FIA today published the seventh issue of FIA SEF Tracker, a periodic report on trading activity taking place on swap execution facilities. This issue includes new data from the month of September and shows volume trends and market share for interest rate, credit default and foreign exchange products.
This month’s issue comes in two formats – a series of charts showing volume and market share trends and a spreadsheet containing the underlying data.
Highlights from this month’s issue:
- Interest rate trading in September was substantially higher than August but did not return to the levels seen in the first half of the year.
- Trading of credit default swaps reached a weekly record of $199.7 billion in the last week of September.
- Trading of non-deliverable forwards and FX options reached a weekly record of $240.2 billion in the last week of September.
FIA publishes the SEF Tracker monthly, using public data collected directly from the SEFs. The report also includes similar data from trading venues that have opted to register with the Commodity Futures Trading Commission as designated contract markets.
To sign up to receive regular updates to the SEF Tracker, visit the FIA website at www.fia.org/sef-tracker.asp.