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

  • Dollar Volume by Participant

     

    May 20

    May 27

    June 03

    June 10

    June 17

    Total Interest Rate*

    12,324,516

    9,403,974

    8,302,581

    10,516,858

    11,837,309

    SDs and MSPs**

    8,539,328

    7,057,019

    5,920,458

    7,310,554

    8,705,257

    Other

    3,785,187

    2,346,954

    2,382,123

    3,206,303

    3,132,052

    Total Credit

    1,076,087

    895,866

    791,498

    1,101,513

    1,822,962

    SDs and MSPs

    566,342

    507,517

    391,965

    524,929

    985,567

    Other

    509,745

    388,349

    399,533

    576,583

    837,394

    TOTAL

    13,400,603

    10,299,840

    9,094,079

    11,618,371

    13,660,271

     

    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.