Professional Documents
Culture Documents
RSS Feeds |
Email Subscriptions |
Plugins |
Glossary |
Forms & Submissions |
Careers |
Contact Us
International
International Publications
Foreign Markets, Products, & Intermediaries
Memoranda of Understanding
Law & Regulation
Dodd-Frank Act
Commodity Exchange Act
Public Comments
Federal Register
CFTC Staff Letters
Dispositions
Opinions & Adjudicatory Orders
CEA Cases
Enforcement
Rulemaking Records
Transparency
Privacy Office
Home // Market Reports // Weekly Swaps Report
Follow Us:
Market Reports
Commitments of Traders
Historical Viewable
Historical Compressed
About the COT Reports
Release Schedule
Explanatory Notes
Disaggregated Explanatory Notes
Historical Special Announcements
Weekly Swaps Report
Notional Outstanding
Transaction Volume
Archive
Explanatory Notes
Swaps Report Data Dictionary
Release Schedule
Printable Versions
Index Investment Data
Explanatory Notes
Cotton On-Call
Historical Cotton On-Call
Bank Participation Reports
Explanatory Notes
Financial Data for FCMs
Historical FCM Reports
Description of Report Data Fields
Net Position Changes Data
Staff Reports
Weekly Swaps Report
Notional Outstanding
Transaction Volume
Archive
Explanatory Notes
Swaps Report Data Dictionary
Release Schedule
Printable Versions
Font Size: AAA // Print // Bookmark
Report. We are also rolling up cross-currency swaps into the Interest Rate Swaps asset class to align our report better with the industry standard.
Explanatory Notes
The Explanatory Notes provide further detail on the data, aggregation methodology, and naming conventions used in the CFTC Swaps Report. Please
note that these explanatory notes are provided exclusively for the purpose of enhancing the usability of the CFTC Swaps Report.
All Swaps
Gross Notional Outstanding
Cleared Status
Participation Type
Dollar Volume
Cleared Status
Participation Type
Ticket Volume
Cleared Status
Participation Type
Dollar Volume
Interest Rate and CrossCurrency Swaps
Credit Default Swaps
Ticket Volume
Interest Rate and CrossCurrency Swaps
Credit Default Swaps
RELATED LINKS
Notional Outstanding
Transaction Volume
See Also:
converted by W eb2PDFConvert.com