Transaction Ticket Volume - Interest Rate (Transactions) - 11/29/2024

IRS by Product & Cleared Status

Product1 Cleared2 Uncleared Total
Fixed-Float 14,347 2,015 16,362
OIS 25,512 1,604 27,116
Swaption 0 2,534 2,534
OTHER* 2,053 343 2,396
TOTAL 41,911 6,496 48,407
       
* 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 571 7,361 8,430 16,362
OIS 12,826 3,454 10,836 27,116
Swaption 1,219 852 462 2,534
OTHER* 661 617 1,118 2,396
TOTAL 15,277 12,284 20,846 48,407
         
* 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 439 195 1,059 3,115 5,392 6,162 16,362
OIS 2,047 447 1,656 4,234 7,995 10,737 27,116
Swaption 1,246 371 356 179 194 188 2,534
OTHER* 169 58 204 195 651 1,119 2,396
TOTAL 3,901 1,071 3,275 7,723 14,232 18,206 48,407
               
* 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 17,047 2,282 11,647 1,748
OIS 30,396 1,988 20,627 1,221
Swaption 0 4,119 0 948
OTHER* 2,920 397 1,185 289
TOTAL 50,363 8,786 33,459 4,206
         
* 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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