Printable GNO
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 272,465,047 | 262,604,788 | 258,612,601 | 263,503,511 | 275,186,523 |
Cleared** | 237,720,618 | 228,303,018 | 224,243,804 | 228,873,267 | 239,538,733 |
Uncleared | 34,744,429 | 34,301,770 | 34,368,797 | 34,630,245 | 35,647,790 |
Total Credit | 6,102,627 | 5,385,830 | 5,425,692 | 5,200,851 | 5,375,009 |
Cleared | 3,415,281 | 3,115,799 | 3,139,514 | 2,834,567 | 2,909,596 |
Uncleared | 2,687,346 | 2,270,032 | 2,286,178 | 2,366,284 | 2,465,412 |
Total FX | 58,608,342 | 50,613,391 | 50,615,340 | 50,693,609 | 52,165,259 |
Cleared | 1,685,771 | 1,380,175 | 1,351,967 | 1,347,987 | 1,457,216 |
Uncleared | 56,922,571 | 49,233,216 | 49,263,373 | 49,345,621 | 50,708,043 |
TOTAL | 337,176,016 | 318,604,009 | 314,653,634 | 319,397,971 | 332,726,791 |
Weekly snapshot, gross notional amount outstanding by asset class and cleared status (millions of USD), all products, tenors, and participant types. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest. | |||||
* 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 [emailprotected]. |
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 544,930,094 | 525,209,576 | 517,225,203 | 527,007,023 | 550,373,046 |
SDs and MSPs** | 406,984,919 | 392,772,996 | 385,236,741 | 392,797,771 | 409,783,726 |
Other | 137,945,176 | 132,436,579 | 131,988,461 | 134,209,252 | 140,589,320 |
Total Credit | 12,205,254 | 10,771,661 | 10,851,384 | 10,401,701 | 10,750,018 |
SDs and MSPs | 8,755,999 | 7,748,116 | 7,824,778 | 7,319,432 | 7,535,901 |
Other | 3,449,255 | 3,023,545 | 3,026,606 | 3,082,269 | 3,214,117 |
Total FX | 117,216,684 | 101,226,782 | 101,230,681 | 101,387,218 | 104,330,519 |
SDs and MSPs | 87,656,742 | 76,453,511 | 75,963,326 | 76,362,480 | 78,352,511 |
Other | 29,559,942 | 24,773,271 | 25,267,355 | 25,024,738 | 25,978,007 |
TOTAL | 674,352,032 | 637,208,019 | 629,307,267 | 638,795,941 | 665,453,582 |
Weekly snapshot, gross notional amount outstanding by asset class and participant type (millions of USD), all products, origins, currencies, tenors, and participant types, cleared and uncleared. For cleared swaps, the notional value for 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, the notional value of the swap is attributed to both swap counterparties. Because this table shows the aggregated notional values of swaps by participant, the totals on this table are twice those displayed on the "Gross Notional Outstanding 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 [emailprotected]. |
Product1 | Cleared2 | Uncleared | Total |
Basis | 16,367,929 | 1,055,792 | 17,423,721 |
Fixed-Float | 116,087,823 | 9,356,705 | 125,444,529 |
OIS | 87,112,691 | 3,360,188 | 90,472,880 |
Swaption | 764 | 17,799,838 | 17,800,601 |
OTHER* | 19,969,526 | 4,075,267 | 24,044,793 |
TOTAL | 239,538,733 | 35,647,790 | 275,186,523 |
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | USD3 | EUR | GBP | JPY | AUD | Other | Total |
Basis | 13,503,378 | 722,796 | 85,921 | 183,402 | 2,029,576 | 898,648 | 17,423,721 |
Fixed-Float | 41,844,949 | 46,457,681 | 420,821 | 480,703 | 7,648,076 | 28,592,298 | 125,444,529 |
OIS | 38,395,310 | 20,188,556 | 18,351,185 | 5,074,845 | 2,732,119 | 5,730,865 | 90,472,880 |
Swaption | 10,209,449 | 5,709,535 | 954,186 | 683,588 | 127,625 | 116,220 | 17,800,601 |
OTHER* | 3,844,637 | 14,946,778 | 2,338,009 | 44,852 | 22,328 | 2,848,189 | 24,044,793 |
TOTAL | 107,797,723 | 88,025,345 | 22,150,122 | 6,467,389 | 12,559,724 | 38,186,220 | 275,186,523 |
