Swaps Report Archive for 01.16.2013
-
Table of Contents
1/16/2013
All Swaps
Swaps by Asset Class
Interest Rate Swaps
Credit Default Swaps
1
Dec 14
Dec 21
Dec 28
Jan 4
Jan 11
Total Interest Rate
373,815,958
375,002,189
373,145,478
370,621,611
380,218,108
Cleared**
178,728,485
171,218,535
170,352,573
169,515,426
175,639,239
Uncleared
195,087,473
203,783,654
202,792,905
201,106,184
204,578,869
Total Cross-Currency
14,833,311
16,716,689
16,648,654
16,574,252
16,747,192
Cleared
N/A***
N/A
N/A
N/A
N/A
Uncleared
14,833,311
16,716,689
16,648,654
16,574,252
16,747,192
Total Credit
22,483,711
20,541,675
20,639,476
20,564,465
20,885,424
Cleared
2,774,168
2,540,603
2,551,950
2,576,102
2,606,053
Uncleared
19,709,543
18,001,072
18,087,527
17,988,362
18,279,372
Total Equity
5,166,993
5,166,993
5,166,993
N/A
N/A
Cleared
0
0
0
0
0
Uncleared
5,166,993
5,166,993
5,166,993
N/A
N/A
Total Other Commodity
3,091,000
3,091,000
3,091,000
3,091,000
3,091,000
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
TOTAL
419,390,973
420,518,546
418,691,601
410,851,328
420,941,724
Weekly snapshot, estimated gross notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
*See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
2
Dec 21
Dec 28
Jan 4
Jan 11
Long
Short
Long
Short
Long
Short
Long
Short
Total Interest Rate
375,002,189
375,002,189
373,145,478
373,145,478
370,621,611
370,621,611
380,218,108
380,218,108
SD/MSPs
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
16,716,689
16,716,689
16,648,654
16,648,654
16,574,252
16,574,252
16,747,192
16,747,192
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Credit
20,253,627
20,253,627
20,351,555
20,351,555
20,276,576
20,276,576
20,595,813
20,595,813
Dealers**
17,188,255
17,188,614
17,262,402
17,260,245
17,189,842
17,164,316
17,437,094
17,423,164
Buyside
3,065,372
3,065,012
3,089,153
3,091,310
3,086,734
3,112,260
3,158,719
3,172,648
Total Equity
5,166,993
5,166,993
5,166,993
5,166,993
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
3,091,000
3,091,000
3,091,000
3,091,000
3,091,000
3,091,000
3,091,000
3,091,000
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Weekly snapshot, estimated gross notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, and participant types, cleared and uncleared. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for participant type descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov
3
Dec 14
Dec 21
Dec 28
Jan 4
Jan 11
Total Interest Rate
N/A
N/A
N/A
N/A
N/A
Cleared**
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Credit
2,559,859
2,319,826
2,325,576
2,307,181
2,360,139
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Equity
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
TOTAL
N/A
N/A
N/A
N/A
N/A
Weekly snapshot, net notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
4
Dec 21
Dec 28
Jan 4
Jan 11
Long
Short
Long
Short
Long
Short
Long
Short
Total Interest Rate
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs**
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Credit
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Equity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Weekly snapshot, net notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, cleared and uncleared.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for participant type descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
5
Dec 14
Dec 21
Dec 28
Jan 4
Jan 11
Total Interest Rate
84,500
84,500
84,500
84,500
84,500
Cleared**
N/A***
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
3,500
3,500
3,500
3,500
3,500
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Credit
105,000
105,000
105,000
105,000
105,000
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Equity
25,000
25,000
25,000
25,000
25,000
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
105,000
105,000
105,000
105,000
105,000
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
TOTAL
323,000
323,000
323,000
323,000
323,000
Weekly total, estimated swap event volumes by asset class and cleared status (in number of events), all products, tenors, and participant types.
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey, which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
6
Dec 21
Dec 28
Jan 4
Jan 11
Long
Short
Long
Short
Long
Short
Long
Short
Total Interest Rate
84,500
84,500
84,500
84,500
84,500
84,500
84,500
84,500
SD/MSPs**
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
3,500
3,500
3,500
3,500
3,500
3,500
3,500
3,500
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Credit
105,000
105,000
105,000
105,000
105,000
105,000
105,000
105,000
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Equity
25,000
25,000
25,000
25,000
25,000
25,000
25,000
25,000
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
105,000
105,000
105,000
105,000
105,000
105,000
105,000
105,000
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Weekly total, estimated swap event volumes by asset class and participant type (in number of events), all products and tenors, cleared and uncleared.
