Daily Volumes

  • Client Notional Cleared (USD)
    $365,274,924,686,929
    Client Notional Outstanding (USD)
    $19,705,458,132,636
    As of COB Jul 22, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,065,121,000,000,000
    Trades Compressed
    8,840,595
  • 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 22, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$211,302,918,000
$1,164,006,115,404
$35,638,263,554,619
$8,073,237,458,035
EUR
€42,128,202,015
€267,673,088,436
€20,312,067,208,245
€3,884,323,255,354
GBP
£62,874,405,500
£202,119,630,485
£7,331,828,236,188
£1,653,068,255,941
JPY
¥3,372,109,283,805
¥11,871,991,106,257
¥327,329,813,431,546
¥106,111,362,978,217
CHF
CHF2,893,220,000
CHF10,621,853,200
CHF318,548,148,307
CHF119,240,966,853
AUD
$27,747,842,000
$165,926,472,800
$5,331,623,610,592
$2,128,584,279,838
CAD
$8,178,300,000
$59,304,050,000
$2,538,918,169,102
$955,864,577,097
Other*
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$6,999,855,662
$64,691,067,088
$2,417,059,023,407
$1,767,615,637,055
CZK
CZK23,117,825,000
CZK42,979,958,300
CZK1,808,360,632,406
CZK863,413,866,224
DKK
DKK90,000,000
DKK2,815,660,000
DKK240,533,403,041
DKK428,133,857,488
HKD
HKD4,122,900,000
HKD22,705,100,000
HKD932,257,783,036
HKD675,429,329,022
HUF
HUF17,780,000,000
HUF2,928,436,996,000
HUF54,564,314,742,398
HUF21,114,714,033,604
NOK
NOK2,047,294,000
NOK20,656,391,000
NOK1,155,480,521,281
NOK413,554,435,816
NZD
NZD1,642,317,741
NZD34,474,537,253
NZD884,963,466,172
NZD1,009,163,327,629
PLN
PLN2,475,600,000
PLN19,239,076,000
PLN986,264,714,282
PLN457,879,809,682
SEK
SEK8,774,864,000
SEK59,040,105,000
SEK5,216,907,582,451
SEK2,012,961,651,825
SGD
SGD1,434,050,000
SGD6,696,325,000
SGD376,239,303,947
SGD427,577,552,509
ZAR
ZAR19,607,400,000
ZAR85,699,400,000
ZAR1,622,512,566,993
ZAR1,304,707,228,006
Total in USD$408,543,530,136$2,082,193,005,797$80,086,737,989,509$19,705,458,132,636

