Transaction Ticket Volume - Interest Rate (Transactions) - 01/26/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 10,557 2,130 12,688
OIS 18,674 2,087 20,761
Swaption 0 2,397 2,397
OTHER* 1,131 490 1,621
TOTAL 30,362 7,104 37,467
       
* 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 218 5,727 6,743 12,688
OIS 10,503 2,843 7,414 20,761
Swaption 962 1,036 400 2,397
OTHER* 453 756 411 1,621
TOTAL 12,136 10,363 14,968 37,467
         
* 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 327 147 966 1,912 4,428 4,908 12,688
OIS 1,618 285 1,481 2,789 5,916 8,671 20,761
Swaption 810 214 321 246 195 612 2,397
OTHER* 139 85 362 144 304 585 1,621
TOTAL 2,895 731 3,129 5,091 10,844 14,776 37,467
               
* 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 12,813 2,849 8,302 1,412
OIS 22,268 2,722 15,080 1,451
Swaption 0 3,283 0 1,512
OTHER* 1,410 601 852 379
TOTAL 36,492 9,455 24,233 4,754
         
* 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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