Daily Volumes

  • Client Notional Cleared (USD)
    $575,956,995,253,046
    Client Notional Outstanding (USD)
    $34,683,327,689,581
    As of COB Sep 25, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,666,123,000,000,000
    Trades Compressed
    12,755,169
  • Notional Outstanding Showing Effect of Compression
SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:
Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Sep 25, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$501,981,076,336
$2,150,433,739,679
$89,720,959,700,262
$15,715,611,935,325
EUR
€105,973,577,144
€649,577,311,724
€28,860,461,915,478
€7,154,512,292,130
GBP
£208,116,291,471
£854,521,552,890
£8,419,449,589,536
£2,610,040,441,529
JPY
¥1,667,602,519,266
¥5,151,561,864,000
¥276,016,832,170,800
¥112,907,506,196,438
CHF
CHF3,686,077,000
CHF12,960,716,162
CHF555,295,167,743
CHF212,055,514,949
AUD
$31,765,944,000
$282,785,663,859
$6,662,149,797,290
$1,941,211,883,335
CAD
$56,922,530,000
$242,824,631,955
$6,456,926,916,805
$1,541,505,797,673
Other*
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$39,928,524,876
$190,562,878,293
$5,547,104,100,817
$2,957,033,488,636
CZK
CZK100,814,276,158
CZK278,538,596,048
CZK7,785,277,398,617
CZK2,565,109,776,533
DKK
DKK0
DKK6,854,600,000
DKK350,012,953,332
DKK711,988,195,662
HKD
HKD11,831,000,000
HKD131,786,985,325
HKD2,854,481,019,983
HKD1,782,630,006,848
HUF
HUF600,634,412,900
HUF3,388,209,719,000
HUF98,695,840,256,058
HUF32,364,185,851,695
MXN
MXN1,985,000,000
MXN29,192,800,000
MXN298,324,084,402
MXN121,267,647,051
NOK
NOK43,574,180,640
NOK95,337,591,000
NOK3,139,322,889,729
NOK1,206,833,866,841
NZD
NZD8,379,100,000
NZD34,182,155,000
NZD1,024,683,496,391
NZD673,538,749,380
PLN
PLN4,921,670,000
PLN51,905,663,683
PLN1,516,003,953,904
PLN684,538,252,173
SEK
SEK105,670,380,000
SEK501,825,694,508
SEK16,918,907,780,003
SEK5,786,188,895,932
SGD
SGD2,264,690,000
SGD14,960,880,942
SGD664,367,577,679
SGD623,261,645,502
ZAR
ZAR47,810,595,000
ZAR257,443,871,135
ZAR6,371,145,309,910
ZAR4,726,782,831,269
Total in USD$1,037,812,911,169$4,754,970,979,952$151,282,223,159,308$34,683,327,689,581

