Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,669,049 106,422 1,775,471
FRA 1,314,412 6,472 1,320,884
OIS 1,598,757 65,851 1,664,608
OTHER* 304,550 386,859 691,409
TOTAL 4,886,768 565,605 5,452,372
* 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 694,283 346,713 111,900 78,239 112,524 431,812 1,775,471
OTHER* 2,467,669 386,295 361,605 16,101 256,880 188,352 3,676,902
TOTAL 3,161,952 733,007 473,505 94,341 369,403 620,164 5,452,372
* 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 187,202 88,889 312,408 370,955 419,908 304,025 87,936 4,147 1,775,471
OTHER* 2,770,195 116,016 161,143 328,660 118,455 137,116 42,947 2,370 3,676,902
TOTAL 2,957,397 204,905 473,551 699,615 538,364 441,141 130,884 6,517 5,452,372
* 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 2,104,938 116,905 1,233,159 95,939
OTHER* 4,607,059 521,181 1,828,379 397,184
TOTAL 6,711,998 638,086 3,061,538 493,123
* 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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