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

  • Dollar Volume by Cleared Status

     

    January 01

    January 08

    January 15

    January 22

    January 29

    Total Interest Rate*

    449,670

    2,987,330

    2,578,449

    2,713,155

    2,941,408

    Cleared**

    296,922

    2,367,031

    1,986,009

    2,113,805

    2,273,175

    Uncleared

    152,748

    620,299

    592,439

    599,350

    668,233

    Total Credit

    270,204

    644,368

    813,784

    913,028

    739,377

    Cleared

    255,345

    578,572

    721,675

    816,520

    675,710

    Uncleared

    14,859

    65,796

    92,109

    96,509

    63,667

    TOTAL

    719,874

    3,631,698

    3,392,233

    3,626,183

    3,680,785

     

    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.

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