Daily Volumes

  • Client Notional Cleared (USD)
    $387,428,577,856,906
    Client Notional Outstanding (USD)
    $22,022,011,438,819
    As of COB Sep 23, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,131,749,000,000,000
    Trades Compressed
    9,321,866
  • 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 23, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$227,238,364,562
$2,061,547,734,815
$49,922,970,739,707
$10,887,836,439,407
EUR
€50,398,608,000
€301,853,928,934
€22,787,093,885,520
€3,865,409,050,902
GBP
£6,624,708,692
£76,044,542,647
£8,737,095,835,033
£1,149,085,190,830
JPY
¥2,696,889,484,000
¥11,402,828,335,924
¥418,313,246,992,362
¥112,051,338,945,649
CHF
CHF3,228,411,000
CHF10,107,782,876
CHF413,419,575,185
CHF119,753,434,282
AUD
$20,760,316,494
$112,249,079,055
$6,503,087,775,430
$1,740,339,649,667
CAD
$21,761,540,000
$108,220,900,000
$3,456,915,298,410
$1,080,477,055,070
Other*
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$11,346,121,229
$64,874,822,231
$3,083,806,843,837
$1,924,340,803,620
CZK
CZK3,437,000,000
CZK10,650,330,000
CZK2,359,537,697,550
CZK997,286,665,916
DKK
DKK100,000,000
DKK2,926,200,000
DKK335,157,155,651
DKK480,804,183,502
HKD
HKD1,358,100,000
HKD18,515,170,000
HKD1,232,302,861,805
HKD744,782,954,955
HUF
HUF275,585,543,168
HUF1,533,099,898,251
HUF63,778,256,561,775
HUF22,064,775,432,879
NOK
NOK9,972,840,000
NOK41,582,075,000
NOK1,497,223,835,533
NOK449,691,824,022
NZD
NZD3,628,850,000
NZD23,046,750,000
NZD1,110,060,576,430
NZD1,021,379,978,287
PLN
PLN3,030,800,000
PLN29,066,020,000
PLN1,265,617,273,577
PLN484,334,807,661
SEK
SEK11,922,500,000
SEK88,531,505,000
SEK6,360,634,252,613
SEK2,167,640,941,816
SGD
SGD2,679,206,971
SGD11,915,236,971
SGD492,891,332,696
SGD466,654,798,374
ZAR
ZAR27,215,880,589
ZAR102,575,023,043
ZAR2,464,719,759,028
ZAR1,571,299,550,328
Total in USD$366,138,669,312$2,853,963,374,936$102,240,391,159,487$22,022,011,438,819

