The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.

The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.

Publication of the WSR is expected to resume in early 2021.


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

Dollar Volume by Participant Type

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 12,412,022 11,905,086 12,514,168 12,528,653 14,783,638
SDs and MSPs** 8,772,643 8,812,260 8,769,398 8,583,159 10,711,984
Other 3,639,379 3,092,826 3,744,770 3,945,494 4,071,654
Total Credit 703,356 906,332 812,861 872,901 643,501
SDs and MSPs 446,669 549,903 505,522 526,190 387,230
Other 256,688 356,428 307,339 346,710 256,271
Total FX 20,962,878 25,268,120 15,346,560 19,060,767 21,636,831
SDs and MSPs 15,889,121 18,294,718 11,591,933 14,198,811 16,209,195
Other 5,073,757 6,973,402 3,754,627 4,861,956 5,427,636
TOTAL 34,078,257 38,079,538 28,673,589 32,462,320 37,063,970
           
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 swapsreport@cftc.gov.