Transaction Ticket Volume - All Tables (Transactions) - 11/01/2024

Ticket Volume by Cleared Status

  October 04 October 11 October 18 October 25 November 01
Total Interest Rate* 57,512 58,477 47,820 54,175 61,774
Cleared** 48,275 49,516 39,824 44,522 55,835
Uncleared 9,237 8,961 7,996 9,653 5,939
Total Credit 8,906 6,053 5,422 5,894 5,876
Cleared 7,677 4,939 4,462 4,999 5,034
Uncleared 1,229 1,115 960 895 842
Total FX 617,553 575,533 547,081 541,432 578,436
Cleared 22,762 20,111 20,274 17,642 17,933
Uncleared 594,791 555,422 526,808 523,790 560,502
TOTAL 683,971 640,063 600,323 601,500 646,085
           
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

  October 04 October 11 October 18 October 25 November 01
Total Interest Rate* 115,024 116,954 95,641 108,349 123,548
SDs and MSPs** 70,873 70,767 57,934 66,785 74,426
Other 44,151 46,187 37,706 41,564 49,122
Total Credit 17,812 12,106 10,844 11,787 11,752
SDs and MSPs 10,896 7,425 6,736 7,236 7,182
Other 6,915 4,681 4,109 4,552 4,570
Total FX 1,235,107 1,151,066 1,094,162 1,082,864 1,156,871
SDs and MSPs 757,107 708,048 665,807 656,412 705,846
Other 477,999 443,017 428,355 426,452 451,025
TOTAL 1,367,942 1,280,126 1,200,647 1,203,000 1,292,171
           
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 19,264 1,499 20,763
OIS 34,474 1,676 36,150
Swaption 11 2,167 2,178
OTHER* 2,086 598 2,684
TOTAL 55,835 5,939 61,774
       
* 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 414 8,714 11,634 20,763
OIS 18,603 3,293 14,254 36,150
Swaption 1,352 355 471 2,178
OTHER* 971 762 951 2,684
TOTAL 21,340 13,124 27,310 61,774
         
* 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 482 256 1,254 3,493 7,117 8,161 20,763
OIS 2,872 466 2,203 5,707 10,476 14,425 36,150
Swaption 861 339 372 214 266 126 2,178
OTHER* 202 69 304 213 650 1,245 2,684
TOTAL 4,417 1,129 4,134 9,627 18,509 23,957 61,774
               
* 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 23,681 1,790 14,847 1,207
OIS 40,692 2,025 28,256 1,327
Swaption 12 2,997 10 1,337
OTHER* 2,525 705 1,647 492
TOTAL 66,909 7,516 44,760 4,363
         
* 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* 5,034 842 5,876
Europe 2,166 249 2,414
North America 2,618 290 2,908
Other Regions 251 303 554
TOTAL 5,034 842 5,876
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,186 2,839 266 5,290
OTHER* 117 201 267 586
TOTAL 2,303 3,041 533 5,876
         
* 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* 6,185 997 3,883 687
Europe 2,828 327 1,503 170
North America 3,032 346 2,204 235
Other Regions 325 324 176 282
TOTAL 6,185 997 3,883 687
         
* 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 2,551 3,632 339 1,820 2,046 192
OTHER* 133 242 285 102 161 249
TOTAL 2,684 3,874 624 1,922 2,207 441
             
* Includes exotic credit products, swaptions, and total return swaps.

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 260 412,651 412,911
NDF 17,243 131,753 148,996
Options 430 14,820 15,250
OTHER* 0 1,278 1,278
TOTAL 17,933 560,502 578,436
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 327,251 133,842 13,602 1,190 475,885
EUROPE 142,682 1,951 3,270 470 148,372
EUR 58,118 1,702 2,234 250 62,305
GBP 37,411 90 623 149 38,273
CHF 13,314 69 323 46 13,751
OTHER2 33,838 90 90 25 34,043
AMERICAS/CARIBBEAN 44,631 37,052 3,539 219 85,442
CAD 27,217 79 1,304 119 28,719
BRL 27 23,301 640 2 23,970
OTHER3 17,387 13,671 1,595 98 32,752
ASIA/PACIFIC 120,161 94,388 6,270 457 221,277
JPY 31,955 99 2,217 165 34,436
CNY 19,852 958 1,434 72 22,315
KRW 1,274 33,432 290 19 35,014
HKD 8,135 74 159 53 8,422
AUD 24,313 73 1,114 59 25,558
OTHER4 34,633 59,752 1,057 89 95,532
OTHER5 19,777 450 523 43 20,794
EUR/non-USD 52,204 14,065 1,149 29 67,447
OTHER6 33,456 1,089 499 60 35,103
TOTAL 412,911 148,996 15,250 1,278 578,436
           
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 168,948 96,780 117,844 15,872 13,467 412,911
NDF 19,443 15,924 106,939 3,786 2,903 148,996
Options 1,577 5,019 3,832 1,960 2,863 15,250
OTHER* 13 13 12 52 1,189 1,278
TOTAL 189,981 117,736 228,628 21,670 20,422 578,436
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 454 473,582 65 351,721
NDF 33,756 173,907 730 89,599
Options 861 21,280 0 8,359
OTHER* 0 2,005 0 552
TOTAL 35,072 670,774 795 450,230
         
* 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].