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

  • Dollar Volume by Participant

     

    August 19

    August 26

    September 02

    September 09

    September 16

    Total Interest Rate*

    8,309,884

    8,781,768

    8,950,880

    7,143,295

    9,535,044

    SDs and MSPs**

    5,803,965

    5,997,255

    6,425,044

    4,723,832

    6,644,978

    Other

    2,505,920

    2,784,513

    2,525,836

    2,419,464

    2,890,066

    Total Credit

    1,193,893

    803,183

    820,884

    959,409

    1,237,117

    SDs and MSPs

    614,140

    471,903

    436,818

    506,834

    616,860

    Other

    579,753

    331,281

    384,066

    452,575

    620,256

    TOTAL

    9,503,777

    9,584,951

    9,771,764

    8,102,704

    10,772,161

     

    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.