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

Dollar Volume by Cleared Status

	September 11	September 18	September 25	October 02	October 09
Total Interest Rate*	10,280,267	8,430,619	8,690,722	6,104,029	6,799,509
Cleared**	4,886,039	6,125,238	7,989,510	5,432,889	5,691,381
Uncleared	5,394,228	2,305,380	701,212	671,140	1,108,129
Total Credit	235,165	296,256	1,291,321	601,085	438,502
Cleared	166,513	220,611	1,002,353	498,719	325,243
Uncleared	68,652	75,645	288,968	102,367	113,259
Total FX	11,772,618	10,184,414	11,266,691	11,914,984	9,302,779
Cleared	262,881	242,134	273,913	210,654	229,614
Uncleared	11,509,737	9,942,280	10,992,778	11,704,331	9,073,166
TOTAL	22,288,049	18,911,288	21,248,734	18,620,099	16,540,791

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]