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

  • Dollar Volume by Cleared Status

     

    July 4

    July 11

    July 18

    July 25

    August 1

    Total Interest Rate*

    2,837,876

    3,582,211

    2,433,274

    2,237,386

    3,921,556

    Cleared**

    2,234,505

    2,969,516

    1,780,294

    1,576,909

    2,040,985

    Uncleared

    603,371

    612,695

    652,981

    660,477

    1,880,570

    Total Cross-Currency

    62,340

    74,092

    55,272

    68,567

    52,216

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    62,340

    74,092

    55,272

    68,567

    52,216

    Total Credit

    200,689

    362,686

    395,965

    243,619

    431,531

    Cleared

    189,972

    281,901

    309,227

    210,011

    379,770

    Uncleared

    10,717

    80,785

    86,738

    33,608

    51,761

    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

    3,100,905

    4,018,989

    2,884,511

    2,549,572

    4,405,303

     

    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.

    **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.