Figures as of COB Jul 22, 2016. Weekly figures as of COB Jul 22, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $51,447,667,212
OIS $75,114,800,000
Basis $34,281,500,000
Zeroes $3,452,000,000
FRAs $46,760,000,000
VNS $246,950,788
Inflation $0
Total$211,302,918,000
ProductVolume
EUR
USD
Equivalent
IRS €18,456,373,110 $20,251,255,395
OIS €23,620,400,000 $25,917,483,900
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
VNS €51,428,905 $56,430,366
Inflation €0 $0
Total€42,128,202,015$46,225,169,661
ProductVolume
GBP
USD
Equivalent
IRS £6,764,476,500 $8,862,817,110
OIS £53,540,300,000 $70,148,501,060
Basis £0 $0
Zeroes £0 $0
FRAs £2,555,400,000 $3,348,085,080
VNS £13,000,000 $17,032,600
Inflation £1,229,000 $1,610,236
Total£62,874,405,500$82,378,046,086
ProductVolume
JPY
USD
Equivalent
IRS ¥2,892,109,283,805 $27,249,345,492
OIS ¥40,000,000,000 $376,878,504
Basis ¥20,000,000,000 $188,439,252
Zeroes ¥0 $0
FRAs ¥420,000,000,000 $3,957,224,290
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,372,109,283,805$31,771,887,538
ProductVolume
CHF
USD
Equivalent
IRS CHF495,220,000 $501,488,608
OIS CHF750,000,000 $759,493,671
Basis CHF0 $0
Zeroes CHF1,078,000,000 $1,091,645,570
FRAs CHF570,000,000 $577,215,190
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,893,220,000$2,929,843,039
ProductVolume
AUD
USD
Equivalent
IRS $4,872,842,000 $3,637,820,195
OIS $22,875,000,000 $17,077,331,250
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$27,747,842,000$20,715,151,445
ProductVolume
CAD
USD
Equivalent
IRS $3,148,300,000 $2,394,690,804
OIS $5,030,000,000 $3,825,967,901
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$8,178,300,000$6,220,658,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK23,117,825,000 $938,871,177
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK23,117,825,000$938,871,177
ProductVolume
DKK
USD
Equivalent
IRS DKK90,000,000 $13,275,707
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK90,000,000$13,275,707
ProductVolume
HKD
USD
Equivalent
IRS HKD4,122,900,000 $531,435,090
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,122,900,000$531,435,090
ProductVolume
HUF
USD
Equivalent
IRS HUF17,780,000,000 $62,245,094
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF17,780,000,000$62,245,094
ProductVolume
NOK
USD
Equivalent
IRS NOK2,047,294,000 $239,203,393
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,047,294,000$239,203,393
ProductVolume
NZD
USD
Equivalent
IRS NZD1,642,317,741 $1,149,129,723
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,642,317,741$1,149,129,723
ProductVolume
PLN
USD
Equivalent
IRS PLN2,225,600,000 $560,428,077
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN250,000,000 $62,952,471
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,475,600,000$623,380,548
ProductVolume
SEK
USD
Equivalent
IRS SEK8,774,864,000 $1,013,661,715
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK8,774,864,000$1,013,661,715
ProductVolume
SGD
USD
Equivalent
IRS SGD1,434,050,000 $1,055,807,105
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,434,050,000$1,055,807,105
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,607,400,000 $1,372,846,110
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,607,400,000$1,372,846,110
ProductUSD
Equivalent
IRS$121,281,988,007
OIS$193,220,456,286
Basis$34,469,939,252
Zeroes$4,543,645,570
FRAs$54,705,477,031
VNS$320,413,754
Inflation$1,610,236
Total$408,543,530,136
Show:
ProductUSD
Equivalent
IRS $324,916,222,545
OIS $445,835,200,000
Basis $95,331,150,000
Zeroes $8,043,000,000
FRAs $288,949,000,000
VNS $931,542,859
Inflation $0
Total$1,164,006,115,404
ProductVolume
EUR
USD
Equivalent
IRS €115,488,908,500 $127,322,809,564
OIS €132,695,870,000 $146,210,701,853
Basis €3,392,500,000 $3,742,383,600
Zeroes €5,551,300,000 $6,130,234,110
FRAs €9,769,000,000 $10,786,714,750
VNS €775,509,936 $854,649,859
Inflation €0 $0
Total€267,673,088,436$295,047,493,736
ProductVolume
GBP
USD
Equivalent
IRS £32,456,931,057 $42,772,559,492
OIS £133,526,899,918 $175,767,025,371
Basis £1,474,320,000 $1,953,533,403
Zeroes £142,002,029 $187,584,253
FRAs £34,410,400,000 $45,362,529,880
VNS £41,671,390 $54,757,488
Inflation £67,406,091 $89,032,985
Total£202,119,630,485$266,187,022,872
ProductVolume
JPY
USD
Equivalent
IRS ¥11,123,491,106,257 $104,758,927,099
OIS ¥220,000,000,000 $2,066,558,901
Basis ¥20,000,000,000 $188,439,252
Zeroes ¥88,500,000,000 $834,488,176
FRAs ¥420,000,000,000 $3,957,224,290
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,871,991,106,257$111,805,637,718
ProductVolume
CHF
USD
Equivalent
IRS CHF3,464,993,200 $3,518,154,799
OIS CHF1,250,000,000 $1,266,695,943
Basis CHF91,000,000 $92,231,850
Zeroes CHF3,970,860,000 $4,032,241,693
FRAs CHF1,845,000,000 $1,875,057,209
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,621,853,200$10,784,381,494
ProductVolume
AUD
USD
Equivalent
IRS $31,359,472,800 $23,522,286,915
OIS $133,485,000,000 $99,896,515,250
Basis $924,000,000 $692,175,600
Zeroes $158,000,000 $118,136,600
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$165,926,472,800$124,229,114,365
ProductVolume
CAD
USD
Equivalent
IRS $36,842,550,000 $28,235,289,789
OIS $21,772,500,000 $16,680,426,788
Basis $0 $0
Zeroes $689,000,000 $526,456,543
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$59,304,050,000$45,442,173,120
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK42,979,958,300 $1,750,965,435
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK42,979,958,300$1,750,965,435
ProductVolume
DKK
USD
Equivalent
IRS DKK2,815,660,000 $417,348,113
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,815,660,000$417,348,113
ProductVolume
HKD
USD
Equivalent
IRS HKD19,505,100,000 $2,514,752,324
OIS HKD0 $0
Basis HKD3,200,000,000 $412,581,811
