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

  • Dollar Volume by Participant

     

    January 13

    January 20

    January 27

    February 03

    February 10

    Total Interest Rate*

    12,118,407

    8,352,732

    11,619,116

    13,192,219

    12,291,847

    SDs and MSPs**

    9,054,268

    5,798,883

    8,785,782

    9,071,716

    8,660,600

    Other

    3,064,138

    2,553,849

    2,833,334

    4,120,503

    3,631,247

    Total Credit

    1,071,273

    971,679

    1,017,520

    1,095,576

    1,266,591

    SDs and MSPs

    484,634

    468,254

    489,334

    488,836

    558,563

    Other

    586,639

    503,425

    528,186

    606,740

    708,028

    TOTAL

    13,189,680

    9,324,411

    12,636,636

    14,287,796

    13,558,438

     

    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.