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

  • Dollar Volume by Cleared Status

     

    February 17

    February 24

    March 03

    March 10

    March 17

    Total Interest Rate*

    6,841,452

    5,426,516

    10,555,331

    7,882,355

    7,430,858

    Cleared**

    5,757,611

    4,513,014

    9,511,664

    6,689,963

    6,213,783

    Uncleared

    1,083,841

    913,502

    1,043,667

    1,192,393

    1,217,075

    Total Credit

    619,021

    524,153

    569,648

    651,693

    625,472

    Cleared

    497,122

    443,190

    472,896

    524,286

    521,825

    Uncleared

    121,899

    80,963

    96,752

    127,408

    103,647

    TOTAL

    7,460,473

    5,950,670

    11,124,979

    8,534,049

    8,056,330

     

    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.