Transaction Dollar Volume by Cleared Status (Millions of USD) (Single-Count) - 10/20/2023

Dollar Volume by Cleared Status

  September 22 September 29 October 06 October 13 October 20
Total Interest Rate* 8,984,971 7,709,810 8,362,698 7,734,453 11,306,324
Cleared** 7,018,981 6,020,308 6,989,325 6,334,175 9,232,557
Uncleared 1,965,990 1,689,502 1,373,373 1,400,278 2,073,768
Total Credit 1,443,554 877,817 600,622 390,789 484,057
Cleared 1,231,481 704,055 411,403 269,040 314,338
Uncleared 212,073 173,762 189,219 121,749 169,719
Total FX 11,615,414 14,450,911 10,845,297 11,109,185 12,279,277
Cleared 158,387 148,798 136,840 120,794 161,905
Uncleared 11,457,026 14,302,113 10,708,456 10,988,391 12,117,372
TOTAL 22,043,939 23,038,537 19,808,616 19,234,428 24,069,658
           
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. Only the notional values of market-facing trades are included in dollar volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
* 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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