Figures as of COB Sep 23, 2016. Weekly figures as of COB Sep 23, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $61,098,878,000
OIS $96,315,937,000
Basis $16,792,700,000
Zeroes $0
FRAs $52,850,000,000
VNS $75,349,562
Inflation $105,500,000
Total$227,238,364,562
ProductVolume
EUR
USD
Equivalent
IRS €38,206,758,000 $42,894,727,207
OIS €9,984,650,000 $11,209,766,555
Basis €60,200,000 $67,586,540
Zeroes €1,000,000,000 $1,122,700,000
FRAs €1,000,000,000 $1,122,700,000
VNS €0 $0
Inflation €147,000,000 $165,036,900
Total€50,398,608,000$56,582,517,202
ProductVolume
GBP
USD
Equivalent
IRS £4,816,141,000 $6,244,849,228
OIS £1,621,250,000 $2,102,193,813
Basis £60,000,000 $77,799,000
Zeroes £0 $0
FRAs £0 $0
VNS £23,867,692 $30,948,043
Inflation £103,450,000 $134,138,443
Total£6,624,708,692$8,589,928,527
ProductVolume
JPY
USD
Equivalent
IRS ¥2,679,889,484,000 $26,529,619,205
OIS ¥17,000,000,000 $168,291,838
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,696,889,484,000$26,697,911,043
ProductVolume
CHF
USD
Equivalent
IRS CHF2,478,411,000 $2,554,536,178
OIS CHF250,000,000 $257,678,829
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF500,000,000 $515,357,658
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,228,411,000$3,327,572,665
ProductVolume
AUD
USD
Equivalent
IRS $10,980,316,494 $8,371,393,295
OIS $9,780,000,000 $7,456,272,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,760,316,494$15,827,665,295
ProductVolume
CAD
USD
Equivalent
IRS $10,351,540,000 $7,862,327,206
OIS $11,410,000,000 $8,666,261,583
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$21,761,540,000$16,528,588,789
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,437,000,000 $142,806,690
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,437,000,000$142,806,690
ProductVolume
DKK
USD
Equivalent
IRS DKK100,000,000 $15,059,787
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK100,000,000$15,059,787
ProductVolume
HKD
USD
Equivalent
IRS HKD1,358,100,000 $175,100,888
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,358,100,000$175,100,888
ProductVolume
HUF
USD
Equivalent
IRS HUF275,585,543,168 $1,011,731,500
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF275,585,543,168$1,011,731,500
ProductVolume
NOK
USD
Equivalent
IRS NOK2,972,840,000 $366,397,574
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK7,000,000,000 $862,738,331
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK9,972,840,000$1,229,135,905
ProductVolume
NZD
USD
Equivalent
IRS NZD3,628,850,000 $2,628,738,940
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,628,850,000$2,628,738,940
ProductVolume
PLN
USD
Equivalent
IRS PLN1,490,800,000 $389,197,092
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,540,000,000 $402,041,536
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,030,800,000$791,238,628
ProductVolume
SEK
USD
Equivalent
IRS SEK11,922,500,000 $1,395,685,053
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK11,922,500,000$1,395,685,053
ProductVolume
SGD
USD
Equivalent
IRS SGD2,679,206,971 $1,971,164,634
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,679,206,971$1,971,164,634
ProductVolume
ZAR
USD
Equivalent
IRS ZAR27,215,880,589 $1,985,459,204
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR27,215,880,589$1,985,459,204
ProductUSD
Equivalent
IRS$165,637,671,681
OIS$126,176,401,618
Basis$16,938,085,540
Zeroes$1,122,700,000
FRAs$55,752,837,525
VNS$106,297,605
Inflation$404,675,343
Total$366,138,669,312
Show:
ProductUSD
Equivalent
IRS $381,974,276,641
OIS $1,088,118,097,049
Basis $54,834,798,693
Zeroes $0
FRAs $534,744,000,000
VNS $1,169,062,432
Inflation $707,500,000
Total$2,061,547,734,815
ProductVolume
EUR
USD
Equivalent
IRS €170,681,915,216 $191,046,302,583
OIS €119,295,745,000 $133,436,763,659
Basis €670,300,000 $749,817,840
Zeroes €2,132,000,000 $2,391,502,200
FRAs €7,065,000,000 $7,913,023,750
VNS €462,741,018 $516,399,216
Inflation €1,546,227,700 $1,730,034,710
Total€301,853,928,934$337,783,843,958
ProductVolume
GBP
USD
Equivalent
IRS £48,795,674,613 $63,548,562,396
OIS £22,587,650,000 $29,427,708,693
Basis £838,100,000 $1,091,393,545
Zeroes £292,803,000 $381,538,592
FRAs £2,103,000,000 $2,740,756,550
VNS £120,013,094 $156,374,078
Inflation £1,307,301,940 $1,704,159,538
Total£76,044,542,647$99,050,493,392
ProductVolume
JPY
USD
Equivalent
IRS ¥9,441,978,335,924 $93,271,397,827
OIS ¥1,823,850,000,000 $18,143,511,054
Basis ¥119,000,000,000 $1,169,993,118
Zeroes ¥0 $0
FRAs ¥18,000,000,000 $179,443,724
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,402,828,335,924$112,764,345,723
ProductVolume
CHF
USD
Equivalent
IRS CHF9,112,362,876 $9,350,484,759
OIS CHF250,000,000 $257,678,829
Basis CHF10,000,000 $10,211,897
Zeroes CHF0 $0
FRAs CHF735,420,000 $758,309,155
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,107,782,876$10,376,684,640
ProductVolume
AUD
USD
Equivalent
IRS $45,610,579,055 $34,637,300,536
OIS $66,445,000,000 $50,355,272,250
Basis $193,500,000 $146,012,475
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$112,249,079,055$85,138,585,261
ProductVolume
CAD
USD
Equivalent
IRS $57,277,900,000 $43,606,091,275
OIS $50,843,000,000 $38,744,952,881
Basis $100,000,000 $75,820,760
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$108,220,900,000$82,426,864,916
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,650,330,000 $441,138,387
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,650,330,000$441,138,387
ProductVolume
DKK
USD
Equivalent
IRS DKK2,926,200,000 $439,234,403
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,926,200,000$439,234,403
ProductVolume
HKD
USD
Equivalent
IRS HKD17,565,170,000 $2,264,663,984
OIS HKD0 $0
Basis HKD950,000,000 $122,491,345
