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

  • Dollar Volume by Cleared Status

     

    December 09

    December 16

    December 23

    December 30

    January 06

    Total Interest Rate*

    4,742,267

    5,970,647

    4,321,860

    1,269,410

    4,326,403

    Cleared**

    4,049,803

    4,983,175

    3,541,179

    1,069,962

    3,451,427

    Uncleared

    692,463

    987,472

    780,681

    199,448

    874,976

    Total Credit

    199,072

    653,541

    511,520

    234,530

    561,977

    Cleared

    99,022

    542,721

    433,740

    187,443

    433,797

    Uncleared

    100,050

    110,820

    77,780

    47,087

    128,180

    TOTAL

    4,941,339

    6,624,188

    4,833,380

    1,503,940

    4,888,380

     

    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.