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

  • Dollar Volume by Cleared Status

     

    June 16

    June 23

    June 30

    July 07

    July 14

    Total Interest Rate*

    7,754,486

    6,929,750

    9,068,136

    5,120,329

    5,785,874

    Cleared**

    6,708,009

    5,923,531

    8,061,962

    4,215,641

    4,812,550

    Uncleared

    1,046,476

    1,006,219

    1,006,175

    904,688

    973,324

    Total Credit

    589,792

    816,982

    728,938

    428,457

    507,816

    Cleared

    512,341

    705,827

    626,740

    361,013

    439,073

    Uncleared

    77,452

    111,155

    102,198

    67,445

    68,743

    TOTAL

    8,344,278

    7,746,732

    9,797,075

    5,548,786

    6,293,690

     

    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.