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD18,515,170,000$2,387,155,329
ProductVolume
HUF
USD
Equivalent
IRS HUF1,188,099,898,251 $4,325,282,697
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF345,000,000,000 $1,254,426,222
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,533,099,898,251$5,579,708,919
ProductVolume
NOK
USD
Equivalent
IRS NOK34,582,075,000 $4,188,847,106
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK7,000,000,000 $862,738,331
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK41,582,075,000$5,051,585,437
ProductVolume
NZD
USD
Equivalent
IRS NZD23,046,750,000 $16,830,579,041
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,046,750,000$16,830,579,041
ProductVolume
PLN
USD
Equivalent
IRS PLN22,716,020,000 $5,928,374,075
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,350,000,000 $1,656,169,309
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,066,020,000$7,584,543,384
ProductVolume
SEK
USD
Equivalent
IRS SEK67,991,505,000 $7,941,090,284
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK20,540,000,000 $2,399,975,844
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK88,531,505,000$10,341,066,128
ProductVolume
SGD
USD
Equivalent
IRS SGD11,915,236,971 $8,777,120,092
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,915,236,971$8,777,120,092
ProductVolume
ZAR
USD
Equivalent
IRS ZAR102,575,023,043 $7,442,691,111
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR102,575,023,043$7,442,691,111
ProductUSD
Equivalent
IRS$876,013,437,197
OIS$1,358,483,984,415
Basis$58,200,539,673
Zeroes$2,773,040,792
FRAs$552,508,842,885
VNS$1,841,835,726
Inflation$4,141,694,248
Total$2,853,963,374,936
Show:
ProductUSD
Equivalent
IRS $13,789,296,001,445
OIS $25,534,530,789,915
Basis $1,635,411,617,404
Zeroes $238,301,218,396
FRAs $8,685,790,625,500
VNS $36,486,987,047
Inflation $3,153,500,000
Total$49,922,970,739,707
ProductVolume
EUR
USD
Equivalent
IRS €5,854,887,719,461 $6,534,713,000,328
OIS €14,112,522,652,081 $15,673,070,296,944
Basis €110,507,953,469 $123,799,468,424
Zeroes €355,336,530,000 $399,084,756,869
FRAs €2,324,302,373,425 $2,588,204,821,281
VNS €14,908,520,550 $16,660,694,524
Inflation €14,628,136,534 $16,384,183,470
Total€22,787,093,885,520$25,351,917,221,840
ProductVolume
GBP
USD
Equivalent
IRS £1,745,038,514,474 $2,427,399,338,758
OIS £5,955,076,794,514 $8,283,465,661,790
Basis £146,948,320,000 $208,170,284,410
Zeroes £70,106,562,653 $99,151,425,048
FRAs £797,370,100,000 $1,111,593,988,670
VNS £5,438,265,922 $7,458,302,043
Inflation £17,117,277,470 $23,358,082,621
Total£8,737,095,835,033$12,160,597,083,340
ProductVolume
JPY
USD
Equivalent
IRS ¥358,308,720,957,912 $3,283,133,729,461
OIS ¥23,764,920,000,000 $216,392,355,024
Basis ¥26,926,126,034,450 $242,700,670,883
Zeroes ¥3,524,940,000,000 $32,087,966,362
FRAs ¥5,788,540,000,000 $55,647,286,147
VNS ¥0 $0
Inflation ¥0 $0
Total¥418,313,246,992,362$3,829,962,007,877
ProductVolume
CHF
USD
Equivalent
IRS CHF277,710,895,185 $284,847,480,520
OIS CHF8,910,000,000 $9,236,012,434
Basis CHF38,076,100,000 $38,956,061,547
Zeroes CHF52,448,230,000 $53,677,895,533
FRAs CHF36,274,350,000 $36,925,049,589
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF413,419,575,185$423,642,499,623
ProductVolume
AUD
USD
Equivalent
IRS $1,445,853,240,655 $1,072,666,578,146
OIS $4,930,317,094,000 $3,670,334,974,746
Basis $80,392,357,401 $59,459,787,962
Zeroes $46,525,083,374 $34,659,861,340
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,503,087,775,430$4,837,121,202,194
ProductVolume
CAD
USD
Equivalent
IRS $1,646,428,871,799 $1,253,068,120,670
OIS $1,656,163,499,130 $1,258,010,172,703
Basis $11,296,500,000 $8,728,788,927
Zeroes $142,640,900,000 $110,274,268,058
FRAs $0 $0
VNS $385,527,481 $292,210,711
Inflation $0 $0
Total$3,456,915,298,410$2,630,373,561,069
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,002,767,697,550 $82,588,788,838
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK340,730,000,000 $13,906,405,546
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,359,537,697,550$97,143,790,303
ProductVolume
DKK
USD
Equivalent
IRS DKK323,157,155,651 $48,475,053,371
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,700,000,000 $711,524,059
FRAs DKK7,300,000,000 $1,091,190,629
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK335,157,155,651$50,277,768,059
ProductVolume
HKD
USD
Equivalent
IRS HKD1,188,361,861,805 $153,036,361,807
OIS HKD0 $0
Basis HKD32,791,000,000 $4,223,729,738
Zeroes HKD11,150,000,000 $1,435,147,721
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,232,302,861,805$158,695,239,266
ProductVolume
HUF
USD
Equivalent
IRS HUF27,720,530,683,909 $99,196,110,248
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF48,430,000,000 $172,741,157
FRAs HUF36,009,295,877,866 $128,847,550,789
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF63,778,256,561,775$228,216,402,194
ProductVolume
NOK
USD
Equivalent
IRS NOK803,404,035,533 $95,663,484,632
OIS NOK0 $0
Basis NOK7,445,000,000 $879,377,741
Zeroes NOK9,188,800,000 $1,111,510,437
FRAs NOK677,186,000,000 $80,194,740,433
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,497,223,835,533$177,849,113,243
ProductVolume
NZD
USD
Equivalent
IRS NZD1,085,200,576,430 $747,327,470,104
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD23,020,000,000 $15,991,710,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,110,060,576,430$764,631,129,404
ProductVolume
PLN
USD
Equivalent
IRS PLN707,303,273,577 $180,594,426,053
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,484,000,000 $615,360,945
FRAs PLN554,980,000,000 $142,356,785,697
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,265,617,273,577$323,786,037,974
ProductVolume
SEK
USD
Equivalent
