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

Dollar Volume by Cleared Status

  March 08 March 15 March 22 March 29 April 05
Total Interest Rate* 8,325,425 10,224,730 8,099,286 11,228,753 8,952,285
Cleared** 7,304,871 8,778,582 6,883,263 9,666,864 7,615,620
Uncleared 1,020,555 1,446,148 1,216,023 1,561,888 1,336,666
Total Credit 397,866 339,146 1,015,651 740,792 505,974
Cleared 295,528 267,296 895,336 643,899 420,583
Uncleared 102,338 71,850 120,315 96,893 85,391
Total FX 7,942,534 8,186,306 7,497,951 9,906,663 6,879,604
Cleared 140,180 153,773 141,175 146,059 120,936
Uncleared 7,802,354 8,032,532 7,356,776 9,760,604 6,758,667
TOTAL 16,665,825 18,750,182 16,612,888 21,876,208 16,337,863
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 swapsreport@cftc.gov.