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

  • Dollar Volume by Participant

     

    March 17

    March 24

    March 31

    April 07

    April 14

    Total Interest Rate*

    14,861,716

    12,726,474

    15,234,883

    9,765,702

    9,758,843

    SDs and MSPs**

    9,339,733

    8,686,782

    10,489,419

    6,428,204

    6,512,756

    Other

    5,521,983

    4,039,692

    4,745,464

    3,337,497

    3,246,087

    Total Credit

    1,250,943

    3,333,713

    2,002,514

    1,323,173

    944,174

    SDs and MSPs

    616,625

    1,609,194

    911,894

    637,533

    442,331

    Other

    634,319

    1,724,519

    1,090,620

    685,640

    501,843

    TOTAL

    16,112,660

    16,060,188

    17,237,397

    11,088,875

    10,703,017

     

    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.