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

  • Dollar Volume by Participant

     

    June 19

    June 26

    July 03

    July 10

    July 17

    Total Interest Rate*

    3,480,096

    4,110,179

    2,636,318

    2,567,653

    2,555,620

    SDs and MSPs**

    2,072,467

    2,084,823

    1,702,998

    1,637,173

    1,641,914

    Other

    1,407,629

    2,025,356

    933,321

    930,481

    913,707

    Total Cross-Currency

    167,711

    104,403

    107,632

    140,506

    119,686

    SDs and MSPs

    136,193

    86,249

    93,310

    116,548

    104,409

    Other

    31,518

    18,154

    14,321

    23,958

    15,277

    Total Credit

    1,641,702

    732,641

    815,998

    1,041,198

    922,864

    SDs and MSPs

    1,106,908

    389,468

    417,199

    555,714

    483,816

    Other

    534,795

    343,173

    398,798

    485,483

    439,047

    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

    5,289,509

    4,947,223

    3,559,948

    3,749,357

    3,598,170

     

    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.