Under some circumstances, losses in superconduct, ing magnet systems can be primarily due to the transport current carried by the conductor. This type of loss is sometimes calssified as a self-field loss. This paper discusses the theory of sinusoidal alternating transport current losses in a cylindrical multifilamentary superconducting wire. Maxwell's equations have been solved for a long wire of radius R <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0</inf> , twist length L and classical skin depth δ. Eddy current and hysteresis loss expressions are presented in two limits. The limits have been distinguished by the field distribution in the region of the wire which is not carrying the transport current ( <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">R \leq R_{1}</tex> ). At low frequencies, i.e., <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\sqrt{2}R_{1} \ll \delta</tex> , the axial component of the magnetic field or "self field" is uniform. At high frequencies, i.e., <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\sqrt{2}R_{1} \gg \delta</tex> , the magnetic field in the interior is concentrated in a thin layer of the order of a skin depth in thickness. The loss expressions were determined assuming a continuum model with anisotropic conductivities for the superconductor.