Transaction Ticket Volume by Participant Type (Transactions) (Double-Count)

Ticket Volume by Participant Type

  January 17 January 24 January 31 February 07 February 14
Total Interest Rate* 91,234 66,839 100,015 97,107 78,649
SDs and MSPs** 63,855 46,580 65,475 66,429 52,807
Other 27,379 20,259 34,540 30,679 25,842
Total Credit 9,882 10,885 17,700 15,437 11,918
SDs and MSPs 6,139 6,808 10,979 9,457 7,386
Other 3,743 4,077 6,721 5,980 4,532
Total FX 943,339 826,257 1,078,217 1,039,640 936,923
SDs and MSPs 575,280 501,729 654,843 641,364 574,271
Other 368,059 324,528 423,374 398,276 362,652
TOTAL 1,044,455 903,981 1,195,933 1,152,184 1,027,490
Weekly total, swap ticket volumes by asset class and participant type (number of new trades), all products and tenors, cleared and uncleared. For cleared swaps, the creation of 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, each trade is attributed to both swap counterparties. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket volumes. Because this table shows transactions by participant, the totals on this table are twice those displayed on the "Transaction Ticket 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 swapsreport@cftc.gov.