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

  • Transaction Dollar Volume

     

    March 7

    March 14

    March 21

    March 28

    April 4

    Total Interest Rate*

    2,825,489

    3,848,561

    3,412,627

    3,175,951

    2,266,460

    Cleared**

    2,437,636

    3,220,666

    2,706,549

    2,350,277

    1,482,447

    Uncleared

    387,853

    627,895

    706,078

    825,674

    784,013

    Total Cross-Currency

    55,895

    79,673

    113,673

    74,377

    79,615

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    55,895

    79,673

    113,673

    74,377

    79,615

    Total Credit

    243,543

    262,601

    551,220

    470,122

    326,612

    Cleared

    236,036

    255,221

    542,409

    457,732

    316,573

    Uncleared

    7,507

    7,380

    8,811

    12,390

    10,039

    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

    3,124,927

    4,190,835

    4,077,520

    3,720,451

    2,672,687

     

    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.

    **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.