IRS SEK4,514,896,565,651 $538,325,542,864
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK163,303,009,833 $19,426,638,347
FRAs SEK1,682,434,677,129 $200,383,755,539
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK6,360,634,252,613$758,135,936,750
ProductVolume
SGD
USD
Equivalent
IRS SGD454,362,332,696 $330,462,343,882
OIS SGD0 $0
Basis SGD108,000,000 $77,314,053
Zeroes SGD38,421,000,000 $28,322,632,467
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD492,891,332,696$358,862,290,402
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,464,719,759,028 $166,209,136,242
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,464,719,759,028$166,209,136,242
ProductUSD
Equivalent
IRS$31,087,002,967,369
OIS$54,645,040,263,556
Basis$2,323,938,515,168
Zeroes$1,035,673,253,158
FRAs$13,044,942,199,820
VNS$60,898,194,325
Inflation$42,895,766,091
Total$102,240,391,159,487
Show:
ProductUSD
Equivalent
IRS $4,594,587,232,285
OIS $3,385,111,592,615
Basis $986,945,758,856
Zeroes $83,673,953,560
FRAs $1,755,483,723,698
VNS $79,427,378,393
Inflation $2,606,800,000
Total$10,887,836,439,407
ProductVolume
EUR
USD
Equivalent
IRS €2,201,554,153,840 $2,471,684,848,516
OIS €1,271,031,789,220 $1,426,987,389,757
Basis €95,978,196,352 $107,754,721,045
Zeroes €106,664,716,003 $119,752,476,656
FRAs €157,229,210,000 $176,521,234,067
VNS €23,585,023,536 $26,478,905,924
Inflation €9,365,961,952 $10,515,165,483
Total€3,865,409,050,903$4,339,694,741,448
ProductVolume
GBP
USD
Equivalent
IRS £466,601,659,300 $605,019,041,531
OIS £468,864,906,097 $607,953,680,491
Basis £70,166,170,000 $90,980,964,331
Zeroes £21,436,551,640 $27,795,704,684
FRAs £97,090,200,000 $125,892,007,830
VNS £12,991,962,379 $16,846,028,018
Inflation £11,933,741,414 $15,473,885,804
Total£1,149,085,190,830$1,489,961,312,689
ProductVolume
JPY
USD
Equivalent
IRS ¥86,027,227,530,099 $851,628,248,578
OIS ¥6,030,278,000,000 $59,696,856,902
Basis ¥18,788,143,415,550 $185,993,599,124
Zeroes ¥494,540,000,000 $4,895,708,558
FRAs ¥711,150,000,000 $7,040,043,558
VNS ¥0 $0
Inflation ¥0 $0
Total¥112,051,338,945,649$1,109,254,456,720
ProductVolume
CHF
USD
Equivalent
IRS CHF74,583,014,282 $76,873,855,166
OIS CHF3,235,000,000 $3,334,364,049
Basis CHF22,750,250,000 $23,449,031,128
Zeroes CHF11,479,750,000 $11,832,354,154
FRAs CHF7,705,420,000 $7,942,094,414
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF119,753,434,282$123,431,698,911
ProductVolume
AUD
USD
Equivalent
IRS $785,502,348,719 $598,866,990,664
OIS $819,565,000,000 $624,836,356,000
Basis $101,722,217,574 $77,553,018,678
Zeroes $33,550,083,374 $25,578,583,564
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,740,339,649,667$1,326,834,948,906
ProductVolume
CAD
USD
Equivalent
IRS $563,311,727,589 $427,853,355,301
OIS $426,411,000,000 $323,872,854,322
Basis $15,791,800,000 $11,994,379,462
Zeroes $74,577,000,000 $56,643,627,525
FRAs $0 $0
VNS $385,527,481 $292,820,508
Inflation $0 $0
Total$1,080,477,055,070$820,657,037,118
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK912,286,665,916 $37,905,335,657
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK85,000,000,000 $3,531,733,666
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK997,286,665,916$41,437,069,323
ProductVolume
DKK
USD
Equivalent
IRS DKK471,954,183,502 $71,075,296,452
OIS DKK0 $0
Basis DKK3,800,000,000 $572,271,920
Zeroes DKK1,750,000,000 $263,546,279
FRAs DKK3,300,000,000 $496,972,983
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK480,804,183,502$72,408,087,634
ProductVolume
HKD
USD
Equivalent
IRS HKD706,641,954,955 $91,107,896,360
OIS HKD0 $0
Basis HKD33,883,000,000 $4,368,561,519
Zeroes HKD4,258,000,000 $548,987,249
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD744,782,954,955$96,025,445,128
ProductVolume
HUF
USD
Equivalent
IRS HUF10,827,525,432,879 $39,750,084,191
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,100,000,000 $139,872,976
FRAs HUF11,199,150,000,000 $41,114,394,802
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF22,064,775,432,879$81,004,351,969
ProductVolume
NOK
USD
Equivalent
IRS NOK355,880,530,121 $43,861,682,108
OIS NOK0 $0
Basis NOK9,310,000,000 $1,147,441,981
Zeroes NOK8,150,000,000 $1,004,473,914
FRAs NOK76,351,293,900 $9,410,169,701
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK449,691,824,021$55,423,767,704
ProductVolume
NZD
USD
Equivalent
IRS NZD1,005,579,978,287 $728,442,136,271
OIS NZD0 $0
Basis NZD1,940,000,000 $1,405,336,000
Zeroes NZD13,860,000,000 $10,040,184,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,021,379,978,287$739,887,656,271
ProductVolume
PLN
USD
Equivalent
IRS PLN363,076,807,661 $94,786,985,253
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $431,803,052
FRAs PLN119,604,000,000 $31,224,529,755
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN484,334,807,661$126,443,318,060
ProductVolume
SEK
USD
Equivalent
IRS SEK1,682,403,857,813 $196,947,445,427
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK76,889,811,710 $9,000,961,288
FRAs SEK408,347,272,293 $47,802,405,916
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,167,640,941,816$253,750,812,631
ProductVolume
SGD
USD
Equivalent
IRS SGD436,799,798,374 $321,365,360,781
OIS SGD0 $0
Basis SGD388,000,000 $285,462,036
Zeroes SGD29,467,000,000 $21,679,664,509
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD466,654,798,374$343,330,487,326
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,571,299,550,328 $114,629,807,576
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,571,299,550,328$114,629,807,576
ProductUSD
Equivalent
IRS$11,366,385,602,117
OIS$6,431,793,094,136
Basis$1,492,450,546,080
Zeroes$373,281,901,968
FRAs$2,206,459,310,390
VNS$123,045,132,843
Inflation$28,595,851,287
Total$22,022,011,438,821

