On November 14th, the CFTC issued a press release announcing a proposal to publish the CFTC Swaps Report, not to be confused with The Swap Report - Reed Smith's blog on derivatives and regulatory transactional issues.

The CFTC Swaps Report is a CFTC transparency initiative to aggregate and publish swaps market data on a weekly basis. Structurally, the CFTC Swaps Report will consist of a set of tables and supporting documentation covering the following items:

Notional Outstanding - This part of the report will include information about notional amounts outstanding on both a gross and net basis by participant type, cleared status and product type (interest rates, credit, equity and commodities).

Transaction Volume - This part of the report will include information about the total weekly swap transaction ticket volumes by currency, tenor, and grade.

Archive, Data Dictionary, and Explanatory Notes - There will also be background information about the report, including prior weeks' publications.

In addition to this weekly report, market participants will have access to trade information on a more frequent basis as a result of the CFTC's Real-Time Public Reporting of Swap Transaction Data pursuant to Part 43 of the CFTC's Rules.

You can read all about the proposed CFTC Swaps Report by clicking here, a hyperlink brought to you courtesy of The Swap Report.