On November 20, the Commodity Futures Trading Commission announced the initiation of the CFTC Weekly Swaps Report. Modeled on the CFTC Commitments of Traders report, the Weekly Swaps Report will be published each Wednesday at 3:30 p.m. and will provide a detailed view of the swaps marketplace. The report provides three views of the swaps market: the gross notional outstanding, weekly transactions measured by dollar volume and the weekly transactions measured by transaction ticket volume.

The report will detail breakdowns of the swaps market for each asset class by product type, currency, tenor, participant type, and whether swaps are cleared or uncleared.

The Weekly Swaps Report is available here.