Figures as of COB Sep 23, 2016.

Notional Outstanding by Product

As of COB Sep 23, 2016

Daily Notional by Tenor
 

As of COB Sep 23, 2016

Notional Outstanding by Tenor
 

As of COB Sep 23, 2016

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
$1,171,596,579,153
$7,873,483,685,661
$220,827,185,878,719
$101,520,992,656,634
EUR
€304,646,541,138
€2,756,966,194,174
€131,472,441,518,941
€70,822,061,934,849
GBP
£63,806,823,502
£808,827,960,518
£43,559,895,404,577
£23,593,192,325,191
JPY
¥9,711,330,968,000
¥56,051,941,089,088
¥2,063,658,047,162,010
¥2,026,182,318,866,800
CHF
CHF18,706,953,060
CHF41,959,986,812
CHF2,710,295,247,936
CHF2,950,108,288,578
AUD
$129,962,883,598
$554,180,578,472
$26,449,534,691,488
$17,442,129,841,457
CAD
$69,551,783,996
$387,355,372,063
$11,347,769,403,703
$10,244,605,548,419
Other*
Show All
Hide
$57,516,711,378
$313,979,063,753
$13,611,869,131,666
$15,484,027,014,026
CZK
CZK8,984,000,000
CZK61,170,102,000
CZK8,848,265,424,695
CZK10,715,845,801,657
DKK
DKK1,700,000,000
DKK10,867,400,000
DKK2,169,893,761,559
DKK4,133,338,094,108
HKD
HKD5,882,200,000
HKD65,572,820,956
HKD5,418,977,542,141
HKD8,280,395,287,739
HUF
HUF719,731,086,336
HUF5,543,595,136,502
HUF278,099,944,631,550
HUF201,946,551,218,082
NOK
NOK75,289,680,000
NOK736,432,950,000
NOK13,943,308,646,102
NOK13,799,714,076,431
NZD
NZD11,682,894,000
NZD69,538,474,000
NZD3,092,126,845,925
NZD3,795,559,651,667
PLN
PLN17,655,850,000
PLN97,570,690,000
PLN5,274,947,271,971
PLN4,667,491,901,870
SEK
SEK144,856,464,688
SEK441,842,354,688
SEK33,706,765,001,479
SEK33,172,160,640,685
SGD
SGD11,000,983,942
SGD56,929,871,422
SGD2,071,795,125,179
SGD2,827,120,146,180
ZAR
ZAR83,395,761,178
ZAR301,834,748,086
ZAR8,343,005,502,123
ZAR13,368,818,746,418
Total in USD$1,921,204,653,892$13,639,430,314,495$491,567,265,677,366$271,287,002,210,041

