FIA August 2019 SEF Tracker

Trading volume on SEFs reached $806 billion in average notional value per day during August 2019. This was the highest total for the month of August since FIA began tracking SEF trading in 2014.

Trading of interest rate swaps and other non-FRA rates products was $482.3 billion per day in August, up 12.3% from July 2019 and up 71.8% from August 2018. On the other hand, FRA trading reached $220.6 billion in average daily trading in August, down 30.5% from the previous month and down 15.5% from a year ago.

FX trading in August reached $62.4 billion in average daily notional value, the highest amount ever traded in any August.

Credit default swap trading averaged $40.7 billion per day in August, also a record amount for any August.

Overview Dashboard: a high-level view of monthly volume trends and year-to-date SEF market share.

In-Depth Dashboard: a closer look at volume and market share information in each asset class.

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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.