Transaction Ticket Volume - All Tables (Transactions) - 06/06/2025
Ticket Volume by Cleared Status
| May 09 | May 16 | May 23 | May 30 | June 06 | |
| Total Interest Rate* | 60,522 | 78,645 | 73,202 | 56,908 | 72,666 |
| Cleared** | 54,857 | 70,146 | 66,096 | 51,041 | 66,453 |
| Uncleared | 5,665 | 8,499 | 7,106 | 5,867 | 6,214 |
| Total Credit | 7,209 | 8,999 | 7,892 | 4,864 | 5,882 |
| Cleared | 6,252 | 7,672 | 7,068 | 4,204 | 5,158 |
| Uncleared | 957 | 1,327 | 824 | 660 | 725 |
| Total FX | 570,836 | 616,537 | 575,225 | 559,690 | 581,806 |
| Cleared | 31,438 | 28,562 | 26,850 | 25,405 | 23,646 |
| Uncleared | 539,398 | 587,975 | 548,376 | 534,285 | 558,160 |
| TOTAL | 638,568 | 704,180 | 656,319 | 621,462 | 660,355 |
| 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
| May 09 | May 16 | May 23 | May 30 | June 06 | |
| Total Interest Rate* | 121,045 | 157,289 | 146,403 | 113,816 | 145,333 |
| SDs and MSPs** | 71,366 | 94,276 | 87,251 | 67,214 | 84,458 |
| Other | 49,679 | 63,014 | 59,153 | 46,602 | 60,875 |
| Total Credit | 14,418 | 17,997 | 15,784 | 9,728 | 11,764 |
| SDs and MSPs | 8,664 | 10,756 | 9,611 | 5,977 | 7,228 |
| Other | 5,754 | 7,242 | 6,173 | 3,751 | 4,537 |
| Total FX | 1,141,672 | 1,233,074 | 1,150,451 | 1,119,381 | 1,163,612 |
| SDs and MSPs | 716,230 | 761,027 | 706,072 | 679,777 | 706,453 |
| Other | 425,442 | 472,047 | 444,379 | 439,604 | 457,160 |
| TOTAL | 1,277,135 | 1,408,361 | 1,312,638 | 1,242,924 | 1,320,709 |
| 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 | 20,389 | 1,449 | 21,838 |
| OIS | 43,377 | 2,034 | 45,411 |
| Swaption | 0 | 2,292 | 2,292 |
| OTHER* | 2,687 | 439 | 3,126 |
| TOTAL | 66,453 | 6,214 | 72,666 |
| * 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 | 363 | 8,750 | 12,726 | 21,838 |
| OIS | 18,237 | 5,128 | 22,045 | 45,411 |
| Swaption | 1,132 | 644 | 515 | 2,292 |
| OTHER* | 1,249 | 1,117 | 761 | 3,126 |
| TOTAL | 20,981 | 15,639 | 36,047 | 72,666 |
| * 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 | 366 | 183 | 1,270 | 3,537 | 7,302 | 9,180 | 21,838 |
| OIS | 2,625 | 568 | 2,601 | 6,307 | 13,421 | 19,888 | 45,411 |
| Swaption | 916 | 280 | 406 | 264 | 200 | 226 | 2,292 |
| OTHER* | 199 | 112 | 288 | 283 | 866 | 1,379 | 3,126 |
| TOTAL | 4,106 | 1,143 | 4,564 | 10,391 | 21,789 | 30,673 | 72,666 |
| * 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 | 23,381 | 1,585 | 17,397 | 1,314 |
| OIS | 49,923 | 2,485 | 36,830 | 1,583 |
| Swaption | 0 | 3,068 | 0 | 1,515 |
| OTHER* | 3,504 | 512 | 1,871 | 366 |
| TOTAL | 76,808 | 7,650 | 56,098 | 4,777 |
| * 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* | 5,158 | 725 | 5,882 |
| Europe | 1,969 | 260 | 2,229 |
| North America | 2,854 | 264 | 3,118 |
| Other Regions | 335 | 201 | 536 |
| TOTAL | 5,158 | 725 | 5,882 |
| * Includes exotic credit products, swaptions, and total return swaps. |
CDS by Product & Grade
| Product | HY6 | IG | Other | Total |
