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

  • Dollar Volume by Participant

     

    October 21

    October 28

    November 04

    November 11

    November 18

    Total Interest Rate*

    9,488,441

    8,995,577

    8,877,621

    9,128,162

    11,413,640

    SDs and MSPs**

    6,245,491

    6,123,894

    5,978,517

    5,732,299

    7,344,376

    Other

    3,242,949

    2,871,682

    2,899,103

    3,395,863

    4,069,264

    Total Credit

    1,343,039

    1,167,290

    1,264,472

    1,521,582

    1,541,017

    SDs and MSPs

    703,203

    605,438

    582,582

    759,597

    655,977

    Other

    639,836

    561,852

    681,890

    761,985

    885,041

    TOTAL

    10,831,480

    10,162,866

    10,142,092

    10,649,744

    12,954,658

     

    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.