U.S. Commodity Futures Trading Commission

Ensuring the Integrity of the Futures & Swaps Markets

• Transparency
• International
• Contact Us

• 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
• 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

SPECIAL ANNOUNCEMENT

Starting on 10/28/2015, we are removing the notional value estimates for the Equity, FX and Commodities asset classes from the CFTC Weekly Swaps 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.

BACKGROUND

The archive contains all of the previous publications of the proposed and current versions of the CFTC Swaps Report, dating from the initial publication to the current reporting period.

On December 20, 2011, the Commission adopted the Swap Data Recordkeeping and Reporting rule (17 CFR Part 45), which requires counterparties to swap transactions to report the terms of those transactions to a new type of regulated entity, swap data repositories (SDRs). This will allow the Commission to receive and analyze a valuable new stream of data.

On November 14, 2012, the Commission began the weekly publication of a proposed version of the CFTC Swaps Report, a Commission transparency initiative to aggregate and publish swaps market data. This proposed version, which used voluntarily-submitted swap data and several external data sources rather than SDR data, was designed to solicit feedback from market participants and members of the public regarding the format, classification structures, and supporting documentation of the report, until such time as data collected from SDRs pursuant to 17 CFR Part 45 could be used in the CFTC Swaps Report.

On January 1, 2013, certain swap market participants began reporting new and historical swap data to SDRs pursuant to 17 CFR Part 45, and the Commission began the process of analyzing these new data and incorporating them into the CFTC Swaps Report.

This publication of the CFTC Swaps Report uses data collected from SDRs in the interest rate asset class (Prior to 10/28/2015, cross-currency swaps estimates in the CFTC Swaps Report were displayed separately from the interest rate asset class estimates) and the credit asset class. The phased compliance schedule for swap data reporting to SDRs adopted by the Commission required the interest rate and credit asset classes to be reported first; therefore, data in these asset classes are the first to be incorporated into the publication of the CFTC Swaps Report. Reflecting this phased compliance process, SDR data in the FX, equity, and other commodity asset classes will also be incorporated into the CFTC Swaps Report at a future date.

CFTC Swaps Report

The CFTC Swaps Report displays the most recent five weeks of data for All Swaps reports and the most recent week of data for Swaps by Asset Class Reports. Previous editions of the CFTC Swaps Report are accessible below by clicking on the publication date of the report.

2013
November	20	27
December	4	11	18	26
2014
January	2	8	15	22	29
February	5	12	19	26
March	5	12	19	26
April	2	9	16	23	30
May	7	14	21	28
June	4	11	18	25
July	2	9	16	23	30
August	6	13	20	27
September	3	10	17	24
October	1	8	15	22	29
November	5	12	19	26
December	3	10	17	24	31
2015
January	7	14	21	28
February	4	11	18	25
March	4	11	18	25
April	1	8	15	22	29
May	6	13	20	27
June	3	10	17	24
July	1	8	15	22	29
August	5	12	19	26
September	2	9	16	23	30
October	7	14	21	28
November	4	11	18	25
December	2	9	16	23	30
2016
January	6	13	20	27
February	3	10	17	24
March	2	9	16	23	30
April	6	13	20	27
May	4	11	18	25
June	1	8	15	22	29
July	6	13	20	27
August	3	10	17	24	31
September	7	14	21	28
October	5	12	19	26
November	2	9	16	23	30
December	7	14	21	28
2017
January	4	11	18

Proposed Version of the CFTC Swaps Report

Archived editions of the proposed version of the CFTC Swaps Report are accessible below by clicking on the publication date of the report. For more information on this first edition of the CFTC Swaps Report, please reference the Proposed Version Explanatory Notes, the Proposed Version Data Dictionary, and the Proposed Version Introduction.

2012
November	14	21	28
December	5	12	19	26
2013
January	2	9	16	23	30
February	6	13	20	27
March	6	13	20	27
April	3	10	17	24
May	1	8	15	22	29
June	5	12	19	26
July	3	10	17	24	31
August	7	14	21	28
September	4	11	18	25
October	2	9	16	23	30
November	6	13