Transaction Ticket Volume - All Tables (Transactions) - 12/06/2024

Ticket Volume by Cleared Status

  November 08 November 15 November 22 November 29 December 06
Total Interest Rate* 64,275 53,075 50,436 48,407 64,372
Cleared** 57,643 46,519 44,206 41,911 57,879
Uncleared 6,633 6,556 6,230 6,496 6,492
Total Credit 7,983 5,614 6,810 4,628 5,923
Cleared 6,848 4,690 5,872 3,960 4,974
Uncleared 1,135 925 939 668 950
Total FX 598,672 582,010 537,907 544,545 583,524
Cleared 25,971 21,071 18,101 19,298 22,094
Uncleared 572,701 560,939 519,806 525,246 561,430
TOTAL 670,931 640,699 595,153 597,580 653,819
           
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

  November 08 November 15 November 22 November 29 December 06
Total Interest Rate* 128,551 106,151 100,872 96,815 128,743
SDs and MSPs** 77,489 65,695 61,148 59,150 75,273
Other 51,062 40,455 39,724 37,665 53,470
Total Credit 15,967 11,228 13,620 9,256 11,847
SDs and MSPs 9,784 6,810 8,276 5,759 7,228
Other 6,183 4,419 5,344 3,497 4,619
Total FX 1,197,345 1,164,019 1,075,814 1,089,089 1,167,048
SDs and MSPs 743,404 712,148 654,012 662,746 712,289
Other 453,941 451,871 421,803 426,343 454,759
TOTAL 1,341,863 1,281,399 1,190,307 1,195,160 1,307,638
           
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 19,860 1,538 21,398
OIS 36,148 1,770 37,918
Swaption 0 2,764 2,764
OTHER* 1,871 420 2,291
TOTAL 57,879 6,492 64,372
       
* 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 330 7,900 13,168 21,398
OIS 15,615 4,689 17,614 37,918
Swaption 1,641 739 384 2,764
OTHER* 935 664 692 2,291
TOTAL 18,522 13,991 31,859 64,372
         
* 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 436 225 1,146 4,076 7,745 7,769 21,398
OIS 3,076 567 2,376 5,950 11,584 14,365 37,918
Swaption 1,068 429 436 345 257 229 2,764
OTHER* 155 38 271 194 593 1,040 2,291
TOTAL 4,736 1,258 4,230 10,565 20,179 23,403 64,372
               
* 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 22,969 1,770 16,752 1,305
OIS 41,901 2,232 30,395 1,308
Swaption 0 3,588 0 1,940
OTHER* 2,322 491 1,419 350
TOTAL 67,192 8,081 48,566 4,903
         
* 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* 4,974 950 5,923
Europe 2,487 246 2,733
North America 2,274 356 2,630
Other Regions 213 348 561
TOTAL 4,974 950 5,923
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,138 2,926 201 5,265
OTHER* 126 195 337 658
TOTAL 2,264 3,121 538 5,923
         
* 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* 6,122 1,106 3,826 794
Europe 3,209 316 1,766 177
North America 2,616 405 1,931 307
Other Regions 297 385 129 310
TOTAL 6,122 1,106 3,826 794
         
* 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 2,521 3,679 277 1,755 2,174 125
OTHER* 144 232 374 108 158 299
TOTAL 2,665 3,911 651 1,863 2,332 424
             
* Includes exotic credit products, swaptions, and total return swaps.

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 386 378,367 378,753
NDF 21,167 163,408 184,575
Options 540 18,185 18,726
OTHER* 1 1,469 1,470
TOTAL 22,094 561,430 583,524
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 310,442 175,556 16,478 1,302 503,777
EUROPE 137,439 1,374 5,087 519 144,419
EUR 55,743 941 3,751 310 60,745
GBP 33,500 124 788 134 34,546
CHF 12,410 113 434 27 12,984
OTHER2 35,785 196 114 48 36,144
AMERICAS/CARIBBEAN 33,761 40,213 3,371 188 77,534
CAD 19,916 125 1,299 124 21,464
BRL 33 23,570 937 8 24,549
OTHER3 13,812 16,518 1,134 57 31,521
ASIA/PACIFIC 116,011 133,345 7,418 536 257,310
JPY 28,093 163 2,437 229 30,920
CNY 23,635 1,128 2,140 38 26,941
KRW 1,365 37,759 317 11 39,452
HKD 8,485 59 107 8 8,660
AUD 19,411 102 1,195 86 20,794
OTHER4 35,022 94,135 1,221 164 130,542
OTHER5 23,231 624 602 59 24,515
EUR/non-USD 41,379 8,108 1,472 85 51,044
OTHER6 26,933 911 776 83 28,703
TOTAL 378,753 184,575 18,726 1,470 583,524
           
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 147,377 121,531 58,534 38,124 13,187 378,753
NDF 11,270 36,675 117,186 16,375 3,069 184,575
Options 1,868 4,763 5,470 2,233 4,392 18,726
OTHER* 11 19 71 103 1,266 1,470
TOTAL 160,526 162,988 181,260 56,836 21,914 583,524
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 575 422,730 198 334,003
NDF 41,112 219,243 1,221 107,573
Options 1,081 25,371 0 11,000
OTHER* 2 2,175 0 763
TOTAL 42,770 669,519 1,419 453,340
         
* 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].