Transaction Dollar Volume by Cleared Status (Millions of USD) (Single-Count) - 12/06/2024
Dollar Volume by Cleared Status
November 08 | November 15 | November 22 | November 29 | December 06 | |
Total Interest Rate* | 11,524,483 | 9,422,272 | 9,587,916 | 9,953,647 | 13,209,357 |
Cleared** | 10,237,766 | 8,198,576 | 8,467,178 | 8,526,214 | 11,937,637 |
Uncleared | 1,286,717 | 1,223,696 | 1,120,739 | 1,427,433 | 1,271,720 |
Total Credit | 537,777 | 388,806 | 481,236 | 345,633 | 425,903 |
Cleared | 365,280 | 229,237 | 305,806 | 212,939 | 263,462 |
Uncleared | 172,498 | 159,569 | 175,431 | 132,694 | 162,441 |
Total FX | 13,255,262 | 13,979,386 | 13,936,551 | 14,311,041 | 13,945,832 |
Cleared | 217,699 | 195,058 | 205,325 | 213,809 | 261,964 |
Uncleared | 13,037,563 | 13,784,328 | 13,731,226 | 14,097,233 | 13,683,868 |
TOTAL | 25,317,522 | 23,790,464 | 24,005,704 | 24,610,322 | 27,581,092 |
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. | |||||
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected]. |