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FIA's December SEF Tracker now available online

First Published 22nd January 2018

SEFs down 21.0 per cent from previous month, but up 9.3 per cent from December 2016

The Futures Industry Association (FIA) reports that total trading volume on SEFs (Swap Execution Facilities) averaged 468.7 billion USD in notional value per day during the month of December, down 21.0 per cent from the previous month but up 9.3 per cent from December 2016.

The decrease in trading volume was driven mainly by a drop in on-SEF trading of interest rate swaps, which was down 18.9 per cent from November 2017 but up 10.8 per cent from December 2016.

Credit default swap trading reached its lowest level in more than a year, falling to just 12.68 billion USD in average daily notional value traded in December.

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.