Reports of the Office of the Chief Economist

Weekly Swaps Report

As part of its mission, the Office of the Chief Economist leads the effort in preparing and publishing a number of informative reports every week. The goal of these reports is to foster market transparency and to inform the general public about the changes and trends in certain markets under the Commission’s purview. Below is a brief description of the reports prepared by the Office of the Chief Economist.

Weekly Swaps Report: The CFTC Swaps Report is a weekly summary of swap market transactions and positions. The summary currently provides information on US interest rate and credit swap markets, and provides breakdowns of exposures/trades by currency, by maturity and by counterparty type. The Report is based on swap-level transaction data provided to the agency by Swap Data Repositories, established by the Dodd-Frank Act.

ENNs Report