| Index Tranche / Index | 2,285 | 2,866 | 269 | 5,420 |
| OTHER* | 125 | 134 | 203 | 462 |
| TOTAL | 2,410 | 3,000 | 472 | 5,882 |
| * 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* | 6,361 | 867 | 3,955 | 582 |
| Europe | 2,587 | 347 | 1,352 | 173 |
| North America | 3,341 | 304 | 2,367 | 225 |
| Other Regions | 433 | 217 | 236 | 185 |
| TOTAL | 6,361 | 867 | 3,955 | 582 |
| * 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 | 2,819 | 3,541 | 353 | 1,751 | 2,191 | 185 |
| OTHER* | 143 | 154 | 218 | 108 | 114 | 188 |
| TOTAL | 2,962 | 3,695 | 571 | 1,859 | 2,305 | 373 |
| * Includes exotic credit products, swaptions, and total return swaps. |
FX by Product & Cleared Status
| Product | Cleared | Uncleared | Total |
| Swaps & Forwards | 369 | 384,019 | 384,388 |
| NDF | 22,686 | 155,128 | 177,814 |
| Options | 587 | 17,120 | 17,707 |
| OTHER* | 5 | 1,893 | 1,898 |
| TOTAL | 23,646 | 558,160 | 581,806 |
| * Includes cross-currency and exotics. |
FX by Major Currency Pair, Region & Product
| Currency Pair1 | Swaps & Forwards | NDF7 | Options | Other8 | Total |
| USD/ | 310,639 | 167,182 | 15,361 | 1,756 | 494,937 |
| EUROPE | 144,337 | 1,370 | 5,047 | 676 | 151,431 |
| EUR | 60,352 | 1,033 | 3,661 | 337 | 65,383 |
| GBP | 35,598 | 94 | 835 | 204 | 36,732 |
| CHF | 14,309 | 85 | 409 | 99 | 14,902 |
| OTHER2 | 34,078 | 158 | 142 | 37 | 34,414 |
| AMERICAS/CARIBBEAN | 33,808 | 37,741 | 3,119 | 191 | 74,859 |
| CAD | 21,090 | 95 | 896 | 80 | 22,161 |
| BRL | 43 | 19,615 | 925 | 8 | 20,590 |
| OTHER3 | 12,675 | 18,031 | 1,299 | 103 | 32,108 |
| ASIA/PACIFIC | 111,520 | 127,534 | 6,605 | 813 | 246,472 |
| JPY | 27,662 | 142 | 2,396 | 451 | 30,652 |
| CNY | 15,058 | 1,173 | 914 | 77 | 17,222 |
| KRW | 864 | 36,241 | 417 | 50 | 37,572 |
| HKD | 13,603 | 81 | 591 | 16 | 14,292 |
| AUD | 20,436 | 270 | 1,167 | 103 | 21,976 |
| OTHER4 | 33,897 | 89,627 | 1,119 | 115 | 124,758 |
| OTHER5 | 20,974 | 536 | 590 | 75 | 22,175 |
| EUR/non-USD | 45,275 | 9,798 | 1,497 | 38 | 56,608 |
| OTHER6 | 28,474 | 835 | 848 | 104 | 30,261 |
| TOTAL | 384,388 | 177,814 | 17,707 | 1,898 | 581,806 |
| 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 | 148,419 | 126,824 | 52,394 | 43,635 | 13,116 | 384,388 |
| NDF | 11,805 | 33,184 | 105,220 | 23,596 | 4,010 | 177,814 |
| Options | 2,087 | 5,241 | 4,433 | 2,590 | 3,356 | 17,707 |
| OTHER* | 12 | 33 | 87 | 103 | 1,662 | 1,898 |
| TOTAL | 162,323 | 165,281 | 162,134 | 69,923 | 22,145 | 581,806 |
| * Includes cross-currency and exotics. |
FX by Product, Participant Type & Cleared Status
| Swap Dealers/MSPs | Others | |||
| Product | Cleared | Uncleared | Cleared | Uncleared |
| Swaps & Forwards | 652 | 426,869 | 86 | 341,169 |
| NDF | 44,089 | 206,536 | 1,283 | 103,721 |
| Options | 1,172 | 24,188 | 1 | 10,052 |
| OTHER* | 7 | 2,939 | 3 | 846 |
| TOTAL | 45,920 | 660,532 | 1,373 | 455,787 |
| * 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]. |