Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,502,895 48,581 1,551,476
FRA 2,450,623 4,820 2,455,443
OIS 1,218,241 25,268 1,243,509
OTHER* 276,296 357,701 633,997
TOTAL 5,448,055 436,370 5,884,425
       
* 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 627,873 243,999 92,444 46,321 142,141 398,698 1,551,476
OTHER* 2,850,334 764,134 413,206 7,169 178,764 119,343 4,332,949
TOTAL 3,478,206 1,008,133 505,650 53,489 320,905 518,041 5,884,425
               
* 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 334,114 99,287 142,769 229,789 332,228 298,790 111,203 3,296 1,551,476
OTHER* 3,510,930 235,494 193,042 135,399 116,099 84,745 54,684 2,557 4,332,949
TOTAL 3,845,044 334,781 335,810 365,187 448,327 383,535 165,887 5,853 5,884,425
                   
* 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 2,119,671 50,966 886,120 46,196
OTHER* 6,455,966 460,910 1,434,353 314,668
TOTAL 8,575,637 511,876 2,320,473 360,864
         
* 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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