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

Dollar Volume by Cleared Status

  May 29 June 05 June 12 June 19 June 26
Total Interest Rate* 6,238,938 7,111,047 7,136,992 10,427,442 14,462,301
Cleared** 5,819,739 6,314,680 6,474,268 9,582,782 13,271,016
Uncleared 419,199 796,367 662,724 844,660 1,191,285
Total Credit 300,984 375,395 413,570 545,179 413,918
Cleared 223,412 292,945 311,926 370,590 216,640
Uncleared 77,572 82,449 101,643 174,590 197,278
Total FX 11,508,155 10,500,674 11,778,951 10,104,444 10,951,286
Cleared 218,633 250,041 275,855 235,215 215,270
Uncleared 11,289,522 10,250,634 11,503,096 9,869,229 10,736,016
TOTAL 18,048,077 17,987,116 19,329,513 21,077,066 25,827,505
           
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.