Transaction Dollar Volume - Interest Rate (Millions of USD) - 01/26/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 822,129 183,484 1,005,613
OIS 6,410,059 941,211 7,351,270
Swaption 0 519,493 519,493
OTHER* 130,033 78,880 208,913
TOTAL 7,362,221 1,723,068 9,085,289
       
* 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 28,368 534,586 442,658 1,005,613
OIS 3,174,717 2,963,014 1,213,539 7,351,270
Swaption 205,023 182,885 131,584 519,493
OTHER* 75,257 78,381 55,275 208,913
TOTAL 3,483,366 3,758,866 1,843,057 9,085,289
         
* 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 184,283 40,513 137,153 186,098 243,062 214,504 1,005,613
OIS 3,981,756 63,166 280,124 661,408 1,108,064 1,256,752 7,351,270
Swaption 97,489 119,521 101,275 102,450 33,927 64,831 519,493
OTHER* 82,630 15,811 47,019 20,268 26,799 16,387 208,913
TOTAL 4,346,157 239,010 565,570 970,224 1,411,852 1,552,475 9,085,289
               
* 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 1,097,223 276,963 547,035 90,005
OIS 7,156,220 1,307,299 5,663,898 575,124
Swaption 0 665,657 0 373,329
OTHER* 179,681 99,947 80,386 57,814
TOTAL 8,433,123 2,349,865 6,291,318 1,096,271
         
* 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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