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

  • Dollar Volume by Participant

     

    July 15

    July 22

    July 29

    August 05

    August 12

    Total Interest Rate*

    8,683,467

    9,159,058

    9,707,113

    8,893,822

    9,792,262

    SDs and MSPs**

    5,989,210

    6,522,469

    7,101,478

    6,115,271

    7,066,065

    Other

    2,694,257

    2,636,589

    2,605,635

    2,778,551

    2,726,197

    Total Credit

    1,161,527

    1,264,416

    1,178,528

    1,032,669

    851,389

    SDs and MSPs

    598,129

    662,689

    610,006

    528,333

    446,272

    Other

    563,397

    601,728

    568,522

    504,336

    405,118

    TOTAL

    9,844,994

    10,423,474

    10,885,641

    9,926,491

    10,643,651

     

    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.