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for participant type descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov
7
Dec 14
Dec 21
Dec 28
Jan 4
Jan 11
Total Interest Rate
N/A***
N/A
N/A
N/A
N/A
Cleared**
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Credit
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Equity
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
N/A
N/A
N/A
N/A
N/A
Cleared
N/A
N/A
N/A
N/A
N/A
Uncleared
N/A
N/A
N/A
N/A
N/A
TOTAL
N/A
N/A
N/A
N/A
N/A
Weekly total, estimated swap dollar volumes by asset class and cleared status (value of all trades in millions of USD), all products, tenors, and participant types.
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey, which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
8
Dec 21
Dec 28
Jan 4
Jan 11
Long
Short
Long
Short
Long
Short
Long
Short
Total Interest Rate
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs**
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Cross-Currency
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Credit
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Equity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Total Other Commodity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SD/MSPs
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Financials
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
End Users
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Weekly total, estimated swap dollar volumes by asset class and participant type (value of all trades in milliions of USD), all products and tenors, cleared and uncleared.
Estimates of weekly event volumes are derived from data published in the 2012 ISDA Operations Benchmarking Survey which defines an "event" as a new trade, confirmable amendment, partial or full termination, increase, decrease, or novation.
*See Data Dictionary for asset class descriptions.
**See Explanatory Notes for participant type descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
9a
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis
7,084,005
15,845,498
22,929,502
FRA
33,760,929
20,233,368
53,994,297
Exotic
3,696,574
3,696,574
Inflation
2,787,437
2,787,437
IRS- Plain Vanilla
113,999,233
100,611,310
214,610,543
OIS
20,569,031
20,056,450
40,625,481
VNS
<10,000
<10,000
Zero Coupon
222,288
222,288
With Optionality
Callable Swap
819,516
819,516
Cap/Floor
10,545,159
10,545,159
Debt Option
304,963
304,963
Exotic Option
1,462,169
1,462,169
Swaption
28,216,427
28,216,427
Cross-Currency
Exotic
91,559
91,559
Swap
16,655,633
16,655,633
TOTAL
175,635,485
221,326,060
396,961,545
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
9b
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
159,745
1,035,274
634,087
4,991,004
6,820,110
FRA
14,559,387
3,394,968
11,213
13,896,871
31,862,439
IRS- Plain Vanilla
49,191,668
8,534,564
14,545,578
33,196,304
105,468,114
OIS
12,929,030
3,617,229
3,747,065
20,293,324
VNS
2,123
<1,000
<1,000
2,123
Zero Coupon
99,037
36,817
33,638
52,174
221,666
TOTAL
76,940,990
16,618,852
15,224,516
55,883,419
164,667,777
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
9c
Product
AUD**
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
67,863
55,736
139,905
<1,000
263,504
FRA
409,300
103,105
288,988
779,673
1,581,066
IRS- Plain Vanilla
2,109,198
2,123,442
1,318,291
98,662
249,683
441,099
841,248
393,346
7,574,969
OIS
200,055
75,651
275,706
VNS
Zero Coupon
<1,000
<1,000
<1,000
TOTAL
2,177,061
2,379,234
1,943,147
201,767
538,671
441,099
1,620,921
393,346
9,695,246
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
9d
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
834,261
1,010,064
775,062
2,203,320
1,483,570
554,153
223,575
7,084,005
FRA
15,424,336
8,981,165
5,039,965
4,251,468
63,995
33,760,929
IRS- Plain Vanilla
6,629,053
5,670,896
5,505,723
20,998,922
34,006,552
27,620,102
13,567,985
113,999,233
OIS
8,950,620
4,139,753
2,544,091
4,888,675
