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Total trading volume on SEFs averaged $629.4 billion in notional value per day during September 2018. That was up 22.3% percent from the previous month and up 10.8% from September 2017. The month-over-month increase in trading volume was driven mainly by a rise in on-SEF trading of interest rate swaps, which was up 18.9% from August 2018 and up 9.1% from September 2017.
Correction: Due to reporting errors by one SEF during the month of August, the overall amount of trading in FX products was overstated. The August data for FX products have been revised. The total amount of FX trading in August was $57.8 billion per day, not $66 billion as previously reported. 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.
