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

  • Dollar Volume by Participant

     

    November 07

    November 14

    November 21

    November 28

    December 05

    Total Interest Rate*

    6,600,854

    5,037,882

    6,418,777

    4,833,157

    6,426,595

    SDs and MSPs**

    3,618,418

    2,942,506

    3,590,462

    2,842,584

    3,500,886

    Other

    2,982,436

    2,095,376

    2,828,315

    1,990,574

    2,925,709

    Total Cross-Currency

    159,579

    143,858

    201,537

    142,854

    204,692

    SDs and MSPs

    131,881

    118,533

    153,277

    119,849

    150,728

    Other

    27,698

    25,325

    48,261

    23,005

    53,964

    Total Credit

    687,091

    462,013

    859,070

    562,482

    543,010

    SDs and MSPs

    390,932

    270,717

    545,690

    337,956

    314,887

    Other

    296,158

    191,296

    313,379

    224,526

    228,123

    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

    7,447,523

    5,643,753

    7,479,384

    5,538,493

    7,174,298

     

    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.