Transaction Ticket Volume - Interest Rate (Transactions) - 11/15/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 18,335 1,589 19,925
OIS 26,689 1,521 28,209
Swaption 0 3,133 3,133
OTHER* 1,495 314 1,809
TOTAL 46,519 6,556 53,075
       
* 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 282 8,719 10,923 19,925
OIS 14,615 3,164 10,431 28,209
Swaption 1,635 925 573 3,133
OTHER* 616 601 592 1,809
TOTAL 17,148 13,408 22,519 53,075
         
* 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 417 207 1,291 3,473 6,605 7,931 19,925
OIS 2,236 437 1,983 4,213 8,156 11,184 28,209
Swaption 1,604 299 525 295 213 197 3,133
OTHER* 108 37 335 237 424 669 1,809
TOTAL 4,366 979 4,134 8,218 15,398 19,981 53,075
               
* 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 22,186 1,986 14,485 1,193
OIS 32,661 1,791 20,716 1,251
Swaption 0 4,798 0 1,467
OTHER* 1,914 360 1,076 268
TOTAL 56,761 8,934 36,277 4,178
         
* 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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