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Transaction Ticket Volume - Interest Rate (Transactions)

  • IRS by Product & Cleared Status

    Product1

    Cleared2

    Uncleared

    Total

    Basis

    454

    592

    1,046

    Cap/Floor

    0

    234

    234

    Exotic

    0

    552

    552

    Fixed-Fixed

    0

    83

    83

    Fixed-Float

    20,566

    2,379

    22,945

    FRA

    2,397

    14

    2,411

    Inflation

    391

    97

    488

    OIS

    950

    440

    1,390

    Swaption

    1

    1,523

    1,524

    TOTAL

    24,758

    5,914

    30,672

    IRS by Product & Major Currency

    Product1

    USD3

    EUR

    GBP

    JPY

    AUD

    Other

    Total

    Basis

    461

    127

    92

    160

    88

    118

    1,046

    Cap/Floor

    213

    16

    5

    0

    0

    0

    234

    Exotic

    431

    41

    18

    7

    6

    49

    552

    Fixed-Fixed

    24

    11

    9

    1

    7

    31

    83

    Fixed-Float

    10,850

    2,321

    1,622

    822

    610

    6,721

    22,945

    FRA

    2,108

    132

    72

    0

    0

    99

    2,411

    Inflation

    195

    164

    120

    0

    2

    7

    488

    OIS

    440

    425

    79

    4

    29

    413

    1,390

    Swaption

    983

    238

    139

    99

    31

    34

    1,524

    TOTAL

    15,705

    3,475

    2,156

    1,093

    773

    7,472

    30,672

    IRS by Product & Tenor

    Product1

    0-34

    3-6

    6-12

    12-24

    24-60

    60-120

    120-360

    360+

    Total

    Basis

    68

    48

    210

    141

    154

    217

    176

    34

    1,046

    Cap/Floor

    0

    4

    43

    46

    130

    11

    0

    0

    234

    Exotic

    154

    29

    120

    44

    56

    62

    63

    24

    552

    Fixed-Fixed

    25

    1

    3

    5

    7

    15

    23

    4

    83

    Fixed-Float

    546

    343

    1,422

    3,448

    2,121

    6,774

    6,423

    1,869

    22,945

    FRA

    1,837

    574

    0

    0

    0

    0

    0

    0

    2,411

    Inflation

    1

    2

    42

    50

    41

    92

    215

    45

    488

    OIS

    365

    79

    161

    224

    204

    303

    50

    4

    1,390

    Swaption

    5

    0

    143

    112

    32

    258

    783

    191

    1,524

    TOTAL

    3,001

    1,080

    2,143

    4,069

    2,745

    7,731

    7,733

    2,171

    30,672

    IRS by Product & Participants

     

    Swap Dealers/MSPs5

    Others

    Product1

    Cleared2

    Uncleared

    Cleared

    Uncleared

    Fixed-Float

    23,423

    2,542

    17,708

    2,216

    OTHER*

    7,052

    4,656

    1,333

    2,414

    TOTAL

    30,475

    7,198

    19,041

    4,630

    * 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.

    The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to swapsreport@cftc.gov.