Transaction Ticket Volume - Interest Rate (Transactions) - 06/03/2022

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Basis 402 31 433
Cap/Floor 0 223 223
Debt Option 0 2 2
Exotic 0 313 313
Fixed-Fixed 0 6 6
Fixed-Float 19,585 1,374 20,959
FRA 2,142 7 2,149
Inflation 375 53 428
OIS 16,354 856 17,210
Swaption 13 1,295 1,308
TOTAL 38,871 4,160 43,031
       

IRS by Product & Major Currency

Product1 USD3 EUR GBP JPY AUD Other Total
Basis 188 27 0 12 165 41 433
Cap/Floor 182 26 12 0 2 1 223
Debt Option 0 2 0 0 0 0 2
Exotic 223 37 5 11 5 32 313
Fixed-Fixed 3 0 0 0 0 3 6
Fixed-Float 2,904 7,951 1 7 1,634 8,462 20,959
FRA 12 1,834 0 0 0 303 2,149
Inflation 185 155 79 0 0 9 428
OIS 7,781 3,660 2,206 1,018 83 2,462 17,210
Swaption 637 431 63 138 29 10 1,308
TOTAL 12,115 14,123 2,366 1,186 1,918 11,323 43,031
               

IRS by Product & Tenor

Product1 0-34 3-6 6-12 12-24 24-60 60-120 120-360 360+ Total
Basis 34 17 48 49 136 100 47 2 433
Cap/Floor 3 1 65 76 70 4 4 0 223
Debt Option 0 0 0 0 2 0 0 0 2
Exotic 55 32 56 42 65 29 26 8 313
Fixed-Fixed 1 0 2 1 1 0 1 0 6
Fixed-Float 2,137 384 1,610 2,421 6,484 5,441 2,332 152 20,959
FRA 1,350 797 0 0 0 0 2 0 2,149
Inflation 0 0 35 28 129 161 68 7 428
OIS 1,316 345 1,162 2,590 4,626 4,612 2,479 80 17,210
Swaption 4 5 158 129 179 432 387 14 1,308
TOTAL 4,900 1,581 3,136 5,335 11,692 10,779 5,346 263 43,031
                   

IRS by Product, Participant Type & Cleared Status

  Swap Dealers/MSPs5 Others
Product1 Cleared2 Uncleared Cleared Uncleared
Fixed-Float 25,887 1,489 13,282 1,259
OTHER* 25,046 3,481 13,526 2,091
TOTAL 50,933 4,970 26,808 3,350
         
* 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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