Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,152,252 55,514 2,207,766
FRA 2,822,812 5,213 2,828,024
OIS 2,065,706 19,728 2,085,434
OTHER* 432,318 530,370 962,688
TOTAL 7,473,088 610,824 8,083,912
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, and Swaption.

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Fixed-Float 992,997 542,074 115,104 52,040 108,477 397,075 2,207,766
OTHER* 3,719,455 1,227,049 631,623 5,123 146,789 146,107 5,876,146
TOTAL 4,712,452 1,769,123 746,727 57,163 255,266 543,182 8,083,912
* Includes the following products: Swaption, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, Basis, OIS, and FRA.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Fixed-Float 395,497 100,310 374,309 421,213 431,109 373,203 108,645 3,479 2,207,766
OTHER* 4,472,795 518,085 270,657 194,565 231,447 89,417 96,769 2,410 5,876,146
TOTAL 4,868,293 618,395 644,966 615,779 662,556 462,620 205,414 5,889 8,083,912
* Includes the following products: FRA, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, OIS, Swaption, and Basis.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 2,853,446 58,376 1,451,059 52,652
OTHER* 7,864,838 787,418 2,776,833 323,202
TOTAL 10,718,284 845,795 4,227,892 375,854
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, FRA, Fixed-Fixed, Inflation, OIS, and Swaption.
Swap dollar volumes for current week, by product type and major currency (notional value of all new trades in millions of USD), all participant types and tenors, cleared and uncleared. For cleared swaps, this table reflects the notional value of the creation of only one of the two swaps that results from the clearing process. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar 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.
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]