Figures as of COB Sep 25, 2017. Weekly figures as of COB Sep 22, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $177,799,439,310
OIS $269,123,450,000
Basis $3,292,385,000
Zeroes $0
FRAs $50,745,000,000
VNS $68,997,026
Inflation $951,805,000
Total$501,981,076,336
ProductVolume
EUR
USD
Equivalent
IRS €72,526,042,144 $85,939,733,639
OIS €32,541,810,000 $38,560,417,760
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
VNS €52,000,000 $61,617,400
Inflation €853,725,000 $1,011,621,439
Total€105,973,577,144$125,573,390,238
ProductVolume
GBP
USD
Equivalent
IRS £26,758,732,371 $36,046,688,377
OIS £150,932,000,000 $203,320,497,200
Basis £1,365,750,000 $1,839,801,825
Zeroes £587,083,100 $790,859,644
FRAs £28,230,000,000 $38,028,633,000
VNS £2,389,000 $3,218,222
Inflation £240,337,000 $323,757,973
Total£208,116,291,471$280,353,456,241
ProductVolume
JPY
USD
Equivalent
IRS ¥1,514,802,519,266 $13,557,099,559
OIS ¥152,800,000,000 $1,367,521,368
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,667,602,519,266$14,924,620,927
ProductVolume
CHF
USD
Equivalent
IRS CHF3,365,077,000 $3,482,435,062
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF321,000,000 $332,194,971
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,686,077,000$3,814,630,033
ProductVolume
AUD
USD
Equivalent
IRS $5,241,944,000 $4,160,006,758
OIS $26,524,000,000 $21,049,446,400
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$31,765,944,000$25,209,453,158
ProductVolume
CAD
USD
Equivalent
IRS $22,434,530,000 $18,140,640,414
OIS $34,488,000,000 $27,887,118,946
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,922,530,000$46,027,759,360
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,045,276,158 $638,842,699
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK86,769,000,000 $3,946,646,653
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK100,814,276,158$4,585,489,352
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD10,517,000,000 $1,345,891,748
OIS HKD0 $0
Basis HKD1,314,000,000 $168,156,485
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,831,000,000$1,514,048,233
ProductVolume
HUF
USD
Equivalent
IRS HUF549,634,412,900 $2,098,281,750
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF51,000,000,000 $194,697,360
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF600,634,412,900$2,292,979,110
ProductVolume
MXN
USD
Equivalent
IRS MXN1,985,000,000 $110,737,956
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,985,000,000$110,737,956
ProductVolume
NOK
USD
Equivalent
IRS NOK11,343,000,000 $1,451,031,060
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK32,200,000,000 $4,119,121,936
VNS NOK31,180,640 $3,988,722
Inflation NOK0 $0
TotalNOK43,574,180,640$5,574,141,718
ProductVolume
NZD
USD
Equivalent
IRS NZD8,379,100,000 $6,086,578,240
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD8,379,100,000$6,086,578,240
ProductVolume
PLN
USD
Equivalent
IRS PLN3,921,670,000 $1,087,193,491
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $277,227,174
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,921,670,000$1,364,420,665
ProductVolume
SEK
USD
Equivalent
IRS SEK25,920,380,000 $3,222,885,634
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK79,750,000,000 $9,915,947,579
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK105,670,380,000$13,138,833,213
ProductVolume
SGD
USD
Equivalent
IRS SGD2,264,690,000 $1,675,748,270
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,264,690,000$1,675,748,270
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,810,595,000 $3,585,548,119
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,810,595,000$3,585,548,119
ProductUSD
Equivalent
IRS$360,428,782,086
OIS$561,308,451,674
Basis$5,300,343,310
Zeroes$790,859,644
FRAs$107,559,468,673
VNS$137,821,370
Inflation$2,287,184,412
Total$1,037,812,911,169
Show:
ProductUSD
Equivalent
IRS $565,145,393,270
OIS $1,193,421,647,050
Basis $59,958,730,000
Zeroes $0
FRAs $327,777,000,000
VNS $2,128,374,359
Inflation $2,002,595,000
Total$2,150,433,739,679
ProductVolume
EUR
USD
Equivalent
IRS €275,643,904,627 $329,647,934,947
OIS €332,658,169,012 $397,356,908,566
Basis €854,000,000 $1,020,291,500
Zeroes €11,750,000 $13,976,038
FRAs €35,225,000,000 $42,085,937,000
VNS €582,961,115 $696,244,652
Inflation €4,601,526,970 $5,500,518,929
Total€649,577,311,724$776,321,811,632
ProductVolume
GBP
USD
Equivalent
IRS £122,420,861,279 $165,521,080,740
OIS £640,451,230,000 $866,287,287,411
Basis £4,785,000,000 $6,462,442,500
Zeroes £17,268,708 $23,454,360
FRAs £84,354,800,000 $113,991,645,090
VNS £69,336,330 $93,977,384
Inflation £2,423,056,573 $3,273,821,390
Total£854,521,552,890$1,155,653,708,875
ProductVolume
JPY
USD
Equivalent
IRS ¥4,459,771,864,000 $39,810,604,955
OIS ¥260,000,000,000 $2,314,841,759
Basis ¥305,250,000,000 $2,726,956,262
Zeroes ¥0 $0
FRAs ¥126,540,000,000 $1,134,226,684
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,151,561,864,000$45,986,629,660
ProductVolume
CHF
USD
Equivalent
IRS CHF10,930,716,162 $11,310,576,120
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF2,030,000,000 $2,110,516,193
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,960,716,162$13,421,092,313
ProductVolume
AUD
USD
Equivalent
IRS $73,213,463,859 $58,445,608,956
OIS $208,221,100,000 $165,818,364,740
Basis $1,351,100,000 $1,076,025,765
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$282,785,663,859$225,339,999,461
ProductVolume
CAD
USD
Equivalent
IRS $135,566,762,220 $110,133,856,683
OIS $107,253,662,000 $87,113,835,187
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $4,207,735 $3,428,169
Inflation $0 $0
Total$242,824,631,955$197,251,120,039
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK212,888,596,048 $9,759,458,405
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK65,650,000,000 $3,003,630,593
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK278,538,596,048$12,763,088,998
ProductVolume
