Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,511,812 148,723 2,660,535
FRA 2,736,857 36,261 2,773,118
OIS 5,195,700 226,143 5,421,843
OTHER* 255,275 599,613 854,889
TOTAL 10,699,645 1,010,741 11,710,385
* 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 1,173,324 556,988 336,345 80,892 78,442 434,544 2,660,535
OTHER* 4,653,407 1,208,933 1,979,992 29,241 783,860 394,417 9,049,850
TOTAL 5,826,731 1,765,921 2,316,338 110,133 862,302 828,961 11,710,385
* 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 183,242 124,124 426,627 569,301 672,097 528,016 150,635 6,493 2,660,535
OTHER* 7,623,032 349,960 314,786 259,279 214,388 225,799 59,324 3,282 9,049,850
TOTAL 7,806,274 474,084 741,412 828,580 886,485 753,816 209,959 9,775 11,710,385
* 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 3,144,552 171,509 1,879,071 125,937
OTHER* 11,476,631 1,043,516 4,899,035 680,519
TOTAL 14,621,183 1,215,025 6,778,106 806,456
* 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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