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.
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