DKK
USD
Equivalent
IRS DKK6,854,600,000 $1,102,715,807
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK6,854,600,000$1,102,715,807
ProductVolume
HKD
USD
Equivalent
IRS HKD126,776,985,325 $16,237,793,288
OIS HKD0 $0
Basis HKD5,010,000,000 $642,056,698
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD131,786,985,325$16,879,849,986
ProductVolume
HUF
USD
Equivalent
IRS HUF2,700,209,719,000 $10,420,535,238
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF688,000,000,000 $2,651,013,839
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,388,209,719,000$13,071,549,077
ProductVolume
MXN
USD
Equivalent
IRS MXN29,192,800,000 $1,640,134,290
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN29,192,800,000$1,640,134,290
ProductVolume
NOK
USD
Equivalent
IRS NOK52,939,497,000 $6,763,726,092
OIS NOK0 $0
Basis NOK8,160,000,000 $1,040,709,378
Zeroes NOK0 $0
FRAs NOK34,200,000,000 $4,381,226,455
VNS NOK38,094,000 $4,878,841
Inflation NOK0 $0
TotalNOK95,337,591,000$12,190,540,766
ProductVolume
NZD
USD
Equivalent
IRS NZD34,182,155,000 $25,008,630,897
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD34,182,155,000$25,008,630,897
ProductVolume
PLN
USD
Equivalent
IRS PLN49,205,663,683 $13,753,019,946
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,700,000,000 $755,300,846
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN51,905,663,683$14,508,320,792
ProductVolume
SEK
USD
Equivalent
IRS SEK186,741,694,508 $23,403,190,624
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK315,036,000,000 $39,518,815,535
VNS SEK48,000,000 $6,022,282
Inflation SEK0 $0
TotalSEK501,825,694,508$62,928,028,441
ProductVolume
SGD
USD
Equivalent
IRS SGD14,940,580,942 $11,084,249,923
OIS SGD0 $0
Basis SGD20,300,000 $15,083,405
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD14,960,880,942$11,099,333,328
ProductVolume
ZAR
USD
Equivalent
IRS ZAR257,443,871,135 $19,370,685,911
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR257,443,871,135$19,370,685,911
ProductUSD
Equivalent
IRS$1,418,559,196,092
OIS$2,712,312,884,713
Basis$72,942,295,508
Zeroes$37,430,398
FRAs$537,409,312,235
VNS$2,932,925,687
Inflation$10,776,935,319
Total$4,754,970,979,952
Show:
ProductUSD
Equivalent
IRS $20,997,731,246,613
OIS $52,586,907,579,021
Basis $3,428,172,523,523
Zeroes $16,972,829,712
FRAs $12,487,722,004,631
VNS $56,627,863,561
Inflation $146,825,653,201
Total$89,720,959,700,262
ProductVolume
EUR
USD
Equivalent
IRS €10,615,906,416,909 $11,815,029,523,673
OIS €14,751,563,379,189 $16,339,214,841,432
Basis €277,393,113,408 $309,566,732,432
Zeroes €48,404,494,703 $52,849,813,373
FRAs €2,983,960,670,000 $3,298,472,885,497
VNS €30,115,393,511 $33,495,154,747
Inflation €153,118,447,758 $170,096,180,615
Total€28,860,461,915,478$32,018,725,131,769
ProductVolume
GBP
USD
Equivalent
IRS £2,923,174,787,979 $3,742,223,966,390
OIS £4,262,642,838,124 $5,532,841,221,792
Basis £221,312,705,400 $283,867,868,321
Zeroes £45,878,146,618 $59,070,278,093
FRAs £864,254,382,324 $1,119,540,920,308
VNS £13,014,082,790 $16,644,312,510
Inflation £89,172,646,301 $113,751,716,373
Total£8,419,449,589,536$10,867,940,283,787
ProductVolume
JPY
USD
Equivalent
IRS ¥236,340,677,374,169 $2,110,710,643,203
OIS ¥15,461,096,537,988 $138,240,619,979
Basis ¥22,623,761,973,325 $203,057,544,187
Zeroes ¥0 $0
FRAs ¥1,586,583,200,000 $14,108,585,135
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥276,016,832,170,800$2,466,158,228,490
ProductVolume
CHF
USD
Equivalent
IRS CHF472,698,767,743 $480,891,247,044
OIS CHF560,000,000 $572,637,893
Basis CHF51,549,450,000 $52,701,697,054
Zeroes CHF0 $0
FRAs CHF30,250,150,000 $30,768,811,581
VNS CHF236,800,000 $243,593,233
Inflation CHF0 $0
TotalCHF555,295,167,743$565,177,986,805
ProductVolume
AUD
USD
Equivalent
IRS $2,344,507,585,421 $1,797,677,284,034
OIS $4,255,949,374,000 $3,270,295,386,780
Basis $61,275,236,000 $46,700,484,102
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$6,662,149,797,290$5,114,990,361,890
ProductVolume
CAD
USD
Equivalent
IRS $3,125,106,450,500 $2,403,569,077,222
OIS $3,303,246,666,694 $2,555,677,028,480
Basis $26,316,200,000 $20,217,050,675
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,036,049,611 $774,266,048
Inflation $0 $0
Total$6,456,926,916,805$4,981,167,365,488
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,079,037,482,119 $213,095,787,754
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,705,312,976,608 $113,992,589,733
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK7,785,277,398,617$327,127,560,793
ProductVolume
DKK
USD
Equivalent
IRS DKK325,872,630,968 $47,969,839,137
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK19,296,000,000 $2,841,558,944
VNS DKK1,694,322,364 $254,307,824
Inflation DKK0 $0
TotalDKK350,012,953,332$51,512,653,889
ProductVolume
HKD
USD
Equivalent
IRS HKD2,774,468,019,983 $356,027,665,973
OIS HKD0 $0
Basis HKD80,013,000,000 $10,268,845,221
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,854,481,019,983$366,296,511,194
ProductVolume
HUF
USD
Equivalent
IRS HUF69,200,620,256,058 $249,083,429,883
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF29,489,010,000,000 $104,679,631,189
VNS HUF310,000,000 $1,213,402
Inflation HUF0 $0
TotalHUF98,695,840,256,058$353,785,975,628
ProductVolume
MXN
USD
Equivalent
IRS MXN298,324,084,402 $16,284,479,533
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN298,324,084,402$16,284,479,533
ProductVolume
NOK
USD
Equivalent
IRS NOK1,796,102,370,574 $216,088,271,113
OIS NOK0 $0
Basis NOK27,067,040,000 $3,415,152,873
Zeroes NOK0 $0
FRAs NOK1,312,706,101,555 $157,514,711,980
VNS NOK3,447,377,600 $410,970,654
Inflation NOK0 $0
TotalNOK3,139,322,889,729$377,429,106,620
ProductVolume
NZD
USD
Equivalent
IRS NZD1,023,583,496,391 $731,848,650,862
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,024,683,496,391$732,611,271,112
ProductVolume
PLN
USD
Equivalent
IRS PLN1,186,810,280,912 $309,435,495,761