45,893
20,569,032
VNS
420
<100
272
597
1,047
1,410
3,746
Zero Coupon
56,244
23,627
26,275
44,243
30,657
7,305
33,938
222,289
TOTAL
31,894,933
19,825,504
13,891,116
32,386,900
35,631,263
28,182,606
13,826,907
175,639,229
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for tenor bucket descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
10a
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis
FRA
Exotic
Inflation
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
With Optionality
Callable Swap
Cap/Floor
Debt Option
Exotic Option
Swaption
Cross-Currency
Exotic
Swap
TOTAL
N/A***
N/A
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
10b
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and supermajor currency (millions of USD), cleared swaps only, all participant types and tenors.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
10c
Product
AUD**
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and major currency (millions of USD), cleared swaps only, all participant types and tenors.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
10d
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for tenor bucket descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
11a
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis
477
477
FRA
17,645
17,645
Exotic
Inflation
IRS- Plain Vanilla
29,680
29,680
OIS
1,886
1,886
VNS
<100
<100
Zero Coupon
206
206
With Optionality
Callable Swap
Cap/Floor
Debt Option
Exotic Option
Swaption
Cross-Currency
Exotic
Swap
TOTAL
49,894
N/A***
49,894
Estimated swap transaction volumes, week ending January 11, by product type and tenor (millions of USD), all participant types and currencies.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
Note: Transaction volumes currently include house and client trades by FCMs in the interest rate asset class.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
11b
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
<100
<100
<100
219
219
FRA
5,988
3,212
6,041
15,241
IRS- Plain Vanilla
11,278
2,744
2,761
8,760
25,543
OIS
1,098
408
332
1,838
VNS
<100
<100
Zero Coupon
<100
170
<100
170
TOTAL
18,364
6,534
2,761
15,352
43,011
Estimated swap transaction volumes, week ending January 11, by product type and supermajor currency (millions of USD), all participant types, cleared and uncleared.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for supermajor currency descriptions.
***N/A indicates that data are not currently available.
Note: Transaction volumes currently include house and client trades by FCMs in the interest rate asset class.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
11c
Product
AUD**
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
<100
<100
<100
<100
FRA
898
<100
630
654
2,182
IRS- Plain Vanilla
1,045
818
314
<100
<100
260
314
462
3,213
OIS
<100
<100
<100
VNS
Zero Coupon
<100
<100
TOTAL
1,045
818
1,212
<100
630
260
968
462
5,395
Estimated swap transaction volumes, week ending January 11, by product type and major currency (millions of USD), all participant types, cleared and uncleared.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for major currency descriptions.
***N/A indicates that data are not currently available.
Note: Transaction volumes currently include house and client trades by FCMs in the interest rate asset class.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
11d
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
<100
<100
<100
139
106
120
365
FRA
5,504
4,505
3,566
4,068
<100
17,643
IRS- Plain Vanilla
<100
211
357
1,688
6,435
10,429
10,534
29,654
OIS
302
298
206
794
286
1,886
VNS
<100
<100
Zero Coupon
<100
<100
<100
<100
162
162
TOTAL
5,806
5,014
4,129
6,550
6,860
10,535
10,816
49,710
Estimated swap transaction volumes, January 11 weekly snapshot, by product type and tenor (millions of USD), all participant types and currencies.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for tenor bucket descriptions.
