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

  • Dollar Volume by Cleared Status

     

    December 19

    December 26

    January 02

    January 09

    January 16

    Total Interest Rate*

    2,759,345

    759,202

    528,013

    2,372,834

    2,210,942

    Cleared**

    2,178,905

    618,943

    383,989

    1,744,839

    1,563,068

    Uncleared

    580,440

    140,259

    144,024

    627,994

    647,874

    Total Cross-Currency

    115,840

    18,498

    38,571

    115,504

    114,925

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    115,840

    18,498

    38,571

    115,504

    114,925

    Total Credit

    641,249

    61,024

    77,840

    423,211

    362,678

    Cleared

    556,789

    55,009

    70,776

    320,922

    273,119

    Uncleared

    84,460

    6,016

    7,064

    102,289

    89,559

    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

    3,516,435

    838,724

    644,424

    2,911,549

    2,688,545

     

    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.