Daily Volumes

  • Client Notional Cleared (USD)
    $547,021,014,720,580
    Client Notional Outstanding (USD)
    $32,826,992,653,106
    As of COB Jul 27, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,582,073,000,000,000
    Trades Compressed
    12,185,574
  • 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 Jul 27, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$446,924,181,094
$1,505,056,911,243
$76,098,563,093,575
$15,211,603,002,632
EUR
€70,631,203,393
€495,848,879,347
€23,420,549,582,729
€7,119,053,932,245
GBP
£36,851,383,576
£263,428,729,452
£5,241,824,131,007
£1,892,183,308,491
JPY
¥1,047,457,000,000
¥4,437,252,492,930
¥212,663,835,372,108
¥115,408,664,975,690
CHF
CHF573,054,701
CHF16,134,461,956
CHF456,524,488,739
CHF203,752,981,477
AUD
$39,889,172,254
$411,572,864,903
$5,134,293,747,275
$1,825,747,182,904
CAD
$48,416,720,000
$148,829,849,537
$4,680,900,359,133
$1,470,257,904,217
Other*
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$19,941,394,190
$147,607,757,378
$4,234,134,712,747
$2,955,736,531,865
CZK
CZK104,789,000,000
CZK185,296,959,813
CZK5,883,084,136,111
CZK2,358,577,986,979
DKK
DKK250,000,000
DKK504,029,309
DKK302,672,685,872
DKK694,101,791,816
HKD
HKD7,074,100,000
HKD58,289,557,258
HKD1,965,465,412,188
HKD1,364,807,848,283
HUF
HUF144,060,000,000
HUF1,051,678,600,000
HUF80,800,422,655,838
HUF26,808,705,344,547
MXN
MXN2,230,000,000
MXN6,996,616,487
MXN187,477,986,266
MXN91,550,745,187
NOK
NOK7,201,191,244
NOK50,340,192,742
NOK2,507,137,058,110
NOK975,072,597,078
NZD
NZD4,392,870,000
NZD41,452,656,446
NZD815,135,234,303
NZD939,731,969,079
PLN
PLN4,877,000,000
PLN27,639,583,354
PLN1,213,800,598,242
PLN658,989,316,825
SEK
SEK20,608,068,000
SEK348,096,922,437
SEK12,922,274,953,612
SEK5,704,615,148,469
SGD
SGD4,109,950,000
SGD20,924,329,868
SGD520,644,273,561
SGD606,951,096,552
ZAR
ZAR33,250,530,000
ZAR332,101,607,602
ZAR4,951,604,498,013
ZAR4,031,414,164,722
Total in USD$677,850,743,464$3,070,041,974,696$122,346,242,626,845$32,826,992,653,106