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD22,705,100,000$2,927,334,135
ProductVolume
HUF
USD
Equivalent
IRS HUF497,236,996,000 $1,743,627,162
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,431,200,000,000 $8,512,477,430
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,928,436,996,000$10,256,104,592
ProductVolume
NOK
USD
Equivalent
IRS NOK17,656,391,000 $2,076,362,360
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,000,000,000 $352,891,357
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK20,656,391,000$2,429,253,717
ProductVolume
NZD
USD
Equivalent
IRS NZD34,474,537,253 $24,241,694,598
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD34,474,537,253$24,241,694,598
ProductVolume
PLN
USD
Equivalent
IRS PLN11,665,076,000 $2,941,722,938
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,574,000,000 $1,916,329,144
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,239,076,000$4,858,052,082
ProductVolume
SEK
USD
Equivalent
IRS SEK45,010,105,000 $5,230,709,222
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK14,030,000,000 $1,639,653,437
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK59,040,105,000$6,870,362,659
ProductVolume
SGD
USD
Equivalent
IRS SGD6,613,325,000 $4,883,111,131
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD83,000,000 $61,191,389
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,696,325,000$4,944,302,520
ProductVolume
ZAR
USD
Equivalent
IRS ZAR85,699,400,000 $5,995,649,237
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR85,699,400,000$5,995,649,237
ProductUSD
Equivalent
IRS$706,842,192,723
OIS$887,723,124,106
Basis$102,412,495,516
Zeroes$19,933,332,764
FRAs$363,351,877,497
VNS$1,840,950,206
Inflation$89,032,985
Total$2,082,193,005,797
Show:
ProductUSD
Equivalent
IRS $10,772,380,843,260
OIS $18,422,664,452,168
Basis $1,096,210,180,403
Zeroes $193,239,671,343
FRAs $5,125,222,825,500
VNS $28,169,181,945
Inflation $376,400,000
Total$35,638,263,554,619
ProductVolume
EUR
USD
Equivalent
IRS €4,636,709,120,182 $5,170,431,121,723
OIS €13,161,746,233,640 $14,606,782,063,981
Basis €70,019,903,469 $78,304,146,624
Zeroes €291,005,730,000 $326,924,458,899
FRAs €2,133,653,373,425 $2,375,317,644,931
VNS €11,658,800,545 $13,042,810,762
Inflation €7,274,046,984 $8,136,929,594
Total€20,312,067,208,245$22,578,939,176,514
ProductVolume
GBP
USD
Equivalent
IRS £1,279,879,797,682 $1,815,932,803,899
OIS £5,172,128,105,088 $7,251,076,096,330
Basis £131,348,070,000 $187,635,144,055
Zeroes £65,313,441,756 $92,871,606,476
FRAs £671,284,700,000 $946,141,089,620
VNS £3,154,814,956 $4,440,856,540
Inflation £8,719,306,706 $12,304,171,892
Total£7,331,828,236,188$10,310,401,768,812
ProductVolume
JPY
USD
Equivalent
IRS ¥280,068,377,397,096 $2,516,423,484,955
OIS ¥19,129,620,000,000 $170,644,251,649
Basis ¥24,518,276,034,450 $219,084,907,884
Zeroes ¥2,488,500,000,000 $21,990,301,532
FRAs ¥1,125,040,000,000 $10,234,048,386
VNS ¥0 $0
Inflation ¥0 $0
Total¥327,329,813,431,546$2,938,376,994,406
ProductVolume
CHF
USD
Equivalent
IRS CHF222,888,868,307 $228,521,784,922
OIS CHF6,990,000,000 $7,228,176,405
Basis CHF33,194,700,000 $33,936,841,375
Zeroes CHF26,908,650,000 $27,577,881,337
FRAs CHF28,565,930,000 $29,033,409,915
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF318,548,148,307$326,298,093,954
ProductVolume
AUD
USD
Equivalent
IRS $1,165,186,659,191 $860,261,355,044
OIS $4,046,536,594,000 $3,002,600,457,846
Basis $73,925,357,401 $54,561,918,112
Zeroes $45,975,000,000 $34,240,097,350
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,331,623,610,592$3,951,663,828,352
ProductVolume
CAD
USD
Equivalent
IRS $1,237,128,069,972 $939,638,846,398
OIS $1,174,970,699,130 $887,855,023,859
Basis $9,702,500,000 $7,504,415,811
Zeroes $117,116,900,000 $90,737,263,377
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,538,918,169,102$1,925,735,549,445
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,528,590,632,406 $62,973,418,722
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK263,730,000,000 $10,704,621,765
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,808,360,632,406$74,326,636,406
ProductVolume
DKK
USD
Equivalent
IRS DKK233,583,403,041 $35,011,997,025
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,950,000,000 $294,320,084
FRAs DKK5,000,000,000 $745,755,643
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK240,533,403,041$36,052,072,752
ProductVolume
HKD
USD
Equivalent
IRS HKD895,311,783,036 $115,254,230,345
OIS HKD0 $0
Basis HKD25,996,000,000 $3,347,611,990
Zeroes HKD10,950,000,000 $1,409,351,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD932,257,783,036$120,011,194,256
ProductVolume
HUF
USD
Equivalent
IRS HUF22,099,015,694,778 $78,906,157,798
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,930,000,000 $160,159,149
FRAs HUF32,420,369,047,620 $115,971,703,091
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF54,564,314,742,398$195,038,020,038
ProductVolume
NOK
USD
Equivalent
IRS NOK546,310,721,281 $64,658,853,959
OIS NOK0 $0
Basis NOK3,495,000,000 $399,567,405
Zeroes NOK2,788,800,000 $333,119,106
FRAs NOK602,886,000,000 $71,194,056,006
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,155,480,521,281$136,585,596,476
ProductVolume
NZD
USD
Equivalent
IRS NZD868,043,466,172 $589,875,458,362
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD15,080,000,000 $10,119,765,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD884,963,466,172$601,307,172,662
ProductVolume
PLN
USD
Equivalent
IRS PLN531,406,714,282 $135,050,974,570
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,479,000,000 $614,065,289
FRAs PLN451,529,000,000 $115,475,117,834
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN986,264,714,282$251,359,622,972
ProductVolume
