Font Size: AAA // Print // Bookmark

Transaction Ticket Volume by Participant Type (Transactions) (Double-Count)

  • Ticket Volume by Participant

     

    November 03

    November 10

    November 17

    November 24

    December 01

    Total Interest Rate*

    59,257

    90,071

    57,020

    42,519

    61,344

    SDs and MSPs**

    36,664

    66,179

    37,460

    27,060

    37,673

    Other

    22,593

    23,892

    19,560

    15,459

    23,671

    Total Credit

    20,354

    25,778

    28,142

    13,356

    19,928

    SDs and MSPs

    7,090

    8,447

    10,190

    4,542

    6,925

    Other

    13,264

    17,331

    17,952

    8,814

    13,003

    TOTAL

    79,611

    115,849

    85,162

    55,875

    81,272

     

    Weekly total, swap ticket volumes by asset class and participant type (number of new trades), all products and tenors, cleared and uncleared. For cleared swaps, the creation of each of the two resulting swaps is attributed only to the counterparty facing the clearing organization (i.e., the clearing organization’s participation is not displayed). For uncleared swaps, each trade is attributed to both swap counterparties. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket volumes. Because this table shows transactions by participant, the totals on this table are twice those displayed on the "Transaction Ticket Volume by Cleared Status" table.

    * See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.

    ** See Explanatory Notes for participant type descriptions.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.