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

  • Dollar Volume by Cleared Status

     

    September 05

    September 12

    September 19

    September 26

    October 03

    Total Interest Rate*

    1,360,383

    2,356,348

    2,609,806

    2,308,535

    2,242,215

    Cleared**

    1,089,308

    1,690,446

    2,023,224

    1,671,979

    1,420,377

    Uncleared

    271,075

    665,902

    586,582

    636,556

    821,838

    Total Cross-Currency

    50,521

    137,170

    121,666

    80,682

    71,622

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    50,521

    137,170

    121,666

    80,682

    71,622

    Total Credit

    230,185

    315,376

    494,759

    471,744

    610,158

    Cleared

    205,214

    250,746

    430,027

    418,951

    557,442

    Uncleared

    24,971

    64,630

    64,732

    52,792

    52,716

    Total FX

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Equity

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Total Other Commodity

    N/A

    N/A

    N/A

    N/A

    N/A

    Cleared

    N/A

    N/A

    N/A

    N/A

    N/A

    Uncleared

    N/A

    N/A

    N/A

    N/A

    N/A

    TOTAL

    1,641,089

    2,808,894

    3,226,231

    2,860,961

    2,923,995

     

    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.

    *** N/A indicates that data are not currently available.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.