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

  • Dollar Volume by Cleared Status

     

    June 19

    June 26

    July 03

    July 10

    July 17

    Total Interest Rate*

    1,740,048

    2,055,089

    1,318,159

    1,283,827

    1,277,810

    Cleared**

    1,148,303

    1,649,124

    864,573

    765,860

    876,025

    Uncleared

    591,745

    405,966

    453,586

    517,967

    401,786

    Total Cross-Currency

    83,855

    52,201

    53,816

    70,253

    59,843

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    83,855

    52,201

    53,816

    70,253

    59,843

    Total Credit

    820,851

    366,321

    407,999

    520,599

    461,432

    Cleared

    522,491

    275,820

    321,868

    370,520

    326,420

    Uncleared

    298,360

    90,501

    86,131

    150,079

    135,012

    Total FX

    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

    2,644,755

    2,473,611

    1,779,974

    1,874,679

    1,799,085

     

    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.

    *** 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.