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | 0-34 | 3-6 | 6-12 | 12-24 | 24-60 | 60+ | Total |
Basis | 3,348,386 | 527,869 | 2,320,878 | 1,977,276 | 4,189,682 | 5,059,630 | 17,423,721 |
Fixed-Float | 19,194,465 | 3,235,356 | 11,490,904 | 13,197,308 | 31,656,903 | 46,669,592 | 125,444,529 |
OIS | 32,212,194 | 2,938,855 | 10,667,200 | 10,015,239 | 15,978,370 | 18,661,022 | 90,472,880 |
Swaption | 849,485 | 409,658 | 5,167,536 | 3,117,715 | 3,120,332 | 5,135,876 | 17,800,601 |
OTHER* | 14,375,866 | 64,238 | 876,939 | 782,686 | 2,409,734 | 5,535,329 | 24,044,793 |
TOTAL | 69,980,396 | 7,175,977 | 30,523,456 | 29,090,225 | 57,355,020 | 81,061,449 | 275,186,523 |
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Swap Dealers/MSPs5 | Others | |||
Product1 | Cleared2 | Uncleared | Cleared | Uncleared |
Basis | 28,521,574 | 1,645,628 | 4,214,283 | 465,956 |
Fixed-Float | 174,953,290 | 12,147,828 | 57,222,356 | 6,565,582 |
OIS | 121,903,705 | 3,769,752 | 52,321,678 | 2,950,624 |
Swaption | 1,522 | 29,170,895 | 5 | 6,428,781 |
OTHER* | 32,211,312 | 5,458,219 | 7,727,740 | 2,692,314 |
TOTAL | 357,591,403 | 52,192,323 | 121,486,063 | 19,103,257 |
* Includes the following products: Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product | Cleared2 | Uncleared | Total |
Index Tranche / Index / Other* | 2,909,596 | 2,465,412 | 5,375,009 |
Asia | 67,400 | 69,456 | 136,857 |
Europe | 1,605,258 | 809,764 | 2,415,022 |
North America | 1,123,151 | 1,389,793 | 2,512,944 |
Other Regions | 113,787 | 196,400 | 310,187 |
TOTAL | 2,909,596 | 2,465,412 | 5,375,009 |
* Includes exotic credit products, swaptions, and total return swaps.
Product | HY6 | IG | Other | Total |
Index Tranche / Index / Other* | 760,722 | 4,302,828 | 311,459 | 5,375,009 |
Asia | 0 | 136,857 | 0 | 136,857 |
Europe | 265,354 | 2,149,668 | 0 | 2,415,022 |
North America | 495,368 | 2,016,192 | 1,384 | 2,512,944 |
Other Regions | 0 | 111 | 310,075 | 310,187 |
TOTAL | 760,722 | 4,302,828 | 311,459 | 5,375,009 |
* Includes exotic credit products, swaptions, and total return swaps.
Swap Dealers/MSPs5 | Others | |||
Product | Cleared2 | Uncleared | Cleared | Uncleared |
Index Tranche / Index / Other* | 4,261,584 | 3,274,317 | 1,557,609 | 1,656,508 |
Asia | 114,413 | 107,457 | 20,388 | 31,456 |
Europe | 2,621,002 | 1,045,117 | 589,515 | 574,411 |
North America | 1,387,438 | 1,869,458 | 858,863 | 910,127 |
Other Regions | 138,731 | 252,286 | 88,843 | 140,514 |
TOTAL | 4,261,584 | 3,274,317 | 1,557,609 | 1,656,508 |
* Includes exotic credit products, swaptions, and total return swaps.
Swap Dealers/MSPs5 | Others | |||||
Product | HY6 | IG | Other | HY | IG | Other |
Index Tranche / Index / Other* | 1,007,084 | 6,135,492 | 393,325 | 514,360 | 2,470,164 | 229,593 |
Asia | 0 | 221,869 | 0 | 0 | 51,844 | 0 |
Europe | 399,698 | 3,266,421 | 0 | 131,010 | 1,032,915 | 0 |
North America | 607,386 | 2,647,091 | 2,419 | 383,350 | 1,385,293 | 348 |
Other Regions | 0 | 111 | 390,906 | 0 | 111 | 229,245 |
TOTAL | 1,007,084 | 6,135,492 | 393,325 | 514,360 | 2,470,164 | 229,593 |
* Includes exotic credit products, swaptions, and total return swaps.
Product | Cleared | Uncleared | Total |
Swaps & Forwards | 17,136 | 27,018,817 | 27,035,953 |
NDF | 1,195,838 | 4,281,380 | 5,477,218 |
Options | 132,801 | 6,538,964 | 6,671,765 |
OTHER* | 111,442 | 12,868,882 | 12,980,324 |
TOTAL | 1,457,216 | 50,708,043 | 52,165,259 |
* Includes cross-currency and exotics.
