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

  October 23 October 30 November 06 November 13 November 20
Total Interest Rate* 6,206,011 5,952,543 6,257,084 6,264,326 7,391,819
Cleared** 5,275,773 5,402,596 4,758,598 5,605,828 6,723,007
Uncleared 930,238 549,947 1,498,486 658,498 668,812
Total Credit 351,678 453,166 406,430 436,450 321,750
Cleared 263,256 335,899 304,826 340,020 251,768
Uncleared 88,423 117,267 101,605 96,431 69,982
Total FX 10,481,439 12,634,060 7,673,280 9,530,383 10,818,416
Cleared 244,428 237,737 169,602 218,367 251,462
Uncleared 10,237,011 12,396,323 7,503,678 9,312,016 10,566,953
TOTAL 17,039,128 19,039,769 14,336,794 16,231,160 18,531,985
           
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.