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Transaction Dollar Volume by Participant Type (Millions of USD) (Double-Count)

  • Dollar Volume by Participant

     

    April 15

    April 22

    April 29

    May 06

    May 13

    Total Interest Rate*

    8,288,643

    10,345,815

    9,975,604

    8,619,370

    9,340,595

    SDs and MSPs**

    6,022,850

    7,782,051

    7,351,728

    5,781,569

    7,225,802

    Other

    2,265,792

    2,563,764

    2,623,875

    2,837,801

    2,114,793

    Total Credit

    1,199,271

    1,534,545

    1,123,464

    1,153,460

    1,076,206

    SDs and MSPs

    661,565

    818,940

    553,432

    567,870

    550,466

    Other

    537,706

    715,605

    570,032

    585,590

    525,741

    TOTAL

    9,487,914

    11,880,360

    11,099,068

    9,772,830

    10,416,801

     

    Weekly total, swap dollar volumes by asset class and participant type (value of all trades in millions of USD), all products and tenors, cleared and uncleared. For cleared swaps, the notional value for 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, the notional value of the swap is attributed to both swap counterparties. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes. Because this table shows transactions by participant, the totals on this table are twice those displayed on the "Transaction Dollar 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.