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN329,017,710,192 $84,746,344,520
VNS PLN150,962,800 $40,476,462
Inflation PLN0 $0
TotalPLN1,516,003,953,904$394,229,202,942
ProductVolume
SEK
USD
Equivalent
IRS SEK7,638,818,404,155 $889,197,133,353
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK9,273,476,266,620 $1,075,341,117,810
VNS SEK4,435,109,228 $510,021,885
Inflation SEK0 $0
TotalSEK16,918,907,780,003$1,965,297,494,945
ProductVolume
SGD
USD
Equivalent
IRS SGD663,166,277,679 $477,187,092,547
OIS SGD0 $0
Basis SGD1,201,300,000 $873,378,701
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD664,367,577,679$478,060,471,248
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,371,145,309,910 $484,469,372,913
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,371,145,309,910$484,469,372,913
ProductUSD
Equivalent
IRS$47,338,520,207,008
OIS$80,423,749,315,377
Basis$4,360,050,845,323
Zeroes$130,100,673,491
FRAs$18,489,729,161,328
VNS$109,399,406,592
Inflation$430,673,550,189
Total$151,282,223,159,308
Show:
ProductUSD
Equivalent
IRS $7,070,965,727,441
OIS $5,454,185,208,845
Basis $1,737,653,031,078
Zeroes $8,557,290,831
FRAs $1,242,668,307,046
VNS $142,395,644,823
Inflation $59,186,725,261
Total$15,715,611,935,325
ProductVolume
EUR
USD
Equivalent
IRS €3,851,045,867,348 $4,563,296,800,514
OIS €2,654,480,033,635 $3,145,426,115,856
Basis €133,586,071,646 $158,292,815,597
Zeroes €14,745,016,819 $17,472,107,679
FRAs €356,511,569,270 $422,448,384,006
VNS €75,493,378,816 $89,455,879,228
Inflation €68,650,354,596 $81,347,237,678
Total€7,154,512,292,130$8,477,739,340,558
ProductVolume
GBP
USD
Equivalent
IRS £866,809,248,325 $1,167,678,738,419
OIS £1,241,918,586,122 $1,672,988,527,365
Basis £137,950,130,000 $185,832,620,123
Zeroes £22,495,425,922 $30,303,588,260
FRAs £257,471,100,000 $346,839,318,810
VNS £26,991,855,099 $36,360,728,004
Inflation £56,404,096,061 $75,981,957,804
Total£2,610,040,441,529$3,515,985,478,785
ProductVolume
JPY
USD
Equivalent
IRS ¥86,330,857,663,313 $772,639,349,025
OIS ¥6,808,041,490,032 $60,930,250,056
Basis ¥19,398,713,957,775 $173,613,585,338
Zeroes ¥0 $0
FRAs ¥365,180,000,000 $3,268,268,671
VNS ¥4,713,085,318 $42,180,922
Inflation ¥0 $0
Total¥112,907,506,196,438$1,010,493,634,012
ProductVolume
CHF
USD
Equivalent
IRS CHF164,042,114,949 $169,763,132,515
OIS CHF0 $0
Basis CHF37,455,500,000 $38,761,771,707
Zeroes CHF841,900,000 $871,261,513
FRAs CHF9,479,200,000 $9,809,789,920
VNS CHF236,800,000 $245,058,470
Inflation CHF0 $0
TotalCHF212,055,514,949$219,451,014,125
ProductVolume
AUD
USD
Equivalent
IRS $857,788,050,712 $680,740,597,045
OIS $1,016,319,931,446 $806,551,497,596
Basis $66,346,780,000 $52,652,804,608
Zeroes $137,083,374 $108,789,366
FRAs $0 $0
VNS $620,037,803 $492,062,001
Inflation $0 $0
Total$1,941,211,883,335$1,540,545,750,616
ProductVolume
CAD
USD
Equivalent
IRS $888,461,562,590 $718,413,166,160
OIS $627,022,219,266 $507,012,387,213
Basis $21,396,500,000 $17,301,285,680
Zeroes $1,221,550,000 $987,749,656
FRAs $0 $0
VNS $3,403,965,816 $2,752,458,815
Inflation $0 $0
Total$1,541,505,797,672$1,246,467,047,524
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,000,413,836,643 $90,987,870,944
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK563,769,000,000 $25,642,764,549
VNS CZK926,939,890 $42,161,420
Inflation CZK0 $0
TotalCZK2,565,109,776,533$116,672,796,913
ProductVolume
DKK
USD
Equivalent
IRS DKK700,968,873,298 $111,638,801,908
OIS DKK0 $0
Basis DKK6,950,000,000 $1,106,881,779
Zeroes DKK0 $0
FRAs DKK2,375,000,000 $378,250,968
VNS DKK1,694,322,364 $269,843,820
Inflation DKK0 $0
TotalDKK711,988,195,662$113,393,778,475
ProductVolume
HKD
USD
Equivalent
IRS HKD1,672,760,006,848 $214,068,069,700
OIS HKD0 $0
Basis HKD109,870,000,000 $14,060,390,446
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,782,630,006,848$228,128,460,146
ProductVolume
HUF
USD
Equivalent
IRS HUF26,127,025,851,695 $99,742,411,009
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $171,410,029
FRAs HUF6,191,950,000,000 $23,638,359,198
VNS HUF310,000,000 $1,183,455
Inflation HUF0 $0
TotalHUF32,364,185,851,695$123,553,363,691
ProductVolume
MXN
USD
Equivalent
IRS MXN121,267,647,051 $6,765,204,687
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN121,267,647,051$6,765,204,687
ProductVolume
NOK
USD
Equivalent
IRS NOK696,922,195,723 $89,152,406,965
OIS NOK0 $0
Basis NOK35,227,040,000 $4,506,350,100
Zeroes NOK0 $0
FRAs NOK467,309,489,233 $59,779,651,184
VNS NOK7,375,141,885 $943,450,581
Inflation NOK0 $0
TotalNOK1,206,833,866,841$154,381,858,830
ProductVolume
NZD
USD
Equivalent
IRS NZD672,064,749,380 $488,187,833,950
OIS NZD0 $0
Basis NZD1,474,000,000 $1,070,713,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD673,538,749,380$489,258,547,550
ProductVolume
PLN
USD
Equivalent
IRS PLN587,418,489,373 $162,848,367,651
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $381,187,364
FRAs PLN94,600,000,000 $26,225,690,642
VNS PLN1,144,762,800 $317,359,356
Inflation PLN0 $0
TotalPLN684,538,252,173$189,772,605,013
ProductVolume
SEK
USD
Equivalent
IRS SEK3,539,540,646,243 $440,099,053,321
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $303,112,390
FRAs SEK2,239,007,176,604 $278,393,451,944
VNS SEK5,203,261,375 $646,962,596
Inflation SEK0 $0
TotalSEK5,786,188,895,932$719,442,580,251
ProductVolume
SGD
USD
Equivalent
IRS SGD622,620,345,502 $460,705,424,176
OIS SGD0 $0
Basis SGD641,300,000 $474,527,360
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD623,261,645,502$461,179,951,536
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,726,782,831,269 $354,484,341,547
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,726,782,831,269$354,484,341,547
ProductUSD
Equivalent
IRS$17,662,177,296,977
OIS$11,647,093,986,931
Basis$2,385,326,777,416
Zeroes$59,156,497,088
FRAs$2,439,092,236,938
VNS$273,964,973,491
Inflation$216,515,920,743
Total$34,683,327,689,584

