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

  • Dollar Volume by Participant

     

    October 17

    October 24

    October 31

    November 07

    November 14

    Total Interest Rate*

    4,982,206

    7,600,314

    3,993,159

    6,600,854

    5,037,882

    SDs and MSPs**

    2,673,868

    4,322,190

    2,453,854

    3,618,418

    2,942,506

    Other

    2,308,338

    3,278,125

    1,539,305

    2,982,436

    2,095,376

    Total Cross-Currency

    182,338

    200,200

    158,738

    159,579

    143,858

    SDs and MSPs

    142,708

    159,878

    126,728

    131,881

    118,533

    Other

    39,631

    40,323

    32,010

    27,698

    25,325

    Total Credit

    1,839,666

    1,124,434

    893,581

    687,091

    462,013

    SDs and MSPs

    963,731

    584,352

    484,417

    390,932

    270,717

    Other

    875,935

    540,082

    409,164

    296,158

    191,296

    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

    7,004,210

    8,924,949

    5,045,477

    7,447,523

    5,643,753

     

    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.