Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 4,107,628 55,392 4,163,020
FRA 1,292,161 3,707 1,295,868
OIS 4,980,429 228,331 5,208,759
OTHER* 295,361 627,859 923,221
TOTAL 10,675,579 915,290 11,590,868
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, and Swaption.

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Fixed-Float 2,516,696 857,983 272 2,020 173,121 612,927 4,163,020
OTHER* 4,111,096 1,949,227 928,650 102,622 36,747 299,506 7,427,848
TOTAL 6,627,792 2,807,211 928,922 104,642 209,868 912,433 11,590,868
               
* Includes the following products: Swaption, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, Basis, OIS, and FRA.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Fixed-Float 2,473,712 117,912 329,489 294,171 471,505 360,266 111,941 4,024 4,163,020
OTHER* 4,652,756 582,397 452,582 402,135 596,990 541,700 192,903 6,387 7,427,848
TOTAL 7,126,469 700,309 782,071 696,306 1,068,495 901,965 304,844 10,410 11,590,868
                   
* Includes the following products: FRA, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, Inflation, OIS, Swaption, and Basis.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 6,675,058 60,818 1,540,197 49,967
OTHER* 8,467,237 1,078,838 4,668,664 640,957
TOTAL 15,142,295 1,139,656 6,208,862 690,924
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, FRA, Fixed-Fixed, Inflation, OIS, and Swaption.
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. The notional values of all price-forming trade events, including new trades, terminations, amendments, and novations, are included in dollar 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.
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