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

  • Dollar Volume by Cleared Status

     

    February 13

    February 20

    February 27

    March 06

    March 13

    Total Interest Rate*

    2,078,146

    1,959,982

    3,438,948

    3,493,612

    3,155,292

    Cleared**

    1,485,158

    1,485,927

    2,889,187

    2,500,491

    2,578,325

    Uncleared

    592,989

    474,055

    549,761

    993,121

    576,967

    Total Cross-Currency

    99,041

    81,536

    102,155

    53,742

    107,686

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    99,041

    81,536

    102,155

    53,742

    107,686

    Total Credit

    372,811

    318,465

    357,273

    265,133

    407,282

    Cleared

    260,009

    250,597

    234,298

    218,048

    305,101

    Uncleared

    112,802

    67,868

    122,975

    47,084

    102,182

    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

    2,549,998

    2,359,983

    3,898,377

    3,812,487

    3,670,260

     

    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.