Transaction Dollar Volume - Interest Rate (Millions of USD)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,804,013 68,432 1,872,446
FRA 1,844,349 7,785 1,852,134
OIS 1,770,850 15,945 1,786,794
OTHER* 272,169 1,015,967 1,288,135
TOTAL 5,691,381 1,108,129 6,799,509
       
* 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 927,776 361,151 113,662 92,601 44,090 333,165 1,872,446
OTHER* 2,497,487 864,736 1,288,863 10,876 104,527 160,576 4,927,064
TOTAL 3,425,263 1,225,886 1,402,525 103,478 148,616 493,741 6,799,509
               
* 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 155,861 57,115 288,727 347,762 494,428 356,250 169,137 3,166 1,872,446
OTHER* 3,213,303 298,884 327,807 165,685 354,269 442,489 121,801 2,826 4,927,064
TOTAL 3,369,164 355,999 616,534 513,447 848,697 798,739 290,939 5,992 6,799,509
                   
* 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 2,392,872 70,636 1,215,155 66,228
OTHER* 5,875,718 1,313,522 1,899,016 765,871
TOTAL 8,268,591 1,384,158 3,114,171 832,099
         
* 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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