Currency Pair1 | Swaps & Forwards | NDF7 | Options | Other8 | Total |
USD/ | 24,809,681 | 5,441,690 | 5,976,848 | 12,309,599 | 48,537,819 |
EUROPE | 11,274,666 | 118,903 | 2,195,875 | 6,557,424 | 20,146,867 |
EUR | 6,378,866 | 73,241 | 1,741,542 | 4,097,046 | 12,290,695 |
GBP | 2,645,316 | 30,056 | 287,179 | 1,942,626 | 4,905,176 |
CHF | 1,103,034 | 11,755 | 133,172 | 289,310 | 1,537,270 |
OTHER2 | 1,147,451 | 3,852 | 33,982 | 228,442 | 1,413,726 |
AMERICAS/CARIBBEAN | 2,230,949 | 983,658 | 723,542 | 1,330,747 | 5,268,897 |
CAD | 1,616,661 | 10,828 | 379,736 | 919,417 | 2,926,641 |
BRL | 1,040 | 475,965 | 180,621 | 22,278 | 679,904 |
OTHER3 | 613,248 | 496,866 | 163,185 | 389,052 | 1,662,352 |
ASIA/PACIFIC | 10,675,477 | 4,313,376 | 2,923,888 | 4,282,258 | 22,194,999 |
JPY | 4,682,447 | 42,468 | 1,289,200 | 2,177,299 | 8,191,414 |
CNY | 1,779,943 | 160,904 | 663,943 | 243,418 | 2,848,208 |
KRW | 147,284 | 1,184,925 | 101,648 | 364,733 | 1,798,591 |
HKD | 993,269 | 9,674 | 208,269 | 138,051 | 1,349,263 |
AUD | 1,372,211 | 21,761 | 237,337 | 1,006,417 | 2,637,725 |
OTHER4 | 1,700,322 | 2,893,643 | 423,492 | 352,340 | 5,369,798 |
OTHER5 | 628,589 | 25,753 | 133,543 | 139,170 | 927,056 |
EUR/non-USD | 1,771,457 | 19,057 | 528,823 | 385,629 | 2,704,966 |
OTHER6 | 454,815 | 16,471 | 166,093 | 285,096 | 922,475 |
TOTAL | 27,035,953 | 5,477,218 | 6,671,765 | 12,980,324 | 52,165,259 |
1Currency pairs having USD on one side are grouped into 4 geographic regions, namely Europe, Americas/Caribbean, Asia/Pacific, and Other. | |||||
2Other major currencies in EUROPE region include SEK, NOK, DKK, PLN, and CZK. | |||||
3Other major currencies in Americas/Caribbean region include MXN, CLP, COP, PEN, and ARS. | |||||
4Other major currencies in Asia/Pacific include INR, TWD, SGD, NZD, and RUB. | |||||
5Regions within the Other category include the Middle East and Africa. | |||||
6Category includes currency pairs without USD or EUR leg. | |||||
7Top currency pairs for NDF not included above are USD versus INR, TWD, and IDR. | |||||
8Includes cross-currency and exotics. |
Product | 0-30 | 31-90 | 91-180 | 181-360 | 360+ | Total |
Swaps & Forwards | 5,459,921 | 7,790,692 | 6,624,245 | 3,474,202 | 3,686,892 | 27,035,953 |
NDF | 843,985 | 2,368,491 | 765,567 | 698,166 | 801,009 | 5,477,218 |
Options | 445,669 | 1,069,667 | 1,072,507 | 1,604,419 | 2,479,503 | 6,671,765 |
OTHER* | 36,452 | 208,388 | 483,631 | 452,732 | 11,799,120 | 12,980,324 |
TOTAL | 6,786,028 | 11,437,238 | 8,945,949 | 6,229,519 | 18,766,525 | 52,165,259 |
* Includes cross-currency and exotics.
Swap Dealers/MSPs | Others | |||
Product | Cleared | Uncleared | Cleared | Uncleared |
Swaps & Forwards | 31,196 | 37,585,555 | 3,075 | 16,452,079 |
NDF | 2,253,852 | 6,362,489 | 137,824 | 2,200,270 |
Options | 265,419 | 10,172,349 | 182 | 2,905,578 |
OTHER* | 151,032 | 21,530,618 | 71,852 | 4,207,147 |
TOTAL | 2,701,499 | 75,651,012 | 212,934 | 25,765,074 |
* Includes cross-currency and exotics.
