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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.”

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