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The swaps market through activity, composition, and clearing.
All products · Weekly notional traded
Same selection · single-count basis
All products in the selected asset class
All products · Amounts expressed in USD
All products · months, using CFTC bucket conventions
Tenor buckets are those published by the CFTC. Interest-rate labels are in months; FX labels are in days and differ between outstanding positions and weekly activity. They are not contractual cash-flow forecasts.
| Week ending | Product | Breakdown | Category | USD millions |
|---|---|---|---|---|
| 2026-09-04 | All products | tenor | Total | 17,618,541 |
| 2026-09-04 | All products | tenor | 60+ | 1,667,357 |
| 2026-09-04 | All products | tenor | 24-60 | 1,996,905 |
| 2026-09-04 | All products | tenor | 12-24 | 1,860,968 |
| 2026-09-04 | All products | tenor | 6-12 | 1,265,496 |
| 2026-09-04 | All products | tenor | 3-6 | 739,033 |
| 2026-09-04 | All products | tenor | 0-3 | 10,088,783 |
| 2026-09-04 | All products | currency | Total | 17,618,541 |
| 2026-09-04 | All products | currency | Other | 6,264,629 |
| 2026-09-04 | All products | currency | EUR | 5,338,574 |
| 2026-09-04 | All products | currency | USD | 6,015,338 |
| 2026-09-04 | All products | clearing | Uncleared | 1,616,655 |
| 2026-09-04 | All products | clearing | Cleared | 16,001,886 |
| 2026-09-04 | All products | clearing | Total | 17,618,541 |
| 2026-08-28 | All products | clearing | Uncleared | 1,716,209 |
| 2026-08-28 | All products | clearing | Cleared | 13,271,474 |
| 2026-08-28 | All products | clearing | Total | 14,987,683 |
| 2026-08-21 | All products | clearing | Uncleared | 1,728,632 |
| 2026-08-21 | All products | clearing | Cleared | 11,455,965 |
| 2026-08-21 | All products | clearing | Total | 13,184,597 |
| 2026-08-14 | All products | clearing | Uncleared | 1,540,291 |
| 2026-08-14 | All products | clearing | Cleared | 11,173,214 |
| 2026-08-14 | All products | clearing | Total | 12,713,505 |
| 2026-08-07 | All products | clearing | Uncleared | 1,678,106 |
| 2026-08-07 | All products | clearing | Cleared | 12,229,095 |
| 2026-08-07 | All products | clearing | Total | 13,907,202 |
The CFTC aggregates market-facing swaps reported to swap data repositories. This view uses the CFTC’s published aggregate tables. It is separate from DTCC’s transaction-level dissemination feed and from CFTC futures positioning.
Notional outstanding is a stock at the report date. Weekly notional traded and trade count measure activity during the reporting week. Notional is neither market value nor counterparty credit exposure. Cleared data use the source’s single-count convention; participant tables, which count counterparties differently, are excluded.
Publication normally follows the reporting week by about two and a half weeks. Five aggregate periods were initially captured. Up to 104 aggregate periods and 12 detailed releases are retained as reports accumulate. Small discrepancies between published totals and their components are retained. Missing values stay unavailable.
Interest-rate tenor labels are in months and follow CFTC’s published buckets, including its boundary adjustment. FX uses calendar days and different buckets for outstanding versus activity. Credit tables provide grade, not currency or tenor. Regional subtotals are excluded from product composition. Credit products come from the grade table; clearing is unavailable when only a broader group has a published split. Currency and tenor breakdowns are separate views of the same total and must not be added together.
CFTC Weekly Swaps Report ↗ · Explanatory notes ↗ · Data dictionary ↗ · DTCC transaction dashboard ↗