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Total trading volume on SEFs averaged $621.9 billion in notional value per day during November 2018. That was down 13.9% percent from the previous month but up 9.7% from November 2017. The month-over-month decrease in trading volume was driven mainly by a drop in trading of interest rate swaps, which was down 14.4% from October 2018 but up 7.2% from November 2017. On the other hand, trading of FX products in November 2018 continued at a high level; FX trading in November reached $57.3 billion in average daily notional value, the third lowest amount this year so far, but still higher than any month prior to 2018. In addition, credit default swap trading averaged $39.8 billion per day in November, the highest amount traded in that month of the year since FIA began reporting SEF data in 2014. Overview Dashboard: a high-level view of monthly volume trends and year-to-date SEF market share.
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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.
