Daily Volumes

  • Client Notional Cleared (USD)
    $606,781,242,973,567
    Client Notional Outstanding (USD)
    $36,669,520,559,747
    As of COB Nov 20, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,763,980,000,000,000
    Trades Compressed
    13,410,639
  • 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 Nov 20, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$657,599,388,866
$2,659,282,250,149
$106,640,767,035,245
$17,516,820,508,992
EUR
€50,905,960,768
€539,446,785,144
€32,592,202,861,268
€7,465,305,053,488
GBP
£52,370,281,768
£391,922,837,914
£12,489,700,779,866
£2,765,228,892,228
JPY
¥563,408,300,000
¥4,203,119,063,516
¥325,131,844,473,032
¥121,519,228,216,803
CHF
CHF322,726,000
CHF8,147,961,222
CHF726,824,489,309
CHF191,661,937,591
AUD
$15,594,931,372
$120,438,977,550
$8,002,914,253,657
$1,825,366,730,073
CAD
$26,278,844,000
$133,480,257,446
$7,775,810,784,391
$1,453,105,006,381
Other*
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$27,669,140,576
$162,272,246,038
$7,010,649,605,623
$2,950,901,059,788
CZK
CZK69,177,000,000
CZK177,700,604,097
CZK9,718,791,081,916
CZK2,911,403,377,168
DKK
DKK659,000,000
DKK19,096,150,000
DKK405,422,982,180
DKK729,398,883,940
HKD
HKD4,916,900,000
HKD68,251,387,959
HKD3,707,316,665,428
HKD1,972,000,586,387
HUF
HUF343,780,000,000
HUF2,569,857,564,221
HUF125,928,493,394,391
HUF34,623,161,951,668
MXN
MXN900,000,000
MXN6,699,000,000
MXN402,554,567,935
MXN151,168,600,738
NOK
NOK42,151,946,870
NOK138,024,464,015
NOK3,905,412,168,909
NOK1,358,539,811,072
NZD
NZD4,442,558,339
NZD23,620,208,717
NZD1,259,348,624,453
NZD472,937,690,286
PLN
PLN2,514,615,000
PLN33,440,802,454
PLN1,855,507,315,890
PLN721,536,625,855
SEK
SEK97,270,127,701
SEK483,765,839,962
SEK21,547,608,404,319
SEK6,604,396,991,882
SGD
SGD1,774,220,000
SGD9,669,384,867
SGD777,565,889,562
SGD632,353,127,489
ZAR
ZAR11,819,527,000
ZAR362,274,547,532
ZAR8,483,994,550,338
ZAR5,354,532,769,395
Total in USD$851,903,208,936$4,213,321,076,424$182,106,470,879,830$36,669,520,559,747

Figures as of COB Nov 20, 2017. Weekly figures as of COB Nov 17, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $143,754,447,838
OIS $375,786,366,666
Basis $13,085,100,000
Zeroes $0
FRAs $122,900,000,000
VNS $1,721,999,362
Inflation $351,475,000
Total$657,599,388,866
ProductVolume
EUR
USD
Equivalent
IRS €44,849,161,000 $52,619,278,143
OIS €4,650,654,768 $5,456,380,706
Basis €250,000,000 $293,312,500
Zeroes €0 $0
FRAs €0 $0
VNS €188,592,000 $221,265,564
Inflation €967,553,000 $1,135,181,557
Total€50,905,960,768$59,725,418,470
ProductVolume
GBP
USD
Equivalent
IRS £16,445,325,864 $21,764,566,515
OIS £16,134,616,000 $21,353,357,545
Basis £3,140,050,000 $4,155,699,173
Zeroes £115,708,000 $153,133,753
FRAs £16,184,800,000 $21,419,773,560
VNS £146,304,133 $193,626,205
Inflation £203,477,771 $269,292,656
Total£52,370,281,768$69,309,449,407
ProductVolume
JPY
USD
Equivalent
IRS ¥503,408,300,000 $4,469,774,029
OIS ¥0 $0
Basis ¥60,000,000,000 $532,741,398
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥563,408,300,000$5,002,515,427
ProductVolume
CHF
USD
Equivalent
IRS CHF225,726,000 $227,179,952
OIS CHF0 $0
Basis CHF97,000,000 $97,624,799
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF322,726,000$324,804,751
ProductVolume
AUD
USD
Equivalent
IRS $12,944,931,372 $9,773,423,186
