Transaction Ticket Volume - All Tables (Transactions) - 09/27/2024

Ticket Volume by Cleared Status

  August 30 September 06 September 13 September 20 September 27
Total Interest Rate* 45,671 54,254 70,079 58,163 58,352
Cleared** 37,675 46,335 59,690 48,836 48,416
Uncleared 7,996 7,919 10,389 9,327 9,936
Total Credit 4,693 7,671 8,825 10,611 9,653
Cleared 3,822 6,705 7,518 9,039 8,297
Uncleared 871 966 1,308 1,573 1,356
Total FX 533,310 538,978 610,257 555,690 622,460
Cleared 18,562 19,571 20,920 20,203 24,519
Uncleared 514,748 519,407 589,337 535,488 597,941
TOTAL 583,674 600,903 689,162 624,465 690,465
           
Weekly total, swap ticket volumes by asset class and cleared status (number of new trades), all products, tenors, and participant types. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for cleared and uncleared descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].

Ticket Volume by Participant Type

  August 30 September 06 September 13 September 20 September 27
Total Interest Rate* 91,342 108,509 140,159 116,326 116,704
SDs and MSPs** 55,900 66,655 84,572 71,448 72,365
Other 35,442 41,853 55,587 44,878 44,339
Total Credit 9,386 15,341 17,651 21,223 19,307
SDs and MSPs 5,737 9,347 10,892 12,929 11,829
Other 3,649 5,994 6,758 8,293 7,477
Total FX 1,066,621 1,077,956 1,220,514 1,111,380 1,244,920
SDs and MSPs 652,067 657,850 743,471 681,229 767,499
Other 414,554 420,107 477,043 430,151 477,421
TOTAL 1,167,348 1,201,806 1,378,324 1,248,929 1,380,931
           
Weekly total, swap ticket volumes by asset class and participant type (number of new trades), all products and tenors, cleared and uncleared. For cleared swaps, the creation of each of the two resulting swaps is attributed only to the counterparty facing the clearing organization (i.e., the clearing organization’s participation is not displayed). For uncleared swaps, each trade is attributed to both swap counterparties. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded. Because this table shows transactions by participant, the totals on this table are twice those displayed on the "Transaction Ticket Volume by Cleared Status" table.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for participant type descriptions.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [email protected].

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 14,536 2,220 16,756
OIS 31,983 2,770 34,753
Swaption 1 4,156 4,157
OTHER* 1,895 790 2,685
TOTAL 48,416 9,936 58,352
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1 USD3 EUR Other Total
Fixed-Float 425 7,484 8,847 16,756
OIS 16,902 3,689 14,162 34,753
Swaption 2,244 1,200 713 4,157
OTHER* 948 753 985 2,685
TOTAL 20,519 13,125 24,707 58,352
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60+ Total
Fixed-Float 499 273 1,425 3,017 5,585 5,956 16,756
OIS 2,961 638 2,335 5,219 9,287 14,313 34,753
Swaption 1,635 742 643 463 367 307 4,157
OTHER* 165 59 269 211 607 1,375 2,685
TOTAL 5,261 1,712 4,672 8,910 15,846 21,951 58,352
               
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 18,059 2,509 11,013 1,932
OIS 38,330 3,287 25,637 2,254
Swaption 1 6,495 1 1,817
OTHER* 2,694 990 1,097 590
TOTAL 59,084 13,281 37,747 6,592
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

CDS by Product & Cleared Status

Product Cleared2 Uncleared Total
Index Tranche / Index / Other* 8,297 1,356 9,653
Europe 3,637 525 4,162
North America 4,170 439 4,609
Other Regions 491 392 883
TOTAL 8,297 1,356 9,653
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 3,390 5,176 390 8,956
OTHER* 169 245 283 697
TOTAL 3,559 5,421 673 9,653
         
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product Cleared2 Uncleared Cleared Uncleared
Index Tranche / Index / Other* 10,250 1,579 6,344 1,133
Europe 4,762 657 2,511 394
North America 4,853 493 3,486 386
Other Regions 635 429 347 354
TOTAL 10,250 1,579 6,344 1,133
         
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product, Participant Type & Grade

  Swap Dealers/MSPs5 Others
Product HY6 IG Other HY IG Other
Index Tranche / Index 4,005 6,536 494 2,775 3,816 286
OTHER* 206 289 299 132 201 267
TOTAL 4,211 6,825 793 2,907 4,018 553
             
* Includes exotic credit products, swaptions, and total return swaps.

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 248 410,573 410,821
NDF 23,896 169,165 193,061
Options 370 16,317 16,687
OTHER* 5 1,886 1,891
TOTAL 24,519 597,941 622,460
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 328,598 175,749 14,511 1,723 520,582
EUROPE 144,873 2,341 3,764 877 151,855
EUR 59,691 2,028 2,273 414 64,407
GBP 36,041 104 1,006 398 37,550
CHF 13,739 67 353 42 14,201
OTHER2 35,402 141 132 22 35,697
AMERICAS/CARIBBEAN 36,314 44,662 2,839 224 84,039
CAD 21,979 145 958 61 23,143
BRL 36 23,230 630 16 23,912
OTHER3 14,299 21,287 1,252 147 36,984
ASIA/PACIFIC 126,797 128,284 7,216 552 262,849
JPY 30,255 119 2,583 200 33,159
CNY 22,221 1,321 1,403 123 25,068
KRW 1,597 37,715 297 31 39,641
HKD 11,547 66 178 22 11,813
AUD 23,420 98 1,660 94 25,272
OTHER4 37,757 88,964 1,094 82 127,898
OTHER5 20,614 463 691 71 21,839
EUR/non-USD 50,578 16,299 1,369 48 68,294
OTHER6 31,645 1,013 808 119 33,585
TOTAL 410,821 193,061 16,687 1,891 622,460
           
1 Currency pairs having USD on one side are grouped into 4 geographic regions, namely Europe, Americas/Caribbean, Asia/Pacific, and Other.
2 Other major currencies in EUROPE region include SEK, NOK, DKK, PLN, and CZK.
3 Other major currencies in Americas/Caribbean region include MXN, CLP, COP, PEN, and ARS.
4 Other major currencies in Asia/Pacific include INR, TWD, SGD, NZD, and RUB.
5 Regions within the Other category include the Middle East and Africa.
6 Category includes currency pairs without USD or EUR leg. 
7 Top currency pairs for NDF not included above are USD versus INR, TWD, and IDR. 
8 Includes cross-currency and exotics. 

FX by Product & Tenor (Calendar Days)

Product 0-7 8-30 31-90 91-180 180+ Total
Swaps & Forwards 180,330 88,732 111,240 16,021 14,498 410,821
NDF 22,515 20,783 141,801 4,545 3,417 193,061
Options 2,187 4,668 4,863 1,554 3,415 16,687
OTHER* 13 33 58 62 1,725 1,891
TOTAL 205,046 114,216 257,961 22,181 23,056 622,460
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 375 469,657 121 351,490
NDF 46,871 223,909 921 114,420
Options 740 23,083 0 9,551
OTHER* 9 2,854 1 918
TOTAL 47,995 719,504 1,043 476,378
         
* Includes cross-currency and exotics.

Notes

Swap transaction ticket 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. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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 [email protected].