SEK
USD
Equivalent
IRS SEK3,590,403,895,489 $429,566,600,210
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK136,153,009,833 $16,230,289,711
FRAs SEK1,490,350,677,129 $177,760,020,426
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,216,907,582,451$623,556,910,347
ProductVolume
SGD
USD
Equivalent
IRS SGD338,268,303,947 $244,637,566,662
OIS SGD0 $0
Basis SGD108,000,000 $77,314,053
Zeroes SGD37,863,000,000 $27,907,649,002
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD376,239,303,947$272,622,529,717
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,622,512,566,993 $106,199,267,781
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,622,512,566,993$106,199,267,781
ProductUSD
Equivalent
IRS$24,165,724,765,635
OIS$44,348,850,522,238
Basis$1,682,593,461,791
Zeroes$845,298,595,995
FRAs$8,977,800,293,117
VNS$45,652,849,247
Inflation$20,817,501,486
Total$80,086,737,989,509
Show:
ProductUSD
Equivalent
IRS $4,543,899,627,110
OIS $1,510,612,932,009
Basis $846,058,513,855
Zeroes $93,768,233,918
FRAs $1,005,244,494,216
VNS $73,297,256,926
Inflation $356,400,000
Total$8,073,237,458,034
ProductVolume
EUR
USD
Equivalent
IRS €2,067,817,907,343 $2,268,913,198,832
OIS €1,316,560,768,887 $1,444,596,303,662
Basis €78,737,446,352 $86,394,663,010
Zeroes €115,043,616,003 $126,231,607,659
FRAs €280,845,410,000 $308,157,626,123
VNS €20,430,016,667 $22,416,835,788
Inflation €4,888,090,102 $5,363,456,864
Total€3,884,323,255,354$4,262,073,691,938
ProductVolume
GBP
USD
Equivalent
IRS £466,204,023,420 $610,820,511,485
OIS £892,474,893,362 $1,169,320,605,282
Basis £69,106,720,000 $90,543,624,544
Zeroes £18,515,261,873 $24,258,696,106
FRAs £185,787,600,000 $243,418,913,520
VNS £10,750,900,391 $14,085,829,692
Inflation £10,228,856,896 $13,401,848,305
Total£1,653,068,255,942$2,165,850,028,934
ProductVolume
JPY
USD
Equivalent
IRS ¥80,766,441,562,667 $760,978,391,319
OIS ¥6,856,378,000,000 $64,600,537,052
Basis ¥17,480,393,415,550 $164,699,612,904
Zeroes ¥440,500,000,000 $4,150,374,523
FRAs ¥567,650,000,000 $5,348,377,067
VNS ¥0 $0
Inflation ¥0 $0
Total¥106,111,362,978,217$999,777,292,865
ProductVolume
CHF
USD
Equivalent
IRS CHF66,948,396,853 $67,795,844,915
OIS CHF2,315,000,000 $2,344,303,797
Basis CHF30,379,950,000 $30,764,506,329
Zeroes CHF16,227,850,000 $16,433,265,823
FRAs CHF3,369,770,000 $3,412,425,316
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF119,240,966,853$120,750,346,180
ProductVolume
AUD
USD
Equivalent
IRS $784,859,062,264 $585,936,532,934
OIS $1,202,131,000,000 $897,450,898,050
Basis $99,654,217,574 $74,396,856,130
Zeroes $41,940,000,000 $31,310,307,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,128,584,279,838$1,589,094,594,114
ProductVolume
CAD
USD
Equivalent
IRS $550,890,777,097 $419,023,942,418
OIS $300,870,000,000 $228,850,688,370
Basis $14,197,800,000 $10,799,269,795
Zeroes $89,906,000,000 $68,385,182,931
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$955,864,577,097$727,059,083,514
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK840,743,866,224 $34,144,656,062
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK22,670,000,000 $920,683,913
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK863,413,866,224$35,065,339,975
ProductVolume
DKK
USD
Equivalent
IRS DKK416,083,857,488 $61,375,637,232
OIS DKK0 $0
Basis DKK3,800,000,000 $560,529,848
Zeroes DKK1,750,000,000 $258,138,746
FRAs DKK6,500,000,000 $958,801,056
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK428,133,857,488$63,153,106,882
ProductVolume
HKD
USD
Equivalent
IRS HKD636,891,329,022 $82,094,254,229
OIS HKD0 $0
Basis HKD27,588,000,000 $3,556,048,234
Zeroes HKD10,950,000,000 $1,411,437,152
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD675,429,329,022$87,061,739,615
ProductVolume
HUF
USD
Equivalent
IRS HUF9,292,964,033,604 $32,533,263,434
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF34,600,000,000 $121,129,374
FRAs HUF11,787,150,000,000 $41,265,031,770
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,114,714,033,604$73,919,424,578
ProductVolume
NOK
USD
Equivalent
IRS NOK320,249,399,372 $37,417,558,463
OIS NOK0 $0
Basis NOK5,360,000,000 $626,256,017
Zeroes NOK1,750,000,000 $204,467,916
FRAs NOK86,195,036,444 $10,070,925,415
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK413,554,435,816$48,319,207,811
ProductVolume
NZD
USD
Equivalent
IRS NZD996,743,327,629 $697,421,306,342
OIS NZD0 $0
Basis NZD1,940,000,000 $1,357,418,000
Zeroes NZD10,480,000,000 $7,332,856,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,009,163,327,629$706,111,580,342
ProductVolume
PLN
USD
Equivalent
IRS PLN323,487,809,682 $81,457,427,682
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,649,000,000 $415,234,498
FRAs PLN132,743,000,000 $33,425,999,370
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN457,879,809,682$115,298,661,550
ProductVolume
SEK
USD
Equivalent
IRS SEK1,574,675,595,703 $181,904,627,187
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK70,178,811,710 $8,106,971,757
FRAs SEK368,107,244,413 $42,523,305,271
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,012,961,651,826$232,534,904,215
ProductVolume
SGD
USD
Equivalent
IRS SGD397,844,552,509 $292,909,665,017
OIS SGD0 $0
Basis SGD388,000,000 $285,661,697
Zeroes SGD29,345,000,000 $21,605,006,442
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD427,577,552,509$314,800,333,156
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,304,707,228,006 $91,351,338,930
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,304,707,228,006$91,351,338,930
ProductUSD
Equivalent
IRS$10,849,977,783,591
OIS$5,317,776,268,222
Basis$1,310,042,960,363
Zeroes$403,992,909,845
FRAs$1,694,746,583,037
VNS$109,799,922,406
Inflation$19,121,705,169
Total$19,705,458,132,633