OIS $2,650,000,000 $2,000,750,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$15,594,931,372$11,774,173,186
ProductVolume
CAD
USD
Equivalent
IRS $10,242,844,000 $7,989,737,910
OIS $16,036,000,000 $12,508,580,343
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$26,278,844,000$20,498,318,253
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK42,577,000,000 $1,955,944,506
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK26,600,000,000 $1,221,977,214
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK69,177,000,000$3,177,921,720
ProductVolume
DKK
USD
Equivalent
IRS DKK659,000,000 $103,897,332
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK659,000,000$103,897,332
ProductVolume
HKD
USD
Equivalent
IRS HKD4,916,900,000 $629,471,973
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,916,900,000$629,471,973
ProductVolume
HUF
USD
Equivalent
IRS HUF284,580,000,000 $1,068,604,258
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF59,200,000,000 $222,297,323
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF343,780,000,000$1,290,901,581
ProductVolume
MXN
USD
Equivalent
IRS MXN900,000,000 $47,384,133
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN900,000,000$47,384,133
ProductVolume
NOK
USD
Equivalent
IRS NOK10,038,900,000 $1,210,512,354
OIS NOK0 $0
Basis NOK3,305,000,000 $398,524,074
Zeroes NOK0 $0
FRAs NOK28,674,928,288 $3,457,685,098
VNS NOK133,118,582 $16,051,728
Inflation NOK0 $0
TotalNOK42,151,946,870$5,082,773,254
ProductVolume
NZD
USD
Equivalent
IRS NZD4,442,558,339 $3,025,382,229
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,442,558,339$3,025,382,229
ProductVolume
PLN
USD
Equivalent
IRS PLN2,514,615,000 $697,370,939
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,514,615,000$697,370,939
ProductVolume
SEK
USD
Equivalent
IRS SEK46,570,127,701 $5,489,041,713
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK50,700,000,000 $5,975,813,866
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK97,270,127,701$11,464,855,579
ProductVolume
SGD
USD
Equivalent
IRS SGD1,774,220,000 $1,307,553,983
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,774,220,000$1,307,553,983
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,819,527,000 $841,627,853
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,819,527,000$841,627,853
ProductUSD
Equivalent
IRS$256,975,198,846
OIS$417,105,435,260
Basis$18,563,001,944
Zeroes$153,133,753
FRAs$155,197,547,061
VNS$2,152,942,859
Inflation$1,755,949,213
Total$851,903,208,936
Show:
ProductUSD
Equivalent
IRS $528,151,095,465
OIS $1,561,390,107,500
Basis $57,818,640,000
Zeroes $0
FRAs $501,265,950,000
VNS $7,977,839,834
Inflation $2,678,617,350
Total$2,659,282,250,149
ProductVolume
EUR
USD
Equivalent
IRS €167,290,496,801 $196,816,877,283
OIS €236,660,934,278 $277,875,242,449
Basis €0 $0
Zeroes €0 $0
FRAs €131,737,800,000 $154,429,576,550
VNS €1,044,805,065 $1,231,989,366
Inflation €2,712,749,000 $3,191,018,382
Total€539,446,785,144$633,544,704,030
ProductVolume
GBP
USD
Equivalent
IRS £119,756,111,347 $157,772,786,172
OIS £166,804,769,018 $219,755,369,136
Basis £31,753,385,000 $41,806,616,269
Zeroes £30,408,909 $40,050,054
FRAs £71,287,100,000 $93,958,621,005
VNS £618,209,640 $815,161,403
Inflation £1,672,854,000 $2,205,255,226
Total£391,922,837,914$516,353,859,265
ProductVolume
JPY
USD
Equivalent
IRS ¥3,625,819,063,516 $32,154,381,757
OIS ¥535,500,000,000 $4,742,497,179