Figures as of COB Sep 25, 2017.

Notional Outstanding by Product

As of COB Sep 25, 2017

Daily Notional by Tenor
 

As of COB Sep 25, 2017

Notional Outstanding by Tenor
 

As of COB Sep 25, 2017

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,384,408,979,498
$8,200,170,082,214
$342,732,010,454,513
$114,693,987,190,956
EUR
€652,376,960,460
€3,384,401,994,586
€160,387,560,931,632
€78,534,700,206,946
GBP
£549,692,297,847
£2,662,319,685,870
£40,693,989,429,151
£24,281,626,676,067
JPY
¥10,952,118,346,532
¥48,221,300,017,648
¥1,377,170,472,882,084
¥1,454,920,382,428,760
CHF
CHF13,016,954,000
CHF247,013,377,876
CHF3,667,301,887,254
CHF3,607,580,932,150
AUD
$126,992,388,000
$1,255,760,548,845
$28,318,556,023,014
$21,689,938,874,984
CAD
$154,582,198,000
$792,089,841,926
$19,591,061,821,542
$13,293,596,882,775
Other*
Show All
Hide
$144,586,280,733
$838,523,302,546
$23,248,688,660,609
$19,596,192,774,943
CZK
CZK393,758,552,316
CZK1,000,302,670,096
CZK28,955,130,648,155
CZK24,949,161,879,234
DKK
DKK1,000,000,000
DKK35,783,600,000
DKK1,405,027,661,257
DKK4,039,475,938,311
HKD
HKD136,167,052,512
HKD460,257,179,742
HKD10,801,185,846,442
HKD11,765,292,574,247
HUF
HUF2,054,258,115,800
HUF11,647,834,956,336
HUF370,565,767,680,896
HUF303,329,025,248,100
MXN
MXN3,970,000,000
MXN77,185,600,000
MXN712,853,268,405
MXN440,659,351,453
NOK
NOK125,806,361,280
NOK342,265,982,000
NOK19,828,624,411,168
NOK14,984,964,194,338
NZD
NZD35,500,990,400
NZD109,867,186,400
NZD3,573,461,154,890
NZD4,327,172,434,590
PLN
PLN11,537,340,000
PLN158,683,185,366
PLN5,219,388,723,878
PLN4,003,969,139,679
SEK
SEK323,032,980,000
SEK3,003,730,269,016
SEK75,428,464,701,530
SEK39,909,200,494,255
SGD
SGD10,911,100,000
SGD59,497,511,884
SGD2,794,683,701,424
SGD3,054,405,048,083
ZAR
ZAR102,791,190,000
ZAR1,200,451,723,318
ZAR26,272,293,304,810
ZAR23,165,996,252,565
Total in USD$3,379,786,320,177$19,016,873,193,186$648,699,398,417,673$304,776,603,248,969