Figures as of COB Jul 22, 2016.

Notional Outstanding by Product

As of COB Jul 22, 2016

Daily Notional by Tenor
 

As of COB Jul 22, 2016

Notional Outstanding by Tenor
 

As of COB Jul 22, 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
$674,705,317,850
$5,499,689,881,975
$161,635,812,658,548
$100,474,855,923,497
EUR
€262,253,532,031
€2,568,210,766,742
€109,626,468,571,729
€82,763,209,583,917
GBP
£194,686,049,016
£1,394,256,328,170
£35,070,559,125,248
£27,748,587,483,559
JPY
¥14,005,588,567,610
¥46,684,932,412,514
¥1,551,633,887,004,692
¥1,787,170,761,363,780
CHF
CHF6,421,940,000
CHF32,036,986,400
CHF2,081,243,944,720
CHF2,918,778,701,664
AUD
$140,695,604,000
$723,079,506,694
$21,336,784,237,754
$20,465,842,937,651
CAD
$23,136,737,500
$260,197,050,610
$8,614,594,089,103
$10,056,427,703,256
Other*
Show All
Hide
$32,731,652,441
$344,391,857,997
$10,611,070,770,161
$15,887,843,469,432
CZK
CZK126,081,650,000
CZK830,351,716,600
CZK7,117,660,852,407
CZK14,497,280,931,130
DKK
DKK180,000,000
DKK7,811,320,000
DKK1,582,093,228,939
DKK4,069,664,879,086
HKD
HKD14,035,800,000
HKD123,763,642,000
HKD4,182,442,317,215
HKD7,700,451,839,436
HUF
HUF41,560,000,000
HUF15,771,863,192,000
HUF242,385,827,652,796
HUF294,590,893,190,374
NOK
NOK9,694,588,000
NOK123,370,782,000
NOK10,665,280,710,653
NOK13,639,322,705,268
NZD
NZD11,119,135,482
NZD117,208,590,506
NZD2,406,238,375,407
NZD4,580,151,719,293
PLN
PLN10,465,200,000
PLN93,023,352,000
PLN4,291,612,836,917
PLN4,577,543,928,566
SEK
SEK56,265,418,000
SEK636,824,256,000
SEK26,389,510,589,595
SEK33,962,976,445,223
SGD
SGD4,585,700,000
SGD34,993,017,914
SGD1,584,505,002,253
SGD2,595,785,422,962
ZAR
ZAR60,071,800,000
ZAR254,517,800,000
ZAR5,786,388,970,633
ZAR12,702,390,821,338
Total in USD$1,511,370,476,934$11,724,610,461,164$382,092,697,085,685$286,253,205,414,040

