FIA: November 2017 SEF Tracker

Total trading volume on SEFs averaged $593.1 billion in notional value per day during the month of November, up 12.1% from the previous month and up 27.4% from November 2016. The increase in trading volume was driven mainly by a rise in on-SEF trading of interest rate swaps, which was up 13.3% from October 2017 and 31.1% from November 2016.

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. Sign up now to receive these monthly data alerts.