Figures as of COB Sep 25, 2017. Weekly figures as of COB Sep 22, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $478,736,021,842
OIS $717,814,660,000
Basis $61,610,770,000
Zeroes $0
FRAs $121,480,000,000
VNS $2,162,517,656
Inflation $2,605,010,000
Total$1,384,408,979,498
ProductVolume
EUR
USD
Equivalent
IRS €291,235,043,474 $345,098,964,765
OIS €304,934,220,000 $361,331,803,989
Basis €0 $0
Zeroes €44,306,986 $52,501,563
FRAs €52,800,000,000 $62,565,360,000
VNS €154,000,000 $182,482,300
Inflation €3,209,390,000 $3,802,966,681
Total€652,376,960,460$773,034,079,298
ProductVolume
GBP
USD
Equivalent
IRS £74,532,459,560 $100,402,676,273
OIS £341,762,800,000 $460,388,667,880
Basis £3,125,700,000 $4,210,630,470
Zeroes £1,189,901,600 $1,602,916,445
FRAs £127,460,000,000 $171,701,366,000
VNS £51,362,687 $69,190,676
Inflation £1,570,074,000 $2,115,046,685
Total£549,692,297,847$740,490,494,429
ProductVolume
JPY
USD
Equivalent
IRS ¥10,110,318,346,532 $90,484,793,006
OIS ¥661,200,000,000 $5,917,572,829
Basis ¥180,600,000,000 $1,616,324,339
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,952,118,346,532$98,018,690,174
ProductVolume
CHF
USD
Equivalent
IRS CHF10,374,954,000 $10,736,783,608
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF2,642,000,000 $2,734,140,536
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,016,954,000$13,470,924,144
ProductVolume
AUD
USD
Equivalent
IRS $20,681,388,000 $16,412,749,517
OIS $102,830,000,000 $81,605,888,000
Basis $3,481,000,000 $2,762,521,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$126,992,388,000$100,781,159,117
ProductVolume
CAD
USD
Equivalent
IRS $73,577,460,000 $59,494,994,744
OIS $80,556,000,000 $65,137,866,904
Basis $447,000,000 $361,445,783
Zeroes $1,738,000 $1,405,353
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$154,582,198,000$124,995,712,784
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK36,720,552,316 $1,670,216,839
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK357,038,000,000 $16,239,703,441
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK393,758,552,316$17,909,920,280
ProductVolume
DKK
USD
Equivalent
IRS DKK1,000,000,000 $159,263,565
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,000,000,000$159,263,565
ProductVolume
HKD
USD
Equivalent
IRS HKD130,739,052,512 $16,731,065,121
OIS HKD0 $0
Basis HKD5,428,000,000 $694,637,293
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD136,167,052,512$17,425,702,414
ProductVolume
HUF
USD
Equivalent
IRS HUF1,850,258,115,800 $7,063,536,681
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF204,000,000,000 $778,789,441
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,054,258,115,800$7,842,326,122
ProductVolume
MXN
USD
Equivalent
IRS MXN3,970,000,000 $221,475,911
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,970,000,000$221,475,911
ProductVolume
NOK
USD
Equivalent
IRS NOK21,344,000,000 $2,730,389,398
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK104,400,000,000 $13,355,165,532
VNS NOK62,361,280 $7,977,445
Inflation NOK0 $0
TotalNOK125,806,361,280$16,093,532,375
ProductVolume
NZD
USD
Equivalent
IRS NZD21,500,990,400 $15,618,319,427
OIS NZD0 $0
Basis NZD14,000,000,000 $10,169,600,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD35,500,990,400$25,787,919,427
ProductVolume
PLN
USD
Equivalent
IRS PLN9,537,340,000 $2,644,009,814
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,000,000,000 $554,454,348
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN11,537,340,000$3,198,464,162
ProductVolume
SEK
USD
Equivalent
IRS SEK79,532,980,000 $9,888,963,768
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK243,500,000,000 $30,276,278,815
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK323,032,980,000$40,165,242,583
ProductVolume
SGD
USD
Equivalent
IRS SGD10,911,100,000 $8,073,624,625
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,911,100,000$8,073,624,625
ProductVolume
ZAR
USD
Equivalent
IRS ZAR102,791,190,000 $7,708,809,269
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR102,791,190,000$7,708,809,269
ProductUSD
Equivalent
IRS$1,173,876,658,173
OIS$1,692,196,459,602
Basis$81,425,929,485
Zeroes$1,656,823,361
FRAs$419,685,258,113
VNS$2,422,168,077
Inflation$8,523,023,366
Total$3,379,786,320,177
Show:
ProductUSD
Equivalent
IRS $1,774,187,060,517
OIS $3,306,440,766,100
Basis $239,958,010,000
Zeroes $1,282,558,000
FRAs $2,857,036,000,000
VNS $12,458,245,997
Inflation $8,807,441,600
Total$8,200,170,082,214
ProductVolume
EUR
USD
Equivalent
IRS €1,480,329,039,557 $1,769,350,860,890
OIS €1,171,837,714,024 $1,400,582,074,043
Basis €2,228,000,000 $2,661,599,000
Zeroes €23,500,000 $27,952,075
FRAs €707,320,000,000 $846,972,042,000
VNS €1,732,087,065 $2,068,170,902
Inflation €20,931,653,940 $24,997,058,249
Total€3,384,401,994,586$4,046,659,757,159
ProductVolume
GBP
USD
Equivalent
IRS £383,306,343,210 $518,154,999,365
OIS £1,802,882,852,712 $2,438,158,697,048
Basis £42,140,600,000 $56,962,453,475
Zeroes £253,830,137 $344,616,542
FRAs £422,101,600,000 $570,726,782,280
VNS £225,702,665 $306,086,099
Inflation £11,408,757,146 $15,429,086,095
Total£2,662,319,685,870$3,600,082,720,904
ProductVolume
JPY
USD
Equivalent
IRS ¥45,997,484,017,648 $410,779,157,841
OIS ¥665,000,000,000 $5,929,494,860
Basis ¥1,290,096,000,000 $11,508,024,368
Zeroes ¥0 $0
FRAs ¥268,720,000,000 $2,403,448,705
VNS ¥0 $0
Inflation ¥0 $0
Total¥48,221,300,017,648$430,620,125,774
ProductVolume
CHF
USD
Equivalent
IRS CHF34,693,377,876 $35,901,742,586
OIS CHF0 $0
Basis CHF1,470,000,000 $1,519,266,303
Zeroes CHF0 $0
FRAs CHF210,850,000,000 $217,502,496,980
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF247,013,377,876$254,923,505,869
ProductVolume
AUD
USD
Equivalent
IRS $413,471,167,718 $330,644,078,128
OIS $818,875,200,000 $653,137,567,580
Basis $23,373,200,000 $18,635,809,530
Zeroes $0 $0
FRAs $0 $0
VNS $40,981,127 $32,838,177
Inflation $0 $0
Total$1,255,760,548,845$1,002,450,293,415
ProductVolume
CAD
USD
Equivalent
IRS $496,988,683,784 $403,744,509,430
OIS $291,041,324,000 $236,401,377,327
Basis $2,700,000,000 $2,191,672,836
Zeroes $44,328,000 $36,062,551
FRAs $0 $0
VNS $1,315,506,142 $1,069,783,161
Inflation $0 $0
Total$792,089,841,926$643,443,405,305
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK503,932,670,096 $23,096,330,665
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK496,370,000,000 $22,697,900,230
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,000,302,670,096$45,794,230,895
ProductVolume
DKK
USD
Equivalent
IRS DKK35,783,600,000 $5,752,886,599