Figures as of COB Sep 23, 2016. Weekly figures as of COB Sep 23, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $267,663,552,444
OIS $294,060,175,338
Basis $72,744,688,000
Zeroes $0
FRAs $534,146,000,000
VNS $709,163,371
Inflation $2,273,000,000
Total$1,171,596,579,153
ProductVolume
EUR
USD
Equivalent
IRS €219,353,376,861 $246,268,036,202
OIS €70,222,359,884 $78,838,643,442
Basis €210,400,000 $236,216,080
Zeroes €2,000,000,000 $2,245,400,000
FRAs €11,300,000,000 $12,686,510,000
VNS €278,404,393 $312,564,612
Inflation €1,282,000,000 $1,439,301,400
Total€304,646,541,138$342,026,671,736
ProductVolume
GBP
USD
Equivalent
IRS £20,637,121,718 $26,759,123,876
OIS £33,790,900,000 $43,814,970,485
Basis £2,636,800,000 $3,419,006,720
Zeroes £39,566,400 $51,303,773
FRAs £5,900,000,000 $7,650,235,000
VNS £47,735,384 $61,896,086
Inflation £754,700,000 $978,581,755
Total£63,806,823,502$82,735,117,695
ProductVolume
JPY
USD
Equivalent
IRS ¥9,677,330,968,000 $95,800,930,238
OIS ¥34,000,000,000 $336,583,676
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥9,711,330,968,000$96,137,513,914
ProductVolume
CHF
USD
Equivalent
IRS CHF13,484,953,060 $13,899,147,660
OIS CHF1,500,000,000 $1,546,072,975
Basis CHF2,722,000,000 $2,805,607,091
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,030,715,316
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF18,706,953,060$19,281,543,042
ProductVolume
AUD
USD
Equivalent
IRS $49,734,883,598 $37,917,875,255
OIS $79,260,000,000 $60,427,824,000
Basis $968,000,000 $738,003,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$129,962,883,598$99,083,702,455
ProductVolume
CAD
USD
Equivalent
IRS $30,452,280,000 $23,129,485,037
OIS $38,820,000,000 $29,485,037,217
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $279,503,996 $212,292,265
Inflation $0 $0
Total$69,551,783,996$52,826,814,519
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,984,000,000 $373,283,474
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,984,000,000$373,283,474
ProductVolume
DKK
USD
Equivalent
IRS DKK1,700,000,000 $256,016,385
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,700,000,000$256,016,385
ProductVolume
HKD
USD
Equivalent
IRS HKD5,882,200,000 $758,396,617
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,882,200,000$758,396,617
ProductVolume
HUF
USD
Equivalent
IRS HUF719,731,086,336 $2,642,281,605
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF719,731,086,336$2,642,281,605
ProductVolume
NOK
USD
Equivalent
IRS NOK15,289,680,000 $1,884,427,573
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK60,000,000,000 $7,394,899,984
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK75,289,680,000$9,279,327,557
ProductVolume
NZD
USD
Equivalent
IRS NZD11,682,894,000 $8,463,088,414
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,682,894,000$8,463,088,414
ProductVolume
PLN
USD
Equivalent
IRS PLN14,575,850,000 $3,805,257,868
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,080,000,000 $804,083,071
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN17,655,850,000$4,609,340,939
ProductVolume
SEK
USD
Equivalent
IRS SEK47,856,464,688 $5,602,227,089
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK97,000,000,000 $11,355,122,682
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK144,856,464,688$16,957,349,771
ProductVolume
SGD
USD
Equivalent
IRS SGD11,000,983,942 $8,093,719,792
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,000,983,942$8,093,719,792
ProductVolume
ZAR
USD
Equivalent
IRS ZAR83,395,761,178 $6,083,906,824
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR83,395,761,178$6,083,906,824
ProductUSD
Equivalent
IRS$749,400,756,353
OIS$508,509,307,133
Basis$79,943,521,091
Zeroes$2,296,703,773
FRAs$575,067,566,053
VNS$1,295,916,334
Inflation$4,690,883,155
Total$1,921,204,653,892
Show:
ProductUSD
Equivalent
IRS $1,463,314,477,811
OIS $3,019,542,695,436
Basis $255,641,185,386
Zeroes $0
FRAs $3,118,160,000,000
VNS $10,784,527,028
Inflation $6,040,800,000
Total$7,873,483,685,661
ProductVolume
EUR
USD
Equivalent
IRS €1,322,548,934,542 $1,480,603,021,547
OIS €509,852,249,884 $570,349,590,004
Basis €7,133,600,000 $7,970,173,830
Zeroes €4,264,000,000 $4,783,004,400
FRAs €903,216,000,000 $1,008,615,993,700
VNS €1,420,574,348 $1,587,707,055
Inflation €8,530,835,400 $9,546,836,844
Total€2,756,966,194,174$3,083,456,327,380
ProductVolume
GBP
USD
Equivalent
IRS £188,290,314,978 $245,262,647,083
OIS £143,628,900,000 $187,061,047,585
Basis £21,103,500,000 $27,489,649,785
Zeroes £910,108,536 $1,184,734,376
FRAs £446,442,000,000 $581,021,231,700
VNS £632,711,414 $824,561,521
Inflation £7,820,425,590 $10,196,375,856
Total£808,827,960,518$1,053,040,247,906
ProductVolume
JPY
USD
Equivalent
IRS ¥49,676,321,089,088 $492,741,089,420
OIS ¥5,419,100,000,000 $53,849,838,933
Basis ¥920,520,000,000 $9,094,536,995
Zeroes ¥0 $0
FRAs ¥36,000,000,000 $358,887,449
VNS ¥0 $0
Inflation ¥0 $0
Total¥56,051,941,089,088$556,044,352,797
ProductVolume
CHF
USD
Equivalent
IRS CHF31,669,646,812 $32,545,840,726
OIS CHF3,400,000,000 $3,504,738,209
Basis CHF4,419,500,000 $4,538,235,363
Zeroes CHF0 $0
FRAs CHF2,470,840,000 $2,543,312,354
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF41,959,986,812$43,132,126,652
ProductVolume
AUD
USD
Equivalent
IRS $320,952,578,472 $244,163,715,187
OIS $217,530,000,000 $165,182,052,500
Basis $15,698,000,000 $11,913,026,950
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$554,180,578,472$421,258,794,637
ProductVolume
CAD
USD
Equivalent
IRS $226,414,050,418 $172,527,341,816
OIS $141,686,000,000 $107,907,028,179
Basis $18,400,000,000 $13,951,019,789
Zeroes $1,846,000 $1,409,053
FRAs $0 $0
VNS $853,475,645 $648,916,872
Inflation $0 $0
Total$387,355,372,063$295,035,715,709
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK61,170,102,000 $2,531,087,216
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK61,170,102,000$2,531,087,216
ProductVolume
DKK
USD
Equivalent
IRS DKK10,867,400,000 $1,631,341,248
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,867,400,000$1,631,341,248
ProductVolume
HKD
USD
Equivalent
IRS HKD62,772,820,956 $8,093,101,896
OIS HKD0 $0
Basis HKD2,800,000,000 $361,027,122