Figures as of COB Jul 27, 2017. Weekly figures as of COB Jul 21, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $139,877,227,355
OIS $242,135,748,400
Basis $14,812,951,506
Zeroes $114,040,000
FRAs $48,911,000,000
VNS $295,683,833
Inflation $777,530,000
Total$446,924,181,094
ProductVolume
EUR
USD
Equivalent
IRS €32,567,961,462 $38,029,608,599
OIS €34,045,660,000 $39,755,117,182
Basis €125,000,000 $145,962,500
Zeroes €0 $0
FRAs €3,000,000,000 $3,503,100,000
VNS €544,181,931 $635,441,241
Inflation €348,400,000 $406,826,680
Total€70,631,203,393$82,476,056,202
ProductVolume
GBP
USD
Equivalent
IRS £10,144,852,258 $13,255,771,203
OIS £16,698,514,000 $21,819,113,318
Basis £1,789,200,000 $2,337,858,180
Zeroes £0 $0
FRAs £8,000,000,000 $10,453,200,000
VNS £138,547,318 $181,032,853
Inflation £80,270,000 $104,884,796
Total£36,851,383,576$48,151,860,350
ProductVolume
JPY
USD
Equivalent
IRS ¥863,307,000,000 $7,760,062,921
OIS ¥57,000,000,000 $512,359,551
Basis ¥127,150,000,000 $1,142,921,348
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,047,457,000,000$9,415,343,820
ProductVolume
CHF
USD
Equivalent
IRS CHF433,054,701 $448,807,857
OIS CHF0 $0
Basis CHF140,000,000 $145,092,756
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF573,054,701$593,900,613
ProductVolume
AUD
USD
Equivalent
IRS $13,556,872,254 $10,800,760,125
OIS $26,150,000,000 $20,833,705,000
Basis $182,300,000 $145,238,410
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$39,889,172,254$31,779,703,535
ProductVolume
CAD
USD
Equivalent
IRS $17,074,220,000 $13,601,163,022
OIS $27,908,500,000 $22,231,648,544
Basis $3,434,000,000 $2,735,492,094
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$48,416,720,000$38,568,303,660
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,889,000,000 $846,016,034
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK85,900,000,000 $3,847,359,699
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK104,789,000,000$4,693,375,733
ProductVolume
DKK
USD
Equivalent
IRS DKK250,000,000 $39,256,945
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK250,000,000$39,256,945
ProductVolume
HKD
USD
Equivalent
IRS HKD6,674,100,000 $854,618,443
OIS HKD0 $0
Basis HKD400,000,000 $51,219,996
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,074,100,000$905,838,439
ProductVolume
HUF
USD
Equivalent
IRS HUF144,060,000,000 $550,751,233
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF144,060,000,000$550,751,233
ProductVolume
MXN
USD
Equivalent
IRS MXN2,230,000,000 $125,810,292
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,230,000,000$125,810,292
ProductVolume
NOK
USD
Equivalent
IRS NOK7,201,191,244 $905,366,078
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK7,201,191,244$905,366,078
ProductVolume
NZD
USD
Equivalent
IRS NZD4,392,870,000 $3,290,698,917
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,392,870,000$3,290,698,917
ProductVolume
PLN
USD
Equivalent
IRS PLN4,877,000,000 $1,340,405,942
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,877,000,000$1,340,405,942
ProductVolume
SEK
USD
Equivalent
IRS SEK4,108,068,000 $500,044,794
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,500,000,000 $2,008,423,205
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK20,608,068,000$2,508,467,999
ProductVolume
SGD
USD
Equivalent
IRS SGD4,109,950,000 $3,023,689,535
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,109,950,000$3,023,689,535
ProductVolume
ZAR
USD
Equivalent
IRS ZAR33,250,530,000 $2,557,733,077
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR33,250,530,000$2,557,733,077
ProductUSD
Equivalent
IRS$237,807,792,372
OIS$347,287,691,995
Basis$21,516,736,790
Zeroes$114,040,000
FRAs$68,723,082,904
VNS$1,112,157,927
Inflation$1,289,241,476
Total$677,850,743,464
Show:
ProductUSD
Equivalent
IRS $419,796,013,007
OIS $687,684,750,000
Basis $101,893,710,000
Zeroes $790,000,000
FRAs $288,802,800,000
VNS $1,059,535,236
Inflation $5,030,103,000
Total$1,505,056,911,243
ProductVolume
EUR
USD
Equivalent
IRS €196,109,391,356 $226,819,813,409
OIS €259,224,486,225 $300,000,234,363
Basis €971,500,000 $1,129,139,975
Zeroes €0 $0
FRAs €33,940,000,000 $39,114,228,000
VNS €1,243,874,286 $1,439,813,549
Inflation €4,359,627,480 $5,050,674,509
Total€495,848,879,347$573,553,903,805
ProductVolume
GBP
USD
Equivalent
IRS £86,846,371,404 $113,058,351,031
OIS £152,899,390,200 $199,193,926,199
Basis £1,039,500,000 $1,352,603,650
Zeroes £1,412,936,912 $1,835,764,190
FRAs £18,450,000,000 $24,020,765,000
VNS £320,539,456 $417,213,764
Inflation £2,459,991,480 $3,202,999,154
Total£263,428,729,452$343,081,622,988
ProductVolume
JPY
USD
Equivalent
IRS ¥4,038,252,492,930 $36,129,198,441
OIS ¥110,000,000,000 $982,011,338
Basis ¥289,000,000,000 $2,582,316,937
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,437,252,492,930$39,693,526,716
ProductVolume
CHF
USD
Equivalent
IRS CHF15,464,461,956 $16,234,306,075
OIS CHF0 $0
Basis CHF670,000,000 $696,306,554
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF16,134,461,956$16,930,612,629
ProductVolume
AUD
USD
Equivalent
IRS $81,246,424,903 $64,402,076,974
OIS $329,866,500,000 $261,484,166,900
Basis $459,940,000 $361,790,761
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$411,572,864,903$326,248,034,635
ProductVolume
CAD
USD
Equivalent
IRS $53,527,349,537 $42,468,695,029
OIS $94,448,100,000 $74,723,987,254
Basis $850,000,000 $673,427,349
Zeroes $0 $0
FRAs $0 $0
VNS $4,400,000 $3,495,670
Inflation $0 $0
Total$148,829,849,537$117,869,605,302
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK67,696,959,813 $3,002,000,018
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK117,600,000,000 $5,220,800,215
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK185,296,959,813$8,222,800,233
ProductVolume
DKK
USD
Equivalent
IRS DKK504,029,309 $78,232,172
