Font Size: AAA // Print // Bookmark

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

  • Dollar Volume by Participant

     

    March 18

    March 25

    April 01

    April 08

    April 15

    Total Interest Rate*

    10,990,673

    8,955,840

    7,138,869

    8,439,004

    8,288,643

    SDs and MSPs**

    7,456,712

    6,717,130

    4,773,810

    5,897,001

    6,022,850

    Other

    3,533,961

    2,238,710

    2,365,060

    2,542,002

    2,265,792

    Total Credit

    1,525,169

    2,251,734

    1,850,859

    1,397,125

    1,199,271

    SDs and MSPs

    824,597

    1,250,953

    988,010

    769,922

    661,565

    Other

    700,572

    1,000,781

    862,849

    627,204

    537,706

    TOTAL

    12,515,842

    11,207,574

    8,989,728

    9,836,129

    9,487,914

     

    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.