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

  • Dollar Volume by Participant

     

    July 17

    July 24

    July 31

    August 07

    August 14

    Total Interest Rate*

    2,555,620

    2,665,872

    3,089,994

    3,069,071

    4,278,644

    SDs and MSPs**

    1,641,914

    1,746,095

    2,017,745

    1,889,481

    2,593,694

    Other

    913,707

    919,777

    1,072,249

    1,179,589

    1,684,950

    Total Cross-Currency

    119,686

    129,053

    139,710

    95,346

    201,820

    SDs and MSPs

    104,409

    106,399

    113,405

    77,230

    178,409

    Other

    15,277

    22,654

    26,305

    18,116

    23,411

    Total Credit

    922,864

    631,867

    637,606

    535,387

    620,003

    SDs and MSPs

    483,816

    309,760

    313,029

    272,266

    318,438

    Other

    439,047

    322,107

    324,577

    263,121

    301,565

    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

    3,598,170

    3,426,792

    3,867,309

    3,699,803

    5,100,467

     

    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.