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK504,029,309$78,232,172
ProductVolume
HKD
USD
Equivalent
IRS HKD56,789,557,258 $7,273,217,580
OIS HKD0 $0
Basis HKD1,500,000,000 $192,063,919
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD58,289,557,258$7,465,281,499
ProductVolume
HUF
USD
Equivalent
IRS HUF947,678,600,000 $3,586,765,912
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF104,000,000,000 $392,764,077
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,051,678,600,000$3,979,529,989
ProductVolume
MXN
USD
Equivalent
IRS MXN6,996,616,487 $399,366,636
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,996,616,487$399,366,636
ProductVolume
NOK
USD
Equivalent
IRS NOK30,340,192,742 $3,756,819,001
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK20,000,000,000 $2,480,903,785
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK50,340,192,742$6,237,722,786
ProductVolume
NZD
USD
Equivalent
IRS NZD41,452,656,446 $30,550,937,293
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD41,452,656,446$30,550,937,293
ProductVolume
PLN
USD
Equivalent
IRS PLN25,039,583,354 $6,874,532,387
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,600,000,000 $710,599,944
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN27,639,583,354$7,585,132,331
ProductVolume
SEK
USD
Equivalent
IRS SEK133,996,922,437 $16,192,862,301
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK214,100,000,000 $25,937,429,293
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK348,096,922,437$42,130,291,594
ProductVolume
SGD
USD
Equivalent
IRS SGD20,924,329,868 $15,298,811,528
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,924,329,868$15,298,811,528
ProductVolume
ZAR
USD
Equivalent
IRS ZAR332,101,607,602 $25,659,651,317
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR332,101,607,602$25,659,651,317
ProductUSD
Equivalent
IRS$1,031,581,650,111
OIS$1,524,069,076,054
Basis$108,881,359,145
Zeroes$2,625,764,190
FRAs$386,680,290,314
VNS$2,920,058,219
Inflation$13,283,776,663
Total$3,070,041,974,696
Show:
ProductUSD
Equivalent
IRS $16,891,642,149,945
OIS $45,629,272,459,971
Basis $2,766,112,255,264
Zeroes $16,908,829,712
FRAs $10,620,720,304,631
VNS $45,674,436,172
Inflation $128,232,657,880
Total$76,098,563,093,575
ProductVolume
EUR
USD
Equivalent
IRS €8,275,746,616,383 $9,035,436,270,315
OIS €12,361,070,871,777 $13,497,916,405,988
Basis €209,642,636,908 $229,642,980,337
Zeroes €41,833,015,703 $45,109,813,720
FRAs €2,386,075,970,000 $2,589,151,722,572
VNS €24,889,036,733 $27,296,775,002
Inflation €121,291,435,225 $132,308,000,452
Total€23,420,549,582,729$25,556,861,968,386
ProductVolume
GBP
USD
Equivalent
IRS £2,182,993,462,739 $2,768,354,181,673
OIS £2,313,280,715,548 $2,937,603,409,594
Basis £153,624,205,400 $195,768,206,246
Zeroes £43,990,308,978 $56,600,614,305
FRAs £469,137,582,324 $596,734,367,468
VNS £9,833,789,775 $12,444,893,579
Inflation £68,964,066,243 $87,275,599,695
Total£5,241,824,131,007$6,654,781,272,560
ProductVolume
JPY
USD
Equivalent
IRS ¥185,315,668,075,477 $1,647,808,676,442
OIS ¥11,864,578,837,988 $105,521,851,181
Basis ¥14,241,832,173,325 $127,089,086,666
Zeroes ¥0 $0
FRAs ¥1,237,043,200,000 $10,950,122,079
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥212,663,835,372,108$1,891,410,572,354
ProductVolume
CHF
USD
Equivalent
IRS CHF378,606,688,739 $383,209,840,113
OIS CHF560,000,000 $572,637,893
Basis CHF50,386,650,000 $51,501,305,774
Zeroes CHF0 $0
FRAs CHF26,739,150,000 $27,129,248,117
VNS CHF232,000,000 $238,611,913
Inflation CHF0 $0
TotalCHF456,524,488,739$462,651,643,810
ProductVolume
AUD
USD
Equivalent
IRS $1,850,683,185,406 $1,404,577,548,042
OIS $3,233,411,274,000 $2,457,513,359,940
Basis $49,781,686,000 $37,576,005,397
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$5,134,293,747,275$3,899,984,120,353
ProductVolume
CAD
USD
Equivalent
IRS $2,247,051,383,595 $1,694,886,185,585
OIS $2,409,826,304,694 $1,834,674,695,546
Basis $21,799,500,000 $16,617,274,466
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,001,620,844 $747,144,400
Inflation $0 $0
Total$4,680,900,359,133$3,547,855,243,060
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,778,518,219,613 $153,757,092,247
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,103,638,976,608 $86,643,719,882
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK5,883,084,136,111$240,439,995,435
ProductVolume
DKK
USD
Equivalent
IRS DKK280,041,363,508 $40,656,119,837
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK17,796,000,000 $2,602,925,385
VNS DKK1,685,322,364 $252,870,010
Inflation DKK0 $0
TotalDKK302,672,685,872$43,958,863,216
ProductVolume
HKD
USD
Equivalent
IRS HKD1,904,772,412,188 $244,782,896,943
OIS HKD0 $0
Basis HKD60,693,000,000 $7,796,495,082
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,965,465,412,188$252,579,392,025
ProductVolume
HUF
USD
Equivalent
IRS HUF56,456,462,655,838 $199,626,944,958
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,400,000,000 $12,021,736
FRAs HUF24,340,560,000,000 $84,700,700,141
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF80,800,422,655,838$284,339,666,835
ProductVolume
MXN
USD
Equivalent
IRS MXN187,477,986,266 $10,065,860,714
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN187,477,986,266$10,065,860,714
ProductVolume
NOK
USD
Equivalent
IRS NOK1,428,839,500,215 $169,291,520,000
OIS NOK0 $0
Basis NOK3,473,040,000 $408,702,880
Zeroes NOK0 $0
FRAs NOK1,071,613,139,555 $126,711,724,539
VNS NOK3,211,378,340 $380,971,711
Inflation NOK0 $0
TotalNOK2,507,137,058,110$296,792,919,130
ProductVolume
NZD
USD
Equivalent
IRS NZD814,035,234,303 $579,347,734,480
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD815,135,234,303$580,110,354,730
ProductVolume
PLN
USD
Equivalent
IRS PLN921,615,925,250 $235,496,037,179
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN292,133,710,192 $74,440,818,668
