Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 914 54 968
Cap/Floor 0 225 225
Exotic 1 657 657
Fixed-Fixed 0 10 10
Fixed-Float 30,882 2,507 33,389
FRA 6,523 55 6,578
Inflation 1,121 124 1,245
OIS 4,221 638 4,859
Swaption 3 2,073 2,076
TOTAL 43,665 6,343 50,008

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 650 10 182 40 79 7 968
Cap/Floor 208 10 1 0 0 6 225
Exotic 368 100 50 12 2 126 657
Fixed-Fixed 2 0 0 4 0 4 10
Fixed-Float 12,914 6,645 4,005 1,112 887 7,827 33,389
FRA 4,740 1,092 460 0 0 286 6,578
Inflation 286 379 569 0 2 9 1,245
OIS 1,132 937 1,458 33 370 929 4,859
Swaption 1,247 404 147 184 37 57 2,076
TOTAL 21,546 9,577 6,872 1,385 1,377 9,251 50,008

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 20 23 99 191 266 220 145 4 968
Cap/Floor 13 3 26 54 106 21 2 0 225
Exotic 131 30 122 71 130 117 52 5 657
Fixed-Fixed 6 0 0 0 4 0 0 0 10
Fixed-Float 508 368 1,884 4,025 9,429 10,878 5,989 308 33,389
FRA 5,307 1,271 0 0 0 0 0 0 6,578
Inflation 2 1 126 64 262 399 296 95 1,245
OIS 1,734 105 490 500 811 723 395 102 4,859
Swaption 0 0 157 174 347 971 420 7 2,076
TOTAL 7,722 1,801 2,904 5,078 11,355 13,329 7,299 521 50,008

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 38,194 2,455 23,571 2,559
OTHER* 20,101 4,726 5,464 2,945
TOTAL 58,295 7,181 29,036 5,505
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, Inflation, OIS, and Swaption.

Notes

Swap transaction volumes for current week, by product and clearing status (number of new trades), all participant types, tenors, and currencies. For cleared swaps, this table reflects the creation of only one of the two swaps that results from the clearing process. All price-forming trade events, including new trades, terminations, amendments, and novations, are included in ticket 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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