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Executive Summary

As the end of the year quickly starts to wrap up, we take a look at the macro factors, derivatives activity and electronic trading impacting the U.S. Treasury market.

Methodology

Greenwich Associates continuously gathers data and insights from U.S. Treasury market participants, including asset managers, hedge funds, primary dealers, market makers, and trading platforms. The data, once aggregated, normalized and enhanced, is analyzed by our market structure research team who identify key areas of change and the likely direction of volume, holdings, market share, and other trends in the coming months.