IEG Policy is part of the Business Intelligence Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC’s registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.

This copy is for your personal, non-commercial use. Please do not redistribute without permission.

Printed By


CFTC Issues First Detailed Report on Swaps

The Commodity Futures Trading Commission (CFTC) released its first weekly swaps report on the $380 trillion market Nov. 20, with a report to follow each Wednesday afternoon at 3:30 p.m. ET. The report (link), modeled after the agency's weekly “commitments of traders” report, provides a detailed view of the interest rate and credit swaps marketplace through three main windows: the gross notional outstanding value of the marketplace, weekly transactions measured by dollar volume, and weekly transactions measured by ticket volume. Interest rate and credit swaps make up approximately 90 percent of the swaps marketplace, according to the CFTC. Data for each report will be current as of 12 days earlier; e.g., the report issued Nov. 20 includes data through Nov. 8. CFTC Chairman Gary Gensler said the 12-day delay is necessary “to ensure that the data is accurate and aggregated properly.”



What to read next




Ask The Analyst

Please fill in the form below to send over your enquiry or check the Ask The Analyst Page to find out more about the service

Your question has been successfully sent to the email address below and we will get back as soon as possible. my@email.address.

All fields are required.

Please make sure all fields are completed.

Please make sure you have filled out all fields

Please make sure you have filled out all fields

Please enter a valid e-mail address

Please enter a valid Phone Number

Ask your question to our analysts