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD65,572,820,956$8,454,129,018
ProductVolume
HUF
USD
Equivalent
IRS HUF3,951,595,136,502 $14,370,852,177
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,592,000,000,000 $5,774,639,876
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,543,595,136,502$20,145,492,053
ProductVolume
NOK
USD
Equivalent
IRS NOK125,406,950,000 $15,248,079,291
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK611,026,000,000 $74,290,911,405
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK736,432,950,000$89,538,990,696
ProductVolume
NZD
USD
Equivalent
IRS NZD69,538,474,000 $50,782,878,558
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD69,538,474,000$50,782,878,558
ProductVolume
PLN
USD
Equivalent
IRS PLN80,870,690,000 $21,096,495,152
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,700,000,000 $4,359,993,834
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN97,570,690,000$25,456,488,986
ProductVolume
SEK
USD
Equivalent
IRS SEK220,762,354,688 $25,781,415,545
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK221,080,000,000 $25,824,070,020
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK441,842,354,688$51,605,485,565
ProductVolume
SGD
USD
Equivalent
IRS SGD56,929,871,422 $41,926,626,296
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,929,871,422$41,926,626,296
ProductVolume
ZAR
USD
Equivalent
IRS ZAR301,834,748,086 $21,906,544,117
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR301,834,748,086$21,906,544,117
ProductUSD
Equivalent
IRS$4,334,526,555,086
OIS$4,107,396,990,846
Basis$330,958,855,220
Zeroes$5,969,147,829
FRAs$4,820,949,040,338
VNS$13,845,712,476
Inflation$25,784,012,700
Total$13,639,430,314,495
Show:
ProductUSD
Equivalent
IRS $51,400,956,449,297
OIS $69,489,047,773,996
Basis $8,174,183,494,316
Zeroes $1,087,064,736,672
FRAs $90,486,454,135,488
VNS $162,503,045,950
Inflation $26,976,243,000
Total$220,827,185,878,719
ProductVolume
EUR
USD
Equivalent
IRS €39,003,850,961,742 $43,554,946,036,309
OIS €46,232,120,607,799 $51,397,876,625,618
Basis €402,030,202,389 $448,799,178,890
Zeroes €1,770,779,940,788 $1,979,697,425,225
FRAs €43,718,356,346,850 $48,711,117,182,263
VNS €106,097,876,610 $118,801,732,499
Inflation €239,205,582,763 $266,584,674,032
Total€131,472,441,518,941$146,477,822,854,836
ProductVolume
GBP
USD
Equivalent
IRS £7,327,967,955,313 $10,200,858,766,510
OIS £19,601,262,620,822 $27,185,171,259,285
Basis £1,147,489,827,052 $1,606,389,518,876
Zeroes £233,113,256,321 $327,708,717,141
FRAs £15,097,879,830,140 $21,095,481,407,295
VNS £38,842,980,058 $54,110,047,809
Inflation £113,338,934,871 $155,021,505,325
Total£43,559,895,404,577$60,624,741,222,241
ProductVolume
JPY
USD
Equivalent
IRS ¥1,743,884,785,983,512 $16,057,892,386,936
OIS ¥106,936,757,243,782 $981,498,369,530
Basis ¥113,614,525,188,900 $1,027,004,702,914
Zeroes ¥86,174,898,745,816 $786,286,757,447
FRAs ¥13,047,080,000,000 $125,023,640,224
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,063,658,047,162,010$18,977,705,857,051
ProductVolume
CHF
USD
Equivalent
IRS CHF899,262,225,936 $919,959,984,037
OIS CHF62,226,000,000 $63,924,416,325
Basis CHF161,371,262,000 $164,681,124,227
Zeroes CHF107,659,060,000 $110,134,467,083
FRAs CHF1,479,776,700,000 $1,504,734,570,740
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,710,295,247,936$2,763,434,562,412
ProductVolume
AUD
USD
Equivalent
IRS $8,620,149,326,667 $6,412,934,955,259
OIS $16,440,137,188,000 $12,226,771,328,492
Basis $672,431,262,204 $498,084,991,829
Zeroes $716,816,914,617 $537,874,726,440
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$26,449,534,691,488$19,675,666,002,020
ProductVolume
CAD
USD
Equivalent
IRS $5,839,307,885,111 $4,427,304,551,941
OIS $4,472,178,294,956 $3,385,751,755,638
Basis $148,624,028,485 $112,693,273,719
Zeroes $884,647,349,002 $680,801,709,946
FRAs $0 $0
VNS $3,011,846,149 $2,288,877,177
Inflation $0 $0
Total$11,347,769,403,703$8,608,840,168,421
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,222,129,424,695 $256,382,671,929
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK39,080,000,000 $1,587,253,705
FRAs CZK2,587,056,000,000 $106,170,132,337
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,848,265,424,695$364,140,057,971
ProductVolume
DKK
USD
Equivalent
IRS DKK1,069,841,761,559 $160,109,971,889
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK9,400,000,000 $1,423,048,118
FRAs DKK1,090,652,000,000 $163,589,994,373
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,169,893,761,559$325,123,014,380
ProductVolume
HKD
USD
Equivalent
IRS HKD5,119,433,542,141 $659,229,769,465
OIS HKD0 $0
Basis HKD101,892,000,000 $13,123,321,165
Zeroes HKD197,652,000,000 $25,459,837,021
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,418,977,542,141$697,812,927,651
ProductVolume
HUF
USD
Equivalent
IRS HUF94,877,092,875,818 $339,442,671,553
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,860,000,000 $647,450,499
FRAs HUF183,041,991,755,732 $655,152,241,704
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF278,099,944,631,550$995,242,363,756
ProductVolume
NOK
USD
Equivalent
IRS NOK3,518,171,046,102 $418,868,285,897
OIS NOK0 $0
Basis NOK18,640,000,000 $2,199,835,953
Zeroes NOK24,377,600,000 $2,945,533,774
FRAs NOK10,382,120,000,000 $1,231,897,300,691
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,943,308,646,102$1,655,910,956,315
ProductVolume
NZD
USD
Equivalent
IRS NZD3,036,614,845,925 $2,098,595,896,816
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD53,080,000,000 $37,177,750,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,092,126,845,925$2,137,508,046,816
ProductVolume
PLN
USD
Equivalent
IRS PLN2,332,621,271,971 $595,504,175,135
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,578,000,000 $2,398,581,658
FRAs PLN2,931,048,000,000 $751,360,109,734
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,274,947,271,971$1,349,701,797,086
ProductVolume
SEK
USD
Equivalent
IRS SEK13,892,797,943,435 $1,656,125,279,362
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK355,150,036,946 $42,259,961,385
FRAs SEK19,458,817,021,098 $2,315,084,502,234
