com
Investor contacts: Ashley Serrao, Tradeweb +1 646 430
6027 Ashley.Serrao@Tradeweb.com
Sameer Murukutla, Tradeweb +1 646 767 4864
Sameer.Murukutla@Tradeweb.com
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