Font Size: AAA // Print // Bookmark

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

  • Dollar Volume by Participant

     

    June 17

    June 24

    July 01

    July 08

    July 15

    Total Interest Rate*

    11,837,309

    10,510,375

    12,680,558

    7,093,399

    8,683,467

    SDs and MSPs**

    8,705,257

    7,168,950

    9,561,046

    4,619,566

    5,989,210

    Other

    3,132,052

    3,341,425

    3,119,512

    2,473,833

    2,694,257

    Total Credit

    1,822,962

    1,577,531

    1,647,238

    1,068,260

    1,161,527

    SDs and MSPs

    985,567

    774,564

    756,490

    532,112

    598,129

    Other

    837,394

    802,967

    890,748

    536,148

    563,397

    TOTAL

    13,660,271

    12,087,906

    14,327,796

    8,161,659

    9,844,994

     

    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.