Transaction Ticket Volume - Interest Rate (Transactions) - 10/20/2023

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 12,962 2,245 15,207
OIS 26,311 2,093 28,404
Swaption 0 3,568 3,568
OTHER* 1,379 589 1,968
TOTAL 40,652 8,495 49,147
       
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1 USD3 EUR Other Total
Fixed-Float 362 5,828 9,017 15,207
OIS 17,152 2,858 8,394 28,404
Swaption 1,725 1,372 471 3,568
OTHER* 853 637 478 1,968
TOTAL 20,092 10,695 18,360 49,147
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60+ Total
Fixed-Float 308 231 1,250 2,243 5,533 5,642 15,207
OIS 1,805 284 1,975 4,537 7,673 12,130 28,404
Swaption 1,169 329 569 328 373 800 3,568
OTHER* 165 40 229 189 451 894 1,968
TOTAL 3,447 884 4,023 7,298 14,029 19,466 49,147
               
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 15,931 2,734 9,993 1,755
OIS 31,874 2,563 20,749 1,623
Swaption 0 5,419 0 1,718
OTHER* 1,784 653 975 525
TOTAL 49,588 11,369 31,716 5,621
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

Notes

Swap transaction ticket 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. Only market-facing trades are included in ticket volumes and trade events including compressions, terminations, amendments, and novations, are excluded.
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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