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

Dollar Volume by Cleared Status

  January 17 January 24 January 31 February 07 February 14
Total Interest Rate* 11,157,622 8,141,629 11,710,385 11,652,530 9,046,682
Cleared** 10,232,737 7,395,646 10,699,645 10,381,071 8,128,027
Uncleared 924,886 745,983 1,010,741 1,271,460 918,656
Total Credit 285,453 264,738 471,551 385,551 297,746
Cleared 215,677 210,166 366,430 306,283 199,377
Uncleared 69,777 54,572 105,121 79,268 98,369
Total FX 10,246,395 8,844,950 12,118,957 10,144,006 9,495,152
Cleared 227,913 227,310 235,847 250,351 237,314
Uncleared 10,018,483 8,617,639 11,883,110 9,893,656 9,257,838
TOTAL 21,689,471 17,251,317 24,300,894 22,182,087 18,839,581
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.