The Gateway to Algorithmic and Automated Trading

FIA SEF Tracker for November 2017 now online

First Published 15th December 2017

Total trading volume on SEFs averaged $593.1 billion in notional value per day during the month of November, up 12.1% from the previous month and up 27.4% from November 2016.

The increase in trading volume was driven mainly by a rise in on-SEF trading of interest rate swaps, which was up 13.3% from October 2017 and 31.1% from November 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.