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

  • Dollar Volume by Cleared Status

     

    October 10

    October 17

    October 24

    October 31

    November 07

    Total Interest Rate*

    2,528,217

    2,491,103

    3,800,157

    1,996,579

    3,300,427

    Cleared**

    1,943,455

    1,757,713

    2,140,775

    1,382,612

    1,652,917

    Uncleared

    584,762

    733,390

    1,659,382

    613,967

    1,647,510

    Total Cross-Currency

    74,072

    91,169

    100,100

    79,369

    79,790

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    74,072

    91,169

    100,100

    79,369

    79,790

    Total Credit

    1,246,139

    919,833

    562,217

    446,790

    343,545

    Cleared

    1,151,142

    855,371

    508,205

    398,911

    306,640

    Uncleared

    94,997

    64,461

    54,012

    47,879

    36,905

    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

    3,848,429

    3,502,105

    4,462,474

    2,522,739

    3,723,762

     

    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.