Transaction Dollar Volume - Interest Rate (Millions of USD) - 11/25/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,921,596 71,493 1,993,089
FRA 1,083,302 4,225 1,087,527
OIS 4,327,347 123,868 4,451,215
OTHER* 151,005 528,464 679,468
TOTAL 7,483,250 728,050 8,211,300
       
* 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 315,656 934,618 0 792 186,610 555,413 1,993,089
OTHER* 2,494,255 2,346,072 677,105 67,977 222,987 409,814 6,218,211
TOTAL 2,809,911 3,280,690 677,105 68,769 409,597 965,227 8,211,300
               
* 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 664,754 81,492 244,276 223,481 382,844 255,649 135,370 5,222 1,993,089
OTHER* 3,975,337 274,455 427,269 425,463 525,907 369,135 214,303 6,342 6,218,211
TOTAL 4,640,091 355,947 671,545 648,943 908,751 624,783 349,674 11,564 8,211,300
                   
* 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 2,741,989 81,699 1,101,203 61,286
OTHER* 7,107,728 946,172 4,015,580 366,942
TOTAL 9,849,717 1,027,871 5,116,783 428,228
         
* 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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