VNS PLN50,962,800 $12,732,978
Inflation PLN0 $0
TotalPLN1,213,800,598,242$309,949,588,825
ProductVolume
SEK
USD
Equivalent
IRS SEK5,769,882,624,764 $656,529,549,413
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK7,146,356,266,620 $810,108,406,024
VNS SEK3,858,062,228 $437,757,166
Inflation SEK0 $0
TotalSEK12,922,274,953,612$1,467,324,934,500
ProductVolume
SGD
USD
Equivalent
IRS SGD520,100,273,561 $371,567,227,558
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD520,644,273,561$371,954,133,556
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,951,604,498,013 $376,619,003,781
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,951,604,498,013$376,619,003,781
ProductUSD
Equivalent
IRS$36,863,654,839,225
OIS$66,463,074,820,113
Basis$3,434,108,786,344
Zeroes$119,810,444,433
FRAs$15,029,894,059,506
VNS$87,883,419,197
Inflation$347,816,258,027
Total$122,346,242,626,845
Show:
ProductUSD
Equivalent
IRS $6,748,024,008,076
OIS $5,385,200,796,147
Basis $1,652,002,787,057
Zeroes $13,317,040,831
FRAs $1,226,815,834,260
VNS $135,622,958,369
Inflation $50,619,577,892
Total$15,211,603,002,632
ProductVolume
EUR
USD
Equivalent
IRS €3,703,709,398,972 $4,324,821,465,180
OIS €2,689,045,057,352 $3,139,997,913,470
Basis €126,513,748,146 $147,730,103,711
Zeroes €22,372,837,819 $26,124,762,721
FRAs €450,387,734,678 $525,917,757,784
VNS €71,892,178,101 $83,948,496,369
Inflation €55,132,977,177 $64,378,777,449
Total€7,119,053,932,245$8,312,919,276,684
ProductVolume
GBP
USD
Equivalent
IRS £847,465,572,494 $1,107,340,890,299
OIS £654,571,855,710 $855,296,315,263
Basis £122,596,970,000 $160,191,330,851
Zeroes £23,022,566,326 $30,082,436,290
FRAs £172,771,250,000 $225,751,553,813
VNS £25,376,634,585 $33,158,379,580
Inflation £46,378,459,377 $60,600,413,945
Total£1,892,183,308,492$2,472,421,320,041
ProductVolume
JPY
USD
Equivalent
IRS ¥89,510,494,132,597 $804,588,711,304
OIS ¥6,356,800,000,000 $57,139,775,281
Basis ¥19,416,657,757,775 $174,531,755,126
Zeroes ¥20,000,000,000 $179,775,281
FRAs ¥100,000,000,000 $898,876,404
VNS ¥4,713,085,318 $42,364,812
Inflation ¥0 $0
Total¥115,408,664,975,690$1,037,381,258,208
ProductVolume
CHF
USD
Equivalent
IRS CHF156,465,631,477 $162,157,354,624
OIS CHF40,000,000 $41,455,073
Basis CHF38,745,100,000 $40,154,523,785
Zeroes CHF841,900,000 $872,525,650
FRAs CHF7,428,350,000 $7,698,569,800
VNS CHF232,000,000 $240,439,424
Inflation CHF0 $0
TotalCHF203,752,981,477$211,164,868,356
ProductVolume
AUD
USD
Equivalent
IRS $782,720,665,231 $623,593,553,990
OIS $972,127,566,496 $774,494,032,227
Basis $70,141,830,000 $55,881,995,961
Zeroes $137,083,374 $109,214,324
FRAs $0 $0
VNS $620,037,803 $493,984,118
Inflation $0 $0
Total$1,825,747,182,904$1,454,572,780,620
ProductVolume
CAD
USD
Equivalent
IRS $837,785,921,853 $667,372,383,680
OIS $596,610,095,314 $475,253,989,178
Basis $28,697,800,000 $22,860,397,499
Zeroes $3,794,550,000 $3,022,702,832
FRAs $0 $0
VNS $3,369,537,049 $2,684,141,514
Inflation $0 $0
Total$1,470,257,904,216$1,171,193,614,703
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,733,531,047,089 $77,642,811,264
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK624,120,000,000 $27,953,598,782
VNS CZK926,939,890 $41,516,545
Inflation CZK0 $0
TotalCZK2,358,577,986,979$105,637,926,591
ProductVolume
DKK
USD
Equivalent
IRS DKK684,241,469,452 $107,444,917,710
OIS DKK0 $0
Basis DKK6,950,000,000 $1,091,343,059
Zeroes DKK0 $0
FRAs DKK1,225,000,000 $192,359,028
VNS DKK1,685,322,364 $264,642,426
Inflation DKK0 $0
TotalDKK694,101,791,816$108,993,262,223
ProductVolume
HKD
USD
Equivalent
IRS HKD1,271,530,848,283 $162,819,513,318
OIS HKD0 $0
Basis HKD93,277,000,000 $11,944,118,984
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,364,807,848,283$174,763,632,302
ProductVolume
HUF
USD
Equivalent
IRS HUF22,860,805,344,547 $87,398,422,390
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF42,400,000,000 $162,098,100
FRAs HUF3,905,500,000,000 $14,930,993,615
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF26,808,705,344,547$102,491,514,105
ProductVolume
MXN
USD
Equivalent
IRS MXN91,550,745,187 $5,165,034,058
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN91,550,745,187$5,165,034,058
ProductVolume
NOK
USD
Equivalent
IRS NOK629,440,322,211 $79,136,061,833
OIS NOK0 $0
Basis NOK11,633,040,000 $1,462,557,990
Zeroes NOK0 $0
FRAs NOK326,860,092,242 $41,094,317,535
VNS NOK7,139,142,625 $897,565,047
Inflation NOK0 $0
TotalNOK975,072,597,078$122,590,502,405
ProductVolume
NZD
USD
Equivalent
IRS NZD936,791,969,079 $701,750,864,037
OIS NZD0 $0
Basis NZD2,940,000,000 $2,202,354,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD939,731,969,079$703,953,218,037
ProductVolume
PLN
USD
Equivalent
IRS PLN540,668,554,025 $148,598,593,913
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $398,521,348
FRAs PLN115,826,000,000 $31,833,885,308
VNS PLN1,044,762,800 $287,145,021
Inflation PLN0 $0
TotalPLN658,989,316,825$181,118,145,590
ProductVolume
SEK
USD
Equivalent
IRS SEK3,258,327,808,638 $396,612,192,789
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $296,736,825
FRAs SEK2,439,223,313,746 $296,908,648,848
VNS SEK4,626,214,375 $563,114,927
Inflation SEK0 $0
TotalSEK5,704,615,148,469$694,380,693,389
ProductVolume
SGD
USD
Equivalent
IRS SGD606,095,096,552 $445,904,062,205
OIS SGD0 $0
Basis SGD856,000,000 $629,759,058
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD606,951,096,552$446,533,821,263
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,031,414,164,722 $310,108,781,902
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,031,414,164,722$310,108,781,902
ProductUSD
Equivalent
IRS$16,960,479,622,572
OIS$10,687,424,276,639
Basis$2,270,683,027,081
Zeroes$74,565,814,202
FRAs$2,399,996,395,177
VNS$258,244,748,152
Inflation$175,598,769,286
Total$32,826,992,653,109

