INTEREST RATE DERIVATIVES
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Transaction Data
Execution Venue
Central Clearing
Quick Date:
6M
1Y
Max
Date Range
-
Currency
Currencies
Select:
All
None
AUD
BRL
CAD
CHF
CNY
EUR
GBP
JPY
KRW
MXN
NZD
SEK
USD
Other
Currency Pair
CLF-CLP
EUR-GBP
EUR-JPY
EUR-PLN
GBP-JPY
USD-AUD
USD-BRL
USD-CAD
USD-CHF
USD-CLP
USD-CNY
USD-COP
USD-EUR
USD-GBP
USD-HKD
USD-ILS
USD-INR
USD-JPY
USD-KRW
USD-MXN
USD-NOK
USD-NZD
USD-PEN
USD-RUB
USD-SEK
USD-SGD
USD-TRY
USD-ZAR
EUR-Other (ex USD, GBP, JPY and PLN)
GBP-Other (ex USD, EUR and JPY)
JPY-Other (ex USD, EUR, and GBP)
USD-Other
Other
Product
Products
Select:
All
None
Fixed For Floating IRS
MXN
BRL
NZD
CAD
SEK
CHF
AUD
CNY
EUR
GBP
JPY
KRW
USD
Other
Forward Rate Agreements
EUR (2X8 - FRAs)
EUR (1X4 - FRAs)
EUR (5X11 - FRAs)
EUR (3X6 - FRAs)
GBP (3X9 - FRAs)
EUR (5X8 - FRAs)
GBP (5X8 - FRAs)
GBP (2X5 - FRAs)
USD (3X6 - FRAs)
GBP (4X10 - FRAs)
USD (7X10 - FRAs)
GBP (6X12 - FRAs)
EUR (2X5 - FRAs)
USD (11X14 - FRAs)
EUR (4X10 - FRAs)
USD (4X7 - FRAs)
GBP (3X6 - FRAs)
USD (8X11 - FRAs)
GBP (5X11 - FRAs)
EUR (1X7 - FRAs)
USD (2X5 - FRAs)
EUR (3X9 - FRAs)
USD (6X9 - FRAs)
EUR (6X12 - FRAs)
GBP (2X8 - FRAs)
GBP (4X7 - FRAs)
GBP (6X9 - FRAs)
USD (1X4 - FRAs)
USD (5X8 - FRAs)
USD (9X12 - FRAs)
EUR (Other - FRAs)
GBP (Other - FRAs)
USD (Other - FRAs)
Other (FRAs)
OIS
CNY
SEK
EUR
AUD
GBP
BRL
KRW
CAD
MXN
CHF
NZD
JPY
USD
Other
Other
Basis
CAD
JPY
CHF
MXN
EUR
NZD
KRW
USD
GBP
AUD
SEK
BRL
CNY
Other
Cap Floor
CAD
JPY
CHF
MXN
EUR
NZD
KRW
AUD
USD
GBP
SEK
Other
Cross Currency
CLF-CLP
EUR-PLN
EUR-JPY
USD-CHF
USD-BRL
USD-EUR
USD-CNY
USD-INR
USD-HKD
USD-NOK
USD-KRW
USD-RUB
USD-SGD
USD-ZAR
GBP-JPY
EUR-GBP
USD-CAD
USD-AUD
USD-COP
USD-CLP
USD-ILS
USD-GBP
USD-MXN
USD-JPY
USD-PEN
USD-NZD
USD-TRY
USD-SEK
USD-Other
JPY-Other (ex USD, EUR, and GBP)
GBP-Other (ex USD, EUR and JPY)
EUR-Other (ex USD, GBP, JPY and PLN)
Other
Exotics
SEK
BRL
AUD
CAD
MXN
CHF
NZD
CNY
EUR
GBP
JPY
KRW
USD
Other
Inflation Swaps
SEK
AUD
EUR
BRL
GBP
CAD
MXN
CHF
NZD
JPY
USD
Other
Options
SEK
BRL
CNY
CAD
EUR
CHF
GBP
JPY
KRW
AUD
MXN
NZD
USD
Other
All Other Products
All Other JPY Products
All Other GBP Products
All Other MXN Products
All Other SEK Products
All Other NZD Products
All Other CAD Products
All Other AUD Products
All Other CHF Products
All Other BRL Products
All Other KRW Products
All Other CNY Products
All Other USD Products
All Other EUR Products
All Products in All Other Currencies
Tenor Buckets
Tenor Buckets
Select:
All
None
≤ 46D
46D ≤ 3M
3M ≤ 6M
6M ≤ 1Y
1Y ≤ 2Y
2Y ≤ 5Y
5Y ≤ 10Y
10Y ≤ 30Y
30Y ≤
Central Clearing
Central Clearing
Cleared
Non-cleared
Execution Venue
Execution Venue
SEF
Off-SEF
Export Data
The CFTC's updated post-initial minimum block and cap sizes, effective October 7, 2024, have resulted in higher year-over-year disclosed traded notional for IRD.