Font Size: AAA // Print // Bookmark

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

  • Dollar Volume by Cleared Status

     

    January 05

    January 12

    January 19

    January 26

    February 02

    Total Interest Rate*

    6,210,357

    8,586,473

    7,275,107

    7,587,136

    8,495,238

    Cleared**

    5,244,605

    7,102,755

    5,987,002

    6,059,563

    6,910,289

    Uncleared

    965,752

    1,483,718

    1,288,104

    1,527,573

    1,584,949

    Total Credit

    301,303

    388,978

    451,567

    368,543

    452,137

    Cleared

    197,299

    261,809

    325,421

    271,357

    351,819

    Uncleared

    104,004

    127,169

    126,146

    97,186

    100,318

    TOTAL

    6,511,659

    8,975,451

    7,726,673

    7,955,679

    8,947,375

     

    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.