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BACKGROUND 

The archive contains all of the previous publications of the proposed and current versions of the CFTC Swaps Report, dating from the initial publication to the current reporting period.

On December 20, 2011, the Commission adopted the Swap Data Recordkeeping and Reporting rule (17 CFR Part 45), which requires counterparties to swap transactions to report the terms of those transactions to a new type of regulated entity, swap data repositories (SDRs). This will allow the Commission to receive and analyze a valuable new stream of data.

On November 14, 2012, the Commission began the weekly publication of a proposed version of the CFTC Swaps Report, a Commission transparency initiative to aggregate and publish swaps market data. This proposed version, which used voluntarily-submitted swap data and several external data sources rather than SDR data, was designed to solicit feedback from market participants and members of the public regarding the format, classification structures, and supporting documentation of the report, until such time as data collected from SDRs pursuant to 17 CFR Part 45 could be used in the CFTC Swaps Report.

On January 1, 2013, certain swap market participants began reporting new and historical swap data to SDRs pursuant to 17 CFR Part 45, and the Commission began the process of analyzing these new data and incorporating them into the CFTC Swaps Report.

Initial CFTC Swaps Reports used data collected from SDRs in the interest rate asset class (Prior to 10/28/2015, cross-currency swaps estimates in the CFTC Swaps Report were displayed separately from the interest rate asset class estimates) and the credit asset class. The phased compliance schedule for swap data reporting to SDRs adopted by the Commission required the interest rate and credit asset classes to be reported first; therefore, data in these asset classes were the first to be incorporated into the publication of the CFTC Swaps Report.

Starting on 10/28/2015, we are removing the notional value estimates for the Equity, FX and Commodities asset classes from the CFTC Weekly Swaps Report. We are also rolling up cross-currency swaps into the Interest Rate Swaps asset class to align our report better with the industry standard.

As of June 27, 2018, we updated the methodology for categorizing the notional outstanding of interest rates swaps by tenor. When the Weekly Swaps Report was first issued, a limited number of columns were available for open swaps to generate the public report. Now, with an extended data set, we are able to identify more accurately the tenor of forward starting swaps. As a result of this change, the notional outstanding of swaps with tenors of less than one year increases relative to past reports.

On October 17, 2018 FX swaps were first included in the Weekly Swaps Report.  This addition extended the covered asset classes from two (interest rates and credit) to three.  

CFTC Swaps Report

The CFTC Swaps Report displays the most recent five weeks of data for All Swaps reports and the most recent week of data for Swaps by Asset Class Reports. Previous editions of the CFTC Swaps Report are accessible below by clicking on the publication date of the report.

2025

MonthDates
February3    
January6132027 

2024

MonthDates
December29162330
November4111825 
October7142128 
September    30
August     
July     
June     
May     
April     
March     
February512   
January18152229

2023

MonthDates
December4111825 
November6132027 
October29162330
September4111825 
August7142128 
July310172431
June5121926 
May18152229
April3101724 
March6132027 
February6132027 
January29162330
2022
MonthDates
December5121926 
November7142128 
October310172431
September5121926 
August18152229
July4111825 
June6132027 
May29162330
April4111825 
March7142128 
February7142128 
January310172431
2021
MonthDates
December6132027 
November18152229
October4111825 
September6132027 
August29162330
July5121926 
June7142128 
May310172431
April5121926 
March18152229
February181522 
January4111825 
2020
MonthDates
December2142128 
November4121825 
October7142128 
September29162330
August5121926 
July18152229
June3101724 
May6132027 
April18152229
March4111825 
February5121926 
January28152229
2019
MonthDates
December4111826 
November6132027 
October29162330
September4111825 
August7142128 
July310172431
June5121926 
May18152229
April3101724 
March6132027 
February6132027 
January2*9*16*23*30*
2018
MonthDates
December6121926 
November7142128 
October310172431
September5121926 
August18152229
July5111825 
June6132027 
May29162330
April4111825 
March7142128 
February7142128 
February7142128 
January

3

10172431
2017
MonthDates
December

6

13

20

27

 
November

1

8

15

22

29

October

4

11

18

25

 
September

6

13

20

27

 
August

2

9

16

23

30

July

5

12

19

26

 
June

7

14

21

28

 
May

3

10

17

24

31

April

5

12

19

26

 
March

1

8

15

22

29

February

1

8

15

22

 
January

4

11

18

25

 
2016
MonthDates
December

7

14

21

28

 
November

2

9

16

23

30
October

5

12

19

26

 
September

7

14

21

28

 
August

3

10

17

24

31

July

6

13

20

27

 
June

1

8

15

22

29

May

4

11

18

25

 
April

6

13

20

27

 
March

2

9

16

23

30

February

3

10

17

24

 
January

6

13

20

27

 
2015
MonthDates
December

2

9

16

23

30

November

4

11

18

25

 
October

7

14

21

28

 
September

2

9

16

23

30

August

5

12

19

26

 
July

1

8

15

22

29

June

3

10

17

24

 
May

6

13

20

27

 
April

1

8

15

22

29

March

4

11

18

25

 
February

4

11

18

25

 
January

7

14

21

28

 
2014
MonthDates
December

3

10

17

24

31

November

5

12

19

26

 
October

1

8

15

22

29

September

3

10

17

24

 
August

6

13

20

27

 
July

2

9

16

23

30

June

4

11

18

25

 
May

7

14

21

28

 
April

2

9

16

23

30

March

5

12

19

26

 
February

5

12

19

26

 
January

2

8

15

22

29

2013

Proposed Version of the CFTC Swaps Report

MonthDates
December

4

11

18

26

 
November

20

27

   

Archived editions of the proposed version of the CFTC Swaps Report are accessible below by clicking on the publication date of the report. For more information on this first edition of the CFTC Swaps Report, please reference the Proposed Version Explanatory Notes, the Proposed Version Data Dictionary, and the Proposed Version Introduction.

2013
MonthDates
November

6

13

   
October

2

9

16

23

30
September

4

11

18

25

 
August

7

14

21

28

 
July

3

10

17

24

31

June

5

12

19

26

 
May

1

8

15

22

29

April

3

10

17

24

 
March

6

13

20

27

 
February

6

13

20

27

 
January

2

9

16

23

30

2012
MonthDates
December

5

12

19

26

 
November

14

21

28

  

*Due to a lapse in government funding between December 22, 2018, and January 26, 2019, the CFTC’s Office of the Chief Economist did not issue a Weekly Swaps Report during this period.