***N/A indicates that data are not currently available.
Note: Transaction volumes currently include house and client trades by FCMs in the interest rate asset class.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
12a
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis
FRA
Exotic
Inflation
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
With Optionality
Callable Swap
Cap/Floor
Debt Option
Exotic Option
Swaption
Cross-Currency
Exotic
Swap
TOTAL
N/A***
N/A
N/A
Estimated swap dollar volumes, week ending January 11, by product type and cleared status (value of all trades in millions of USD), all participant types and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
12b
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, week ending January 11, by product type and supermajor currency (value of all trades in millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
12c
Product
AUD*
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, week ending January 11, by product type and major currency (value of all trades in millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
12d
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for tenor bucket descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
13a
Dealers**
Buyside
TOTAL
Product
Cleared***
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Single - Name*
Corporate
515,576
7,533,135
515,593
745,644
1,031,169
8,278,778
Loans
21,505
21,505
Municipal
3,361
<1,000
3,361
Recovery
Sovereign
33,088
2,631,025
33,088
239,040
66,177
2,870,065
Index Tranche
Asia
<100
<100
Europe
797,657
77,009
874,666
North America
892,900
33,228
926,128
Index
Asia
1,321
294,024
1,623
45,476
2,944
339,500
Europe
275,957
2,512,668
275,957
384,418
551,915
2,897,085
North America
458,622
1,465,757
484,249
322,636
942,871
1,788,393
Other
Exotic
Swaptions
Total Return Swap
TOTAL
1,284,565
16,152,032
1,310,510
1,847,449
2,595,075
17,999,481
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
13b
Dealers**
Buyside
TOTAL
Product
HY***
IG
Other
HY
IG
Other
HY
IG
Other
Index Tranche*
Asia
<100
458
<100
458
Europe
797,657
77,009
874,666
North America
104,013
771,827
17,060
8,771
23,546
912
112,784
795,373
17,972
Index
Asia
3,545
90,210
178,930
284
8,290
35,165
3,829
98,500
212,937
Europe
2,788,625
660,375
3,173,043
North America
269,343
1,442,950
212,086
129,196
640,824
36,865
322,846
1,688,032
248,951
TOTAL
376,902
2,304,987
3,994,815
138,250
672,660
810,325
439,459
2,581,904
4,528,025
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Data Dictionary for product grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
14a
Product
TOTAL
Single - Name*
Corporate
739,141
Loans
4,805
Municipal
<1,000
Recovery
Sovereign
219,646
Index Tranche
Asia
<1,000
Europe
163,698
North America
158,289
Index
Asia
26,506
Europe
388,434
North America
528,826
Other
Exotic
Swaptions
Total Return Swap
TOTAL
2,229,345
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
14b
TOTAL
Product
HY**
IG
Other
Index Tranche*
Asia
<100
339
Europe
163,698
North America
17,701
138,609
1,979
Index
Asia
555
8,405
12,245
Europe
388,434
North America
90,869
374,778
60,722
TOTAL
109,124
521,792
627,417
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and grade (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for product grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
15a
Product
Transactions
Single - Name*
Corporate
22,691
Loans
<100
Municipal
<100
Recovery
<100
Sovereign
2,466
Index Tranche
Asia
<100
Europe
181
North America
145
Index
Asia
228
Europe
4,149
North America
3,756
TOTAL
33,616
Estimated swap transaction volumes, week ending January 11, by product type (in number of transactions), all tenors and currencies. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
15b
Transactions
Product
HY**
IG
Other
Index Tranche*
Asia
<100
Europe
181
North America
<100
101
Index
Asia
<100
<100
Europe
4,149
North America
1,233
2,208
292
TOTAL
1,233
2,309
4,622
Estimated swap transaction volumes, January 11 weekly snapshot, by product type and grade (millions of USD), all participant types, tenors and currencies, cleared and uncleared. This table will be expanded to reflect participant type as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for product grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
16a
Product
TOTAL
Single - Name*
Corporate
Loans
Municipal
Recovery
Sovereign
Index Tranche
Asia
Europe
North America
Index
Asia
Europe
North America
TOTAL
N/A**
Estimated swap dollar volumes, week ending January 11, by product type (total value of trades in millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
16b
TOTAL
Product
HY**
IG
Other
Index Tranche*
Asia
Europe
North America
Index
Asia
Europe
North America
TOTAL
N/A***
N/A
N/A
Estimated swap dollar volumes, week ending January 11, by product type (total value of trades in millions of USD), all participant types, tenors and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade. This table will be expanded to reflect participant type and cleared status as more complete data becomes available.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown.
*See Data Dictionary for product descriptions.
**See Data Dictionary for product grade descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
17
Broker**
Non-Broker
TOTAL
Product
Cleared***
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Swap*
CFD
0
43,728
43,728
Dividend
7,643
8,537
16,180
Equity Swap
247,647
704,146
951,793
Portfolio
31,857
334,555
366,412
Variance
1,524
1,372
2,896
Option
Accumulator/Decumulator
1,202
12,508
13,710
Vanilla (put/call)
1,078,816
1,610,297
2,689,113
Variance
Forward
Vanilla
Exotic
Structured Products
126,063
957,097
1,083,160
TOTAL
N/A****
1,494,753
N/A
3,672,240
N/A
5,166,993
Estimated gross notional amount outstanding, December 31 monthly snapshot, by product, participant type, and cleared status (millions of USD). Data are adjusted for double-counting of inter-broker trades to show a single exposure for each trade.
