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

Dollar Volume by Cleared Status

  April 10 April 17 April 24 May 01 May 08
Total Interest Rate* 7,163,464 6,561,923 7,722,764 8,070,467 8,083,912
Cleared** 6,845,370 5,884,254 7,123,944 7,095,506 7,473,088
Uncleared 318,094 677,669 598,819 974,961 610,824
Total Credit 406,704 487,166 293,599 287,560 236,821
Cleared 328,117 393,574 224,684 217,003 175,738
Uncleared 78,587 93,592 68,915 70,557 61,083
Total FX 9,220,676 8,208,540 8,806,350 10,598,941 7,395,334
Cleared 188,267 215,353 243,285 214,241 203,744
Uncleared 9,032,409 7,993,187 8,563,065 10,384,700 7,191,589
TOTAL 16,790,844 15,257,629 16,822,712 18,956,967 15,716,067
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]