Basis ¥1,800,000,000 $15,865,321
Zeroes ¥0 $0
FRAs ¥40,000,000,000 $352,035,204
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,203,119,063,516$37,264,779,461
ProductVolume
CHF
USD
Equivalent
IRS CHF7,908,461,222 $7,985,982,871
OIS CHF30,000,000 $30,349,014
Basis CHF100,000,000 $101,153,146
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF109,500,000 $110,379,750
Inflation CHF0 $0
TotalCHF8,147,961,222$8,227,864,781
ProductVolume
AUD
USD
Equivalent
IRS $63,579,827,550 $48,335,142,867
OIS $55,231,250,000 $42,070,972,813
Basis $1,627,900,000 $1,236,411,780
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$120,438,977,550$91,642,527,460
ProductVolume
CAD
USD
Equivalent
IRS $60,161,185,446 $47,211,532,881
OIS $70,666,300,000 $55,443,261,761
Basis $2,650,000,000 $2,075,872,551
Zeroes $0 $0
FRAs $0 $0
VNS $2,772,000 $2,178,047
Inflation $0 $0
Total$133,480,257,446$104,732,845,240
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK58,595,604,097 $2,690,702,637
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK119,105,000,000 $5,482,208,977
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK177,700,604,097$8,172,911,614
ProductVolume
DKK
USD
Equivalent
IRS DKK9,184,400,000 $1,453,422,887
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK9,788,000,000 $1,548,085,059
VNS DKK123,750,000 $19,621,989
Inflation DKK0 $0
TotalDKK19,096,150,000$3,021,129,935
ProductVolume
HKD
USD
Equivalent
IRS HKD65,858,387,959 $8,436,375,519
OIS HKD0 $0
Basis HKD2,393,000,000 $306,463,757
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD68,251,387,959$8,742,839,276
ProductVolume
HUF
USD
Equivalent
IRS HUF1,908,057,564,221 $7,189,596,026
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF661,800,000,000 $2,499,399,239
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,569,857,564,221$9,688,995,265
ProductVolume
MXN
USD
Equivalent
IRS MXN6,699,000,000 $351,456,256
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,699,000,000$351,456,256
ProductVolume
NOK
USD
Equivalent
IRS NOK103,468,153,297 $12,604,403,707
OIS NOK0 $0
Basis NOK5,700,000,000 $698,135,855
Zeroes NOK0 $0
FRAs NOK28,823,878,178 $3,517,379,642
VNS NOK32,432,540 $3,951,355
Inflation NOK0 $0
TotalNOK138,024,464,015$16,823,870,559
ProductVolume
NZD
USD
Equivalent
IRS NZD23,620,208,717 $16,198,935,623
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,620,208,717$16,198,935,623
ProductVolume
PLN
USD
Equivalent
IRS PLN32,312,102,454 $8,965,437,886
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,100,000,000 $305,729,652
VNS PLN28,700,000 $7,973,662
Inflation PLN0 $0
TotalPLN33,440,802,454$9,279,141,200
ProductVolume
SEK
USD
Equivalent
IRS SEK225,541,839,962 $26,843,370,237
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK257,924,000,000 $30,701,654,129
VNS SEK300,000,000 $35,712,177
Inflation SEK0 $0
TotalSEK483,765,839,962$57,580,736,543
ProductVolume
SGD
USD
Equivalent
IRS SGD9,669,384,867 $7,119,563,147
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,669,384,867$7,119,563,147
ProductVolume
ZAR
USD
Equivalent
IRS ZAR362,274,547,532 $25,292,666,620
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR362,274,547,532$25,292,666,620
ProductUSD
Equivalent
IRS$1,135,573,729,841
OIS$2,161,307,799,852
Basis$104,059,158,679
Zeroes$40,050,054
FRAs$794,060,639,457
VNS$10,204,807,583
Inflation$8,074,890,958
