Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 645 25 670
Cap/Floor 0 114 114
Exotic 0 611 611
Fixed-Fixed 0 21 21
Fixed-Float 18,303 1,281 19,584
FRA 6,818 20 6,838
Inflation 1,213 146 1,359
OIS 1,664 295 1,959
Swaption 3 1,211 1,214
TOTAL 28,646 3,724 32,370
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 427 14 90 37 89 13 670
Cap/Floor 90 20 0 0 0 4 114
Exotic 265 67 23 7 2 247 611
Fixed-Fixed 19 1 0 0 0 1 21
Fixed-Float 6,382 3,378 1,735 444 1,126 6,519 19,584
FRA 4,928 893 940 0 0 77 6,838
Inflation 569 314 461 0 3 12 1,359
OIS 426 391 650 11 20 461 1,959
Swaption 629 314 213 29 10 19 1,214
TOTAL 13,735 5,392 4,112 528 1,250 7,353 32,370
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 33 21 49 55 138 157 204 13 670
Cap/Floor 4 3 26 16 50 14 1 0 114
Exotic 135 49 118 40 116 100 51 2 611
Fixed-Fixed 2 0 0 0 0 10 6 3 21
Fixed-Float 856 718 834 1,983 6,029 5,931 3,098 136 19,584
FRA 5,849 988 1 0 0 0 0 0 6,838
Inflation 0 0 147 84 273 397 361 97 1,359
OIS 319 51 147 203 378 360 419 82 1,959
Swaption 0 0 57 69 162 414 496 16 1,214
TOTAL 7,198 1,830 1,379 2,450 7,146 7,382 4,636 349 32,370
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 24,135 1,258 12,471 1,304
OTHER* 17,596 3,026 3,090 1,860
TOTAL 41,731 4,284 15,561 3,164
         
* 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.