The Depository Trust and Clearing Corporation's redesigned Global Trade Repository service platform went live the weekend of November 20, 2020.
The redesign has necessitated changes to the code used by staff to produce the Weekly Swap Report (WSR) and precludes publication at this time.
Publication of the WSR is expected to resume in early 2021.
Transaction Dollar Volume by Cleared Status (Millions of USD) (Single-Count)
Dollar Volume by Cleared Status
|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]|