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

  • Dollar Volume by Cleared Status

     

    January 13

    January 20

    January 27

    February 03

    February 10

    Total Interest Rate*

    6,059,203

    4,176,366

    5,809,558

    6,596,110

    6,145,924

    Cleared**

    5,091,711

    3,412,207

    5,001,764

    5,604,772

    5,265,360

    Uncleared

    967,493

    764,159

    807,794

    991,337

    880,564

    Total Credit

    535,637

    485,840

    508,760

    547,788

    633,295

    Cleared

    447,703

    413,166

    412,882

    470,758

    547,032

    Uncleared

    87,934

    72,673

    95,878

    77,030

    86,264

    TOTAL

    6,594,840

    4,662,206

    6,318,318

    7,143,898

    6,779,219

     

    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.