FIA September 2017 SEF Tracker

Total trading volume on swap execution facilities averaged $685.7 billion in notional value per day during the month of September, up 51.1% from the previous month and up 41.3% from September 2016. The increase was driven by a surge in the volume of interest rate swaps traded on SEFs, which rose to $306.9 billion per day, the highest since March. In addition, trading activity in credit default swaps hit a near-record level of $50.6 billion per day during the month of September, mainly due to the biannual roll into new indices.

Overview Dashboard: a high-level view of monthly volume trends and year-to-date SEF market share.

In-Depth Dashboard: designed for 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.