Transaction Ticket Volume - Interest Rate (Transactions)

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 789 21 810
Cap/Floor 0 244 244
Exotic 2 507 509
Fixed-Fixed 0 30 30
Fixed-Float 21,925 1,540 23,465
FRA 9,159 13 9,172
Inflation 882 95 977
OIS 2,685 235 2,920
Swaption 6 1,669 1,675
TOTAL 35,448 4,354 39,802

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 631 4 82 3 53 37 810
Cap/Floor 208 31 2 0 0 3 244
Exotic 266 29 29 2 2 181 509
Fixed-Fixed 28 0 0 2 0 0 30
Fixed-Float 8,679 4,469 1,590 348 1,369 7,011 23,465
FRA 5,296 2,318 1,414 0 0 144 9,172
Inflation 371 157 428 0 1 20 977
OIS 794 651 858 4 36 577 2,920
Swaption 1,017 414 139 27 55 23 1,675
TOTAL 17,290 8,073 4,542 386 1,516 7,996 39,802

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 68 66 111 77 217 140 124 7 810
Cap/Floor 6 0 66 43 103 21 5 0 244
Exotic 86 60 69 34 120 87 50 3 509
Fixed-Fixed 0 0 0 0 1 1 25 3 30
Fixed-Float 1,113 421 1,148 2,657 6,913 7,355 3,652 207 23,465
FRA 7,185 1,985 2 0 0 0 0 0 9,172
Inflation 1 0 111 80 156 274 309 46 977
OIS 574 62 206 396 664 454 465 99 2,920
Swaption 0 0 113 130 267 447 705 13 1,675
TOTAL 9,034 2,594 1,826 3,417 8,441 8,779 5,335 378 39,802

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 28,773 1,371 15,078 1,709
OTHER* 22,811 3,836 4,235 1,793
TOTAL 51,583 5,207 19,314 3,502
* 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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