Gross notional amount outstanding, current weekly snapshot, by product type and cleared status (millions of USD), all participant types, tenors and currencies. For cleared swaps, this table reflects only one of the two swaps that results from the clearing process; therefore, the numbers on this table are analogous to the notional value of futures open interest. | |||
1 See Data Dictionary for product descriptions and Explanatory Notes for data sources. | |||
2See Explanatory Notes for cleared and uncleared descriptions. | |||
3 See Explanatory Notes for currency descriptions. | |||
4See Explanatory Notes for tenor bucket descriptions. | |||
5 See Explanatory Notes for participant type descriptions. | |||
6See Data Dictionary for grade descriptions. | |||
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [emailprotected]. |
Printable Dollar Volume
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 6,567,239 | 4,480,810 | 2,107,518 | 6,190,155 | 6,867,791 |
Cleared** | 5,629,462 | 3,920,459 | 1,751,362 | 5,090,176 | 5,259,182 |
Uncleared | 937,777 | 560,351 | 356,156 | 1,099,979 | 1,608,608 |
Total Credit | 466,241 | 325,500 | 100,431 | 356,685 | 431,855 |
Cleared | 255,380 | 212,680 | 76,483 | 201,745 | 249,991 |
Uncleared | 210,861 | 112,821 | 23,948 | 154,939 | 181,863 |
Total FX | 11,577,751 | 9,646,582 | 6,459,704 | 9,309,007 | 11,534,402 |
Cleared | 126,144 | 88,907 | 63,003 | 132,608 | 145,234 |
Uncleared | 11,451,607 | 9,557,675 | 6,396,700 | 9,176,399 | 11,389,168 |
TOTAL | 18,611,231 | 14,452,892 | 8,667,652 | 15,855,847 | 18,834,047 |
Weekly total, swap dollar volumes by asset class and cleared status (value of all trades in millions of USD), all products, tenors, and participant types. 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. Only the notional values of market-facing trades are included in dollar 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 [emailprotected]. |
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 13,134,478 | 8,961,619 | 4,215,035 | 12,380,310 | 13,735,581 |
SDs and MSPs** | 8,700,133 | 6,075,807 | 2,852,285 | 8,405,679 | 8,843,416 |
Other | 4,434,345 | 2,885,812 | 1,362,750 | 3,974,631 | 4,892,166 |
Total Credit | 932,482 | 651,001 | 200,862 | 713,369 | 863,709 |
SDs and MSPs | 530,540 | 374,719 | 117,359 | 416,434 | 510,497 |
Other | 401,942 | 276,282 | 83,504 | 296,935 | 353,212 |
Total FX | 23,155,502 | 19,293,164 | 12,919,408 | 18,618,014 | 23,068,803 |
SDs and MSPs | 17,178,513 | 14,670,598 | 9,471,359 | 14,136,646 | 17,584,991 |
Other | 5,976,989 | 4,622,566 | 3,448,048 | 4,481,368 | 5,483,813 |
TOTAL | 37,222,463 | 28,905,784 | 17,335,305 | 31,711,693 | 37,668,094 |
Weekly total, swap dollar volumes by asset class and participant type (value of all trades in millions of USD), all products and tenors, cleared and uncleared. For cleared swaps, the notional value for 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, the notional value of the swap is attributed to both swap counterparties. Only the notional values of market-facing trades are included in dollar 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 Dollar 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 [emailprotected]. |
