FIA announced the launch of an online tool to track and visualize trading activity on swap execution facilities (SEFs). The new interactive version of FIA SEF Tracker uses Tableau data visualization software to create displays of volume and market share data for interest rate swaps, credit default swaps, and foreign exchange products traded on SEFs. Users can filter the data by currency, date, asset class and SEF, and the resulting displays can be downloaded in several formats.
The upgraded SEF Tracker, which is part of is part of FIA’s initiative to expand its industry data offerings, includes data from January 2014 to September 2016. The data are collected directly from SEFs on a daily basis and made available to the public through the FIA website.
"Derivatives markets are now more transparent than ever before, but it can be challenging to make sense of all the data that are now available,” said Will Acworth, senior vice president of research and publications at FIA. “The new version of the FIA SEF Tracker makes it easy for anyone to visualize the overall level of trading activity on swap execution facilities and drill down on an individual SEF or particular sector of the market. We look forward to further enhancements to this service as we gather more feedback from users."
Users can create custom reports via two tools:
- The Overview Dashboard provides a high-level view of monthly volume trends and year-to-date market share for each SEF.
- The In-Depth Dashboard is designed for a closer look at volume and market share information in each asset class.
Users can subscribe to monthly data releases here.
For more information about FIA’s data resources, contact info@fia.org.
