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Transaction Dollar Volume by Cleared Status (Millions of USD) (Single-Count)

  • Dollar Volume by Cleared Status

     

    July 17

    July 24

    July 31

    August 07

    August 14

    Total Interest Rate*

    1,277,810

    1,332,936

    1,544,997

    1,534,535

    2,139,322

    Cleared**

    876,025

    814,236

    1,028,749

    1,029,441

    1,681,480

    Uncleared

    401,786

    518,701

    516,248

    505,095

    457,842

    Total Cross-Currency

    59,843

    64,526

    69,855

    47,673

    100,910

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    59,843

    64,526

    69,855

    47,673

    100,910

    Total Credit

    461,432

    315,933

    318,803

    267,696

    310,002

    Cleared

    326,420

    222,419

    249,394

    227,340

    247,423

    Uncleared

    135,012

    93,515

    69,409

    40,356

    62,579

    Total FX

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Equity

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Other Commodity

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    1,799,085

    1,713,396

    1,933,655

    1,849,904

    2,550,234

     

    Weekly total, swap dollar volumes by asset class and cleared status (value of all trades in millions of USD), all products, tenors, and participant types. For cleared swaps, this table reflects the notional value of the creation of only one of the two swaps that results from the clearing process. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes.

    * See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.

    ** See Explanatory Notes for cleared and uncleared descriptions.

    *** N/A indicates that data are not currently available.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.