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

  • Dollar Volume by Participant

     

    April 10

    April 17

    April 24

    May 01

    May 08

    Total Interest Rate*

    3,198,295

    2,891,487

    3,189,516

    3,313,617

    3,930,582

    SDs and MSPs**

    1,959,243

    1,791,156

    1,921,205

    1,978,017

    2,078,571

    Other

    1,239,052

    1,100,331

    1,268,311

    1,335,600

    1,852,011

    Total Cross-Currency

    120,446

    158,010

    224,921

    154,988

    130,586

    SDs and MSPs

    100,036

    134,563

    169,736

    130,627

    101,509

    Other

    20,410

    23,446

    55,185

    24,361

    29,077

    Total Credit

    620,046

    894,515

    608,290

    733,207

    780,859

    SDs and MSPs

    335,981

    466,411

    353,303

    436,976

    412,683

    Other

    284,065

    428,104

    254,987

    296,231

    368,176

    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

    3,938,788

    3,944,011

    4,022,726

    4,201,811

    4,842,027

     

    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.