Figures as of COB Jul 27, 2017.

Notional Outstanding by Product

As of COB Jul 27, 2017

Daily Notional by Tenor
 

As of COB Jul 27, 2017

Notional Outstanding by Tenor
 

As of COB Jul 27, 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
$1,289,052,711,445
$6,816,498,419,676
$285,742,122,906,357
$118,964,724,045,444
EUR
€540,422,913,643
€2,988,192,121,650
€133,303,454,348,602
€82,204,525,068,462
GBP
£307,680,911,330
£1,099,420,243,168
£28,565,778,337,162
£23,406,383,206,391
JPY
¥10,475,634,000,000
¥23,955,201,282,546
¥1,076,370,285,200,132
¥1,461,580,065,597,780
CHF
CHF8,146,427,402
CHF50,484,014,912
CHF2,775,300,142,980
CHF3,443,032,510,417
AUD
$363,189,604,508
$1,397,113,241,806
$21,804,084,780,857
$20,907,491,209,025
CAD
$145,293,584,000
$493,186,074,479
$14,145,862,219,366
$12,084,839,452,941
Other*
Show All
Hide
$81,843,957,655
$502,757,154,552
$17,836,653,726,633
$19,666,279,228,220
CZK
CZK351,998,000,000
CZK643,525,919,626
CZK21,585,545,924,679
CZK22,085,067,599,486
DKK
DKK500,000,000
DKK3,236,517,236
DKK1,165,697,474,935
DKK3,963,033,114,035
HKD
HKD29,608,000,000
HKD226,902,612,032
HKD7,737,119,119,548
HKD9,932,328,345,328
HUF
HUF1,516,120,000,000
HUF4,491,100,119,682
HUF302,957,455,447,790
HUF284,336,199,781,961
MXN
MXN8,360,000,000
MXN23,853,232,974
MXN444,011,072,133
MXN298,794,696,531
NOK
NOK21,861,392,488
NOK296,992,119,284
NOK16,472,553,908,676
NOK15,281,252,395,786
NZD
NZD16,454,740,000
NZD123,509,907,022
NZD2,721,560,785,538
NZD4,505,499,376,777
PLN
PLN13,972,000,000
PLN86,963,706,708
PLN4,281,339,007,510
PLN3,762,145,514,449
SEK
SEK93,219,936,000
SEK1,075,859,349,068
SEK58,229,800,066,979
SEK46,523,016,306,705
SGD
SGD21,434,356,000
SGD98,199,412,616
SGD2,206,163,150,774
SGD2,813,646,945,481
ZAR
ZAR128,824,860,000
ZAR939,169,070,188
ZAR19,956,969,651,078
ZAR21,006,484,753,200
Total in USD$2,911,678,199,017$13,972,970,684,187$524,885,606,774,319$308,194,922,925,742

