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

Dollar Volume by Participant Type

  January 03 January 10 January 17 January 24 January 31
Total Interest Rate* 10,505,142 26,772,367 22,315,245 16,283,258 23,420,771
SDs and MSPs** 8,100,977 20,430,648 16,702,157 12,359,473 15,836,208
Other 2,404,165 6,341,718 5,613,088 3,923,785 7,584,562
Total Credit 248,373 742,142 570,907 529,476 943,102
SDs and MSPs 149,261 452,360 343,136 325,234 565,073
Other 99,112 289,782 227,771 204,242 378,030
Total FX 12,745,033 24,255,254 20,492,790 17,689,899 24,237,915
SDs and MSPs 9,122,298 17,969,797 15,230,082 13,276,309 17,522,209
Other 3,622,735 6,285,457 5,262,708 4,413,590 6,715,706
TOTAL 23,498,547 51,769,762 43,378,942 34,502,633 48,601,787
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]