The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.

The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.

Publication of the WSR is expected to resume in early 2021.


Transaction Ticket Volume by Participant Type (Transactions) (Double-Count)

Ticket Volume by Participant Type

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 84,660 71,293 72,614 77,230 77,980
SDs and MSPs** 48,516 48,091 47,074 50,833 52,540
Other 36,144 23,202 25,540 26,396 25,440
Total Credit 12,336 16,976 16,631 14,386 12,064
SDs and MSPs 7,784 10,469 10,420 8,821 7,403
Other 4,552 6,507 6,211 5,566 4,661
Total FX 875,097 1,018,256 771,193 1,002,983 991,755
SDs and MSPs 542,587 620,394 476,099 618,732 607,581
Other 332,509 397,863 295,094 384,251 384,174
TOTAL 972,092 1,106,526 860,438 1,094,599 1,081,799
           
Weekly total, swap ticket volumes by asset class and participant type (number of new trades), all products and tenors, cleared and uncleared. For cleared swaps, the creation of 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, each trade is attributed to both swap counterparties. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket volumes. Because this table shows transactions by participant, the totals on this table are twice those displayed on the "Transaction Ticket 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 [email protected]