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

Dollar Volume by Participant Type

  September 11 September 18 September 25 October 02 October 09
Total Interest Rate* 20,560,534 16,861,237 17,381,444 12,208,058 13,599,019
SDs and MSPs** 12,319,707 10,959,625 12,556,589 8,232,752 9,652,749
Other 8,240,827 5,901,612 4,824,855 3,975,306 3,946,270
Total Credit 470,329 592,512 2,582,642 1,202,171 877,004
SDs and MSPs 276,238 356,394 1,593,934 731,399 558,563
Other 194,092 236,118 988,708 470,771 318,441
Total FX 23,545,236 20,368,828 22,533,382 23,829,969 18,605,559
SDs and MSPs 17,864,908 15,291,362 17,143,382 17,424,101 13,443,453
Other 5,680,328 5,077,465 5,390,000 6,405,868 5,162,106
TOTAL 44,576,099 37,822,577 42,497,468 37,240,197 33,081,582
           
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 [email protected]