- Data through
- 2026-09-30
- File months in this build
- 2026-09
- Trades in window
- 9,026,666
- Latest week
- Week of 28 Sep 2026
- Trades, latest week
- 1,177,362
- Build date
- 2026-10-20
Daily statistics over the DTCC swap data repository public tape, computed from the full trade-level record and published only as aggregates. A new trade is counted once, on its New York execution date; corrections replace the original record rather than adding to it; errored disseminations are removed. The window in this build covers the file months listed above, with late disseminations of trades executed in the prior quarter included on their execution dates. Asset-class pages and the method page carry the detail.
Trades per day by asset class
RatesCreditsForexEquitiesCommodities
Disseminated notional per day, USD-denominated trades
Notional is summed over trades whose first leg is denominated in US dollars, in billions of dollars. The tape carries no conversion rates, so trades in other currencies enter the count exhibits and their own currency pages, not this total.
RatesCreditsForexEquitiesCommodities
Weekly summary by asset class
| Asset class | Trades, latest week | Trades, prior week | Notional, USD trades ($) | Capped share of notional | Cleared share of trades | On-SEF share of trades | Median trade size, USD trades ($) |
|---|---|---|---|---|---|---|---|
| Rates | 87 | 260 | $217.3M | 0.0% | 0.0% | 63.2% | $15.0M |
| Credits | 6,571 | 12,712 | $20.5B | 71.5% | 66.3% | 90.8% | $5.0M |
| Forex | 160,470 | 262,924 | $518.2B | 7.6% | 12.7% | 85.2% | $1.0M |
| Equities | 999,560 | 1,308,648 | $112.7B | 10.6% | 0.0% | 60.0% | $10,000 |
| Commodities | 10,674 | 16,161 | $20.2B | 22.6% | 0.0% | 65.0% | $160,000 |
Cleared share counts trades disseminated as cleared or submitted for clearing. On-SEF share counts trades whose disseminated execution venue is a swap execution facility rather than off-facility or anonymised. Median trade size is over USD-denominated trades.
Terminations and corrections
| Week | Disseminations | Modifications and corrections | Share of disseminations | Terminations |
|---|---|---|---|---|
| Week of 01 Jun 2026 | 1,333 | 1,174 | 88.07% | 48 |
| Week of 08 Jun 2026 | 1,247 | 1,069 | 85.73% | 49 |
| Week of 15 Jun 2026 | 1,548 | 1,362 | 87.98% | 39 |
| Week of 22 Jun 2026 | 1,843 | 1,647 | 89.37% | 79 |
| Week of 29 Jun 2026 | 506 | 287 | 56.72% | 79 |
| Week of 06 Jul 2026 | 577 | 269 | 46.62% | 51 |
| Week of 13 Jul 2026 | 546 | 360 | 65.93% | 42 |
| Week of 20 Jul 2026 | 621 | 427 | 68.76% | 47 |
| Week of 27 Jul 2026 | 809 | 390 | 48.21% | 273 |
| Week of 03 Aug 2026 | 886 | 447 | 50.45% | 179 |
| Week of 10 Aug 2026 | 1,057 | 690 | 65.28% | 152 |
| Week of 17 Aug 2026 | 1,921 | 824 | 42.89% | 268 |
| Week of 24 Aug 2026 | 3,468 | 1,565 | 45.13% | 617 |
| Week of 31 Aug 2026 | 3,431,050 | 1,425,074 | 41.53% | 251,763 |
| Week of 07 Sep 2026 | 4,115,277 | 1,659,444 | 40.32% | 303,781 |
| Week of 14 Sep 2026 | 4,256,670 | 1,783,085 | 41.89% | 313,933 |
| Week of 21 Sep 2026 | 3,250,856 | 1,302,221 | 40.06% | 260,592 |
| Week of 28 Sep 2026 | 2,353,338 | 932,501 | 39.62% | 187,169 |
| Asset class | Trades terminated early, window | Notional closed, USD trades ($) |
|---|---|---|
| Rates | 12,879 | $1.3T |
| Credits | 2,384 | $33.0B |
| Forex | 54,127 | $2,600,000,000.1T |
| Equities | 938,069 | $13.5B |
| Commodities | 4,402 | $300,000,000.0T |
A termination removes a trade from outstanding on its termination date rather than its scheduled expiry. Terminations are never counted as new-trade flow.
Notional amounts are as publicly disseminated by the swap data repository. A trade larger than the regulatory cap for its asset class is disseminated at the cap value and is flagged in the source data. All notional totals are therefore lower bounds on true traded notional. The share of trades and of disseminated notional that is capped is printed beside each exhibit. Cap thresholds were revised effective 7 October 2024; comparisons across that date partly reflect the change in disclosure, not only in activity.