Transaction Ticket Volume - Interest Rate (Transactions) - 11/25/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 402 17 419
Cap/Floor 0 218 218
Exotic 0 385 385
Fixed-Fixed 1 9 10
Fixed-Float 23,492 1,261 24,753
FRA 3,874 24 3,898
Inflation 132 51 183
OIS 20,872 1,041 21,912
Swaption 0 2,451 2,451
TOTAL 48,772 5,456 54,228
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 182 22 0 5 185 25 419
Cap/Floor 157 48 6 0 1 6 218
Exotic 182 56 66 16 1 64 385
Fixed-Fixed 9 1 0 0 0 0 10
Fixed-Float 1,937 9,927 0 5 2,551 10,334 24,753
FRA 24 3,025 0 0 0 849 3,898
Inflation 130 9 5 0 11 28 183
OIS 10,045 3,632 4,003 1,090 210 2,933 21,912
Swaption 1,212 810 261 135 23 10 2,451
TOTAL 13,877 17,529 4,341 1,251 2,982 14,249 54,228
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 37 6 67 45 139 78 47 0 419
Cap/Floor 22 3 67 43 81 2 0 0 218
Exotic 69 24 108 48 80 31 23 2 385
Fixed-Fixed 0 0 0 0 2 1 6 1 10
Fixed-Float 2,632 442 1,766 3,077 7,887 5,883 2,868 199 24,753
FRA 2,935 963 0 0 0 0 0 0 3,898
Inflation 0 0 49 12 60 42 20 0 183
OIS 2,556 476 1,551 3,042 5,619 5,324 3,217 129 21,912
Swaption 3 2 235 124 392 669 981 45 2,451
TOTAL 8,253 1,915 3,843 6,391 14,260 12,029 7,162 376 54,228
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 30,281 1,295 16,702 1,227
OTHER* 33,142 6,203 17,419 2,187
TOTAL 63,423 7,498 34,121 3,414
         
* 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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