Total$4,213,321,076,424
Show:
ProductUSD
Equivalent
IRS $25,495,439,494,601
OIS $61,540,886,695,314
Basis $4,183,531,190,643
Zeroes $18,889,729,712
FRAs $15,155,616,419,103
VNS $80,324,414,933
Inflation $166,079,090,939
Total$106,640,767,035,245
ProductVolume
EUR
USD
Equivalent
IRS €12,504,574,410,558 $14,030,615,423,429
OIS €16,133,001,033,540 $17,960,132,647,574
Basis €285,787,213,408 $319,378,825,532
Zeroes €48,544,494,703 $53,013,261,123
FRAs €3,399,982,170,000 $3,786,537,995,852
VNS €39,345,657,582 $44,356,243,343
Inflation €180,967,881,477 $202,785,912,468
Total€32,592,202,861,268$36,396,820,309,321
ProductVolume
GBP
USD
Equivalent
IRS £3,718,534,830,020 $4,791,426,345,903
OIS £6,844,105,422,312 $8,940,020,571,775
Basis £312,247,990,400 $404,074,378,040
Zeroes £46,894,581,465 $60,414,650,599
FRAs £1,439,407,882,324 $1,879,727,131,268
VNS £21,962,743,262 $28,455,232,701
Inflation £106,547,330,083 $136,685,119,929
Total£12,489,700,779,866$16,240,803,430,215
ProductVolume
JPY
USD
Equivalent
IRS ¥278,484,563,436,489 $2,483,754,704,493
OIS ¥18,846,781,037,988 $168,308,909,115
Basis ¥24,641,303,713,237 $220,948,977,590
Zeroes ¥0 $0
FRAs ¥3,154,483,200,000 $28,002,459,801
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥325,131,844,473,032$2,901,055,886,985
ProductVolume
CHF
USD
Equivalent
IRS CHF598,451,139,309 $608,281,520,613
OIS CHF2,380,000,000 $2,398,670,664
Basis CHF80,020,250,000 $81,277,940,453
Zeroes CHF0 $0
FRAs CHF45,598,000,000 $46,202,268,450
VNS CHF375,100,000 $383,015,130
Inflation CHF0 $0
TotalCHF726,824,489,309$738,543,415,310
ProductVolume
AUD
USD
Equivalent
IRS $2,917,885,856,273 $2,241,741,225,414
OIS $5,006,472,342,848 $3,851,999,476,281
Basis $78,121,536,000 $59,821,737,817
Zeroes $0 $0
FRAs $0 $0
VNS $434,518,536 $330,498,399
Inflation $0 $0
Total$8,002,914,253,657$6,153,892,937,911
ProductVolume
CAD
USD
Equivalent
IRS $3,711,753,989,348 $2,867,871,602,684
OIS $4,029,931,936,694 $3,129,783,856,693
Basis $31,748,200,000 $24,483,124,234
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,155,108,349 $869,732,546
Inflation $0 $0
Total$7,775,810,784,391$6,023,938,259,220
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,296,001,165,418 $268,516,935,602
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,421,862,976,608 $146,644,840,370
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK9,718,791,081,916$415,200,959,278
ProductVolume
DKK
USD
Equivalent
IRS DKK361,117,409,816 $53,528,321,984
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK39,314,000,000 $6,011,271,708
VNS DKK1,841,572,364 $277,641,264
Inflation DKK0 $0
TotalDKK405,422,982,180$60,264,182,940
ProductVolume
HKD
USD
Equivalent
IRS HKD3,616,510,665,428 $463,912,240,806
OIS HKD0 $0
Basis HKD90,806,000,000 $11,651,186,425
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,707,316,665,428$475,563,427,231
ProductVolume
HUF
USD
Equivalent
IRS HUF92,768,339,442,391 $337,858,793,074
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF33,151,310,000,000 $118,437,067,613
VNS HUF2,943,952,000 $11,251,336
Inflation HUF0 $0
TotalHUF125,928,493,394,391$456,328,813,177
ProductVolume
MXN
USD
Equivalent
IRS MXN402,554,567,935 $21,830,504,724
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN402,554,567,935$21,830,504,724
ProductVolume
NOK
USD
Equivalent
IRS NOK2,217,145,895,410 $268,249,561,196
OIS NOK0 $0
