The Gateway to Algorithmic and Automated Trading

SEF Tracker online: July data now available

First Published 15th August 2017

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.