Figures as of COB Jul 27, 2017. Weekly figures as of COB Jul 21, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $473,480,294,742
OIS $563,971,359,674
Basis $76,290,245,012
Zeroes $325,989,152
FRAs $170,742,000,000
VNS $645,867,665
Inflation $3,596,955,200
Total$1,289,052,711,445
ProductVolume
EUR
USD
Equivalent
IRS €341,834,429,780 $399,160,063,654
OIS €146,241,320,000 $170,765,989,364
Basis €500,000,000 $583,850,000
Zeroes €0 $0
FRAs €46,614,000,000 $54,431,167,800
VNS €1,088,363,863 $1,270,882,482
Inflation €4,144,800,000 $4,839,882,960
Total€540,422,913,643$631,051,836,260
ProductVolume
GBP
USD
Equivalent
IRS £42,892,837,032 $56,045,925,508
OIS £118,225,828,000 $154,479,778,156
Basis £7,255,600,000 $9,480,529,740
Zeroes £1,169,189,486 $1,527,721,442
FRAs £136,896,000,000 $178,875,158,400
VNS £477,847,864 $624,379,911
Inflation £763,608,948 $997,769,632
Total£307,680,911,330$402,031,262,789
ProductVolume
JPY
USD
Equivalent
IRS ¥9,710,914,000,000 $87,289,114,607
OIS ¥132,000,000,000 $1,186,516,854
Basis ¥452,720,000,000 $4,069,393,258
Zeroes ¥0 $0
FRAs ¥180,000,000,000 $1,617,977,528
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,475,634,000,000$94,163,002,247
ProductVolume
CHF
USD
Equivalent
IRS CHF3,506,427,402 $3,633,980,104
OIS CHF80,000,000 $82,910,146
Basis CHF560,000,000 $580,371,023
Zeroes CHF0 $0
FRAs CHF4,000,000,000 $4,145,507,306
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF8,146,427,402$8,442,768,579
ProductVolume
AUD
USD
Equivalent
IRS $204,917,004,508 $163,257,377,492
OIS $154,700,000,000 $123,249,490,000
Basis $3,572,600,000 $2,846,290,420
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$363,189,604,508$289,353,157,912
ProductVolume
CAD
USD
Equivalent
IRS $52,534,240,000 $41,848,281,356
OIS $85,089,000,000 $67,781,096,905
Basis $7,668,000,000 $6,108,256,661
Zeroes $2,344,000 $1,867,208
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$145,293,584,000$115,739,502,130
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK81,798,000,000 $3,663,635,956
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK270,200,000,000 $12,101,939,356
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK351,998,000,000$15,765,575,312
ProductVolume
DKK
USD
Equivalent
IRS DKK500,000,000 $78,513,889
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK500,000,000$78,513,889
ProductVolume
HKD
USD
Equivalent
IRS HKD25,308,000,000 $3,240,689,165
OIS HKD0 $0
Basis HKD4,300,000,000 $550,614,960
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD29,608,000,000$3,791,304,125
ProductVolume
HUF
USD
Equivalent
IRS HUF488,120,000,000 $1,866,116,145
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,028,000,000,000 $3,930,114,310
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,516,120,000,000$5,796,230,455
ProductVolume
MXN
USD
Equivalent
IRS MXN8,360,000,000 $471,647,551
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,360,000,000$471,647,551
ProductVolume
NOK
USD
Equivalent
IRS NOK21,861,392,488 $2,748,512,363
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK21,861,392,488$2,748,512,363
ProductVolume
NZD
USD
Equivalent
IRS NZD16,454,740,000 $12,326,245,734
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD16,454,740,000$12,326,245,734
ProductVolume
PLN
USD
Equivalent
IRS PLN13,972,000,000 $3,840,096,744
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN13,972,000,000$3,840,096,744
ProductVolume
SEK
USD
Equivalent
IRS SEK60,219,936,000 $7,330,128,296
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK33,000,000,000 $4,016,846,410
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK93,219,936,000$11,346,974,706
ProductVolume
SGD
USD
Equivalent
IRS SGD21,434,356,000 $15,769,252,161
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,434,356,000$15,769,252,161
ProductVolume
ZAR
USD
Equivalent
IRS ZAR128,824,860,000 $9,909,604,615
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR128,824,860,000$9,909,604,615
ProductUSD
Equivalent
IRS$1,285,959,480,082
OIS$1,081,517,141,099
Basis$100,509,551,074
Zeroes$1,855,577,802
FRAs$429,860,711,110
VNS$2,541,130,058
Inflation$9,434,607,792
Total$2,911,678,199,017
Show:
ProductUSD
Equivalent
IRS $1,528,899,917,440
OIS $1,966,683,124,000
Basis $435,927,420,000
Zeroes $1,964,000,000
FRAs $2,859,828,400,000
VNS $7,371,383,536
Inflation $15,824,174,700
Total$6,816,498,419,676
ProductVolume
EUR
USD
Equivalent
IRS €1,323,795,549,374 $1,531,593,896,113
OIS €866,289,009,323 $1,003,066,092,590
Basis €1,943,000,000 $2,258,279,950
Zeroes €4,800,000 $5,547,600
FRAs €766,702,000,000 $886,114,447,500
VNS €3,181,932,993 $3,684,601,554
Inflation €26,275,829,960 $30,367,014,422
Total€2,988,192,121,650$3,457,089,879,729
ProductVolume
GBP
USD
Equivalent
IRS £303,387,477,080 $394,849,509,314
OIS £555,224,680,400 $722,849,817,978
Basis £14,329,000,000 $18,658,922,530
Zeroes £4,646,157,850 $6,038,599,040
FRAs £205,758,000,000 $267,613,319,600
VNS £1,473,231,498 $1,916,897,105
Inflation £14,601,696,340 $19,015,190,773
Total£1,099,420,243,168$1,430,942,256,340
ProductVolume
JPY
USD
Equivalent
IRS ¥20,509,061,282,546 $183,526,729,242
OIS ¥2,257,000,000,000 $20,197,365,598
Basis ¥1,169,140,000,000 $10,448,518,461
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥20,000,000,000 $178,547,516
Inflation ¥0 $0
Total¥23,955,201,282,546$214,351,160,817
ProductVolume
CHF
USD
Equivalent
IRS CHF44,844,014,912 $47,092,504,716
OIS CHF0 $0
Basis CHF1,640,000,000 $1,706,568,422
Zeroes CHF0 $0
FRAs CHF4,000,000,000 $4,156,060,055
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF50,484,014,912$52,955,133,193
ProductVolume
AUD
USD
Equivalent
IRS $283,610,741,806 $224,781,783,917
OIS $1,101,772,000,000 $873,383,358,400
Basis $11,730,500,000 $9,298,131,014
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,397,113,241,806$1,107,463,273,331
ProductVolume
CAD
USD
Equivalent
IRS $244,926,114,148 $194,321,562,612
OIS $237,256,200,000 $187,874,672,195
Basis $8,070,000,000 $6,390,243,766
Zeroes $34,280,000 $27,158,929
FRAs $0 $0
VNS $2,899,480,331 $2,299,769,047
Inflation $0 $0
Total$493,186,074,479$390,913,406,549
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK231,369,919,626 $10,265,346,148
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK412,156,000,000 $18,290,637,818
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK643,525,919,626$28,555,983,966
ProductVolume
