Transaction Dollar Volume by Participant Type (Millions of USD) (Double-Count) - 09/09/2022

Dollar Volume by Participant Type

  August 12 August 19 August 26 September 02 September 09
Total Interest Rate* 15,932,484 17,941,240 20,218,327 18,800,842 22,124,063
SDs and MSPs** 11,225,102 12,904,915 14,284,602 12,445,016 14,765,260
Other 4,707,381 5,036,325 5,933,725 6,355,827 7,358,802
Total Credit 630,707 638,939 572,269 643,668 579,033
SDs and MSPs 359,625 376,562 329,274 368,848 330,960
Other 271,082 262,377 242,995 274,820 248,073
Total FX 19,717,444 16,825,854 22,175,853 23,901,967 22,835,486
SDs and MSPs 14,980,908 13,136,299 17,100,326 17,267,764 17,111,697
Other 4,736,536 3,689,554 5,075,527 6,634,202 5,723,788
TOTAL 36,280,635 35,406,032 42,966,450 43,346,477 45,538,581
           
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]