Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 689 39 728
Cap/Floor 0 174 174
Exotic 1 723 724
Fixed-Fixed 0 5 5
Fixed-Float 23,520 2,210 25,730
FRA 5,220 40 5,260
Inflation 994 136 1,130
OIS 3,352 576 3,928
Swaption 5 1,640 1,645
TOTAL 33,782 5,542 39,324

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 456 11 159 14 78 10 728
Cap/Floor 138 25 4 0 0 7 174
Exotic 381 121 39 18 2 163 724
Fixed-Fixed 5 0 0 0 0 0 5
Fixed-Float 8,339 4,499 2,417 618 1,191 8,666 25,730
FRA 3,463 856 481 0 0 460 5,260
Inflation 305 403 409 0 3 10 1,130
OIS 1,155 576 883 18 217 1,079 3,928
Swaption 940 427 94 98 37 49 1,645
TOTAL 15,183 6,918 4,486 766 1,528 10,444 39,324

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 32 23 99 91 188 155 127 13 728
Cap/Floor 0 6 28 38 87 15 0 0 174
Exotic 133 38 174 124 102 78 65 10 724
Fixed-Fixed 4 0 0 0 0 0 0 1 5
Fixed-Float 818 447 1,665 3,157 8,344 7,322 3,653 325 25,730
FRA 4,529 731 0 0 0 0 0 0 5,260
Inflation 1 0 145 58 260 402 224 40 1,130
OIS 1,074 99 404 540 742 483 503 84 3,928
Swaption 1 0 183 174 315 590 377 5 1,645
TOTAL 6,593 1,344 2,698 4,181 10,037 9,045 4,949 478 39,324

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 30,443 2,165 16,598 2,255
OTHER* 16,070 4,129 4,454 2,535
TOTAL 46,513 6,294 21,052 4,790
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, Inflation, OIS, and Swaption.

Notes

Swap transaction volumes for current week, by product and clearing status (number of new trades), all participant types, tenors, and currencies. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket 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.