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

  • Dollar Volume by Participant

     

    January 16

    January 23

    January 30

    February 06

    February 13

    Total Interest Rate*

    4,421,884

    3,531,087

    3,555,945

    4,590,269

    4,156,292

    SDs and MSPs**

    2,516,463

    1,981,278

    1,955,830

    2,927,919

    2,308,050

    Other

    1,905,421

    1,549,809

    1,600,115

    1,662,350

    1,848,242

    Total Cross-Currency

    229,849

    197,704

    138,929

    154,129

    198,082

    SDs and MSPs

    180,230

    170,347

    113,261

    130,652

    164,578

    Other

    49,619

    27,357

    25,668

    23,477

    33,504

    Total Credit

    725,356

    854,677

    788,528

    553,471

    745,623

    SDs and MSPs

    418,760

    508,247

    466,833

    300,867

    451,486

    Other

    306,596

    346,431

    321,695

    252,604

    294,136

    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

    5,377,089

    4,583,468

    4,483,402

    5,297,870

    5,099,997

     

    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.