Total trading volume on SEFs averaged $453.8 billion in notional value per day during the month of August, down 8.5% from the previous month but up 5.4% from August 2016. The decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 11.2% from July 2017 but up 1.0% from August 2016. Overview Dashboard: a high-level view of monthly volume trends and year-to-date SEF market share. |
FIA publishes two other data products: the FCM Tracker, which provides insights on the financial condition of futures commission merchants in the U.S., and a monthly report on exchange-traded derivatives volume and open interest. FIA provides these data products as a service to its members and as part of its mission to promote better understanding of the global derivatives markets. Sign up now to receive these monthly data alerts.