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

  • Dollar Volume by Participant

     

    July 18

    July 25

    August 1

    August 8

    August 15

    Total Interest Rate*

    4,866,549

    4,474,773

    7,843,111

    4,258,942

    6,667,828

    SDs and MSPs**

    2,616,205

    2,535,476

    4,533,724

    2,294,225

    3,417,102

    Other

    2,250,343

    1,939,297

    3,309,387

    1,964,717

    3,250,726

    Total Cross-Currency

    110,544

    137,135

    104,432

    109,847

    148,038

    SDs and MSPs

    77,838

    107,971

    79,233

    86,549

    110,374

    Other

    32,706

    29,164

    25,199

    23,298

    37,663

    Total Credit

    791,852

    487,227

    862,984

    958,039

    710,147

    SDs and MSPs

    432,390

    276,609

    445,578

    492,828

    382,157

    Other

    359,463

    210,618

    417,406

    465,211

    327,990

    Total FX

    N/A

    N/A

    N/A

    N/A

    N/A

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Equity

    N/A

    N/A

    N/A

    N/A

    N/A

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Other Commodity

    N/A

    N/A

    N/A

    N/A

    N/A

    SDs and MSPs

    N/A

    N/A

    N/A

    N/A

    N/A

    Other

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    5,768,945

    5,099,135

    8,810,528

    5,326,828

    7,526,013

     

    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.

    **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.