FIA October 2018 SEF Tracker

Total trading volume on SEFs averaged $722.6 billion in notional value per day during October 2018. That was down 4.9% percent from the previous month but up 36.8% from October 2017. The month-over-month decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 4.8% from September 2018 and up 35% from October 2017. On the other hand, SEF trading of foreign exchange forwards, swaps and options rose above $60.9 billion per day in October, the highest level since June.

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.