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

  • Transaction Dollar Volume

     

    March 7

    March 14

    March 21

    March 28

    April 4

    Total Interest Rate*

    5,650,977

    7,697,122

    6,825,255

    6,351,902

    4,532,921

    SDs and MSPs**

    3,481,619

    4,934,563

    3,975,011

    3,646,234

    2,663,568

    Other

    2,169,358

    2,762,558

    2,850,244

    2,705,668

    1,869,353

    Total Cross-Currency

    111,790

    159,346

    227,346

    148,755

    159,231

    SDs and MSPs

    82,186

    119,729

    183,638

    117,007

    108,395

    Other

    29,604

    39,617

    43,708

    31,748

    50,836

    Total Credit

    487,086

    525,202

    1,102,439

    940,244

    653,223

    SDs and MSPs

    260,594

    288,759

    627,412

    542,051

    367,521

    Other

    226,492

    236,444

    475,027

    398,193

    285,702

    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

    6,249,853

    8,381,670

    8,155,040

    7,440,901

    5,345,375

     

    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.