Transaction Dollar Volume - Interest Rate (Millions of USD) - 06/03/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,846,589 50,109 1,896,697
FRA 579,533 231 579,764
OIS 3,585,909 107,024 3,692,934
OTHER* 125,660 374,827 500,486
TOTAL 6,137,691 532,191 6,669,881
       
* 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 619,217 716,971 5 386 144,191 415,927 1,896,697
OTHER* 1,633,522 2,195,543 491,678 62,145 99,790 290,506 4,773,184
TOTAL 2,252,739 2,912,514 491,683 62,531 243,981 706,434 6,669,881
               
* 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 717,139 110,853 208,303 214,257 352,419 225,937 65,745 2,044 1,896,697
OTHER* 2,819,579 280,158 467,979 409,495 410,500 292,974 90,069 2,430 4,773,184
TOTAL 3,536,717 391,011 676,282 623,753 762,919 518,911 155,815 4,473 6,669,881
                   
* 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 2,708,485 55,067 984,692 45,151
OTHER* 5,565,959 594,107 3,016,246 370,057
TOTAL 8,274,444 649,174 4,000,938 415,208
         
* 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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