Tradeweb Expands Dealer Algo Execution Suite for U.S. Treasuries | LeapRate | Online Trading Industry News, Broker Intelligence & Fintech Analysis
Tradeweb Markets has expanded its dealer algorithmic-execution offering for U.S. Treasuries, adding strategies from Citi and RBC Capital Markets.
The move builds on the firm’s U.S. launch of dealer algorithms last year and supports its strategy to deepen liquidity and provide diversified execution styles.
The algorithms allow institutional investors to execute Treasury orders over defined time horizons using liquidity from participating dealers.
The company noted that the enhancement supports its effort to integrate algo tools with proprietary data and analytics, moving towards a unified multi-dealer, multi-asset platform.
Tradeweb said the suite complements its wider fixed-income ecosystem, including cash-and-futures spread execution.
The firm reported record average daily U.S. government-bond volumes of $237.2 billion in 2025, up 11.6 percent.
Bhas Nalabothula, head of U.S. institutional rates, believes the addition of Citi and RBC will “strengthen the depth and breadth” of its multi-dealer environment.
Citi’s Jamie Mortimore stated that its algos provide firm, multi-level prices that improve clarity in fast markets. RBC’s Darcy Greenham said its tools integrate market intelligence to help clients optimise order management.
