Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,217,312 78,723 2,296,035
FRA 1,232,590 4,786 1,237,376
OIS 1,220,329 35,046 1,255,375
OTHER* 215,808 5,275,672 5,491,480
TOTAL 4,886,039 5,394,228 10,280,267
       
* 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 817,213 499,841 214,876 87,661 149,874 526,569 2,296,035
OTHER* 1,420,617 4,085,920 2,261,302 29,582 41,903 144,908 7,984,232
TOTAL 2,237,831 4,585,762 2,476,178 117,242 191,778 671,477 10,280,267
               
* 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 236,663 148,129 362,670 341,875 627,674 448,578 128,019 2,426 2,296,035
OTHER* 7,083,752 206,683 213,677 127,382 151,296 131,401 67,393 2,648 7,984,232
TOTAL 7,320,415 354,812 576,348 469,257 778,970 579,979 195,411 5,074 10,280,267
                   
* 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 2,854,136 84,412 1,580,488 73,034
OTHER* 3,959,327 5,421,831 1,378,127 5,209,178
TOTAL 6,813,463 5,506,244 2,958,616 5,282,212
         
* 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.