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

Dollar Volume by Participant Type

  January 17 January 24 January 31 February 07 February 14
Total Interest Rate* 22,315,245 16,283,258 23,420,771 23,305,060 18,093,365
SDs and MSPs** 16,702,157 12,359,473 15,836,208 16,294,266 12,107,366
Other 5,613,088 3,923,785 7,584,562 7,010,794 5,985,998
Total Credit 570,907 529,476 943,102 771,102 595,493
SDs and MSPs 343,136 325,234 565,073 464,028 364,349
Other 227,771 204,242 378,030 307,074 231,144
Total FX 20,492,790 17,689,899 24,237,915 20,288,013 18,990,304
SDs and MSPs 15,230,082 13,276,309 17,522,209 15,163,848 14,054,715
Other 5,262,708 4,413,590 6,715,706 5,124,165 4,935,588
TOTAL 43,378,942 34,502,633 48,601,787 44,364,175 37,679,161
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.