Figures as of COB Jul 22, 2016. Weekly figures as of COB Jul 22, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $211,805,980,274
OIS $219,229,200,000
Basis $109,121,000,000
Zeroes $6,997,200,000
FRAs $127,020,000,000
VNS $531,937,576
Inflation $0
Total$674,705,317,850
ProductVolume
EUR
USD
Equivalent
IRS €120,483,934,220 $132,200,996,823
OIS €120,625,800,000 $132,356,659,050
Basis €1,000,000,000 $1,097,250,000
Zeroes €4,000,000,000 $4,389,000,000
FRAs €15,000,000,000 $16,458,750,000
VNS €100,857,811 $110,666,233
Inflation €1,042,940,000 $1,144,365,915
Total€262,253,532,031$287,757,688,021
ProductVolume
GBP
USD
Equivalent
IRS £30,284,066,000 $39,678,183,274
OIS £150,194,600,000 $196,784,964,920
Basis £827,600,000 $1,084,321,520
Zeroes £0 $0
FRAs £12,310,800,000 $16,129,610,160
VNS £26,000,000 $34,065,200
Inflation £1,042,983,016 $1,366,516,348
Total£194,686,049,016$255,077,661,422
ProductVolume
JPY
USD
Equivalent
IRS ¥12,122,588,567,610 $114,218,576,036
OIS ¥690,000,000,000 $6,501,154,190
Basis ¥153,000,000,000 $1,441,560,277
Zeroes ¥200,000,000,000 $1,884,392,519
FRAs ¥840,000,000,000 $7,914,448,580
VNS ¥0 $0
Inflation ¥0 $0
Total¥14,005,588,567,610$131,960,131,602
ProductVolume
CHF
USD
Equivalent
IRS CHF1,310,440,000 $1,327,027,848
OIS CHF1,500,000,000 $1,518,987,342
Basis CHF315,500,000 $319,493,671
Zeroes CHF2,156,000,000 $2,183,291,139
FRAs CHF1,140,000,000 $1,154,430,380
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,421,940,000$6,503,230,380
ProductVolume
AUD
USD
Equivalent
IRS $57,173,604,000 $42,682,954,066
OIS $79,090,000,000 $59,044,639,500
Basis $4,432,000,000 $3,308,709,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$140,695,604,000$105,036,303,166
ProductVolume
CAD
USD
Equivalent
IRS $12,256,200,000 $9,322,430,973
OIS $10,060,000,000 $7,651,935,803
Basis $817,787,500 $622,033,544
Zeroes $2,750,000 $2,091,732
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$23,136,737,500$17,598,492,052
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK126,081,650,000 $5,120,482,882
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK126,081,650,000$5,120,482,882
ProductVolume
DKK
USD
Equivalent
IRS DKK180,000,000 $26,551,414
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK180,000,000$26,551,414
ProductVolume
HKD
USD
Equivalent
IRS HKD14,035,800,000 $1,809,191,743
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,035,800,000$1,809,191,743
ProductVolume
HUF
USD
Equivalent
IRS HUF41,560,000,000 $145,495,283
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF41,560,000,000$145,495,283
ProductVolume
NOK
USD
Equivalent
IRS NOK9,694,588,000 $1,132,704,117
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK9,694,588,000$1,132,704,117
ProductVolume
NZD
USD
Equivalent
IRS NZD9,119,135,482 $6,380,659,097
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,000,000,000 $1,399,400,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,119,135,482$7,780,059,097
ProductVolume
PLN
USD
Equivalent
IRS PLN5,965,200,000 $1,502,096,317
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,500,000,000 $1,133,144,476
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN10,465,200,000$2,635,240,793
ProductVolume
SEK
USD
Equivalent
IRS SEK40,265,418,000 $4,651,412,564
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,000,000,000 $1,848,300,719
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK56,265,418,000$6,499,713,283
ProductVolume
SGD
USD
Equivalent
IRS SGD4,585,700,000 $3,376,182,588
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,585,700,000$3,376,182,588
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,071,800,000 $4,206,031,241
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR60,071,800,000$4,206,031,241
ProductUSD
Equivalent
IRS$579,586,956,540
OIS$623,087,540,805
Basis$116,994,368,612
Zeroes$16,855,375,390
FRAs$171,658,684,315
VNS$676,669,009
Inflation$2,510,882,263
Total$1,511,370,476,934
Show:
ProductUSD
Equivalent
IRS $1,250,326,613,697
OIS $1,212,711,846,000
Basis $371,591,000,000
Zeroes $18,211,755,672
FRAs $2,643,536,000,000
VNS $3,312,666,606
Inflation $0
Total$5,499,689,881,975
ProductVolume
EUR
USD
Equivalent
IRS €812,233,260,311 $895,312,371,383
OIS €664,089,046,560 $731,789,846,588
Basis €11,485,000,000 $12,674,747,200
Zeroes €48,939,066,000 $53,980,800,519
FRAs €1,021,624,000,000 $1,126,074,362,900
VNS €5,340,453,871 $5,889,833,490
Inflation €4,499,940,000 $4,954,172,715
Total€2,568,210,766,742$2,830,676,134,795
ProductVolume
GBP
USD
Equivalent
IRS £185,845,446,736 $244,727,270,006
OIS £530,432,599,836 $698,942,715,633
Basis £20,315,140,000 $26,805,712,021
Zeroes £8,864,428,900 $11,735,108,697
FRAs £644,642,800,000 $849,701,425,560
VNS £1,447,375,500 $1,917,284,156
Inflation £2,708,537,198 $3,571,303,797
Total£1,394,256,328,170$1,837,400,819,870
ProductVolume
JPY
USD
Equivalent
IRS ¥40,538,452,412,514 $381,462,120,424
OIS ¥3,969,900,000,000 $37,266,982,221
Basis ¥431,580,000,000 $4,059,430,546
Zeroes ¥905,000,000,000 $8,501,456,710
FRAs ¥840,000,000,000 $7,914,448,580
VNS ¥0 $0
Inflation ¥0 $0
Total¥46,684,932,412,514$439,204,438,481
ProductVolume
CHF
USD
Equivalent
IRS CHF13,407,766,400 $13,604,593,255
OIS CHF2,500,000,000 $2,533,391,886
Basis CHF2,497,500,000 $2,539,787,989
Zeroes CHF7,941,720,000 $8,064,483,385
FRAs CHF5,690,000,000 $5,779,335,198
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF32,036,986,400$32,521,591,713
ProductVolume
AUD
USD
Equivalent
IRS $296,579,806,694 $222,132,962,298
OIS $396,810,000,000 $297,110,382,500
Basis $28,373,700,000 $21,253,678,545
Zeroes $1,316,000,000 $983,973,200
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$723,079,506,694$541,480,996,543
ProductVolume
CAD
USD
Equivalent
IRS $184,753,070,000 $141,503,699,709
OIS $66,815,000,000 $51,148,257,535
Basis $7,117,787,500 $5,437,074,257
Zeroes $1,511,193,110 $1,155,708,289
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$260,197,050,610$199,244,739,790
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK213,539,716,600 $8,693,313,644
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK616,812,000,000 $25,142,048,282
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK830,351,716,600$33,835,361,926
ProductVolume
DKK
USD
Equivalent
IRS DKK7,811,320,000 $1,157,769,273
