Transaction Dollar Volume - Interest Rate (Millions of USD) - 11/29/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,287,673 163,410 1,451,082
OIS 6,650,930 379,023 7,029,953
Swaption 0 577,294 577,294
OTHER* 587,611 307,706 895,318
TOTAL 8,526,214 1,427,433 9,953,647
       
* 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 114,737 828,833 507,513 1,451,082
OIS 2,622,466 2,603,271 1,804,215 7,029,953
Swaption 177,777 332,051 67,466 577,294
OTHER* 657,640 82,552 155,126 895,318
TOTAL 3,572,620 3,846,707 2,534,321 9,953,647
         
* 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 291,217 51,396 281,814 274,699 280,029 271,928 1,451,082
OIS 4,663,826 107,169 330,365 742,164 612,540 573,888 7,029,953
Swaption 236,564 92,452 125,068 78,726 25,710 18,775 577,294
OTHER* 422,734 16,653 47,034 103,747 222,186 82,964 895,318
TOTAL 5,614,342 267,669 784,281 1,199,336 1,140,465 947,554 9,953,647
               
* 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 1,609,424 206,278 965,921 120,541
OIS 7,947,897 487,823 5,353,963 270,223
Swaption 0 761,293 0 393,294
OTHER* 907,481 314,290 267,742 301,123
TOTAL 10,464,803 1,769,684 6,587,626 1,085,182
         
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.
Swap dollar volumes for current week, by product type and major currency (notional value of all new trades in millions of USD), all participant types and tenors, cleared and uncleared. For cleared swaps, this table reflects the notional value of the creation of only one of the two swaps that results from the clearing process. Only the notional values of market-facing trades are included in dollar 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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