Transaction Ticket Volume - Interest Rate (Transactions) - 01/10/2025

IRS by Product & Cleared Status

Product1Cleared2UnclearedTotal
Fixed-Float16,7551,31718,072
OIS37,0452,17339,219
Swaption04,2554,255
OTHER*2,2554932,747
TOTAL56,0558,23964,294
    
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Major Currency

Product1USD3EUROtherTotal
Fixed-Float2308,1879,65518,072
OIS19,0034,04816,16839,219
Swaption2,3281,1867414,255
OTHER*8551,0678252,747
TOTAL22,41714,48827,38964,294
     
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product & Tenor

Product10-343-66-1212-2424-6060+Total
Fixed-Float3491981,2823,3026,0526,88818,072
OIS2,7356122,8995,34311,24416,38639,219
Swaption1,4615771,0284884272754,255
OTHER*2101124182756911,0422,747
TOTAL4,7541,4995,6279,40918,41424,59164,294
        
* Includes the following products: Basis, Cap/Floor, Debt Option, Exotic, Fixed-Fixed, FRA, and Inflation.

IRS by Product, Participant Type & Cleared Status

 Swap Dealers/MSPs5Others
Product1Cleared2UnclearedClearedUncleared
Fixed-Float19,9861,65313,523982
OIS44,5442,76229,5471,585
Swaption05,97502,536
OTHER*2,9055751,605410
TOTAL67,43610,96444,6755,513
     
* 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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