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CFTC Swaps Report Update

Date 15/11/2017

CFTC's Weekly Swaps Report has been updated, and is now available.

The CFTC Swaps Report provides a detailed weekly snapshot of the gross notional outstanding as of the penultimate Friday prior to the CFTC Swaps Report’s Wednesday publication date, as well as a detailed weekly total of the transaction volume (on both a ticket volume and dollar volume basis) ending that same penultimate Friday, in two asset classes (interest rate swaps, credit default swaps).

 

Released: Weekly on Wednesday at 3:30 p.m. - http://www.cftc.gov/MarketReports/SwapsReports/index.htm