DKK
USD
Equivalent
IRS DKK3,236,517,236 $504,114,813
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,236,517,236$504,114,813
ProductVolume
HKD
USD
Equivalent
IRS HKD220,102,612,032 $28,190,760,593
OIS HKD0 $0
Basis HKD6,800,000,000 $870,830,650
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD226,902,612,032$29,061,591,243
ProductVolume
HUF
USD
Equivalent
IRS HUF4,245,100,119,682 $16,074,985,005
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF208,000,000,000 $785,528,154
VNS HUF38,000,000,000 $145,187,789
Inflation HUF0 $0
TotalHUF4,491,100,119,682$17,005,700,948
ProductVolume
MXN
USD
Equivalent
IRS MXN23,853,232,974 $1,362,032,653
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN23,853,232,974$1,362,032,653
ProductVolume
NOK
USD
Equivalent
IRS NOK92,278,119,284 $11,417,393,048
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK204,714,000,000 $25,410,737,108
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK296,992,119,284$36,828,130,156
ProductVolume
NZD
USD
Equivalent
IRS NZD123,509,907,022 $91,029,840,863
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD123,509,907,022$91,029,840,863
ProductVolume
PLN
USD
Equivalent
IRS PLN78,763,706,708 $21,610,660,639
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,200,000,000 $2,247,257,266
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN86,963,706,708$23,857,917,905
ProductVolume
SEK
USD
Equivalent
IRS SEK493,059,349,068 $59,604,908,627
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK582,800,000,000 $70,577,124,502
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,075,859,349,068$130,182,033,129
ProductVolume
SGD
USD
Equivalent
IRS SGD98,199,412,616 $71,808,999,074
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD98,199,412,616$71,808,999,074
ProductVolume
ZAR
USD
Equivalent
IRS ZAR939,169,070,188 $72,560,809,802
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR939,169,070,188$72,560,809,802
ProductUSD
Equivalent
IRS$4,489,495,754,619
OIS$4,774,054,430,761
Basis$485,558,914,793
Zeroes$8,035,305,569
FRAs$4,135,023,512,003
VNS$15,596,386,547
Inflation$65,206,379,895
Total$13,972,970,684,187
Show:
ProductUSD
Equivalent
IRS $58,404,167,612,842
OIS $122,664,234,837,644
Basis $11,289,279,248,551
Zeroes $48,099,859,310
FRAs $92,491,252,335,716
VNS $176,715,822,374
Inflation $668,373,189,920
Total$285,742,122,906,357
ProductVolume
EUR
USD
Equivalent
IRS €47,501,822,165,003 $51,890,757,927,139
OIS €42,562,870,360,198 $46,441,322,532,667
Basis €451,725,673,816 $494,572,771,984
Zeroes €90,328,400,680 $97,701,965,872
FRAs €41,841,949,362,052 $45,585,021,790,708
VNS €106,837,042,139 $116,986,979,438
Inflation €747,921,344,714 $814,940,969,010
Total€133,303,454,348,602$145,441,304,936,818
ProductVolume
GBP
USD
Equivalent
IRS £7,905,868,684,179 $10,015,003,076,518
OIS £9,019,094,031,096 $11,463,291,438,019
Basis £1,050,867,997,540 $1,334,929,460,753
Zeroes £108,530,896,378 $139,188,576,999
FRAs £10,030,828,563,037 $12,688,758,708,038
VNS £32,315,189,455 $40,901,484,175
Inflation £418,272,975,477 $531,172,728,118
Total£28,565,778,337,162$36,213,245,472,620
ProductVolume
JPY
USD
Equivalent
IRS ¥970,619,757,624,870 $8,631,763,078,382
OIS ¥48,680,934,273,976 $433,160,214,822
Basis ¥52,504,404,346,650 $467,708,584,369
Zeroes ¥0 $0
FRAs ¥4,490,086,400,000 $39,900,861,599
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,076,370,285,200,132$9,573,204,126,790
ProductVolume
CHF
USD
Equivalent
IRS CHF1,269,253,612,314 $1,285,604,563,390
OIS CHF6,530,000,000 $6,620,437,523
Basis CHF181,667,000,000 $184,809,133,930
Zeroes CHF0 $0
FRAs CHF1,317,000,563,918 $1,330,123,316,085
VNS CHF848,966,748 $870,087,126
Inflation CHF0 $0
TotalCHF2,775,300,142,980$2,808,027,538,054
ProductVolume
AUD
USD
Equivalent
IRS $8,870,409,318,174 $6,726,648,986,415
OIS $12,419,138,824,000 $9,434,721,772,713
Basis $511,238,756,968 $386,894,313,442
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $2,297,881,715 $1,740,813,264
Inflation $0 $0
Total$21,804,084,780,857$16,550,773,485,834
ProductVolume
CAD
USD
Equivalent
IRS $7,631,911,513,254 $5,759,423,817,095
OIS $6,243,673,409,388 $4,757,075,384,464
Basis $194,798,340,000 $146,888,217,464
Zeroes $8,394,020,200 $6,361,938,313
FRAs $0 $0
VNS $67,084,936,524 $50,525,223,877
Inflation $0 $0
Total$14,145,862,219,366$10,720,274,581,213
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,311,950,091,683 $501,045,564,944
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK9,271,741,953,216 $382,083,569,041
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK21,585,545,924,679$883,207,500,598
ProductVolume
DKK
USD
Equivalent
IRS DKK960,168,334,944 $139,424,517,502
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK196,518,000,000 $28,266,732,716
VNS DKK2,711,139,991 $407,544,140
Inflation DKK0 $0
TotalDKK1,165,697,474,935$168,992,690,326
ProductVolume
HKD
USD
Equivalent
IRS HKD7,549,595,119,548 $970,185,921,322
OIS HKD0 $0
Basis HKD187,524,000,000 $24,088,293,342
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,737,119,119,548$994,274,214,664
ProductVolume
HUF
USD
Equivalent
IRS HUF179,568,275,447,790 $633,199,995,628
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,800,000,000 $24,043,472
FRAs HUF123,328,180,000,000 $431,053,241,881
VNS HUF54,200,000,000 $206,909,129
Inflation HUF0 $0
TotalHUF302,957,455,447,790$1,064,484,190,110
ProductVolume
MXN
USD
Equivalent
IRS MXN444,011,072,133 $23,828,654,914
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN444,011,072,133$23,828,654,914
ProductVolume
NOK
USD
Equivalent
IRS NOK4,743,345,446,826 $562,162,330,205
OIS NOK0 $0
Basis NOK6,946,080,000 $817,405,760
Zeroes NOK0 $0
FRAs NOK11,715,366,975,170 $1,388,732,597,263
VNS NOK6,895,406,680 $818,675,577
Inflation NOK0 $0
TotalNOK16,472,553,908,676$1,952,531,008,805
ProductVolume
NZD
USD
Equivalent
IRS NZD2,719,444,237,834 $1,934,277,152,079
OIS NZD0 $0
Basis NZD1,846,000,000 $1,278,578,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD2,721,560,785,538$1,935,752,216,249
ProductVolume
PLN
USD
Equivalent
IRS PLN2,927,796,210,848 $748,820,710,711
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,353,256,789,224 $345,609,136,713
VNS PLN286,007,438 $70,911,122
Inflation PLN0 $0
TotalPLN4,281,339,007,510$1,094,500,758,546
ProductVolume
SEK
USD
Equivalent
IRS SEK19,567,413,769,636 $2,229,157,351,261
