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

  • Dollar Volume by Cleared Status

     

    April 15

    April 22

    April 29

    May 06

    May 13

    Total Interest Rate*

    4,144,321

    5,172,908

    4,987,802

    4,309,685

    4,670,297

    Cleared**

    3,162,548

    4,155,529

    3,612,634

    3,359,595

    3,581,700

    Uncleared

    981,774

    1,017,378

    1,375,168

    950,090

    1,088,598

    Total Credit

    599,850

    767,393

    562,193

    576,959

    538,222

    Cleared

    541,250

    706,865

    500,904

    529,641

    497,395

    Uncleared

    58,600

    60,528

    61,289

    47,318

    40,827

    TOTAL

    4,744,171

    5,940,301

    5,549,995

    4,886,644

    5,208,519

     

    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.