Transaction Dollar Volume - Interest Rate (Millions of USD)
-
Product Type and Cleared Status
Product
Cleared**
Uncleared
TOTAL
Swap*
Basis
FRA
Exotic
Inflation
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
With Optionality
Callable Swap
Cap/Floor
Debt Option
Exotic Option
Swaption
Cross-Currency
Exotic
Swap
TOTAL
N/A***
N/A
N/A
Estimated swap dollar volumes, week ending June 7, by product type and cleared status (value of all trades in millions of USD), all participant types and currencies. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions and Explanatory Notes for data sources.
**See Explanatory Notes for cleared and uncleared descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Supermajor Currency
Product
EUR**
GBP
JPY
USD
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, week ending June 7, by product type and supermajor currency (value of all trades in millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Major Currency
Product
AUD*
CAD
CHF
DKK
KRW
NOK
NZD
SEK
ZAR
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, week ending June 7, by product type and major currency (value of all trades in millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for currency descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
Cleared - Tenor
Product
0-3**
3-6
6-12
12-24
24-60
60-120
120+
TOTAL
Basis*
FRA
IRS- Plain Vanilla
OIS
VNS
Zero Coupon
TOTAL
N/A***
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Estimated swap dollar volumes, week ending June 7, by product type and tenor (millions of USD), cleared swaps only, all participant types and tenors. Data are adjusted for double-counting of cleared trades to show a single exposure for each trade.
Total(s) may be less than total shown for this asset class in the All Swaps reports and/or other CFTC Swaps Report tables if products were excluded from this table that (a) presented disclosure risk or (b) did not belong in the categories shown. See Explanatory Notes for more detail.
*See Data Dictionary for product descriptions.
**See Explanatory Notes for tenor bucket descriptions.
***N/A indicates that data are not currently available.
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.