Product1 | Cleared2 | Uncleared | Total |
Fixed-Float | 964,274 | 205,908 | 1,170,181 |
OIS | 4,133,326 | 623,465 | 4,756,792 |
Swaption | 0 | 682,853 | 682,853 |
OTHER* | 161,582 | 96,383 | 257,965 |
TOTAL | 5,259,182 | 1,608,608 | 6,867,791 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | USD3 | EUR | Other | Total |
Fixed-Float | 346,868 | 398,680 | 424,633 | 1,170,181 |
OIS | 2,605,692 | 921,749 | 1,229,351 | 4,756,792 |
Swaption | 424,924 | 197,260 | 60,669 | 682,853 |
OTHER* | 188,497 | 34,980 | 34,488 | 257,965 |
TOTAL | 3,565,981 | 1,552,669 | 1,749,141 | 6,867,791 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | 0-34 | 3-6 | 6-12 | 12-24 | 24-60 | 60+ | Total |
Fixed-Float | 405,669 | 56,123 | 121,849 | 142,374 | 234,811 | 209,355 | 1,170,181 |
OIS | 3,306,006 | 83,954 | 287,984 | 359,689 | 365,865 | 353,294 | 4,756,792 |
Swaption | 102,789 | 58,509 | 305,608 | 124,249 | 60,475 | 31,222 | 682,853 |
OTHER* | 113,983 | 27,815 | 50,234 | 21,880 | 22,146 | 21,908 | 257,965 |
TOTAL | 3,928,447 | 226,402 | 765,675 | 648,191 | 683,297 | 615,779 | 6,867,791 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Swap Dealers/MSPs5 | Others | |||
Product1 | Cleared2 | Uncleared | Cleared | Uncleared |
Fixed-Float | 1,476,271 | 298,146 | 452,276 | 113,670 |
OIS | 4,896,402 | 867,153 | 3,370,251 | 379,777 |
Swaption | 0 | 909,897 | 0 | 455,808 |
OTHER* | 255,584 | 139,962 | 67,581 | 52,803 |
TOTAL | 6,628,257 | 2,215,158 | 3,890,108 | 1,002,058 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product | Cleared2 | Uncleared | Total |
Index Tranche / Index / Other* | 249,991 | 181,863 | 431,855 |
Europe | 95,061 | 79,294 | 174,355 |
North America | 151,245 | 98,147 | 249,393 |
Other Regions | 3,685 | 4,422 | 8,107 |
TOTAL | 249,991 | 181,863 | 431,855 |
* Includes exotic credit products, swaptions, and total return swaps.
Product | HY6 | IG | Other | Total |
Index Tranche / Index | 61,617 | 213,861 | 4,840 | 280,318 |
OTHER* | 23,721 | 125,698 | 2,118 | 151,537 |
TOTAL | 85,338 | 339,559 | 6,957 | 431,855 |
* Includes exotic credit products, swaptions, and total return swaps.
Swap Dealers/MSPs5 | Others | |||
Product | Cleared2 | Uncleared | Cleared | Uncleared |
Index Tranche / Index / Other* | 302,882 | 207,615 | 197,101 | 156,111 |
Europe | 123,002 | 92,676 | 67,120 | 65,911 |
North America | 174,993 | 109,609 | 127,497 | 86,686 |
Other Regions | 4,886 | 5,330 | 2,484 | 3,514 |
TOTAL | 302,882 | 207,615 | 197,101 | 156,111 |
* Includes index tranche, index, exotic, swaptions, and total return swap credit products.
Swap Dealers/MSPs5 | Others | |||||
Product | HY6 | IG | Other | HY | IG | Other |
Index Tranche / Index | 70,227 | 268,729 | 6,263 | 53,007 | 158,993 | 3,416 |
OTHER* | 27,295 | 135,783 | 2,200 | 20,148 | 115,612 | 2,036 |
TOTAL | 97,522 | 404,513 | 8,463 | 73,154 | 274,606 | 5,452 |
* Includes exotic credit products, swaptions, and total return swaps.
Product | Cleared | Uncleared | Total |
Swaps & Forwards | 5,538 | 9,738,237 | 9,743,776 |
NDF | 126,808 | 691,824 | 818,632 |
Options | 12,677 | 748,347 | 761,024 |
OTHER* | 211 | 210,760 | 210,971 |
TOTAL | 145,234 | 11,389,168 | 11,534,402 |
* Includes cross-currency and exotics.
