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

Dollar Volume by Cleared Status

  December 10 December 17 December 24 December 31 January 07
Total Interest Rate* 8,462,463 8,507,825 2,867,501 2,021,453 11,590,868
Cleared** 7,862,746 7,845,259 2,502,861 1,864,520 10,675,579
Uncleared 599,717 662,566 364,640 156,933 915,290
Total Credit 299,844 367,794 154,648 85,641 287,993
Cleared 226,260 295,577 112,206 73,971 219,521
Uncleared 73,583 72,218 42,442 11,670 68,471
Total FX 9,970,545 10,508,297 7,326,725 5,348,379 10,842,832
Cleared 203,300 173,191 113,099 117,464 241,666
Uncleared 9,767,245 10,335,106 7,213,626 5,230,915 10,601,167
TOTAL 18,732,851 19,383,916 10,348,874 7,455,473 22,721,694
           
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.
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