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

  • Dollar Volume by Cleared Status

     

    July 15

    July 22

    July 29

    August 05

    August 12

    Total Interest Rate*

    4,341,733

    4,579,529

    4,853,557

    4,446,911

    4,896,131

    Cleared**

    3,443,104

    3,707,674

    4,099,892

    3,434,838

    4,088,682

    Uncleared

    898,630

    871,855

    753,665

    1,012,073

    807,449

    Total Credit

    580,763

    632,208

    589,264

    516,334

    425,695

    Cleared

    509,695

    519,229

    516,831

    477,660

    359,773

    Uncleared

    71,068

    112,980

    72,433

    38,674

    65,922

    TOTAL

    4,922,496

    5,211,737

    5,442,821

    4,963,245

    5,321,826

     

    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.