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

  • Dollar Volume by Participant

     

    September 01

    September 08

    September 15

    September 22

    September 29

    Total Interest Rate*

    8,212,699

    15,735,659

    16,693,749

    13,575,535

    12,236,398

    SDs and MSPs**

    5,689,088

    11,451,847

    11,692,931

    8,883,497

    8,467,623

    Other

    2,523,611

    4,283,811

    5,000,819

    4,692,038

    3,768,776

    Total Credit

    918,919

    1,079,437

    1,212,086

    3,392,412

    2,487,244

    SDs and MSPs

    395,061

    499,407

    560,106

    1,589,155

    1,141,623

    Other

    523,858

    580,030

    651,980

    1,803,257

    1,345,622

    TOTAL

    9,131,618

    16,815,096

    17,905,836

    16,967,946

    14,723,642

     

    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.