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

  • Dollar Volume by Cleared Status

     

    August 12

    August 19

    August 26

    September 02

    September 09

    Total Interest Rate*

    4,896,131

    4,154,942

    4,390,884

    4,475,440

    3,571,648

    Cleared**

    4,088,682

    3,342,130

    3,597,116

    3,339,830

    2,927,641

    Uncleared

    807,449

    812,813

    793,768

    1,135,610

    644,006

    Total Credit

    425,695

    596,946

    401,592

    410,442

    479,704

    Cleared

    359,773

    455,389

    320,338

    351,629

    413,471

    Uncleared

    65,922

    141,557

    81,254

    58,813

    66,234

    TOTAL

    5,321,826

    4,751,888

    4,792,476

    4,885,882

    4,051,352

     

    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.