Currency Pair1 | Swaps & Forwards | NDF7 | Options | Other8 | Total |
USD/ | 9,010,195 | 814,991 | 660,568 | 191,920 | 10,677,674 |
EUROPE | 4,673,662 | 42,182 | 259,840 | 104,862 | 5,080,546 |
EUR | 2,435,200 | 27,470 | 206,656 | 72,257 | 2,741,584 |
GBP | 1,081,230 | 9,312 | 28,919 | 24,336 | 1,143,798 |
CHF | 561,232 | 4,191 | 19,547 | 4,044 | 589,014 |
OTHER2 | 595,999 | 1,209 | 4,718 | 4,224 | 606,150 |
AMERICAS/CARIBBEAN | 817,283 | 186,818 | 80,315 | 23,439 | 1,107,856 |
CAD | 645,010 | 3,606 | 29,176 | 16,172 | 693,964 |
BRL | 263 | 79,790 | 29,224 | 2,350 | 111,627 |
OTHER3 | 172,011 | 103,422 | 21,915 | 4,918 | 302,265 |
ASIA/PACIFIC | 3,319,019 | 582,988 | 312,686 | 62,256 | 4,276,949 |
JPY | 1,546,532 | 19,891 | 148,756 | 39,178 | 1,754,357 |
CNY | 394,751 | 25,870 | 63,735 | 4,123 | 488,479 |
KRW | 45,092 | 159,699 | 11,200 | 1,082 | 217,072 |
HKD | 304,086 | 4,367 | 9,775 | 718 | 318,946 |
AUD | 503,976 | 7,678 | 35,704 | 10,872 | 558,230 |
OTHER4 | 524,583 | 365,483 | 43,517 | 6,283 | 939,866 |
OTHER5 | 200,231 | 3,003 | 7,727 | 1,362 | 212,323 |
EUR/non-USD | 598,049 | 1,717 | 82,035 | 14,274 | 696,075 |
OTHER6 | 135,532 | 1,923 | 18,420 | 4,777 | 160,652 |
TOTAL | 9,743,776 | 818,632 | 761,024 | 210,971 | 11,534,402 |
1Currency pairs having USD on one side are grouped into 4 geographic regions, namely Europe, Americas/Caribbean, Asia/Pacific, and Other. | |||||
2Other major currencies in EUROPE region include SEK, NOK, DKK, PLN, and CZK. | |||||
3Other major currencies in Americas/Caribbean region include MXN, CLP, COP, PEN, and ARS. | |||||
4Other major currencies in Asia/Pacific include INR, TWD, SGD, NZD, and RUB. | |||||
5Regions within the Other category include the Middle East and Africa. | |||||
6Category includes currency pairs without USD or EUR leg. | |||||
7Top currency pairs for NDF not included above are USD versus INR, TWD, and IDR. | |||||
8Includes cross-currency and exotics. |
Product | 0-7 | 8-30 | 31-90 | 91-180 | 180+ | Total |
Swaps & Forwards | 6,401,240 | 1,134,099 | 1,434,544 | 534,533 | 239,359 | 9,743,776 |
NDF | 77,607 | 299,610 | 373,252 | 38,882 | 29,281 | 818,632 |
Options | 89,143 | 186,216 | 231,523 | 129,756 | 124,385 | 761,024 |
OTHER* | 2,354 | 13,141 | 20,383 | 44,244 | 130,848 | 210,971 |
TOTAL | 6,570,344 | 1,633,066 | 2,059,702 | 747,415 | 523,874 | 11,534,402 |
* Includes cross-currency and exotics.
Swap Dealers/MSPs | Others | |||
Product | Cleared | Uncleared | Cleared | Uncleared |
Swaps & Forwards | 7,729 | 14,740,254 | 3,348 | 4,736,220 |
NDF | 244,085 | 1,088,097 | 9,531 | 295,551 |
Options | 25,354 | 1,163,199 | 0 | 333,495 |
OTHER* | 348 | 315,926 | 73 | 105,594 |
TOTAL | 277,515 | 17,307,475 | 12,952 | 5,470,861 |
* Includes cross-currency and exotics.
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. Only the notional values of market-facing trades are included in dollar 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. | |||
2See Explanatory Notes for cleared and uncleared descriptions. | |||
3 See Explanatory Notes for currency descriptions. | |||
4See Explanatory Notes for tenor bucket descriptions. | |||
5 See Explanatory Notes for participant type descriptions. | |||
6See Data Dictionary for grade descriptions. | |||
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [emailprotected]. |
Printable Ticket Volume
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 41,589 | 30,056 | 13,695 | 37,373 | 38,928 |
Cleared** | 35,643 | 24,895 | 11,109 | 31,619 | 30,278 |
