Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 692 44 736
Cap/Floor 0 190 190
Debt Option 0 1 1
Exotic 1 344 345
Fixed-Fixed 0 1 1
Fixed-Float 30,920 1,268 32,188
FRA 5,142 12 5,154
Inflation 1,125 79 1,204
OIS 21,271 897 22,168
Swaption 3 2,709 2,712
TOTAL 59,154 5,545 64,699
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 520 42 0 6 141 27 736
Cap/Floor 129 45 14 1 1 0 190
Debt Option 0 1 0 0 0 0 1
Exotic 255 34 10 6 0 40 345
Fixed-Fixed 0 0 0 0 0 1 1
Fixed-Float 7,953 8,720 1 27 2,443 13,045 32,188
FRA 17 4,676 0 1 0 460 5,154
Inflation 317 431 451 0 0 5 1,204
OIS 11,017 2,074 4,697 1,320 25 3,036 22,168
Swaption 1,591 545 376 150 30 20 2,712
TOTAL 21,798 16,568 5,549 1,511 2,640 16,633 64,699
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 54 15 84 85 246 174 74 4 736
Cap/Floor 9 8 58 53 54 8 0 0 190
Debt Option 1 0 0 0 0 0 0 0 1
Exotic 57 19 74 15 66 62 49 3 345
Fixed-Fixed 1 0 0 0 0 0 0 0 1
Fixed-Float 4,665 828 1,927 3,746 10,065 7,415 3,348 194 32,188
FRA 2,949 2,200 4 1 0 0 0 0 5,154
Inflation 0 0 81 83 269 434 308 29 1,204
OIS 1,128 580 1,490 2,314 5,891 7,069 3,563 134 22,168
Swaption 2 0 148 159 312 959 1,103 29 2,712
TOTAL 8,866 3,650 3,866 6,455 16,904 16,121 8,445 393 64,699
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 41,046 1,302 20,794 1,234
OTHER* 37,869 5,360 18,599 3,194
TOTAL 78,914 6,662 39,393 4,428
         
* 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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