Data for the equity asset class are currently made available to the Commission on a monthly basis, and the Swaps by Asset Class tables in this proposed version of the CFTC Swaps Report will thus be published with an effective delay of up to one month.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for particpant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
18
Broker**
Non-Broker
TOTAL
Product
Cleared***
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Swap*
CFD
Dividend
Equity Swap
Portfolio
Variance
Option
Accumulator/Decumulator
Vanilla (put/call)
Variance
Forward
Vanilla
Exotic
Structured Products
TOTAL
N/A****
N/A
N/A
N/A
N/A
N/A
Estimated net notional amount outstanding, December 31 monthly snapshot, by product, participant type, and cleared status (millions of USD).
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
19
Broker**
Non-Broker
TOTAL
Product
Cleared***
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Swap*
CFD
Dividend
Equity Swap
Portfolio
Variance
Option
Accumulator/Decumulator
Vanilla (put/call)
Variance
Forward
Vanilla
Exotic
Structured Products
TOTAL
N/A****
N/A
N/A
N/A
N/A
N/A
Estimated swap transaction volumes, month ending December 31, by product, participant type, and cleared status (in number of transactions).
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
20
Broker**
Non-Broker
TOTAL
Product
Cleared***
Uncleared
Cleared
Uncleared
Cleared
Uncleared
Swap*
CFD
Dividend
Equity Swap
Portfolio
Variance
Option
Accumulator/Decumulator
Vanilla (put/call)
Variance
Forward
Vanilla
Exotic
Structured Products
TOTAL
N/A****
N/A
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, month ending December 31, by product, participant type, and cleared status (value of all trades in millions of USD).
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for participant type descriptions.
***See Explanatory Notes for cleared and uncleared descriptions.
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
21
Gross Notional Outstanding
Product Type
Cleared**
Uncleared
Total Metals*
Exotic
Option
Spot/Forward
Swap
Total Energy
Exotic
Option
Spot/Forward
Swap
Total Agricultural
Exotic
Option
Spot/Forward
Swap
Total Index
Exotic
Option
Spot/Forward
Swap
Total Other***
Exotic
Option
Spot/Forward
Swap
TOTAL
N/A****
N/A
Estimated gross notional amount outstanding, January 11 weekly snapshot, by product type and cleared status (millions of USD), all participant types, tenors, and currencies.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***Environment, Freight, Multi-Commodity Exotic
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
22
Net Notional Outstanding
Product Type
Cleared**
Uncleared
Total Metals*
Exotic
Option
Spot/Forward
Swap
Total Energy
Exotic
Option
Spot/Forward
Swap
Total Agricultural
Exotic
Option
Spot/Forward
Swap
Total Index
Exotic
Option
Spot/Forward
Swap
Total Other***
Exotic
Option
Spot/Forward
Swap
TOTAL
N/A****
N/A
Estimated net notional amount outstanding, January 11 weekly snapshot, by product type and cleared status (millions of USD), all participant types, tenors, and currencies.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***Environment, Freight, Multi-Commodity Exotic
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
23
Transactions
Product Type
Cleared**
Uncleared
Total Metals*
Exotic
Option
Spot/Forward
Swap
Total Energy
Exotic
Option
Spot/Forward
Swap
Total Agricultural
Exotic
Option
Spot/Forward
Swap
Total Index
Exotic
Option
Spot/Forward
Swap
Total Other***
Exotic
Option
Spot/Forward
Swap
TOTAL
N/A****
N/A
Estimated swap transaction volumes, week ending January 11, by product type, participant type, and cleared status (in number of transactions), all tenors, currencies, and deliveries. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***Environment, Freight, Multi-Commodity Exotic
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
24
Transactions
Product Type
Cleared**
Uncleared
Total Metals*
Exotic
Option
Spot/Forward
Swap
Total Energy
Exotic
Option
Spot/Forward
Swap
Total Agricultural
Exotic
Option
Spot/Forward
Swap
Total Index
Exotic
Option
Spot/Forward
Swap
Total Other***
Exotic
Option
Spot/Forward
Swap
TOTAL
N/A****
N/A
Estimated swap dollar volumes, week ending January 11, by product type and cleared status (value of all trades in millions of USD), all participant types, tenors, and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for cleared and uncleared descriptions.
***Environment, Freight, Multi-Commodity Exotic
****N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