Uncleared | 5,946 | 5,161 | 2,586 | 5,755 | 8,649 |
Total Credit | 8,231 | 5,338 | 1,975 | 6,045 | 7,575 |
Cleared | 6,763 | 4,581 | 1,805 | 4,978 | 6,169 |
Uncleared | 1,468 | 757 | 171 | 1,067 | 1,406 |
Total FX | 412,302 | 367,333 | 239,219 | 339,896 | 441,674 |
Cleared | 13,129 | 11,285 | 9,167 | 16,488 | 22,106 |
Uncleared | 399,173 | 356,049 | 230,052 | 323,409 | 419,568 |
TOTAL | 462,121 | 402,728 | 254,889 | 383,315 | 488,176 |
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 [emailprotected]. |
December 16 | December 23 | December 30 | January 06 | January 13 | |
Total Interest Rate* | 83,178 | 60,112 | 27,389 | 74,747 | 77,855 |
SDs and MSPs** | 52,630 | 39,305 | 18,276 | 48,194 | 49,603 |
Other | 30,548 | 20,807 | 9,114 | 26,553 | 28,252 |
Total Credit | 16,461 | 10,677 | 3,950 | 12,091 | 15,150 |
SDs and MSPs | 9,968 | 6,507 | 2,405 | 7,584 | 9,324 |
Other | 6,494 | 4,170 | 1,546 | 4,506 | 5,826 |
Total FX | 824,604 | 734,667 | 478,438 | 679,793 | 883,347 |
SDs and MSPs | 488,652 | 428,611 | 282,774 | 413,512 | 538,815 |
Other | 335,952 | 306,056 | 195,664 | 266,281 | 344,532 |
TOTAL | 924,242 | 805,456 | 509,778 | 766,630 | 976,352 |
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 [emailprotected]. |
Product1 | Cleared2 | Uncleared | Total |
Fixed-Float | 13,370 | 2,389 | 15,760 |
OIS | 15,925 | 1,992 | 17,917 |
Swaption | 0 | 3,764 | 3,764 |
OTHER* | 983 | 504 | 1,487 |
TOTAL | 30,278 | 8,649 | 38,928 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | USD3 | EUR | Other | Total |
Fixed-Float | 1,235 | 5,168 | 9,357 | 15,760 |
OIS | 9,714 | 1,582 | 6,620 | 17,917 |
Swaption | 2,290 | 1,088 | 386 | 3,764 |
OTHER* | 682 | 367 | 438 | 1,487 |
TOTAL | 13,921 | 8,205 | 16,801 | 38,928 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product1 | 0-34 | 3-6 | 6-12 | 12-24 | 24-60 | 60+ | Total |
Fixed-Float | 832 | 181 | 1,000 | 1,967 | 5,816 | 5,962 | 15,760 |
OIS | 1,398 | 256 | 1,211 | 2,159 | 5,178 | 7,715 | 17,917 |
Swaption | 1,323 | 207 | 586 | 293 | 881 | 474 | 3,764 |
OTHER* | 91 | 32 | 241 | 163 | 377 | 584 | 1,487 |
TOTAL | 3,644 | 676 | 3,038 | 4,582 | 12,253 | 14,735 | 38,928 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Swap Dealers/MSPs5 | Others | |||
Product1 | Cleared2 | Uncleared | Cleared | Uncleared |
Fixed-Float | 16,750 | 2,973 | 9,990 | 1,806 |
OIS | 19,922 | 2,606 | 11,927 | 1,378 |
Swaption | 0 | 5,305 | 0 | 2,223 |
OTHER* | 1,409 | 638 | 558 | 369 |
TOTAL | 38,081 | 11,522 | 22,475 | 5,777 |
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Product | Cleared2 | Uncleared | Total |
Index Tranche / Index / Other* | 6,169 | 1,406 | 7,575 |
Europe | 2,500 | 768 | 3,267 |
North America | 3,383 | 503 | 3,886 |
Other Regions | 287 | 136 | 422 |
TOTAL | 6,169 | 1,406 | 7,575 |
* Includes exotic credit products, swaptions, and total return swaps. |
Product | HY6 | IG | Other | Total |
Index Tranche / Index | 3,093 | 3,649 | 302 | 7,044 |
OTHER* | 199 | 291 | 42 | 532 |
TOTAL | 3,292 | 3,939 | 344 | 7,575 |
* Includes exotic credit products, swaptions, and total return swaps. |
Swap Dealers/MSPs5 | Others | |||
Product | Cleared2 | Uncleared | Cleared | Uncleared |
Index Tranche / Index / Other* | 7,543 | 1,781 | 4,795 | 1,031 |
Europe | 3,215 | 1,077 | 1,784 | 459 |
North America | 3,948 | 538 | 2,819 | 469 |
Other Regions | 381 | 167 | 193 | 104 |
TOTAL | 7,543 | 1,781 | 4,795 | 1,031 |
* Includes exotic credit products, swaptions, and total return swaps. |
Swap Dealers/MSPs5 | Others | |||||
