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

Dollar Volume by Participant Type

  November 01 November 08 November 15 November 22 November 29
Total Interest Rate* 14,755,187 14,898,334 11,885,938 14,777,848 10,904,745
SDs and MSPs** 10,189,295 10,459,740 7,913,916 10,143,872 7,350,083
Other 4,565,892 4,438,594 3,972,022 4,633,975 3,554,661
Total Credit 570,751 531,421 388,291 591,615 315,817
SDs and MSPs 366,024 317,688 244,308 375,748 201,452
Other 204,727 213,733 143,982 215,867 114,366
Total FX 25,167,230 17,788,025 17,674,958 19,035,905 23,968,862
SDs and MSPs 18,323,851 13,463,870 13,041,234 13,947,941 17,850,259
Other 6,843,379 4,324,154 4,633,723 5,087,964 6,118,604
TOTAL 40,493,168 33,217,780 29,949,186 34,405,368 35,189,424
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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