Transaction Dollar Volume - Interest Rate (Millions of USD) - 11/01/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 1,422,079 165,543 1,587,622
OIS 9,570,695 379,347 9,950,042
Swaption 1,884 581,943 583,827
OTHER* 269,141 97,636 366,776
TOTAL 11,263,798 1,224,469 12,488,268
       
* 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 233,089 746,171 608,362 1,587,622
OIS 4,595,769 2,026,473 3,327,801 9,950,042
Swaption 273,628 140,546 169,653 583,827
OTHER* 241,556 55,350 69,870 366,776
TOTAL 5,344,041 2,968,540 4,175,686 12,488,268
         
* 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 378,403 72,732 206,389 306,036 331,146 292,915 1,587,622
OIS 7,229,543 103,813 440,598 754,271 757,936 663,881 9,950,042
Swaption 265,651 125,772 98,505 58,438 24,667 10,794 583,827
OTHER* 216,632 10,506 36,726 22,467 39,399 41,045 366,776
TOTAL 8,090,229 312,824 782,218 1,141,213 1,153,148 1,008,636 12,488,268
               
* 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 1,835,020 222,716 1,009,138 108,371
OIS 11,374,565 519,277 7,766,824 239,418
Swaption 2,134 748,569 1,634 415,317
OTHER* 355,220 113,460 183,061 81,812
TOTAL 13,566,939 1,604,021 8,960,657 844,917
         
* 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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