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

  • Dollar Volume by Cleared Status

     

    June 13

    June 20

    June 27

    July 4

    July 11

    Total Interest Rate*

    4,208,624

    3,449,744

    3,225,624

    2,837,876

    3,582,211

    Cleared**

    3,570,930

    2,779,057

    2,565,635

    2,234,505

    2,969,516

    Uncleared

    637,694

    670,686

    659,989

    603,371

    612,695

    Total Cross-Currency

    89,514

    84,463

    55,647

    62,340

    74,092

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    89,514

    84,463

    55,647

    62,340

    74,092

    Total Credit

    321,443

    404,359

    302,879

    200,689

    362,686

    Cleared

    248,434

    342,712

    208,106

    189,972

    281,901

    Uncleared

    73,009

    61,647

    94,773

    10,717

    80,785

    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

    4,619,581

    3,938,566

    3,584,150

    3,100,905

    4,018,989

     

    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.

    **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.