Total trading volume on SEFs averaged $629.4 billion in notional value per day during August 2018. That was up 10.2% percent from the previous month and up 38.7% from August 2017. The month-over-month increase in trading volume was driven mainly by a rise in on-SEF trading of interest rate swaps, which was up 9.4% from July 2018 and up 39.1% from August 2017. Trading of FX products in August 2018 continued at a high level; FX trading in August reached a new record of $66 billion in average daily notional value, the fifth time this year that average daily FX volume set a record. 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.