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK35,783,600,000$5,752,886,599
ProductVolume
HKD
USD
Equivalent
IRS HKD440,037,179,742 $56,370,273,020
OIS HKD0 $0
Basis HKD20,220,000,000 $2,591,189,879
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD460,257,179,742$58,961,462,899
ProductVolume
HUF
USD
Equivalent
IRS HUF7,869,834,956,336 $30,387,556,356
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,738,000,000,000 $14,410,562,118
VNS HUF40,000,000,000 $154,196,060
Inflation HUF0 $0
TotalHUF11,647,834,956,336$44,952,314,534
ProductVolume
MXN
USD
Equivalent
IRS MXN77,185,600,000 $4,335,944,240
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN77,185,600,000$4,335,944,240
ProductVolume
NOK
USD
Equivalent
IRS NOK143,029,794,000 $18,277,449,673
OIS NOK0 $0
Basis NOK21,760,000,000 $2,773,381,054
Zeroes NOK0 $0
FRAs NOK177,400,000,000 $22,727,375,113
VNS NOK76,188,000 $9,757,682
Inflation NOK0 $0
TotalNOK342,265,982,000$43,787,963,522
ProductVolume
NZD
USD
Equivalent
IRS NZD109,867,186,400 $80,394,473,539
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD109,867,186,400$80,394,473,539
ProductVolume
PLN
USD
Equivalent
IRS PLN127,751,185,366 $35,697,837,454
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN30,932,000,000 $8,651,166,002
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN158,683,185,366$44,349,003,456
ProductVolume
SEK
USD
Equivalent
IRS SEK714,972,269,016 $89,650,730,664
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,288,662,000,000 $286,118,238,142
VNS SEK96,000,000 $12,044,565
Inflation SEK0 $0
TotalSEK3,003,730,269,016$375,781,013,371
ProductVolume
SGD
USD
Equivalent
IRS SGD59,456,911,884 $44,108,167,977
OIS SGD0 $0
Basis SGD40,600,000 $30,166,809
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD59,497,511,884$44,138,334,786
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,200,451,723,318 $90,275,674,705
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,200,451,723,318$90,275,674,705
ProductUSD
Equivalent
IRS$5,721,109,733,649
OIS$8,040,649,976,958
Basis$338,831,573,254
Zeroes$1,691,189,168
FRAs$4,849,246,011,570
VNS$16,111,122,643
Inflation$49,233,585,944
Total$19,016,873,193,186
Show:
ProductUSD
Equivalent
IRS $71,502,301,737,211
OIS $142,387,742,305,744
Basis $13,728,856,171,069
Zeroes $52,250,979,758
FRAs $114,077,133,935,716
VNS $219,646,883,361
Inflation $764,078,441,654
Total$342,732,010,454,513
ProductVolume
EUR
USD
Equivalent
IRS €59,045,760,304,522 $65,597,462,689,844
OIS €50,654,398,186,101 $56,058,218,512,599
Basis €591,259,826,816 $659,175,482,014
Zeroes €104,339,489,742 $114,209,184,398
FRAs €48,963,639,363,324 $54,028,150,216,349
VNS €122,550,856,045 $135,606,346,073
Inflation €905,612,905,082 $1,002,152,995,582
Total€160,387,560,931,632$177,594,975,426,859
ProductVolume
GBP
USD
Equivalent
IRS £10,289,760,850,239 $13,153,105,587,726
OIS £15,274,534,359,246 $19,774,074,802,085
Basis £1,381,443,386,744 $1,767,227,952,899
Zeroes £114,114,675,315 $146,509,843,339
FRAs £13,065,729,831,601 $16,679,807,706,348
VNS £42,562,794,011 $54,456,922,584
Inflation £525,843,531,995 $672,338,110,181
Total£40,693,989,429,151$52,247,520,925,162
ProductVolume
JPY
USD
Equivalent
IRS ¥1,229,585,534,306,822 $10,976,879,266,020
OIS ¥61,626,169,673,976 $550,817,983,019
Basis ¥79,778,859,946,650 $714,592,114,868
Zeroes ¥0 $0
FRAs ¥6,104,806,400,000 $54,510,414,010
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,377,170,472,882,084$12,297,471,165,535
ProductVolume
CHF
USD
Equivalent
IRS CHF1,574,951,706,588 $1,602,910,621,238
OIS CHF21,252,000,000 $21,893,043,297
Basis CHF202,801,600,000 $206,677,881,896
Zeroes CHF0 $0
FRAs CHF1,867,362,563,918 $1,900,541,426,044
VNS CHF934,016,748 $958,745,985
Inflation CHF0 $0
TotalCHF3,667,301,887,254$3,732,981,718,460
ProductVolume
AUD
USD
Equivalent
IRS $11,278,737,154,204 $8,644,521,406,836
OIS $16,381,543,024,000 $12,585,924,912,893
Basis $654,281,356,968 $500,499,951,452
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,394,487,842 $1,817,973,441
Inflation $0 $0
Total$28,318,556,023,014$21,734,013,014,622
ProductVolume
CAD
USD
Equivalent
IRS $10,516,787,949,697 $8,084,981,344,410
OIS $8,739,330,733,388 $6,770,975,176,419
Basis $231,904,983,600 $176,830,624,191
Zeroes $18,144,548,441 $14,123,203,676
FRAs $0 $0
VNS $84,893,606,416 $64,826,703,217
Inflation $0 $0
Total$19,591,061,821,542$15,111,737,051,913
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,253,976,905,159 $680,744,752,672
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK12,699,299,863,216 $537,999,870,908
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK28,955,130,648,155$1,218,822,990,193
ProductVolume
DKK
USD
Equivalent
IRS DKK1,191,046,521,266 $176,292,656,623
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK203,518,000,000 $29,379,530,340
VNS DKK4,163,139,991 $638,058,690
Inflation DKK0 $0
TotalDKK1,405,027,661,257$207,204,141,621
ProductVolume
HKD
USD
Equivalent
IRS HKD10,544,635,846,442 $1,353,312,397,903
OIS HKD0 $0
Basis HKD256,550,000,000 $32,922,332,429
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,801,185,846,442$1,386,234,730,332
ProductVolume
HUF
USD
Equivalent
IRS HUF224,749,547,680,896 $808,562,213,735
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF145,708,980,000,000 $517,936,985,341
VNS HUF95,440,000,000 $365,958,798
Inflation HUF0 $0
TotalHUF370,565,767,680,896$1,326,908,560,182
ProductVolume
MXN
USD
Equivalent
IRS MXN712,853,268,405 $38,913,525,560
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN712,853,268,405$38,913,525,560
ProductVolume
NOK
USD
Equivalent
IRS NOK5,694,413,852,190 $683,312,094,586
OIS NOK0 $0
Basis NOK62,874,080,000 $7,945,953,985
Zeroes NOK0 $0
FRAs NOK14,063,969,073,778 $1,688,966,846,586
VNS NOK7,367,405,200 $878,673,464
Inflation NOK0 $0
TotalNOK19,828,624,411,168$2,381,103,568,621
ProductVolume
NZD
USD
Equivalent
IRS NZD3,557,344,607,186 $2,544,605,388,925
OIS NZD0 $0
Basis NZD15,846,000,000 $11,448,178,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD3,573,461,154,890$2,556,250,053,095
ProductVolume
PLN
USD
Equivalent
IRS PLN3,633,217,905,396 $945,518,706,765
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,585,634,811,044 $410,531,133,954
VNS PLN486,007,438 $126,398,089
Inflation PLN0 $0
TotalPLN5,219,388,723,878$1,356,190,011,205
ProductVolume
SEK
USD
Equivalent
IRS SEK25,281,916,310,187 $2,940,612,717,060
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK50,117,891,093,276 $5,820,216,862,752
VNS SEK25,769,258,067 $2,918,081,182
Inflation SEK0 $0
