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Trading volume on SEFs reached a record level of $816.2 billion in average notional value per day during July 2019, down 18.8% from the previous month but up 42.8% from a year ago. This was the seventh highest level of daily trading since FIA began tracking SEF trading in 2014.
Trading of interest rate swaps and other non-FRA rates products was $423.7 billion per day in July, down 19.9% from June 2019 but up 52% from July 2018. FRA trading reached $316 billion in average daily trading in July, down 16.4% from the previous month but up 46% from a year ago.
FX trading in July reached $54.4 billion in average daily notional value, the highest amount ever traded in any July.
Credit default swap trading averaged $22.1 billion per day in July, a decrease of 34.4% from the previous month and a decrease of 5.7% from July 2018.
Note: July 15th was the last day of activity for trueEX, which had traded interest rate products
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.
