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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.

Initial CFTC Swaps Reports used data collected from SDRs in the interest rate asset class (Prior to 10/28/2015, cross-currency swaps estimates in the CFTC Swaps Report were displayed separately from the interest rate asset class estimates) 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 were the first to be incorporated into the publication of the CFTC Swaps Report.

Starting on 10/28/2015, we are removing the notional value estimates for the Equity, FX and Commodities asset classes from the CFTC Weekly Swaps Report. We are also rolling up cross-currency swaps into the Interest Rate Swaps asset class to align our report better with the industry standard.

As of June 27, 2018, we updated the methodology for categorizing the notional outstanding of interest rates swaps by tenor. When the Weekly Swaps Report was first issued, a limited number of columns were available for open swaps to generate the public report. Now, with an extended data set, we are able to identify more accurately the tenor of forward starting swaps. As a result of this change, the notional outstanding of swaps with tenors of less than one year increases relative to past reports.

On October 17, 2018 FX swaps were first included in the Weekly Swaps Report.  This addition extended the covered asset classes from two (interest rates and credit) to three. 

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.

2024
Month Dates
February 5 12      
January 1 8 15 22 29
2023
Month Dates
December 4 11 18 25  
November 6 13 20 27  
October     16 23 30
September          
August          
July          
June          
May          
April          
March 6 13      
February 6 13 20 27  
January 2 9 16 23 30
2022
Month Dates
December 5 12 19 26  
November 7 14 21 28  
October 3 10 17 24 31
September 5 12 19 26  
August 1 8 15 22 29
July 4 11 18 25  
June 6 13 20 27  
May 2 9 16 23 30
April 4 11 18 25  
March 7 14 21 28  
February 7 14 21 28  
January 3 10 17 24 31
2021
Month Dates
December 6 13 20 27  
November 1 8 15 22 29
October 4 11 18 25  
September 6 13 20 27  
August 2 9 16 23 30
July 5 12 19 26  
June 7 14 21 28  
May 3 10 17 24 31
April 5 12 19 26  
March 1 8 15 22 29
February 1 8 15 22  
January 4 11 18 25
2020
Month Dates
December 2 14 21 28  
November 4 12 18 25  
October 7 14 21 28  
September 2 9 16 23 30
August 5 12 19 26  
July 1 8 15 22 29
June 3 10 17 24  
May 6 13 20 27  
April 1 8 15 22 29
March 4 11 18 25  
February 5 12 19 26  
January 2 8 15 22 29
2019
Month Dates
December 4 11 18 26  
November 6 13 20 27  
October 2 9 16 23 30
September 4 11 18 25  
August 7 14 21 28  
July 3 10 17 24 31
June 5

12

19 26  
May 1 8 15 22 29
April 3 10 17 24  
March 6 13 20 27  
February 6 13 20 27  
January 2* 9* 16* 23* 30*
2018

Month

Dates
December 6 12 19 26  
November 7 14 21 28  
October 3 10 17 24 31
September 5 12 19 26  
August 1 8 15 22 29
July 5 11 18 25  
June 6 13 20 27  
May 2 9 16 23 30
April 4 11 18 25  
March 7 14 21 28  
February 7 14 21 28  
February 7 14 21 28  

January

3

10 17 24 31
2017

Month

Dates

December

6

13

20

27

 

November

1

8

15

22

29

October

4

11

18

25

 

September

6

13

20

27

 

August

2

9

16

23

30

July

5

12

19

26

 

June

7

14

21

28

 

May

3

10

17

24

31

April

5

12

19

26

 

March

1

8

15

22

29

February

1

8

15

22

 

January

4

11

18

25

2016

Month

Dates

December

7

14

21

28

 

November

2

9

16

23

30

October

5

12

19

26

 

September

7

14

21

28

 

August

3

10

17

24

31

July

6

13

20

27

 

June

1

8

15

22

29

May

4

11

18

25

 

April

6

13

20

27

 

March

2

9

16

23

30

February

3

10

17

24

 

January

6

13

20

27

 
2015

Month

Dates

December

2

9

16

23

30

November

4

11

18

25

 

October

7

14

21

28

 

September

2

9

16

23

30

August

5

12

19

26

 

July

1

8

15

22

29

June

3

10

17

24

 

May

6

13

20

27

 

April

1

8

15

22

29

March

4

11

18

25

 

February

4

11

18

25

 

January

7

14

21

28

2014

Month

Dates

December

3

10

17

24

31

November

5

12

19

26

 

October

1

8

15

22

29

September

3

10

17

24

 

August

6

13

20

27

 

July

2

9

16

23

30

June

4

11

18

25

 

May

7

14

21

28

 

April

2

9

16

23

30

March

5

12

19

26

 

February

5

12

19

26

 

January

2

8

15

22

29

2013

Proposed Version of the CFTC Swaps Report

Month

Dates

December

4

11

18

26

 

November

20

27

     

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.

2013

Month

Dates

November

6

13

     

October

2

9

16

23

30

September

4

11

18

25

 

August

7

14

21

28

 

July

3

10

17

24

31

June

5

12

19

26

 

May

1

8

15

22

29

April

3

10

17

24

 

March

6

13

20

27

 

February

6

13

20

27

 

January

2

9

16

23

30

2012

Month

Dates

December

5

12

19

26

 

November

14

21

28

   

*Due to a lapse in government funding between December 22, 2018, and January 26, 2019, the CFTC’s Office of the Chief Economist did not issue a Weekly Swaps Report during this period.