August 26 September 02 September 09 September 16 September 23
Total Interest Rate* 10,109,164 9,400,421 11,062,031 13,069,220 12,425,962
Cleared** 9,344,139 8,762,132 10,240,640 12,226,712 11,379,240
Uncleared 765,025 638,289 821,392 842,509 1,046,722
Total Credit 286,135 321,834 289,516 389,524 1,635,313
Cleared 233,730 270,208 256,103 299,701 1,432,573
Uncleared 52,405 51,626 33,413 89,822 202,739
Total FX 11,087,927 11,950,983 11,417,743 13,479,007 12,453,475
Cleared 244,016 220,322 230,642 317,610 259,820
Uncleared 10,843,910 11,730,661 11,187,101 13,161,397 12,193,655
TOTAL 21,483,225 21,673,239 22,769,291 26,937,751 26,514,750
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. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes.
* See Data Dictionary for asset class descriptions and Explanatory Notes for data sources.
** See Explanatory Notes for cleared and uncleared descriptions.
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  August 26 September 02 September 09 September 16 September 23
Total Interest Rate* 20,218,327 18,800,842 22,124,063 26,138,441 24,851,925
SDs and MSPs** 14,284,602 12,445,016 14,765,260 17,476,974 16,434,706
Other 5,933,725 6,355,827 7,358,802 8,661,467 8,417,219
Total Credit 572,269 643,668 579,033 779,048 3,270,625
SDs and MSPs 329,274 368,848 330,960 441,546 1,968,785
Other 242,995 274,820 248,073 337,501 1,301,840
Total FX 22,175,853 23,901,967 22,835,486 26,958,014 24,906,949
SDs and MSPs 17,100,326 17,267,764 17,111,697 20,368,809 18,866,577
Other 5,075,527 6,634,202 5,723,788 6,589,205 6,040,372
TOTAL 42,966,450 43,346,477 45,538,581 53,875,503 53,029,499
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. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar volumes. 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 [email protected]
Product1 Cleared2 Uncleared Total
Fixed-Float 2,694,833 73,375 2,768,209
FRA 1,201,532 1,219 1,202,751
OIS 7,244,898 173,692 7,418,590
OTHER* 237,978 798,435 1,036,413
TOTAL 11,379,240 1,046,722 12,425,962
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, and Swaption.
Product1 USD3 EUR GBP JPY AUD Other Total
Fixed-Float 909,057 1,128,040 104 66 134,751 596,191 2,768,209
OTHER* 4,066,929 3,230,608 1,423,088 115,321 247,929 573,878 9,657,753
TOTAL 4,975,986 4,358,648 1,423,192 115,387 382,681 1,170,068 12,425,962
* Includes the following products: Swaption, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, Basis, OIS, and FRA.
Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Fixed-Float 1,296,576 184,065 274,299 278,741 407,878 242,730 80,033 3,887 2,768,209
OTHER* 6,544,779 509,134 860,005 586,912 570,255 433,675 150,446 2,546 9,657,753
TOTAL 7,841,355 693,199 1,134,305 865,653 978,133 676,405 230,479 6,433 12,425,962
* Includes the following products: FRA, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, OIS, Swaption, and Basis.
  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 3,983,136 82,510 1,406,531 64,241
OTHER* 11,181,916 1,187,144 6,186,898 759,549
TOTAL 15,165,052 1,269,654 7,593,428 823,790
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, FRA, Fixed-Fixed, Inflation, OIS, and Swaption.
Product Cleared2 Uncleared Total
Index Tranche / Index 1,431,590 81,418 1,513,008
OTHER* 983 121,321 122,305
TOTAL 1,432,573 202,739 1,635,313
* Includes exotic credit products, swaptions, and total return swaps.
Product HY6 IG Other Total
Index Tranche / Index 177,281 1,301,949 33,779 1,513,008
OTHER* 24,848 94,758 2,699 122,305
TOTAL 202,128 1,396,707 36,477 1,635,313
* Includes exotic credit products, swaptions, and total return swaps.
  Swap Dealers/MSPs5 Others
Product Cleared2 Uncleared Cleared Uncleared
TOTAL* 1,745,876 222,909 1,119,270 182,570
* 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 200,842 1,599,061 37,700 153,719 1,004,836 29,857
OTHER* 26,116 102,338 2,728 23,579 87,179 2,670
TOTAL 226,958 1,701,399 40,428 177,299 1,092,015 32,526
* Includes exotic credit products, swaptions, and total return swaps.
Product Cleared Uncleared Total
Swaps & Forwards 4,699 10,679,485 10,684,184
NDF 241,133 643,841 884,974
Options 12,342 667,429 679,771
Exotics 0 73,057 73,057
Cross Currency 1,646 129,843 131,489
TOTAL 259,820 12,193,655 12,453,475
Currency Pair1 Swaps & Forwards NDF7 Options Exotics Cross Currency Total
USD/ 9,941,603 879,196 600,693 66,008 127,453 11,614,952
EUROPE 5,554,873 64,264 222,126 14,910 71,790 5,927,963
EUR 2,480,730 35,274 155,823 11,244 34,985 2,718,057
GBP 1,426,113 16,767 50,669 3,049 25,983 1,522,581
CHF 999,210 7,965 9,947 579 4,862 1,022,563
OTHER2 648,820 4,257 5,687 38 5,960 664,763
AMERICAS/CARIBBEAN 941,744 218,624 86,056 2,969 17,747 1,267,140
CAD 751,345 8,061 55,735 1,969 15,005 832,116
BRL 304 122,801 15,642 810 359 139,915
OTHER3 190,096 87,762 14,679 190 2,383 295,110
ASIA/PACIFIC 3,246,182 590,976 277,941 33,402 36,997 4,185,498
JPY 1,173,479 23,771 105,246 9,218 24,150 1,335,863
CNY 438,484 47,307 83,996 18,606 2,725 591,117
KRW 50,837 126,267 7,627 420 905 186,055
HKD 509,316 8,910 3,475 0 575 522,276
AUD 465,621 10,934 22,392 500 3,165 502,612
OTHER4 608,445 373,788 55,206 4,659 5,478 1,047,575
OTHER5 198,803 5,332 14,570 14,728 919 234,351
EUR/non-USD 583,836 3,410 64,472 4,111 1,644 657,473
OTHER6 158,745 2,369 14,606 2,937 2,392 181,050
TOTAL 10,684,184 884,974 679,771 73,057 131,489 12,453,475
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. 
Product 0-7 8-30 31-90 91-180 180+ Total
Swaps & Forwards 7,180,895 1,471,410 1,050,188 767,658 214,033 10,684,184
NDF 65,349 414,946 298,021 78,235 28,424 884,974
Options 64,802 179,085 255,354 87,209 93,321 679,771
Exotics 1,736 12,497 46,456 7,156 5,213 73,057
Cross Currency 0 0 12,788 26,212 92,489 131,489
TOTAL 7,312,782 2,077,938 1,662,806 966,469 433,480 12,453,475
  Swap Dealers/MSPs Others
Product Cleared Uncleared Cleared Uncleared
Swaps & Forwards 9,396 16,003,979 2 5,354,990
NDF 449,990 1,056,001 32,276 231,681
Options 24,683 1,020,085 0 314,773
Exotics 0 101,510 0 44,604
Cross Currency 2,221 198,711 1,072 60,975
TOTAL 486,290 18,380,287 33,349 6,007,023
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.
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]