May 17 |
May 24 |
May 31 |
Jun 7 |
Jun 14 | |
Total Interest Rate* |
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 Cross-Currency |
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 Credit |
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 |
N/A |
N/A |
N/A |
N/A |
N/A |
Weekly total, estimated swap dollar volumes by asset class and cleared status (value of all trades in millions of USD), all products, tenors, and participant types. | |||||
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey, which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation. | |||||
*See Data Dictionary for asset class descriptions. | |||||
**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. | |||||