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

  • Dollar Volume by Participant

     

    December 12

    December 19

    December 26

    January 02

    January 09

    Total Interest Rate*

    4,103,218

    5,518,690

    1,518,404

    1,056,027

    4,745,667

    SDs and MSPs**

    2,318,953

    3,244,079

    576,209

    509,370

    2,684,410

    Other

    1,784,265

    2,274,611

    942,195

    546,657

    2,061,257

    Total Cross-Currency

    214,395

    231,681

    36,996

    77,142

    231,008

    SDs and MSPs

    154,660

    168,744

    29,969

    63,569

    196,076

    Other

    59,734

    62,937

    7,028

    13,572

    34,932

    Total Credit

    717,894

    1,282,499

    122,049

    155,680

    846,423

    SDs and MSPs

    398,435

    718,346

    68,154

    85,907

    479,054

    Other

    319,460

    564,152

    53,894

    69,773

    367,369

    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

    5,035,507

    7,032,870

    1,677,449

    1,288,848

    5,823,098

     

    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.