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK33,706,765,001,479$4,013,469,742,981
ProductVolume
SGD
USD
Equivalent
IRS SGD1,822,691,125,179 $1,328,221,502,581
OIS SGD0 $0
Basis SGD216,000,000 $154,628,105
Zeroes SGD248,888,000,000 $183,503,631,719
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,071,795,125,179$1,511,879,762,405
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,343,005,502,123 $561,080,462,305
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,343,005,502,123$561,080,462,305
ProductUSD
Equivalent
IRS$141,048,413,817,221
OIS$164,730,041,528,884
Basis$12,049,487,400,553
Zeroes$5,806,971,587,833
FRAs$167,146,065,217,083
VNS$337,703,703,435
Inflation$448,582,422,357
Total$491,567,265,677,366
Show:
ProductUSD
Equivalent
IRS $38,515,111,002,781
OIS $16,365,057,061,129
Basis $14,934,721,658,325
Zeroes $601,101,361,715
FRAs $30,613,769,863,438
VNS $464,669,466,246
Inflation $26,562,243,000
Total$101,520,992,656,634
ProductVolume
EUR
USD
Equivalent
IRS €37,979,831,814,883 $42,639,957,178,570
OIS €13,143,535,076,829 $14,756,246,830,756
Basis €1,010,611,260,778 $1,134,613,262,475
Zeroes €1,765,350,549,394 $1,981,959,061,805
FRAs €16,345,211,867,016 $18,350,769,363,099
VNS €269,715,265,067 $302,809,328,091
Inflation €307,806,100,881 $345,573,909,459
Total€70,822,061,934,848$79,511,928,934,255
ProductVolume
GBP
USD
Equivalent
IRS £8,307,120,159,980 $10,771,427,355,439
OIS £4,799,964,370,566 $6,223,873,801,095
Basis £3,630,744,951,840 $4,707,805,441,803
Zeroes £339,781,193,708 $440,577,284,822
FRAs £6,225,164,535,625 $8,071,859,595,119
VNS £106,248,441,542 $137,767,041,725
Inflation £184,168,671,929 $238,802,308,457
Total£23,593,192,325,190$30,592,112,828,460
ProductVolume
JPY
USD
Equivalent
IRS ¥1,663,789,937,610,890 $16,470,721,552,353
OIS ¥66,393,925,685,902 $657,267,986,793
Basis ¥222,060,375,570,000 $2,198,291,101,025
Zeroes ¥67,925,780,000,000 $672,432,609,018
FRAs ¥6,012,300,000,000 $59,518,883,334
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,026,182,318,866,792$20,058,232,132,523
ProductVolume
CHF
USD
Equivalent
IRS CHF1,657,873,809,282 $1,708,795,927,935
OIS CHF43,792,000,000 $45,137,085,137
Basis CHF457,957,262,000 $472,023,564,214
Zeroes CHF75,234,011,459 $77,544,847,927
FRAs CHF715,251,205,837 $737,220,372,951
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,950,108,288,578$3,040,721,798,164
ProductVolume
AUD
USD
Equivalent
IRS $10,454,816,109,215 $7,970,751,801,666
OIS $4,481,908,425,699 $3,417,006,983,753
Basis $1,926,296,341,511 $1,468,608,330,768
Zeroes $579,108,965,031 $441,512,674,940
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,442,129,841,456$13,297,879,791,127
ProductVolume
CAD
USD
Equivalent
IRS $7,588,282,370,476 $5,763,544,258,298
OIS $1,703,643,194,050 $1,293,971,740,886
Basis $359,938,473,932 $273,384,835,130
Zeroes $589,729,663,813 $447,918,626,624
FRAs $0 $0
VNS $3,011,846,149 $2,287,593,916
Inflation $0 $0
Total$10,244,605,548,420$7,781,107,054,854
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,432,792,700,279 $391,930,724,017
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,490,000,000 $2,180,949,413
FRAs CZK1,230,563,101,378 $51,129,660,388
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,715,845,801,657$445,241,333,818
ProductVolume
DKK
USD
Equivalent
IRS DKK3,398,374,491,802 $511,787,972,019
OIS DKK0 $0
Basis DKK8,480,000,000 $1,277,069,968
Zeroes DKK10,250,000,000 $1,543,628,204
FRAs DKK716,233,602,306 $107,863,257,478
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,133,338,094,108$622,471,927,669
ProductVolume
HKD
USD
Equivalent
IRS HKD8,074,391,287,739 $1,041,037,543,061
OIS HKD0 $0
Basis HKD115,952,000,000 $14,949,781,462
Zeroes HKD90,052,000,000 $11,610,474,336
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,280,395,287,739$1,067,597,798,859
ProductVolume
HUF
USD
Equivalent
IRS HUF116,936,387,995,809 $429,297,654,084
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF532,630,000,000 $1,955,394,838
FRAs HUF84,477,533,222,273 $310,134,488,132
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF201,946,551,218,082$741,387,537,054
ProductVolume
NOK
USD
Equivalent
IRS NOK7,636,313,786,173 $941,162,944,917
OIS NOK0 $0
Basis NOK28,831,400,000 $3,553,421,990
Zeroes NOK52,171,005,656 $6,429,989,481
FRAs NOK6,082,397,884,603 $749,645,400,323
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,799,714,076,432$1,700,791,756,711
ProductVolume
NZD
USD
Equivalent
IRS NZD3,754,565,651,667 $2,719,807,358,067
OIS NZD0 $0
Basis NZD4,832,000,000 $3,500,300,800
Zeroes NZD36,162,000,000 $26,195,752,800
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,795,559,651,667$2,749,503,411,667
ProductVolume
PLN
USD
Equivalent
IRS PLN3,296,853,084,699 $860,696,023,887
OIS PLN0 $0
Basis PLN2,374,000,000 $619,770,523
Zeroes PLN18,266,000,000 $4,768,630,318
FRAs PLN1,349,998,817,171 $352,438,699,675
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,667,491,901,870$1,218,523,124,403
ProductVolume
SEK
USD
Equivalent
IRS SEK22,747,478,723,795 $2,662,890,841,426
OIS SEK0 $0
Basis SEK500,000,000 $58,531,560
Zeroes SEK432,046,859,684 $50,576,753,568
FRAs SEK9,992,135,057,207 $1,169,710,509,600
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK33,172,160,640,686$3,883,236,636,154
ProductVolume
SGD
USD
Equivalent
IRS SGD2,582,436,146,180 $1,899,967,735,565
OIS SGD0 $0
Basis SGD776,000,000 $570,924,073
Zeroes SGD243,908,000,000 $179,449,676,280
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,827,120,146,180$2,079,988,335,918
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,368,818,746,418 $975,285,151,771
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,368,818,746,418$975,285,151,771
ProductUSD
Equivalent
IRS$136,274,173,025,856
OIS$42,758,561,489,549
Basis$25,213,977,994,116
Zeroes$4,947,757,716,089
FRAs$60,574,060,093,537
VNS$907,533,429,978
Inflation$610,938,460,916
Total$271,287,002,210,041

Figures as of COB Sep 23, 2016.

Notional Outstanding by Product

As of COB Sep 23, 2016

Daily Notional by Tenor

As of COB Sep 23, 2016

Notional Outstanding by Currency

As of COB Sep 23, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

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.