Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 717 24 741
Cap/Floor 0 173 173
Exotic 8 508 515
Fixed-Fixed 0 17 17
Fixed-Float 21,870 1,286 23,156
FRA 5,685 101 5,786
Inflation 1,230 145 1,375
OIS 2,791 304 3,095
Swaption 5 2,293 2,298
TOTAL 32,305 4,851 37,156
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 526 9 114 18 64 10 741
Cap/Floor 140 19 6 0 2 6 173
Exotic 285 53 25 5 0 147 515
Fixed-Fixed 14 0 0 3 0 0 17
Fixed-Float 9,329 4,425 1,387 732 769 6,515 23,156
FRA 3,110 1,547 901 0 0 228 5,786
Inflation 339 459 565 0 0 12 1,375
OIS 719 511 820 15 35 995 3,095
Swaption 1,499 551 123 72 14 39 2,298
TOTAL 15,960 7,574 3,941 845 884 7,952 37,156
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 23 27 64 70 141 193 211 12 741
Cap/Floor 3 2 28 39 83 16 2 0 173
Exotic 133 17 94 30 100 74 55 13 515
Fixed-Fixed 1 1 0 2 0 3 10 0 17
Fixed-Float 435 243 1,401 2,450 6,458 7,252 4,762 157 23,156
FRA 4,643 1,143 0 0 0 0 0 0 5,786
Inflation 2 0 156 97 284 398 375 63 1,375
OIS 407 48 335 408 793 742 273 89 3,095
Swaption 2 0 84 97 402 818 887 8 2,298
TOTAL 5,649 1,481 2,161 3,193 8,261 9,495 6,574 342 37,156
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 28,073 1,217 15,667 1,356
OTHER* 16,908 4,768 3,962 2,362
TOTAL 44,982 5,984 19,629 3,717
         
* 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.