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

  • Dollar Volume by Participant

     

    August 08

    August 15

    August 22

    August 29

    September 05

    Total Interest Rate*

    4,258,942

    6,667,828

    4,163,487

    3,337,530

    2,720,766

    SDs and MSPs**

    2,294,225

    3,417,102

    1,952,993

    1,737,646

    1,417,770

    Other

    1,964,717

    3,250,726

    2,210,493

    1,599,885

    1,302,996

    Total Cross-Currency

    109,847

    148,038

    193,856

    154,331

    101,042

    SDs and MSPs

    86,549

    110,374

    118,439

    126,606

    79,532

    Other

    23,298

    37,663

    75,417

    27,725

    21,511

    Total Credit

    958,039

    710,147

    555,772

    378,140

    460,370

    SDs and MSPs

    492,828

    382,157

    332,545

    208,274

    254,528

    Other

    465,211

    327,990

    223,227

    169,866

    205,842

    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

    5,326,828

    7,526,013

    4,913,114

    3,870,001

    3,282,178

     

    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.