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

  • Dollar Volume by Participant

     

    June 20

    June 27

    July 4

    July 11

    July 18

    Total Interest Rate*

    6,899,487

    6,451,249

    5,675,752

    7,164,421

    4,866,549

    SDs and MSPs**

    4,180,519

    4,145,006

    3,373,980

    3,961,690

    2,616,205

    Other

    2,718,968

    2,306,243

    2,301,772

    3,202,731

    2,250,343

    Total Cross-Currency

    168,926

    111,294

    124,679

    148,184

    110,544

    SDs and MSPs

    136,185

    89,796

    102,883

    105,890

    77,838

    Other

    32,741

    21,498

    21,797

    42,294

    32,706

    Total Credit

    808,719

    605,724

    401,371

    725,343

    791,852

    SDs and MSPs

    449,217

    357,327

    226,954

    407,802

    432,390

    Other

    359,501

    248,396

    174,417

    317,541

    359,463

    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

    7,877,132

    7,168,266

    6,201,803

    8,037,949

    5,768,945

     

    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.

    **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.