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

  • Dollar Volume by Cleared Status

     

    April 14

    April 21

    April 28

    May 05

    May 12

    Total Interest Rate*

    4,879,421

    5,519,540

    5,797,320

    4,944,771

    7,565,674

    Cleared**

    4,215,511

    4,796,291

    4,773,516

    4,027,225

    6,495,493

    Uncleared

    663,910

    723,249

    1,023,805

    917,546

    1,070,181

    Total Credit

    472,087

    657,189

    713,047

    480,238

    598,262

    Cleared

    392,048

    524,696

    595,712

    401,505

    484,629

    Uncleared

    80,039

    132,493

    117,336

    78,733

    113,633

    TOTAL

    5,351,508

    6,176,730

    6,510,368

    5,425,009

    8,163,936

     

    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.