Transaction Dollar Volume by Cleared Status (Millions of USD) (Single-Count) - 01/26/2024

Dollar Volume by Cleared Status

  December 29 January 05 January 12 January 19 January 26
Total Interest Rate* 2,946,398 8,979,769 13,561,692 10,322,717 9,085,289
Cleared** 2,482,130 7,149,898 11,518,508 8,777,460 7,362,221
Uncleared 464,268 1,829,870 2,043,184 1,545,257 1,723,068
Total Credit 92,935 275,677 385,793 364,872 350,748
Cleared 60,736 186,971 234,213 205,115 205,154
Uncleared 32,199 88,707 151,581 159,756 145,594
Total FX 7,481,725 9,927,115 12,718,850 12,586,844 12,244,597
Cleared 87,011 141,945 158,178 172,441 152,797
Uncleared 7,394,714 9,785,170 12,560,672 12,414,403 12,091,800
TOTAL 10,521,058 19,182,561 26,666,336 23,274,433 21,680,634
           
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. Only the notional values of market-facing trades are included in dollar volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for cleared and uncleared descriptions.
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