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

Dollar Volume by Cleared Status

  January 03 January 10 January 17 January 24 January 31
Total Interest Rate* 5,252,571 13,386,183 11,157,622 8,141,629 11,710,385
Cleared** 4,923,151 12,186,614 10,232,737 7,395,646 10,699,645
Uncleared 329,420 1,199,569 924,886 745,983 1,010,741
Total Credit 124,186 371,071 285,453 264,738 471,551
Cleared 92,980 238,852 215,677 210,166 366,430
Uncleared 31,206 132,219 69,777 54,572 105,121
Total FX 6,372,516 12,127,627 10,246,395 8,844,950 12,118,957
Cleared 151,473 268,995 227,913 227,310 235,847
Uncleared 6,221,043 11,858,632 10,018,483 8,617,639 11,883,110
TOTAL 11,749,274 25,884,881 21,689,471 17,251,317 24,300,894
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 [email protected]