FIA July 2017 SEF Tracker

Total trading volume on SEFs averaged $496.1 billion in notional value per day during the month of July, down 30.7% from the previous month but up 21.9% from July 2016. The decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 32.3% from June 2017 but up 23.7% from July 2016.

Note: This month's SEF Tracker report includes NEX SEF Limited, which began reporting volume data in July 2017.

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.

Please contact our help desk if you have any questions about this service.

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.