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

  • Dollar Volume by Cleared Status

     

    January 23

    January 30

    February 06

    February 13

    February 20

    Total Interest Rate*

    1,765,544

    1,777,972

    2,295,135

    2,078,146

    1,959,982

    Cleared**

    1,105,735

    1,264,452

    1,563,011

    1,485,158

    1,485,927

    Uncleared

    659,808

    513,520

    732,123

    592,989

    474,055

    Total Cross-Currency

    98,852

    69,464

    77,065

    99,041

    81,536

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    98,852

    69,464

    77,065

    99,041

    81,536

    Total Credit

    427,339

    394,264

    276,735

    372,811

    318,465

    Cleared

    328,308

    298,197

    197,528

    260,009

    250,597

    Uncleared

    99,031

    96,067

    79,208

    112,802

    67,868

    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

    2,291,734

    2,241,701

    2,648,935

    2,549,998

    2,359,983

     

    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.

    *** 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.