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

  • Dollar Volume by Participant

     

    January 01

    January 08

    January 15

    January 22

    January 29

    Total Interest Rate*

    899,340

    5,974,659

    5,156,898

    5,426,311

    5,882,815

    SDs and MSPs**

    632,778

    4,706,550

    4,048,187

    4,173,466

    4,885,422

    Other

    266,561

    1,268,110

    1,108,711

    1,252,845

    997,393

    Total Credit

    540,275

    1,288,149

    1,626,990

    1,825,516

    1,475,692

    SDs and MSPs

    368,166

    708,728

    826,652

    1,058,553

    733,905

    Other

    172,109

    579,421

    800,338

    766,963

    741,787

    TOTAL

    1,439,615

    7,262,808

    6,783,888

    7,251,827

    7,358,507

     

    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.