Product | HY6 | IG | Other | HY | IG | Other |
Index Tranche / Index | 3,665 | 4,693 | 388 | 2,521 | 2,605 | 216 |
OTHER* | 217 | 317 | 45 | 181 | 265 | 39 |
TOTAL | 3,882 | 5,009 | 433 | 2,702 | 2,869 | 255 |
* Includes exotic credit products, swaptions, and total return swaps. |
Product | Cleared | Uncleared | Total |
Swaps & Forwards | 1,421 | 316,060 | 317,481 |
NDF | 20,154 | 84,857 | 105,011 |
Options | 520 | 13,990 | 14,510 |
OTHER* | 11 | 4,661 | 4,672 |
TOTAL | 22,106 | 419,568 | 441,674 |
* Includes cross-currency and exotics. |
Currency Pair1 | Swaps & Forwards | NDF7 | Options | Other8 | Total |
USD/ | 246,079 | 102,085 | 12,628 | 4,160 | 364,953 |
EUROPE | 110,837 | 510 | 3,462 | 1,267 | 116,076 |
EUR | 49,139 | 201 | 2,411 | 614 | 52,366 |
GBP | 28,109 | 124 | 611 | 589 | 29,434 |
CHF | 10,080 | 90 | 291 | 37 | 10,498 |
OTHER2 | 23,509 | 94 | 149 | 27 | 23,778 |
AMERICAS/CARIBBEAN | 28,688 | 22,350 | 2,600 | 648 | 54,287 |
CAD | 18,208 | 83 | 739 | 403 | 19,433 |
BRL | 51 | 12,370 | 755 | 44 | 13,219 |
OTHER3 | 10,430 | 9,897 | 1,107 | 202 | 21,635 |
ASIA/PACIFIC | 90,978 | 78,922 | 6,302 | 1,989 | 178,191 |
JPY | 20,204 | 152 | 2,404 | 688 | 23,449 |
CNY | 15,360 | 964 | 774 | 102 | 17,200 |
KRW | 959 | 19,879 | 188 | 47 | 21,073 |
HKD | 6,653 | 74 | 97 | 14 | 6,838 |
AUD | 18,076 | 107 | 867 | 902 | 19,952 |
OTHER4 | 29,726 | 57,746 | 1,972 | 236 | 89,680 |
OTHER5 | 15,575 | 304 | 265 | 255 | 16,398 |
EUR/non-USD | 46,445 | 1,874 | 1,272 | 90 | 49,680 |
OTHER6 | 24,957 | 1,052 | 610 | 422 | 27,041 |
TOTAL | 317,481 | 105,011 | 14,510 | 4,672 | 441,674 |
1Currency pairs having USD on one side are grouped into 4 geographic regions, namely Europe, Americas/Caribbean, Asia/Pacific, and Other. | |||||
2Other major currencies in EUROPE region include SEK, NOK, DKK, PLN, and CZK. | |||||
3Other major currencies in Americas/Caribbean region include MXN, CLP, COP, PEN, and ARS. | |||||
4Other major currencies in Asia/Pacific include INR, TWD, SGD, NZD, and RUB. | |||||
5Regions within the Other category include the Middle East and Africa. | |||||
6Category includes currency pairs without USD or EUR leg. | |||||
7Top currency pairs for NDF not included above are USD versus INR, TWD, and IDR. | |||||
8Includes cross-currency and exotics. |
Product | 0-7 | 8-30 | 31-90 | 91-180 | 180+ | Total |
Swaps & Forwards | 119,625 | 77,411 | 89,037 | 18,849 | 12,559 | 317,481 |
NDF | 3,326 | 18,780 | 77,796 | 3,033 | 2,076 | 105,011 |
Options | 1,952 | 4,465 | 4,135 | 1,756 | 2,202 | 14,510 |
OTHER* | 86 | 228 | 689 | 840 | 2,829 | 4,672 |
TOTAL | 124,988 | 100,885 | 171,657 | 24,479 | 19,665 | 441,674 |
* Includes cross-currency and exotics. |
Swap Dealers/MSPs | Others | |||
Product | Cleared | Uncleared | Cleared | Uncleared |
Swaps & Forwards | 2,710 | 347,459 | 132 | 284,661 |
NDF | 38,843 | 122,685 | 1,465 | 47,029 |
Options | 1,039 | 20,515 | 0 | 7,466 |
OTHER* | 15 | 5,550 | 7 | 3,771 |
TOTAL | 42,607 | 496,208 | 1,604 | 342,928 |
* Includes cross-currency and exotics. |
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. | |||
2See Explanatory Notes for cleared and uncleared descriptions. | |||
3 See Explanatory Notes for currency descriptions. | |||
4See Explanatory Notes for tenor bucket descriptions. | |||
5 See Explanatory Notes for participant type descriptions. | |||
6See Data Dictionary for grade descriptions. | |||
The Commission requests feedback on the format and content of this CFTC Swaps Report table. Submit comments to [emailprotected]. |