CFTC Asset Class

The asset class definitions used in the CFTC Swaps Report reflect to the extent practicable the asset class definitions set forth by the Commission’s Real-Time Public Reporting of Swap Transaction Data rule.
Interest Rate	The interest rate asset class encompasses the underlying of any swap which is primarily based on one or more reference rates, such as swaps of payments determined by fixed and floating rates. The interest rate asset class also includes cross-currency swaps, which are displayed separately in some CFTC Swaps Report tables.
Credit	The credit asset class encompasses the underlying of any swap that is primarily based on one or more instrument of indebtedness, including without limitation any swap primarily based on one or more broad-based indices related to instruments of indebtedness and any swap that is an index credit default swap or a total return swap on one or more indices of debt instruments.
Foreign Exchange (FX)	The FX asset class includes only those transactions that involve the exchange of two different currencies on a specific date at a fixed rate that is agreed upon at the inception of the contract covering the exchange, as well as the reverse exchange of those two currencies at a later date and at a fixed rate that is agreed upon at the inception of the contract covering the exchange.
Equity	The equity asset class encompasses the underlying of any swap that is primarily based on equity securities, including, without limitation, any swap primarily based on one or more broad-based indices of equity securities and any total return swap on one or more equity indices.
Other Commodity	The other commodity asset class encompasses the underlying of any swap not included in the credit, currency, equity or interest rate asset class categories, including, without limitation, any swap for which the primary underlying notional item is a physical commodity or the price or any other aspect of a physical commodity.