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

  • Dollar Volume by Cleared Status

     

    August 08

    August 15

    August 22

    August 29

    September 05

    Total Interest Rate*

    2,129,471

    3,333,914

    2,081,743

    1,668,765

    1,360,383

    Cleared**

    1,613,114

    2,814,309

    1,712,291

    1,272,742

    1,089,308

    Uncleared

    516,357

    519,605

    369,453

    396,023

    271,075

    Total Cross-Currency

    54,924

    74,019

    96,928

    77,165

    50,521

    Cleared

    0

    0

    0

    0

    0

    Uncleared

    54,924

    74,019

    96,928

    77,165

    50,521

    Total Credit

    479,020

    355,074

    277,886

    189,070

    230,185

    Cleared

    437,422

    319,900

    242,171

    162,741

    205,214

    Uncleared

    41,598

    35,173

    35,715

    26,329

    24,971

    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

    2,663,414

    3,763,006

    2,456,557

    1,935,000

    1,641,089

     

    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.