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Britain's vote to leave the European Union and Donald Trump's US presidential election victory have given an unusual seasonal boost to European bond trading volume, figures showed on Tuesday. The surge in activity around the US election meant November was the busiest month of the year for European bond trading, an industry that usually makes most of its money in the first few months of the year.
This followed Britain's 'Brexit' referendum in June, which also helped lift trading volume, according to figures from Trax, a subsidiary of MarketAxess. Volume across European markets in the second half of the year is on course to match or eclipse the first six months in some areas, suggesting the death of the bond market may be greatly exaggerated. Or at least postponed. "Despite the surprise of each event and the resulting volatility, we have not seen wild swings of exaggerated activity," said Scott Eaton, chief operating officer at MarketAxess Europe. "Change has become the status quo."
Trax provides post-trade services for around two-thirds of fixed-income transactions in Europe. The Trax figures show monthly volume across European and UK sovereign and corporate bond markets in November was the highest this year, in some cases by a significant margin. European sovereign bond trading volume was 1.8 trillion euros last month, up 26 percent from November 2015. Volume in July-November was 7.23 trillion euros, compared with 8.66 trillion in the first half of the year.
UK government bond volume was 492 billion pounds in November, up 60 percent from a year ago. Volume in July-November is 2.31 billion pounds, near the 2.36 billion pounds in the first six months. In corporate bonds, UK volume was 10.1 billion pounds in November, up 26 percent from a year ago. The July-November total is only 1.5 billion pounds short of the 44.1 billion-pound total in the first six months.
Volume has declined in recent years as regulation tightened on banks' trading and market-making activities and interest rates fell. Now rates and yields are rising along with geopolitical risk. "This has been one of the busier years in fixed income trading," said Charles Bristow, co-head of rates trading at J.P. Morgan. "And it looks like we will have to help clients with the potential for even more event risk next year," he said: French and German elections, Britain beginning divorce proceedings from the EU and potential snap elections in Britain and Italy.

Copyright Reuters, 2016

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