Font Size: AAA // Print // Bookmark

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

  • Dollar Volume by Cleared Status

     

    November 07

    November 14

    November 21

    November 28

    December 05

    Total Interest Rate*

    3,300,427

    2,518,941

    3,209,389

    2,416,579

    3,213,298

    Cleared**

    1,652,917

    1,271,425

    1,341,009

    1,175,070

    1,387,641

    Uncleared

    1,647,510

    1,247,516

    1,868,380

    1,241,509

    1,825,657

    Total Cross-Currency

    79,790

    71,929

    100,769

    71,427

    102,346

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    79,790

    71,929

    100,769

    71,427

    102,346

    Total Credit

    343,545

    231,006

    429,535

    281,241

    271,505

    Cleared

    306,640

    206,104

    379,847

    243,458

    234,767

    Uncleared

    36,905

    24,902

    49,688

    37,783

    36,738

    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

    3,723,762

    2,821,877

    3,739,692

    2,769,247

    3,587,149

     

    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.