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FIA: June 2020 SEF Tracker

Date 06/07/2020

Trading volume on SEFs reached $783 billion in average notional value per day during June 2020. Trading was up in every category.

Trading of interest rate swaps and other non-FRA rates products was $354.5 billion per day in June, up 2.9% from May 2020 but down 33% from June 2019. FRA trading reached $335.4 billion in average daily trading in June, up 30.6% from the previous month but down 11.2% from a year ago.

Credit default swap trading averaged $37.6 billion per day in June, up 37% from May and the second highest amount ever recorded for June since 2014. Bloomberg decreased its market share to 72.3% while Tradeweb’s share increased to 19.8%.

FX trading on SEFs reached $55.5 billion per day in June, an increase of 12.8% from the previous month but a 13.9% decrease from June 2019. Tullett Prebon had the largest share of the trading volume, with 30.9%, followed by BGC with 22%.

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.

FIA SEF Tracker
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.