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

  • Dollar Volume by Cleared Status

     

    March 25

    April 01

    April 08

    April 15

    April 22

    Total Interest Rate*

    4,477,920

    3,569,435

    4,219,502

    4,144,321

    5,172,908

    Cleared**

    3,513,910

    2,660,405

    3,059,992

    3,162,548

    4,155,529

    Uncleared

    964,010

    909,029

    1,159,510

    981,774

    1,017,378

    Total Credit

    1,128,738

    925,760

    698,769

    599,850

    767,393

    Cleared

    1,028,139

    844,757

    642,130

    541,250

    706,865

    Uncleared

    100,599

    81,004

    56,639

    58,600

    60,528

    TOTAL

    5,606,658

    4,495,195

    4,918,271

    4,744,171

    5,940,301

     

    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.