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,811,320,000$1,157,769,273
ProductVolume
HKD
USD
Equivalent
IRS HKD112,563,642,000 $14,513,151,867
OIS HKD0 $0
Basis HKD11,200,000,000 $1,444,031,353
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD123,763,642,000$15,957,183,220
ProductVolume
HUF
USD
Equivalent
IRS HUF1,721,463,192,000 $6,033,999,855
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,050,400,000,000 $49,250,206,319
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,771,863,192,000$55,284,206,174
ProductVolume
NOK
USD
Equivalent
IRS NOK80,770,782,000 $9,495,765,279
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK42,600,000,000 $5,012,859,414
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK123,370,782,000$14,508,624,693
ProductVolume
NZD
USD
Equivalent
IRS NZD115,208,590,506 $81,022,892,172
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,000,000,000 $1,399,400,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD117,208,590,506$82,422,292,172
ProductVolume
PLN
USD
Equivalent
IRS PLN33,475,352,000 $8,443,979,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN59,548,000,000 $15,042,827,234
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN93,023,352,000$23,486,806,458
ProductVolume
SEK
USD
Equivalent
IRS SEK185,734,256,000 $21,581,645,403
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK451,090,000,000 $52,481,359,078
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK636,824,256,000$74,063,004,481
ProductVolume
SGD
USD
Equivalent
IRS SGD34,827,017,914 $25,745,730,298
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD166,000,000 $122,382,778
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD34,993,017,914$25,868,113,076
ProductVolume
ZAR
USD
Equivalent
IRS ZAR254,517,800,000 $17,808,496,524
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR254,517,800,000$17,808,496,524
ProductUSD
Equivalent
IRS$3,343,566,374,311
OIS$3,031,503,422,363
Basis$445,805,461,911
Zeroes$104,155,069,250
FRAs$4,779,934,872,565
VNS$11,119,784,252
Inflation$8,525,476,512
Total$11,724,610,461,164
Show:
ProductUSD
Equivalent
IRS $39,746,568,835,430
OIS $49,509,869,335,320
Basis $5,525,455,130,631
Zeroes $856,662,911,194
FRAs $65,877,868,535,488
VNS $118,579,110,485
Inflation $808,800,000
Total$161,635,812,658,548
ProductVolume
EUR
USD
Equivalent
IRS €30,572,469,702,512 $34,110,809,105,611
OIS €42,172,093,585,346 $46,848,665,906,719
Basis €273,887,102,389 $305,523,763,970
Zeroes €1,528,678,330,052 $1,708,527,044,527
FRAs €34,818,608,746,850 $38,752,227,569,563
VNS €86,719,364,419 $97,183,466,279
Inflation €174,011,740,161 $193,507,237,156
Total€109,626,468,571,729$122,016,444,093,825
ProductVolume
GBP
USD
Equivalent
IRS £5,488,324,199,477 $7,782,415,484,778
OIS £16,256,403,323,632 $22,780,195,463,713
Basis £908,587,894,466 $1,292,159,876,353
Zeroes £208,796,991,639 $295,756,924,981
FRAs £12,116,329,700,000 $17,167,643,462,910
VNS £28,790,796,547 $40,844,422,738
Inflation £63,326,219,487 $89,084,696,541
Total£35,070,559,125,248$49,448,100,332,014
ProductVolume
JPY
USD
Equivalent
IRS ¥1,287,359,725,826,194 $11,574,938,109,442
OIS ¥87,252,317,243,782 $787,572,938,327
Basis ¥99,332,445,188,900 $886,809,354,574
Zeroes ¥74,469,318,745,816 $671,019,109,439
FRAs ¥3,220,080,000,000 $29,321,981,597
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,551,633,887,004,692$13,949,661,493,379
ProductVolume
CHF
USD
Equivalent
IRS CHF718,311,722,720 $734,035,728,451
OIS CHF54,686,000,000 $56,108,374,817
Basis CHF132,476,462,000 $134,985,872,756
Zeroes CHF56,215,900,000 $57,556,001,304
FRAs CHF1,119,553,860,000 $1,136,308,347,780
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,081,243,944,720$2,118,994,325,108
ProductVolume
AUD
USD
Equivalent
IRS $6,482,601,006,429 $4,790,339,749,873
OIS $13,593,750,188,000 $10,071,257,235,142
Basis $557,818,462,204 $411,147,176,764
Zeroes $702,614,581,121 $527,020,685,682
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$21,336,784,237,754$15,799,764,847,461
ProductVolume
CAD
USD
Equivalent
IRS $4,386,497,963,660 $3,315,240,684,529
OIS $3,292,618,694,956 $2,478,877,683,012
Basis $117,376,028,485 $88,879,719,069
Zeroes $818,101,402,002 $629,850,478,579
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$8,614,594,089,103$6,512,848,565,189
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,777,124,852,407 $196,653,010,418
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK34,280,000,000 $1,389,078,568
FRAs CZK2,306,256,000,000 $94,508,087,323
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,117,660,852,407$292,550,176,309
ProductVolume
DKK
USD
Equivalent
IRS DKK834,047,228,939 $124,673,004,813
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK3,900,000,000 $588,640,169
FRAs DKK744,146,000,000 $111,279,769,254
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,582,093,228,939$236,541,414,236
ProductVolume
HKD
USD
Equivalent
IRS HKD3,919,456,317,215 $504,515,410,047
OIS HKD0 $0
Basis HKD77,142,000,000 $9,932,248,084
Zeroes HKD185,844,000,000 $23,937,085,431
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,182,442,317,215$538,384,743,562
ProductVolume
HUF
USD
Equivalent
IRS HUF77,549,229,557,556 $276,920,807,552
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF89,860,000,000 $320,318,298
FRAs HUF164,746,738,095,240 $589,461,552,996
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF242,385,827,652,796$866,702,678,846
ProductVolume
NOK
USD
Equivalent
IRS NOK2,477,877,110,653 $293,273,447,384
OIS NOK0 $0
Basis NOK10,740,000,000 $1,240,215,281
Zeroes NOK11,577,600,000 $1,388,751,112
FRAs NOK8,165,086,000,000 $963,199,965,938
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK10,665,280,710,653$1,259,102,379,715
ProductVolume
NZD
USD
Equivalent
IRS NZD2,370,406,375,407 $1,615,155,545,503
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD33,400,000,000 $22,652,653,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,406,238,375,407$1,639,542,598,503
ProductVolume
PLN
USD
Equivalent
IRS PLN1,801,958,836,917 $458,032,192,833
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,268,000,000 $2,317,930,396
FRAs PLN2,478,686,000,000 $633,820,001,305
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,291,612,836,917$1,094,609,055,093
ProductVolume
SEK
USD
Equivalent
IRS SEK10,991,675,531,551 $1,315,010,132,862
