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

  • Dollar Volume by Participant

     

    May 12

    May 19

    May 26

    June 02

    June 09

    Total Interest Rate*

    15,131,347

    12,188,652

    10,786,360

    11,833,206

    16,365,676

    SDs and MSPs**

    10,611,499

    7,908,379

    7,252,598

    7,719,247

    12,314,689

    Other

    4,519,849

    4,280,273

    3,533,762

    4,113,958

    4,050,988

    Total Credit

    1,196,525

    1,664,549

    973,460

    844,994

    987,273

    SDs and MSPs

    540,665

    738,355

    457,945

    418,373

    447,857

    Other

    655,860

    926,194

    515,515

    426,620

    539,416

    TOTAL

    16,327,872

    13,853,201

    11,759,821

    12,678,199

    17,352,949

     

    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.