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

  • Dollar Volume by Participant

     

    March 06

    March 13

    March 20

    March 27

    April 03

    Total Interest Rate*

    6,987,225

    6,310,585

    7,201,290

    4,131,030

    2,703,119

    SDs and MSPs**

    4,980,296

    4,414,466

    5,302,317

    2,713,953

    1,562,802

    Other

    2,006,929

    1,896,119

    1,898,973

    1,417,077

    1,140,317

    Total Cross-Currency

    107,485

    215,371

    140,165

    200,587

    134,365

    SDs and MSPs

    88,917

    176,499

    114,026

    161,459

    112,005

    Other

    18,568

    38,872

    26,139

    39,128

    22,360

    Total Credit

    530,265

    814,565

    1,574,219

    1,804,430

    928,198

    SDs and MSPs

    287,731

    443,553

    821,114

    970,875

    499,699

    Other

    242,534

    371,012

    753,105

    833,555

    428,499

    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

    7,624,975

    7,340,521

    8,915,673

    6,136,047

    3,765,682

     

    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.