Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 526 29 555
Cap/Floor 0 182 182
Exotic 0 426 426
Fixed-Fixed 0 5 5
Fixed-Float 19,853 1,845 21,698
FRA 4,071 36 4,107
Inflation 986 93 1,079
OIS 2,255 406 2,661
Swaption 6 1,240 1,246
TOTAL 27,697 4,262 31,959

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 263 10 126 34 107 15 555
Cap/Floor 145 18 9 0 0 10 182
Exotic 187 89 50 8 2 90 426
Fixed-Fixed 2 2 0 0 0 1 5
Fixed-Float 6,863 4,635 2,090 824 901 6,386 21,698
FRA 3,132 473 243 1 0 258 4,107
Inflation 113 499 463 0 0 4 1,079
OIS 903 376 657 9 116 600 2,661
Swaption 641 382 72 100 33 18 1,246
TOTAL 12,249 6,484 3,709 976 1,159 7,382 31,959

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 50 27 55 79 132 116 89 7 555
Cap/Floor 3 1 32 52 81 13 0 0 182
Exotic 100 27 56 51 68 53 70 1 426
Fixed-Fixed 1 0 0 1 0 2 1 0 5
Fixed-Float 613 570 1,227 3,129 6,588 6,287 3,116 169 21,698
FRA 3,700 407 0 0 0 0 0 0 4,107
Inflation 2 0 131 49 267 336 272 22 1,079
OIS 454 87 206 608 465 427 244 171 2,661
Swaption 0 3 89 139 208 499 299 9 1,246
TOTAL 4,923 1,121 1,796 4,108 7,809 7,733 4,091 379 31,959

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 25,009 1,842 14,697 1,848
OTHER* 12,315 2,951 3,372 1,883
TOTAL 37,325 4,793 18,069 3,731
* 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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