Transaction Ticket Volume - All Tables (Transactions) - 11/15/2024

Ticket Volume by Cleared Status

  October 18 October 25 November 01 November 08 November 15
Total Interest Rate* 47,820 54,175 61,774 64,275 53,075
Cleared** 39,824 44,522 55,835 57,643 46,519
Uncleared 7,996 9,653 5,939 6,633 6,556
Total Credit 5,422 5,894 5,876 7,983 5,614
Cleared 4,462 4,999 5,034 6,848 4,690
Uncleared 960 895 842 1,135 925
Total FX 547,081 541,432 578,436 598,672 582,010
Cleared 20,274 17,642 17,933 25,971 21,071
Uncleared 526,808 523,790 560,502 572,701 560,939
TOTAL 600,323 601,500 646,085 670,931 640,699
           
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 18 October 25 November 01 November 08 November 15
Total Interest Rate* 95,641 108,349 123,548 128,551 106,151
SDs and MSPs** 57,934 66,785 74,426 77,489 65,695
Other 37,706 41,564 49,122 51,062 40,455
Total Credit 10,844 11,787 11,752 15,967 11,228
SDs and MSPs 6,736 7,236 7,182 9,784 6,810
Other 4,109 4,552 4,570 6,183 4,419
Total FX 1,094,162 1,082,864 1,156,871 1,197,345 1,164,019
SDs and MSPs 665,807 656,412 705,846 743,404 712,148
Other 428,355 426,452 451,025 453,941 451,871
TOTAL 1,200,647 1,203,000 1,292,171 1,341,863 1,281,399
           
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 18,335 1,589 19,925
OIS 26,689 1,521 28,209
Swaption 0 3,133 3,133
OTHER* 1,495 314 1,809
TOTAL 46,519 6,556 53,075
       
* 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 282 8,719 10,923 19,925
OIS 14,615 3,164 10,431 28,209
Swaption 1,635 925 573 3,133
OTHER* 616 601 592 1,809
TOTAL 17,148 13,408 22,519 53,075
         
* 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 417 207 1,291 3,473 6,605 7,931 19,925
OIS 2,236 437 1,983 4,213 8,156 11,184 28,209
Swaption 1,604 299 525 295 213 197 3,133
OTHER* 108 37 335 237 424 669 1,809
TOTAL 4,366 979 4,134 8,218 15,398 19,981 53,075
               
* 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 22,186 1,986 14,485 1,193
OIS 32,661 1,791 20,716 1,251
Swaption 0 4,798 0 1,467
OTHER* 1,914 360 1,076 268
TOTAL 56,761 8,934 36,277 4,178
         
* 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* 4,690 925 5,614
Europe 2,117 265 2,382
North America 2,359 354 2,713
Other Regions 214 305 519
TOTAL 4,690 925 5,614
       
* Includes exotic credit products, swaptions, and total return swaps.

CDS by Product & Grade

Product HY6 IG Other Total
Index Tranche / Index 2,127 2,651 206 4,984
OTHER* 159 198 273 630
TOTAL 2,286 2,849 479 5,614
         
* 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* 5,753 1,057 3,627 792
Europe 2,754 333 1,481 198
North America 2,705 394 2,012 314
Other Regions 294 330 134 280
TOTAL 5,753 1,057 3,627 792
         
* 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 2,489 3,351 281 1,765 1,952 130
OTHER* 170 221 297 147 175 249
TOTAL 2,659 3,572 578 1,913 2,127 379
             
* Includes exotic credit products, swaptions, and total return swaps.

FX by Product & Cleared Status

Product Cleared Uncleared Total
Swaps & Forwards 301 398,629 398,930
NDF 20,277 140,108 160,385
Options 486 20,543 21,029
OTHER* 7 1,659 1,666
TOTAL 21,071 560,939 582,010
       
* Includes cross-currency and exotics.

FX by Major Currency Pair, Region & Product

Currency Pair1 Swaps & Forwards NDF7 Options Other8 Total
USD/ 324,161 149,038 18,989 1,546 493,734
EUROPE 142,571 1,563 6,818 777 151,729
EUR 62,642 1,267 4,772 485 69,165
GBP 36,311 99 1,241 203 37,854
CHF 12,857 82 614 36 13,588
OTHER2 30,762 116 191 53 31,122
AMERICAS/CARIBBEAN 36,745 31,444 3,211 212 71,612
CAD 22,521 88 1,326 119 24,054
BRL 16 15,707 504 0 16,228
OTHER3 14,208 15,648 1,381 92 31,329
ASIA/PACIFIC 123,209 115,631 8,199 518 247,557
JPY 27,165 135 2,295 270 29,864
CNY 24,411 1,419 2,871 73 28,775
KRW 1,199 32,948 235 15 34,396
HKD 7,864 80 89 22 8,055
AUD 23,742 89 1,039 59 24,929
OTHER4 38,828 80,961 1,670 80 121,539
OTHER5 21,636 400 760 39 22,836
EUR/non-USD 47,964 10,557 1,364 33 59,918
OTHER6 26,804 790 677 87 28,358
TOTAL 398,930 160,385 21,029 1,666 582,010
           
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 161,832 77,420 124,978 19,105 15,594 398,930
NDF 12,870 18,874 120,792 4,759 3,090 160,385
Options 1,550 5,159 6,095 3,393 4,833 21,029
OTHER* 9 10 39 66 1,542 1,666
TOTAL 176,260 101,464 251,903 27,323 25,059 582,010
             
* Includes cross-currency and exotics.

FX by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 504 451,919 98 345,339
NDF 39,686 187,323 868 92,893
Options 972 29,142 0 11,945
OTHER* 13 2,590 1 728
TOTAL 41,174 670,974 967 450,904
         
* 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].