Transaction Dollar Volume - Interest Rate (Millions of USD) - 11/22/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,356,648 117,967 1,474,616
OIS 6,819,797 350,874 7,170,672
Swaption 0 577,516 577,516
OTHER* 290,732 74,381 365,113
TOTAL 8,467,178 1,120,739 9,587,916
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1 USD3 EUR Other Total
Fixed-Float 155,071 594,869 724,675 1,474,616
OIS 3,285,689 1,846,946 2,038,037 7,170,672
Swaption 245,793 211,677 120,046 577,516
OTHER* 204,930 87,294 72,889 365,113
TOTAL 3,891,484 2,740,786 2,955,646 9,587,916
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60+ Total
Fixed-Float 482,933 69,537 192,353 237,819 272,717 219,256 1,474,616
OIS 4,547,457 120,628 378,456 802,044 665,375 656,712 7,170,672
Swaption 245,613 131,207 93,808 44,844 43,080 18,965 577,516
OTHER* 165,004 14,197 71,317 37,669 45,473 31,453 365,113
TOTAL 5,441,006 335,568 735,934 1,122,377 1,026,645 926,386 9,587,916
               
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 1,636,260 166,007 1,077,037 69,928
OIS 8,143,851 523,296 5,495,744 178,452
Swaption 0 767,431 0 387,601
OTHER* 373,349 93,036 208,115 55,726
TOTAL 10,153,459 1,549,770 6,780,896 691,707
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
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. Only the notional values of market-facing trades are included in dollar volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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