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

Dollar Volume by Cleared Status

  April 13 April 20 April 27 May 04 May 11
Total Interest Rate* 6,092,772 6,486,128 8,333,728 6,002,139 6,648,091
Cleared** 4,932,000 5,032,117 6,788,686 4,734,500 5,308,790
Uncleared 1,160,772 1,454,011 1,545,042 1,267,639 1,339,301
Total Credit 376,910 474,218 341,251 321,750 316,023
Cleared 318,447 376,762 289,514 269,451 261,720
Uncleared 58,462 97,456 51,737 52,298 54,303
TOTAL 6,469,682 6,960,346 8,674,979 6,323,889 6,964,114
 
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.