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

  • Dollar Volume by Participant

     

    July 07

    July 14

    July 21

    July 28

    August 04

    Total Interest Rate*

    10,240,657

    11,571,747

    9,981,147

    11,390,245

    9,457,392

    SDs and MSPs**

    6,458,793

    7,653,104

    6,999,332

    7,741,675

    6,811,084

    Other

    3,781,864

    3,918,643

    2,981,815

    3,648,570

    2,646,308

    Total Credit

    856,915

    1,015,632

    1,279,528

    1,076,926

    1,089,840

    SDs and MSPs

    359,408

    400,795

    571,041

    456,581

    528,280

    Other

    497,507

    614,837

    708,487

    620,344

    561,559

    TOTAL

    11,097,572

    12,587,379

    11,260,676

    12,467,171

    10,547,231

     

    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.