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

Dollar Volume by Participant Type

  May 29 June 05 June 12 June 19 June 26
Total Interest Rate* 12,477,877 14,222,094 14,273,985 20,854,884 28,924,603
SDs and MSPs** 8,573,950 10,888,660 9,955,752 14,342,137 17,168,922
Other 3,903,927 3,333,434 4,318,232 6,512,748 11,755,681
Total Credit 601,968 750,789 827,140 1,090,359 827,836
SDs and MSPs 364,286 441,861 504,248 626,429 479,238
Other 237,681 308,928 322,892 463,930 348,598
Total FX 23,016,310 21,001,349 23,557,902 20,208,888 21,902,572
SDs and MSPs 16,991,580 15,787,743 17,815,474 15,347,483 16,527,771
Other 6,024,730 5,213,606 5,742,428 4,861,405 5,374,802
TOTAL 36,096,154 35,974,232 38,659,027 42,154,132 51,655,011
           
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.
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