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

Dollar Volume by Cleared Status

  August 14 August 21 August 28 September 04 September 11
Total Interest Rate* 5,879,803 5,287,186 5,266,520 6,010,241 10,280,267
Cleared** 5,394,212 4,714,896 4,693,612 4,712,702 4,886,039
Uncleared 485,591 572,290 572,907 1,297,539 5,394,228
Total Credit 185,532 231,122 173,585 247,847 235,165
Cleared 146,425 167,663 119,488 173,310 166,513
Uncleared 39,107 63,459 54,097 74,538 68,652
Total FX 10,101,310 9,514,294 12,284,564 11,060,499 11,772,618
Cleared 219,908 195,547 243,295 232,322 262,881
Uncleared 9,881,402 9,318,747 12,041,269 10,828,177 11,509,737
TOTAL 16,166,644 15,032,602 17,724,668 17,318,587 22,288,049
           
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.