Total trading volume on SEFs averaged $539.7 billion per day during the month of May, up 25.8% from the previous month and 18.0% from May 2016. The increase in trading volume was driven mainly by a jump in on-SEF trading of interest rate swaps, which was up 31.7% from April 2017 and 17.6% from May 2016. 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.