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK298,662,036,946 $35,611,483,326
FRAs SEK15,099,173,021,098 $1,802,635,546,778
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK26,389,510,589,595$3,153,257,162,966
ProductVolume
SGD
USD
Equivalent
IRS SGD1,336,517,002,253 $968,918,391,879
OIS SGD0 $0
Basis SGD216,000,000 $154,628,105
Zeroes SGD247,772,000,000 $182,673,664,788
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,584,505,002,253$1,151,746,684,772
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,786,388,970,633 $378,633,876,159
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,786,388,970,633$378,633,876,159
ProductUSD
Equivalent
IRS$108,186,133,517,564
OIS$132,532,546,937,050
Basis$8,658,461,316,146
Zeroes$5,017,272,760,794
FRAs$127,158,274,820,932
VNS$256,606,999,502
Inflation$283,400,733,697
Total$382,092,697,085,685
Show:
ProductUSD
Equivalent
IRS $39,196,744,217,271
OIS $16,991,010,227,972
Basis $13,663,491,348,118
Zeroes $624,723,255,059
FRAs $29,571,856,444,281
VNS $425,956,230,795
Inflation $1,074,200,000
Total$100,474,855,923,496
ProductVolume
EUR
USD
Equivalent
IRS €42,196,025,988,508 $46,299,589,515,890
OIS €18,293,474,894,517 $20,072,515,328,009
Basis €961,838,860,778 $1,055,377,689,989
Zeroes €1,996,299,236,636 $2,190,439,337,399
FRAs €18,793,633,328,577 $20,621,314,169,781
VNS €252,313,798,922 $276,851,315,867
Inflation €269,623,475,979 $295,844,359,018
Total€82,763,209,583,917$90,811,931,715,953
ProductVolume
GBP
USD
Equivalent
IRS £7,603,271,669,923 $9,961,806,541,933
OIS £8,880,441,881,432 $11,635,154,953,052
Basis £3,550,497,495,754 $4,651,861,818,937
Zeroes £367,097,459,210 $480,971,091,057
FRAs £7,108,033,535,868 $9,312,945,538,694
VNS £96,437,805,389 $126,352,812,621
Inflation £142,807,635,983 $187,106,564,665
Total£27,748,587,483,559$36,356,199,320,959
ProductVolume
JPY
USD
Equivalent
IRS ¥1,427,902,268,271,000 $13,453,641,760,692
OIS ¥69,554,117,522,784 $655,336,293,615
Basis ¥215,725,475,570,000 $2,032,557,361,568
Zeroes ¥72,153,600,000,000 $679,828,520,281
FRAs ¥1,835,300,000,000 $17,292,127,950
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,787,170,761,363,784$16,838,656,064,106
ProductVolume
CHF
USD
Equivalent
IRS CHF1,617,915,803,717 $1,638,395,750,599
OIS CHF57,736,000,000 $58,466,835,443
Basis CHF472,142,262,000 $478,118,746,329
Zeroes CHF60,906,531,459 $61,677,500,212
FRAs CHF710,078,104,488 $719,066,434,925
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,918,778,701,664$2,955,725,267,508
ProductVolume
AUD
USD
Equivalent
IRS $10,995,224,323,707 $8,208,484,718,864
OIS $6,927,120,440,897 $5,171,441,765,152
Basis $1,854,183,541,511 $1,384,240,722,915
Zeroes $689,314,631,535 $514,607,838,173
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,465,842,937,650$15,278,775,045,104
ProductVolume
CAD
USD
Equivalent
IRS $7,388,764,735,733 $5,620,114,654,090
OIS $1,562,085,393,486 $1,188,168,702,735
Basis $337,120,473,932 $256,423,879,160
Zeroes $768,457,100,106 $584,511,371,496
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,056,427,703,257$7,649,218,607,481
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,655,898,931,130 $513,986,879,386
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK47,690,000,000 $1,936,807,050
FRAs CZK1,793,692,000,000 $72,846,200,707
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,497,280,931,130$588,769,887,143
ProductVolume
DKK
USD
Equivalent
IRS DKK3,351,943,024,342 $494,437,924,910
OIS DKK0 $0
Basis DKK8,480,000,000 $1,250,866,609
Zeroes DKK7,500,000,000 $1,106,308,911
FRAs DKK701,741,854,744 $103,512,435,612
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,069,664,879,086$600,307,536,042
ProductVolume
HKD
USD
Equivalent
IRS HKD7,439,087,839,436 $958,886,297,386
OIS HKD0 $0
Basis HKD92,202,000,000 $11,884,687,518
Zeroes HKD169,162,000,000 $21,804,706,079
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,700,451,839,436$992,575,690,983
ProductVolume
HUF
USD
Equivalent
IRS HUF179,953,063,190,374 $629,988,493,376
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF470,130,000,000 $1,645,854,120
FRAs HUF114,167,700,000,000 $399,683,873,339
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF294,590,893,190,374$1,031,318,220,835
ProductVolume
NOK
USD
Equivalent
IRS NOK7,348,352,221,356 $858,572,722,970
OIS NOK0 $0
Basis NOK20,931,400,000 $2,445,599,850
Zeroes NOK51,077,998,734 $5,967,892,547
FRAs NOK6,218,961,085,178 $726,616,007,522
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,639,322,705,268$1,593,602,222,889
ProductVolume
NZD
USD
Equivalent
IRS NZD4,547,879,719,293 $3,182,151,439,590
OIS NZD0 $0
Basis NZD4,832,000,000 $3,380,950,400
Zeroes NZD27,440,000,000 $19,199,768,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,580,151,719,293$3,204,732,157,990
ProductVolume
PLN
USD
Equivalent
IRS PLN3,049,922,521,407 $768,000,634,915
OIS PLN0 $0
Basis PLN2,374,000,000 $597,796,664
Zeroes PLN21,010,000,000 $5,290,525,653
FRAs PLN1,504,237,407,159 $378,781,846,310
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,577,543,928,566$1,152,670,803,542
ProductVolume
SEK
USD
Equivalent
IRS SEK23,093,782,479,192 $2,667,765,921,862
OIS SEK0 $0
Basis SEK500,000,000 $57,759,397
Zeroes SEK424,024,859,684 $48,982,840,802
FRAs SEK10,444,669,106,348 $1,206,555,588,377
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK33,962,976,445,224$3,923,362,110,438
ProductVolume
SGD
USD
Equivalent
IRS SGD2,348,723,422,962 $1,729,227,625,961
OIS SGD0 $0
Basis SGD776,000,000 $571,323,394
Zeroes SGD246,286,000,000 $181,325,970,918
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,595,785,422,962$1,911,124,920,273
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,702,390,821,338 $889,379,919,294
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,702,390,821,338$889,379,919,294
ProductUSD
Equivalent
IRS$137,071,175,018,989
OIS$55,772,094,105,978
Basis$23,542,260,550,848
Zeroes$5,424,019,587,757
FRAs$63,130,470,667,498
VNS$829,160,359,283
Inflation$484,025,123,683
Total$286,253,205,414,036

Figures as of COB Jul 22, 2016.

Notional Outstanding by Product

As of COB Jul 22, 2016

Daily Notional by Tenor

As of COB Jul 22, 2016

Notional Outstanding by Currency

As of COB Jul 22, 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.