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

  • Dollar Volume by Cleared Status

     

    May 20

    May 27

    June 03

    June 10

    June 17

    Total Interest Rate*

    6,162,258

    4,701,987

    4,151,291

    5,258,429

    5,918,655

    Cleared**

    4,066,776

    3,820,645

    3,299,846

    4,101,668

    4,936,863

    Uncleared

    2,095,482

    881,342

    851,445

    1,156,761

    981,792

    Total Credit

    538,512

    448,172

    396,174

    551,772

    911,481

    Cleared

    487,330

    377,064

    362,984

    488,985

    742,792

    Uncleared

    51,182

    71,108

    33,190

    62,786

    168,689

    TOTAL

    6,700,770

    5,150,159

    4,547,465

    5,810,201

    6,830,136

     

    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.