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 Ticket Volume by Cleared Status (Transactions) (Single-Count)

Ticket Volume by Cleared Status

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 42,330 35,647 36,307 38,615 38,990
Cleared** 36,654 31,124 31,314 34,006 34,534
Uncleared 5,676 4,523 4,993 4,609 4,456
Total Credit 6,168 8,488 8,316 7,193 6,032
Cleared 4,651 7,179 7,010 6,076 5,011
Uncleared 1,517 1,309 1,306 1,117 1,021
Total FX 437,548 509,128 385,597 501,492 495,877
Cleared 27,571 29,078 25,487 31,928 29,306
Uncleared 409,978 480,051 360,110 469,564 466,572
TOTAL 486,046 553,263 430,219 547,300 540,900
           
Weekly total, swap ticket volumes by asset class and cleared status (number of new trades), all products, tenors, and participant types. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket 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.