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

Dollar Volume by Participant Type

  December 10 December 17 December 24 December 31 January 07
Total Interest Rate* 16,924,925 17,015,649 5,735,003 4,042,906 23,181,737
SDs and MSPs** 11,291,557 10,622,670 3,745,795 2,489,991 16,281,951
Other 5,633,368 6,392,979 1,989,208 1,552,915 6,899,786
Total Credit 599,688 735,589 309,296 171,281 575,986
SDs and MSPs 337,443 418,843 182,353 95,093 320,250
Other 262,244 316,746 126,942 76,188 255,736
Total FX 19,941,089 21,016,593 14,653,450 10,696,758 21,685,665
SDs and MSPs 14,339,587 15,477,432 11,260,694 7,592,536 15,571,732
Other 5,601,503 5,539,161 3,392,756 3,104,222 6,113,933
TOTAL 37,465,702 38,767,831 20,697,748 14,910,946 45,443,387
           
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.
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