Transaction Ticket Volume - Interest Rate (Transactions) - 09/16/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 572 42 614
Cap/Floor 0 271 271
Exotic 0 426 426
Fixed-Fixed 0 11 11
Fixed-Float 35,264 1,458 36,722
FRA 7,115 26 7,141
Inflation 1,384 69 1,453
OIS 31,130 1,350 32,479
Swaption 6 2,188 2,194
TOTAL 75,471 5,840 81,311
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 353 7 0 6 200 48 614
Cap/Floor 235 28 5 0 0 3 271
Exotic 274 33 65 14 1 39 426
Fixed-Fixed 4 2 0 1 0 4 11
Fixed-Float 3,635 11,842 2 18 2,314 18,912 36,722
FRA 74 6,100 0 0 0 967 7,141
Inflation 305 443 693 0 1 11 1,453
OIS 14,981 4,532 4,980 2,229 404 5,353 32,479
Swaption 1,231 634 172 134 8 15 2,194
TOTAL 21,093 23,621 5,917 2,401 2,928 25,351 81,311
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 92 22 76 77 189 122 36 0 614
Cap/Floor 8 2 72 46 138 5 0 0 271
Exotic 99 33 107 52 84 36 15 1 426
Fixed-Fixed 4 1 0 1 1 2 2 0 11
Fixed-Float 2,998 633 2,916 5,470 12,444 8,974 3,156 131 36,722
FRA 4,387 2,754 0 0 0 0 0 0 7,141
Inflation 1 0 174 166 388 379 316 29 1,453
OIS 3,741 770 2,450 4,348 9,653 7,535 3,857 127 32,479
Swaption 18 8 279 135 287 822 621 24 2,194
TOTAL 11,348 4,223 6,073 10,295 23,184 17,874 8,003 312 81,311
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 48,477 1,509 22,051 1,407
OTHER* 53,638 5,800 26,775 2,965
TOTAL 102,116 7,309 48,826 4,372
         
* 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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