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

  • Dollar Volume by Participant

     

    December 09

    December 16

    December 23

    December 30

    January 06

    Total Interest Rate*

    9,484,534

    11,941,293

    8,643,720

    2,538,821

    8,652,805

    SDs and MSPs**

    6,126,715

    7,995,469

    5,962,616

    1,590,993

    5,896,522

    Other

    3,357,818

    3,945,825

    2,681,104

    947,827

    2,756,283

    Total Credit

    398,144

    1,307,082

    1,023,040

    469,060

    1,123,955

    SDs and MSPs

    139,449

    596,518

    531,849

    219,417

    485,016

    Other

    258,695

    710,564

    491,191

    249,643

    638,939

    TOTAL

    9,882,678

    13,248,375

    9,666,760

    3,007,880

    9,776,760

     

    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.