Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 879 32 911
Cap/Floor 0 179 179
Exotic 0 612 612
Fixed-Fixed 0 12 12
Fixed-Float 23,611 1,706 25,317
FRA 7,076 12 7,088
Inflation 1,025 97 1,122
OIS 2,984 345 3,329
Swaption 4 1,362 1,366
TOTAL 35,579 4,357 39,935
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 649 19 104 31 85 23 911
Cap/Floor 132 40 2 0 0 5 179
Exotic 317 70 32 14 1 178 612
Fixed-Fixed 7 0 0 4 0 1 12
Fixed-Float 9,133 4,535 2,030 540 1,357 7,723 25,317
FRA 3,996 1,695 1,163 0 0 234 7,088
Inflation 283 257 556 0 1 25 1,122
OIS 966 657 1,109 10 70 517 3,329
Swaption 865 227 153 79 19 23 1,366
TOTAL 16,347 7,500 5,149 678 1,533 8,729 39,935
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 52 30 117 99 259 207 134 13 911
Cap/Floor 11 2 35 43 75 11 2 0 179
Exotic 150 36 131 32 121 81 54 7 612
Fixed-Fixed 2 0 0 0 2 5 2 1 12
Fixed-Float 969 427 1,485 2,747 7,288 7,633 4,424 344 25,317
FRA 5,569 1,517 2 0 0 0 0 0 7,088
Inflation 16 0 147 94 212 373 230 50 1,122
OIS 536 79 310 457 754 551 532 110 3,329
Swaption 0 0 122 110 228 472 422 12 1,366
TOTAL 7,305 2,091 2,349 3,582 8,939 9,333 5,800 537 39,935
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 31,487 1,632 15,734 1,780
OTHER* 19,517 3,277 4,420 2,024
TOTAL 51,004 4,909 20,154 3,804
         
* 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.