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

  • Dollar Volume by Cleared Status

     

    August 11

    August 18

    August 25

    September 01

    September 08

    Total Interest Rate*

    4,536,033

    5,028,687

    4,944,717

    4,106,350

    7,867,829

    Cleared**

    3,564,629

    3,973,757

    4,197,995

    3,281,751

    7,097,642

    Uncleared

    971,404

    1,054,930

    746,723

    824,598

    770,188

    Total Credit

    793,677

    701,838

    538,924

    459,459

    539,719

    Cleared

    664,671

    582,802

    445,809

    399,612

    454,709

    Uncleared

    129,006

    119,036

    93,115

    59,848

    85,010

    TOTAL

    5,329,710

    5,730,525

    5,483,641

    4,565,809

    8,407,548

     

    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.