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

  • Dollar Volume by Cleared Status

     

    October 06

    October 13

    October 20

    October 27

    November 03

    Total Interest Rate*

    4,989,071

    4,066,733

    6,488,695

    5,176,264

    6,218,462

    Cleared**

    3,981,788

    3,408,854

    5,519,206

    3,990,352

    5,253,566

    Uncleared

    1,007,283

    657,879

    969,489

    1,185,912

    964,896

    Total Credit

    815,632

    560,891

    741,377

    724,110

    625,465

    Cleared

    683,636

    460,096

    611,489

    598,827

    538,802

    Uncleared

    131,996

    100,796

    129,888

    125,284

    86,663

    TOTAL

    5,804,704

    4,627,624

    7,230,071

    5,900,374

    6,843,927

     

    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.