Trading volume on SEFs reached $848.5 billion in average notional value per day during February 2020. Trading was up in every category except for in the forward rate agreement sector. FX trading on SEFs reached a record $69.8 billion per day in February, an increase of 18.9% from the previous month and 22.6% from February 2019. Tullett Prebon had the largest share of the trading volume, with 30%, followed by BGC with 20.7%. Trading of interest rate swaps and other non-FRA rates products was $438 billion per day in February, up 18.5% from January 2020 and up 26.6% from February 2019. FRA trading reached $284.9 billion in average daily trading in February, down 51.9% from the previous month and down 33.3% from a year ago. Credit default swap trading averaged $56.7 billion per day in February, the highest amount for a non-roll month in two years. Tradeweb increased its share of the market to 26.7%, thanks to a company record of $15.1 billion per day in CDS transacted on its platform during February. 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. Please contact our help desk if you have any questions about this service.
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