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

  • Dollar Volume by Cleared Status

     

    June 17

    June 24

    July 01

    July 08

    July 15

    Total Interest Rate*

    5,918,655

    5,255,187

    6,340,279

    3,546,699

    4,341,733

    Cleared**

    4,936,863

    4,367,854

    5,498,939

    2,491,132

    3,443,104

    Uncleared

    981,792

    887,333

    841,340

    1,055,568

    898,630

    Total Credit

    911,481

    788,765

    823,619

    534,130

    580,763

    Cleared

    742,792

    685,996

    724,450

    474,433

    509,695

    Uncleared

    168,689

    102,770

    99,169

    59,698

    71,068

    TOTAL

    6,830,136

    6,043,952

    7,163,898

    4,080,829

    4,922,496

     

    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.