Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 4,576,148 135,985 4,712,133
FRA 2,631,732 18,710 2,650,442
OIS 5,674,502 38,296 5,712,798
OTHER* 388,635 998,294 1,386,928
TOTAL 13,271,016 1,191,285 14,462,301
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, and Swaption.

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Fixed-Float 2,933,064 614,008 345,625 139,470 125,679 554,286 4,712,133
OTHER* 3,185,721 4,377,476 1,977,812 26,850 38,984 143,326 9,750,168
TOTAL 6,118,785 4,991,484 2,323,437 166,320 164,663 697,612 14,462,301
               
* Includes the following products: Swaption, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, Basis, OIS, and FRA.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Fixed-Float 295,165 237,631 1,137,171 705,135 1,232,314 880,685 215,880 8,152 4,712,133
OTHER* 7,316,502 555,723 638,028 450,519 439,943 273,621 71,314 4,519 9,750,168
TOTAL 7,611,666 793,353 1,775,198 1,155,654 1,672,257 1,154,306 287,194 12,672 14,462,301
                   
* Includes the following products: FRA, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, OIS, Swaption, and Basis.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 5,218,136 142,056 3,934,159 129,915
OTHER* 10,670,601 1,138,129 6,719,136 972,471
TOTAL 15,888,737 1,280,185 10,653,295 1,102,386
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, FRA, Fixed-Fixed, Inflation, OIS, and Swaption.
Swap dollar volumes for current week, by product type and major currency (notional value of all new trades in millions of USD), all participant types and tenors, cleared and uncleared. For cleared swaps, this table reflects the notional value of the creation of only one of the two swaps that results from the clearing process. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes.  
1 See Data Dictionary for product descriptions and Explanatory Notes for data sources. 
2 See Explanatory Notes for cleared and uncleared descriptions.
3 See Explanatory Notes for currency descriptions.
4 See Explanatory Notes for tenor bucket descriptions.
5 See Explanatory Notes for participant type descriptions.
6 See Data Dictionary for grade descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.