Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,234,892 91,296 2,326,187
FRA 3,041,690 3,303 3,044,993
OIS 1,919,868 32,389 1,952,256
OTHER* 330,279 421,068 751,347
TOTAL 7,526,728 548,056 8,074,783
* 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 1,226,096 428,045 141,395 101,794 99,083 329,775 2,326,187
OTHER* 4,066,010 975,260 436,304 21,951 164,136 84,934 5,748,596
TOTAL 5,292,106 1,403,305 577,699 123,745 263,219 414,709 8,074,783
* 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 159,289 57,217 359,373 455,552 580,671 555,181 155,250 3,655 2,326,187
OTHER* 4,484,821 239,300 248,503 320,099 259,355 134,923 58,332 3,261 5,748,596
TOTAL 4,644,110 296,517 607,876 775,652 840,026 690,104 213,582 6,916 8,074,783
* 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 2,901,019 89,636 1,568,764 92,956
OTHER* 7,986,499 547,335 2,597,174 366,184
TOTAL 10,887,518 636,971 4,165,938 459,140
* 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.