Transaction Dollar Volume - Interest Rate (Millions of USD) - 09/09/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,477,285 109,949 2,587,234
FRA 1,234,938 3,021 1,237,959
OIS 6,347,843 177,377 6,525,221
OTHER* 180,573 531,043 711,617
TOTAL 10,240,640 821,392 11,062,031
       
* 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 718,131 973,000 872 232 172,533 722,467 2,587,234
OTHER* 2,759,772 3,796,846 902,326 113,531 482,849 419,472 8,474,797
TOTAL 3,477,903 4,769,846 903,198 113,764 655,382 1,141,939 11,062,031
               
* 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 1,007,105 136,150 296,995 308,249 505,195 273,240 57,854 2,448 2,587,234
OTHER* 5,837,188 511,611 547,140 478,523 535,004 424,544 138,547 2,240 8,474,797
TOTAL 6,844,292 647,760 844,136 786,772 1,040,199 697,783 196,401 4,688 11,062,031
                   
* 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 3,715,022 113,285 1,239,548 106,613
OTHER* 10,031,387 905,565 5,495,322 517,319
TOTAL 13,746,410 1,018,851 6,734,870 623,932
         
* 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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