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Total trading volume on SEFs averaged $528.3 billion in notional value per day during the month of October, down 23.0% from the previous month but up 26.1% from October 2016. The decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 23.0% from September 2017 but up 27.2% from October 2016. 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.