Basis NOK46,277,540,000 $5,781,316,472
Zeroes NOK0 $0
FRAs NOK1,637,152,929,221 $197,840,115,556
VNS NOK4,835,804,278 $582,711,151
Inflation NOK0 $0
TotalNOK3,905,412,168,909$472,453,704,375
ProductVolume
NZD
USD
Equivalent
IRS NZD1,258,248,624,453 $895,406,938,666
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,259,348,624,453$896,169,558,916
ProductVolume
PLN
USD
Equivalent
IRS PLN1,454,663,642,898 $383,282,433,957
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN400,555,710,192 $104,396,823,902
VNS PLN262,962,800 $71,610,243
Inflation PLN0 $0
TotalPLN1,855,507,315,890$487,757,754,301
ProductVolume
SEK
USD
Equivalent
IRS SEK10,047,813,042,471 $1,181,947,605,793
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK11,492,304,266,620 $1,344,952,839,677
VNS SEK5,313,095,228 $615,647,961
Inflation SEK0 $0
TotalSEK21,547,608,404,319$2,527,765,315,328
ProductVolume
SGD
USD
Equivalent
IRS SGD776,266,189,562 $560,364,719,407
OIS SGD0 $0
Basis SGD1,299,700,000 $945,551,896
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD777,565,889,562$561,310,271,303
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,483,994,550,338 $636,005,114,050
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,483,994,550,338$636,005,114,050
ProductUSD
Equivalent
IRS$57,590,033,486,396
OIS$95,593,530,827,416
Basis$5,313,103,797,336
Zeroes$133,525,393,747
FRAs$22,814,369,233,300
VNS$156,358,018,299
Inflation$505,550,123,336
Total$182,106,470,879,830
Show:
ProductUSD
Equivalent
IRS $7,611,666,724,522
OIS $5,479,216,693,903
Basis $1,878,270,329,767
Zeroes $6,549,074,712
FRAs $2,316,949,242,068
VNS $163,263,981,520
Inflation $60,904,462,499
Total$17,516,820,508,991
ProductVolume
EUR
USD
Equivalent
IRS €4,054,139,613,455 $4,756,519,301,486
OIS €2,561,253,154,696 $3,004,990,263,747
Basis €135,976,171,646 $159,534,043,384
Zeroes €14,852,016,819 $17,425,128,732
FRAs €539,957,769,270 $633,505,452,796
VNS €84,213,420,580 $98,803,395,696
Inflation €74,912,907,023 $87,891,568,164
Total€7,465,305,053,489$8,758,669,154,005
ProductVolume
GBP
USD
Equivalent
IRS £1,006,028,482,783 $1,331,428,395,539
OIS £1,110,014,737,788 $1,469,049,004,726
Basis £176,430,865,000 $233,497,428,284
Zeroes £21,909,029,535 $28,995,505,139
FRAs £347,957,300,000 $460,504,088,685
VNS £35,642,850,961 $47,171,531,104
Inflation £67,245,626,161 $88,996,223,943
Total£2,765,228,892,228$3,659,642,177,420
ProductVolume
JPY
USD
Equivalent
IRS ¥91,047,279,113,622 $808,410,913,328
OIS ¥8,776,837,800,000 $77,929,747,392
Basis ¥19,937,318,217,863 $177,023,913,144
Zeroes ¥0 $0
FRAs ¥1,753,080,000,000 $15,565,638,180
VNS ¥4,713,085,318 $41,847,594
Inflation ¥0 $0
Total¥121,519,228,216,803$1,078,972,059,638
ProductVolume
CHF
USD
Equivalent
IRS CHF150,690,767,963 $151,661,400,929
OIS CHF1,820,000,000 $1,831,723,027
Basis CHF31,318,300,000 $31,520,028,180
Zeroes CHF0 $0
FRAs CHF7,457,769,628 $7,505,806,791
VNS CHF375,100,000 $377,516,103
Inflation CHF0 $0
TotalCHF191,661,937,591$192,896,475,030
ProductVolume
AUD
USD
Equivalent
IRS $825,070,607,220 $622,928,308,451
OIS $933,214,835,882 $704,577,201,091
Basis $66,334,230,000 $50,082,343,650
Zeroes $110,102,501 $83,127,388
FRAs $0 $0
VNS $636,954,470 $480,900,625
Inflation $0 $0
Total$1,825,366,730,073$1,378,151,881,205
ProductVolume
CAD
USD
Equivalent
IRS $837,930,507,570 $653,611,940,382
OIS $584,193,174,256 $455,688,903,476
