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SPECIAL ANNOUNCEMENT

DTCC DATA REPOSITORY (DDR) has informed us that due to a DDR technical coding issue, transactions data provided to the CFTC on credit default swaps have been understated. This error affects the following tables as published on the CFTC website since November 20, 2013: Ticket Volume; Dollar Volume.

BACKGROUND

The archive contains all of the previous publications of the proposed and current versions of the CFTC Swaps Report, dating from the initial publication to the current reporting period.

On December 20, 2011, the Commission adopted the Swap Data Recordkeeping and Reporting rule (17 CFR Part 45), which requires counterparties to swap transactions to report the terms of those transactions to a new type of regulated entity, swap data repositories (SDRs). This will allow the Commission to receive and analyze a valuable new stream of data.

On November 14, 2012, the Commission began the weekly publication of a proposed version of the CFTC Swaps Report, a Commission transparency initiative to aggregate and publish swaps market data. This proposed version, which used voluntarily-submitted swap data and several external data sources rather than SDR data, was designed to solicit feedback from market participants and members of the public regarding the format, classification structures, and supporting documentation of the report, until such time as data collected from SDRs pursuant to 17 CFR Part 45 could be used in the CFTC Swaps Report.

On January 1, 2013, certain swap market participants began reporting new and historical swap data to SDRs pursuant to 17 CFR Part 45, and the Commission began the process of analyzing these new data and incorporating them into the CFTC Swaps Report.

This publication of the CFTC Swaps Report uses data collected from SDRs in the interest rate asset class (including cross-currency swaps, displayed separately) and the credit asset class. The phased compliance schedule for swap data reporting to SDRs adopted by the Commission required the interest rate and credit asset classes to be reported first; therefore, data in these asset classes are the first to be incorporated into the publication of the CFTC Swaps Report. Reflecting this phased compliance process, SDR data in the FX, equity, and other commodity asset classes will also be incorporated into the CFTC Swaps Report at a future date.

CFTC Swaps Report

The CFTC Swaps Report displays the most recent five weeks of data for All Swaps reports and the most recent week of data for Swaps by Asset Class Reports. Previous editions of the CFTC Swaps Report are accessible below by clicking on the publication date of the report.

2013

         

November

20

27

     

December

4

11

18

26

 

2014

         

January

2

8

15

22

29

February

5

12

19

26

 

March

5

12

19

26

 

April

2

9

16

23

30

May

7

14

21

28

 

June

4

11

18

25

 

July

2

9

16

23

30

August

6

13

20

27

 

September

3

10

17

   

Proposed Version of the CFTC Swaps Report

Archived editions of the proposed version of the CFTC Swaps Report are accessible below by clicking on the publication date of the report. For more information on this first edition of the CFTC Swaps Report, please reference the Proposed Version Explanatory Notes, the Proposed Version Data Dictionary, and the Proposed Version Introduction.

2012

         

November

14

21

28

   

December

5

12

19

26

 

2013

         

January

2

9

16

23

30

February

6

13

20

27

 

March

6

13

20

27

 

April

3

10

17

24

 

May

1

8

15

22

29

June

5

12

19

26

 

July

3

10

17

24

31

August

7

14

21

28

 

September

4

11

18

25

 

October

2

9

16

23

30

November

6

13

     

See Also:

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