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

  • Dollar Volume by Participant

     

    September 12

    September 19

    September 26

    October 03

    October 10

    Total Interest Rate*

    4,712,695

    5,219,612

    4,617,070

    4,484,429

    5,056,434

    SDs and MSPs**

    2,575,079

    2,643,549

    2,885,469

    2,406,492

    2,776,689

    Other

    2,137,616

    2,576,062

    1,731,602

    2,077,937

    2,279,745

    Total Cross-Currency

    274,341

    243,332

    161,365

    143,244

    148,144

    SDs and MSPs

    219,718

    194,494

    136,559

    122,629

    116,550

    Other

    54,623

    48,837

    24,806

    20,615

    31,595

    Total Credit

    630,752

    989,519

    943,487

    1,220,317

    2,492,279

    SDs and MSPs

    361,479

    598,925

    490,771

    624,824

    1,306,649

    Other

    269,273

    390,594

    452,717

    595,493

    1,185,630

    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

    5,617,789

    6,452,462

    5,721,923

    5,847,990

    7,696,857

     

    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.

    *** 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.