TotalSEK75,428,464,701,530$8,764,078,829,185
ProductVolume
SGD
USD
Equivalent
IRS SGD2,792,181,101,424 $2,009,927,814,094
OIS SGD0 $0
Basis SGD2,502,600,000 $1,816,477,380
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,794,683,701,424$2,011,744,291,474
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,272,293,304,810 $2,001,237,959,141
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR26,272,293,304,810$2,001,237,959,141
ProductUSD
Equivalent
IRS$193,745,202,880,349
OIS$238,149,646,736,056
Basis$17,808,887,017,051
Zeroes$328,730,324,067
FRAs$195,745,174,928,348
VNS$483,186,984,385
Inflation$2,438,569,547,417
Total$648,699,398,417,673
Show:
ProductUSD
Equivalent
IRS $40,667,112,381,183
OIS $23,452,973,582,485
Basis $17,836,119,970,345
Zeroes $132,491,337,825
FRAs $31,225,627,213,998
VNS $743,536,804,754
Inflation $636,125,900,366
Total$114,693,987,190,956
ProductVolume
EUR
USD
Equivalent
IRS €40,945,926,146,915 $48,518,875,187,787
OIS €17,396,794,167,532 $20,614,331,248,817
Basis €1,230,098,579,366 $1,457,605,311,620
Zeroes €480,491,636,825 $569,358,565,056
FRAs €16,963,414,658,948 $20,100,798,200,120
VNS €436,021,747,191 $516,663,969,334
Inflation €1,081,953,270,169 $1,282,060,527,487
Total€78,534,700,206,946$93,059,693,010,221
ProductVolume
GBP
USD
Equivalent
IRS £8,091,860,510,493 $10,900,545,293,685
OIS £6,354,787,709,449 $8,560,534,523,398
Basis £3,680,207,133,762 $4,957,607,029,891
Zeroes £300,796,405,812 $405,202,838,269
FRAs £4,931,624,262,623 $6,643,391,044,180
VNS £150,428,403,753 $202,642,102,696
Inflation £771,922,250,175 $1,039,856,463,211
Total£24,281,626,676,067$32,709,779,295,330
ProductVolume
JPY
USD
Equivalent
IRS ¥1,178,069,287,429,930 $10,543,422,270,819
OIS ¥56,895,981,306,848 $509,204,647,665
Basis ¥217,370,511,525,550 $1,945,411,120,290
Zeroes ¥1,659,139,611,789 $14,848,880,045
FRAs ¥850,360,000,000 $7,610,507,003
VNS ¥75,102,554,636 $672,148,876
Inflation ¥0 $0
Total¥1,454,920,382,428,753$13,021,169,574,698
ProductVolume
CHF
USD
Equivalent
IRS CHF2,073,013,432,736 $2,145,310,392,979
OIS CHF850,000,000 $879,644,003
Basis CHF520,786,262,000 $538,948,837,835
Zeroes CHF8,831,780,159 $9,139,791,120
FRAs CHF1,003,165,440,507 $1,038,151,133,713
VNS CHF934,016,748 $966,590,860
Inflation CHF0 $0
TotalCHF3,607,580,932,150$3,733,396,390,510
ProductVolume
AUD
USD
Equivalent
IRS $12,165,565,226,002 $9,654,592,563,355
OIS $7,299,931,518,326 $5,793,225,652,944
Basis $2,206,407,864,102 $1,751,005,280,952
Zeroes $3,444,965,031 $2,733,924,249
FRAs $0 $0
VNS $14,589,301,522 $11,578,069,688
Inflation $0 $0
Total$21,689,938,874,983$17,213,135,491,188
ProductVolume
CAD
USD
Equivalent
IRS $9,647,286,661,080 $7,800,830,161,785
OIS $3,020,339,913,018 $2,442,257,550,754
Basis $495,441,403,932 $400,615,673,916
Zeroes $22,681,169,799 $18,340,074,229
FRAs $0 $0
VNS $107,847,734,946 $87,206,060,440
Inflation $0 $0
Total$13,293,596,882,775$10,749,249,521,124
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,049,718,734,338 $820,982,862,993
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK45,890,000,000 $2,087,284,801
FRAs CZK6,851,699,265,116 $311,646,278,916
VNS CZK1,853,879,780 $84,322,839
Inflation CZK0 $0
TotalCZK24,949,161,879,234$1,134,800,749,549
ProductVolume
DKK
USD
Equivalent
IRS DKK3,978,942,798,320 $633,700,616,082
OIS DKK0 $0
Basis DKK13,900,000,000 $2,213,763,557
Zeroes DKK15,500,000,000 $2,468,585,262
FRAs DKK26,970,000,000 $4,295,338,355
VNS DKK4,163,139,991 $663,036,518
Inflation DKK0 $0
TotalDKK4,039,475,938,311$643,341,339,774
ProductVolume
HKD
USD
Equivalent
IRS HKD11,404,260,574,247 $1,459,437,120,384
OIS HKD0 $0
Basis HKD361,032,000,000 $46,202,338,066
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,765,292,574,247$1,505,639,458,450
ProductVolume
HUF
USD
Equivalent
IRS HUF247,185,873,586,162 $943,655,628,419
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $689,896,734
FRAs HUF55,887,616,661,938 $213,356,302,514
VNS HUF74,820,000,000 $285,632,480
Inflation HUF0 $0
TotalHUF303,329,025,248,100$1,157,987,460,147
ProductVolume
MXN
USD
Equivalent
IRS MXN440,659,351,453 $24,583,232,067
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN440,659,351,453$24,583,232,067
ProductVolume
NOK
USD
Equivalent
IRS NOK7,266,934,062,683 $929,608,307,666
OIS NOK0 $0
Basis NOK79,035,880,000 $10,110,510,157
Zeroes NOK7,041,827,412 $900,811,980
FRAs NOK7,616,772,081,961 $974,360,651,123
VNS NOK15,180,342,282 $1,941,915,556
Inflation NOK0 $0
TotalNOK14,984,964,194,338$1,916,922,196,482
ProductVolume
NZD
USD
Equivalent
IRS NZD4,293,243,886,886 $3,118,612,359,434
OIS NZD0 $0
Basis NZD18,878,000,000 $13,712,979,200
Zeroes NZD14,780,000,000 $10,736,192,000
FRAs NZD0 $0
VNS NZD270,547,704 $196,525,852
Inflation NZD0 $0
TotalNZD4,327,172,434,590$3,143,258,056,486
ProductVolume
PLN
USD
Equivalent
IRS PLN3,204,448,416,208 $888,360,178,038
OIS PLN0 $0
Basis PLN674,000,000 $186,851,115
Zeroes PLN7,060,000,000 $1,957,223,847
FRAs PLN787,464,937,633 $218,306,679,133
VNS PLN4,321,785,838 $1,198,116,474
Inflation PLN0 $0
TotalPLN4,003,969,139,679$1,110,009,048,607
ProductVolume
SEK
USD
Equivalent
IRS SEK20,763,361,322,481 $2,581,672,757,874
OIS SEK0 $0
Basis SEK500,000,000 $62,168,950
Zeroes SEK132,524,525,553 $16,477,821,296
FRAs SEK18,984,466,940,679 $2,360,488,764,912
VNS SEK28,347,705,542 $3,524,694,196
Inflation SEK0 $0
TotalSEK39,909,200,494,255$4,962,226,207,228
ProductVolume
SGD
USD
Equivalent
IRS SGD3,052,074,448,083 $2,258,370,230,555
OIS SGD0 $0
Basis SGD2,330,600,000 $1,724,518,110
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,054,405,048,083$2,260,094,748,665
ProductVolume
ZAR
USD
Equivalent
IRS ZAR23,165,996,252,565 $1,737,330,277,486
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR23,165,996,252,565$1,737,330,277,486
ProductUSD
Equivalent
IRS$145,627,001,822,591
OIS$61,373,406,850,066
Basis$28,961,526,354,004
Zeroes$1,187,433,226,713
FRAs$63,098,032,113,967
VNS$1,571,159,990,563
Inflation$2,958,042,891,064
Total$304,776,603,248,968

Figures as of COB Sep 25, 2017.

Notional Outstanding by Product

As of COB Sep 25, 2017

Daily Notional by Tenor

As of COB Sep 25, 2017

Notional Outstanding by Currency

As of COB Sep 25, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.

  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.

  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.

  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.

  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.

  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.