Trading volume on SEFs reached $635.7 billion in average notional value per day during October 2019. This was the lowest monthly total since December 2018 and was due mainly to a decline in the trading of interest rate products.
Trading of interest rate swaps and other non-FRA rates products was $288.7 billion per day in October, down 33.2% from September 2019 and down 16.3% from October 2018. FRA trading reached $255.8 billion in average daily trading in October, down 24.8% from the previous month and down 4.5% from a year ago.
FX trading in October reached $54.1 billion in average daily notional value, the lowest monthly total of the year.
Credit default swap trading averaged $37.1 billion per day in October, down 42.1% from September, when volumes were boosted by the introduction of new series of the benchmark credit indices.
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.
|
|
|
