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

  • Dollar Volume by Cleared Status

     

    October 21

    October 28

    November 04

    November 11

    November 18

    Total Interest Rate*

    4,744,220

    4,497,788

    4,438,810

    4,564,081

    5,706,820

    Cleared**

    3,762,175

    3,710,891

    3,577,676

    3,812,701

    4,220,678

    Uncleared

    982,045

    786,898

    861,134

    751,380

    1,486,142

    Total Credit

    671,519

    583,645

    632,236

    760,791

    770,509

    Cleared

    554,453

    482,734

    534,857

    649,650

    595,257

    Uncleared

    117,066

    100,911

    97,379

    111,141

    175,251

    TOTAL

    5,415,740

    5,081,433

    5,071,046

    5,324,872

    6,477,329

     

    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.