May 17 |
May 24 |
May 31 |
Jun 7 | |||||
Long |
Short |
Long |
Short |
Long |
Short |
Long |
Short | |
Total Interest Rate |
84,500 |
84,500 |
84,500 |
84,500 |
84,500 |
84,500 |
84,500 |
84,500 |
SD/MSPs** |
N/A*** |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Financials |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
End Users |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Total Cross-Currency |
3,500 |
3,500 |
3,500 |
3,500 |
3,500 |
3,500 |
3,500 |
3,500 |
SD/MSPs |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Financials |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
End Users |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Total Credit |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
SD/MSPs |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Financials |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
End Users |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Total Equity |
25,000 |
25,000 |
25,000 |
25,000 |
25,000 |
25,000 |
25,000 |
25,000 |
SD/MSPs |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Financials |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
End Users |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Total Other Commodity |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
105,000 |
SD/MSPs |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Financials |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
End Users |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
N/A |
Weekly total, estimated swap event volumes by asset class and participant type (in number of events), all products and tenors, cleared and uncleared. | ||||||||
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation. | ||||||||
*See Data Dictionary for asset class descriptions. | ||||||||
**See Explanatory Notes for participant type descriptions. | ||||||||
***N/A indicates that data are not currently available. | ||||||||
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov | ||||||||