The Gateway to Algorithmic and Automated Trading

October SEF Tracker now available online

First Published 14th November 2017

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.
In-Depth Dashboard: a closer look at volume and market share information in each asset class.

  • Copyright © Automated Trader Ltd 2017 - Strategies | Compliance | Technology

click here to return to the top of the page