Transaction Dollar Volume - Interest Rate (Millions of USD) - 10/11/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 2,626,105 312,990 2,939,095
OIS 8,573,717 1,603,066 10,176,783
Swaption 393 836,134 836,527
OTHER* 338,659 117,962 456,621
TOTAL 11,538,874 2,870,152 14,409,026
       
* 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 356,903 1,937,906 644,286 2,939,095
OIS 5,402,542 1,942,003 2,832,239 10,176,783
Swaption 434,956 235,097 166,473 836,527
OTHER* 292,076 81,717 82,828 456,621
TOTAL 6,486,478 4,196,722 3,725,826 14,409,026
         
* 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 483,067 78,448 1,557,658 249,681 322,224 248,016 2,939,095
OIS 7,295,121 171,761 561,192 809,617 734,755 604,338 10,176,783
Swaption 349,054 139,393 218,950 66,022 42,102 21,006 836,527
OTHER* 249,171 37,854 52,057 28,876 45,051 43,612 456,621
TOTAL 8,376,413 427,456 2,389,857 1,154,196 1,144,133 916,971 14,409,026
               
* 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 4,255,287 364,976 996,923 261,005
OIS 10,275,340 1,805,344 6,872,094 1,400,788
Swaption 543 1,068,105 243 604,162
OTHER* 422,880 128,195 254,438 107,728
TOTAL 14,954,049 3,366,620 8,123,698 2,373,684
         
* 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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