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK38,634,883,093,276 $4,390,316,373,654
VNS SEK24,615,164,067 $2,773,551,745
Inflation SEK0 $0
TotalSEK58,229,800,066,979$6,622,578,444,851
ProductVolume
SGD
USD
Equivalent
IRS SGD2,204,875,150,774 $1,576,208,477,920
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,206,163,150,774$1,577,125,767,086
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,956,969,651,078 $1,519,378,280,484
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,956,969,651,078$1,519,378,280,484
ProductUSD
Equivalent
IRS$153,551,058,018,751
OIS$195,200,426,617,852
Basis$14,333,077,193,629
Zeroes$292,475,152,157
FRAs$159,101,118,663,414
VNS$392,964,241,468
Inflation$2,014,486,887,048
Total$524,885,606,774,319
Show:
ProductUSD
Equivalent
IRS $42,168,648,516,102
OIS $25,427,243,471,125
Basis $18,033,161,627,568
Zeroes $144,022,183,364
FRAs $31,875,372,127,727
VNS $712,356,354,486
Inflation $603,919,765,072
Total$118,964,724,045,444
ProductVolume
EUR
USD
Equivalent
IRS €41,751,063,120,675 $48,752,716,406,012
OIS €17,795,276,017,778 $20,779,543,805,959
Basis €1,185,718,779,366 $1,384,563,818,666
Zeroes €644,854,947,655 $752,997,122,377
FRAs €19,406,960,998,688 $22,661,508,358,168
VNS €425,164,701,357 $496,464,821,775
Inflation €995,486,502,944 $1,162,429,589,488
Total€82,204,525,068,463$95,990,223,922,445
ProductVolume
GBP
USD
Equivalent
IRS £7,913,963,872,139 $10,340,780,893,531
OIS £5,002,917,500,261 $6,537,062,151,716
Basis £3,996,017,532,741 $5,221,396,309,156
Zeroes £303,877,489,959 $397,061,522,255
FRAs £5,356,494,938,883 $6,999,064,111,891
VNS £147,644,788,325 $192,920,062,665
Inflation £685,467,084,082 $895,665,565,416
Total£23,406,383,206,390$30,583,950,616,630
ProductVolume
JPY
USD
Equivalent
IRS ¥1,184,433,921,505,660 $10,646,597,047,242
OIS ¥56,547,042,674,037 $508,288,024,036
Basis ¥217,670,306,525,550 $1,956,587,024,949
Zeroes ¥2,453,692,337,894 $22,055,661,464
FRAs ¥400,000,000,000 $3,595,505,618
VNS ¥75,102,554,636 $675,079,143
Inflation ¥0 $0
Total¥1,461,580,065,597,777$13,137,798,342,452
ProductVolume
CHF
USD
Equivalent
IRS CHF1,994,195,778,803 $2,066,738,292,883
OIS CHF15,890,279,070 $16,468,316,997
Basis CHF523,398,662,000 $542,438,244,378
Zeroes CHF12,143,480,159 $12,585,221,431
FRAs CHF896,555,343,637 $929,169,181,922
VNS CHF848,966,748 $879,849,464
Inflation CHF0 $0
TotalCHF3,443,032,510,417$3,568,279,107,075
ProductVolume
AUD
USD
Equivalent
IRS $11,492,464,880,262 $9,156,046,770,105
OIS $7,240,160,684,062 $5,768,236,016,992
Basis $2,153,271,984,275 $1,715,511,789,872
Zeroes $7,100,965,031 $5,657,338,841
FRAs $0 $0
VNS $14,492,695,395 $11,546,330,421
Inflation $0 $0
Total$20,907,491,209,025$16,656,998,246,231
ProductVolume
CAD
USD
Equivalent
IRS $8,539,934,018,376 $6,802,831,097,603
OIS $2,946,659,946,014 $2,347,281,591,599
Basis $482,781,016,932 $384,578,816,212
Zeroes $25,041,912,558 $19,948,151,956
FRAs $0 $0
VNS $90,422,559,061 $72,029,759,877
Inflation $0 $0
Total$12,084,839,452,941$9,626,669,417,247
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,169,909,645,606 $724,231,184,020
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,342,007,435
FRAs CZK5,861,014,074,100 $262,507,908,546
VNS CZK1,853,879,780 $83,033,089
Inflation CZK0 $0
TotalCZK22,085,067,599,486$989,164,133,090
ProductVolume
DKK
USD
Equivalent
IRS DKK3,870,179,974,044 $607,725,762,612
OIS DKK0 $0
Basis DKK13,900,000,000 $2,182,686,117
Zeroes DKK15,500,000,000 $2,433,930,562
FRAs DKK60,742,000,000 $9,538,181,304
VNS DKK2,711,139,991 $425,724,289
Inflation DKK0 $0
TotalDKK3,963,033,114,035$622,306,284,884
ProductVolume
HKD
USD
Equivalent
IRS HKD9,628,268,345,328 $1,232,899,672,234
OIS HKD0 $0
Basis HKD304,060,000,000 $38,934,880,177
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,932,328,345,328$1,271,834,552,411
ProductVolume
HUF
USD
Equivalent
IRS HUF226,629,268,069,663 $866,419,192,070
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF205,715,000,000 $786,462,515
FRAs HUF57,447,016,712,298 $219,623,873,962
VNS HUF54,200,000,000 $207,210,307
Inflation HUF0 $0
TotalHUF284,336,199,781,961$1,087,036,738,854
ProductVolume
MXN
USD
Equivalent
IRS MXN298,794,696,531 $16,857,151,527
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN298,794,696,531$16,857,151,527
ProductVolume
NOK
USD
Equivalent
IRS NOK7,130,949,662,364 $896,534,990,679
OIS NOK0 $0
Basis NOK32,837,880,000 $4,128,525,629
Zeroes NOK15,790,147,412 $1,985,208,189
FRAs NOK8,086,966,362,248 $1,016,729,700,178
VNS NOK14,708,343,762 $1,849,198,979
Inflation NOK0 $0
TotalNOK15,281,252,395,786$1,921,227,623,654
ProductVolume
NZD
USD
Equivalent
IRS NZD4,484,670,829,072 $3,359,466,918,058
OIS NZD0 $0
Basis NZD4,878,000,000 $3,654,109,800
Zeroes NZD15,680,000,000 $11,745,888,000
FRAs NZD0 $0
VNS NZD270,547,704 $202,667,285
Inflation NZD0 $0
TotalNZD4,505,499,376,776$3,375,069,583,143
ProductVolume
PLN
USD
Equivalent
IRS PLN2,865,754,618,701 $787,630,617,076
OIS PLN0 $0
Basis PLN674,000,000 $185,243,716
Zeroes PLN7,510,000,000 $2,064,065,742
FRAs PLN884,085,109,910 $242,983,993,159
VNS PLN4,121,785,838 $1,132,841,138
Inflation PLN0 $0
TotalPLN3,762,145,514,449$1,033,996,760,831
ProductVolume
SEK
USD
Equivalent
IRS SEK25,897,085,375,485 $3,152,261,043,344
OIS SEK0 $0
Basis SEK500,000,000 $60,861,309
Zeroes SEK162,420,330,049 $19,770,227,871
FRAs SEK20,435,816,989,628 $2,487,501,155,102
VNS SEK27,193,611,542 $3,310,077,603
Inflation SEK0 $0
TotalSEK46,523,016,306,704$5,662,903,365,229
ProductVolume
SGD
USD
Equivalent
IRS SGD2,811,308,945,481 $2,068,279,525,828
OIS SGD0 $0
Basis SGD2,128,000,000 $1,565,569,248
Zeroes SGD210,000,000 $154,496,965
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,813,646,945,481$2,069,999,592,041
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,006,484,753,200 $1,615,883,442,554
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR21,006,484,753,200$1,615,883,442,554
ProductUSD
Equivalent
IRS$145,262,548,523,480
OIS$61,384,123,378,424
Basis$29,288,949,506,797
Zeroes$1,395,609,488,967
FRAs$66,707,594,097,577
VNS$1,494,083,010,521
Inflation$2,662,014,919,976
Total$308,194,922,925,742

Figures as of COB Jul 27, 2017.

Notional Outstanding by Product

As of COB Jul 27, 2017

Daily Notional by Tenor

As of COB Jul 27, 2017

Notional Outstanding by Currency

As of COB Jul 27, 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.