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

  • Dollar Volume by Participant

     

    May 22

    May 29

    June 05

    June 12

    June 19

    Total Interest Rate*

    3,066,939

    3,106,125

    4,013,563

    3,474,322

    3,480,096

    SDs and MSPs**

    1,976,234

    1,889,857

    2,653,450

    1,987,216

    2,072,467

    Other

    1,090,705

    1,216,268

    1,360,113

    1,487,106

    1,407,629

    Total Cross-Currency

    202,705

    201,585

    187,259

    179,301

    167,711

    SDs and MSPs

    161,311

    163,111

    156,540

    145,852

    136,193

    Other

    41,394

    38,474

    30,720

    33,449

    31,518

    Total Credit

    576,645

    595,098

    926,889

    829,904

    1,641,702

    SDs and MSPs

    341,892

    309,534

    531,964

    469,589

    1,106,908

    Other

    234,753

    285,564

    394,925

    360,315

    534,795

    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

    3,846,289

    3,902,808

    5,127,712

    4,483,527

    5,289,509

     

    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.