FIA: December 2017 SEF Tracker

Total trading volume on SEFs averaged $468.7 billion in notional value per day during the month of December, down 21.0% from the previous month but up 9.3% from December 2016. The decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 18.9% from November 2017 but up 10.8% from December 2016. Credit default swap trading reached its lowest level in more than a year, falling to just $12.68 billion in average daily notional value traded in December.

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.