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

  • Dollar Volume by Participant

     

    November 03

    November 10

    November 17

    November 24

    December 01

    Total Interest Rate*

    12,436,925

    12,666,357

    12,504,984

    9,334,446

    12,024,245

    SDs and MSPs**

    8,379,000

    8,532,826

    8,565,142

    6,403,554

    7,847,241

    Other

    4,057,925

    4,133,531

    3,939,842

    2,930,892

    4,177,004

    Total Credit

    1,250,929

    1,346,744

    1,647,614

    720,457

    1,494,865

    SDs and MSPs

    624,931

    615,023

    752,211

    236,417

    833,723

    Other

    625,998

    731,721

    895,403

    484,039

    661,142

    TOTAL

    13,687,854

    14,013,101

    14,152,598

    10,054,903

    13,519,110

     

    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.