Basis $26,267,500,000 $20,489,469,579
Zeroes $1,190,800,000 $928,861,154
FRAs $0 $0
VNS $3,523,024,554 $2,748,069,075
Inflation $0 $0
Total$1,453,105,006,380$1,133,467,243,666
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,234,607,437,278 $102,655,615,457
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK675,869,000,000 $31,048,741,272
VNS CZK926,939,890 $42,582,685
Inflation CZK0 $0
TotalCZK2,911,403,377,168$133,746,939,414
ProductVolume
DKK
USD
Equivalent
IRS DKK698,214,311,576 $110,079,824,616
OIS DKK0 $0
Basis DKK6,950,000,000 $1,095,730,592
Zeroes DKK0 $0
FRAs DKK22,393,000,000 $3,530,459,734
VNS DKK1,841,572,364 $290,340,601
Inflation DKK0 $0
TotalDKK729,398,883,940$114,996,355,543
ProductVolume
HKD
USD
Equivalent
IRS HKD1,859,262,586,387 $238,026,742,079
OIS HKD0 $0
Basis HKD112,738,000,000 $14,432,958,015
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,972,000,586,387$252,459,700,094
ProductVolume
HUF
USD
Equivalent
IRS HUF26,884,317,999,668 $100,951,214,748
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $168,600,503
FRAs HUF7,691,000,000,000 $28,879,876,835
VNS HUF2,943,952,000 $11,054,606
Inflation HUF0 $0
TotalHUF34,623,161,951,668$130,010,746,692
ProductVolume
MXN
USD
Equivalent
IRS MXN151,168,600,738 $7,958,881,142
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN151,168,600,738$7,958,881,142
ProductVolume
NOK
USD
Equivalent
IRS NOK741,113,053,221 $89,365,020,707
OIS NOK0 $0
Basis NOK54,437,540,000 $6,564,196,742
Zeroes NOK0 $0
FRAs NOK554,225,649,288 $66,829,731,860
VNS NOK8,763,568,563 $1,056,730,121
Inflation NOK0 $0
TotalNOK1,358,539,811,072$163,815,679,430
ProductVolume
NZD
USD
Equivalent
IRS NZD471,637,690,286 $321,185,267,085
OIS NZD0 $0
Basis NZD1,300,000,000 $885,300,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD472,937,690,286$322,070,567,085
ProductVolume
PLN
USD
Equivalent
IRS PLN602,049,710,049 $166,964,712,911
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $381,324,792
FRAs PLN116,855,153,006 $32,407,103,181
VNS PLN1,256,762,800 $348,534,409
Inflation PLN0 $0
TotalPLN721,536,625,855$200,101,675,293
ProductVolume
SEK
USD
Equivalent
IRS SEK3,775,174,797,023 $444,965,323,427
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $287,335,484
FRAs SEK2,820,703,135,774 $332,465,422,288
VNS SEK6,081,247,375 $716,773,223
Inflation SEK0 $0
TotalSEK6,604,396,991,882$778,434,854,422
ProductVolume
SGD
USD
Equivalent
IRS SGD631,753,427,489 $465,585,840,879
OIS SGD0 $0
Basis SGD599,700,000 $441,963,299
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD632,353,127,489$466,027,804,178
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,354,532,769,395 $381,277,856,497
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,354,532,769,395$381,277,856,497
ProductUSD
Equivalent
IRS$18,365,243,284,185
OIS$11,193,283,537,362
Basis$2,573,837,704,636
Zeroes$54,818,957,904
FRAs$3,929,191,563,690
VNS$315,353,257,362
Inflation$237,792,254,606
Total$36,669,520,559,745

Figures as of COB Nov 20, 2017.

Notional Outstanding by Product

As of COB Nov 20, 2017

Daily Notional by Tenor
 

As of COB Nov 20, 2017

Notional Outstanding by Tenor
 

As of COB Nov 20, 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
$2,094,981,924,967
$9,435,883,574,113
$406,532,884,366,482
$114,796,346,794,427
EUR
€326,286,152,983
€5,010,686,048,233
€189,031,352,541,062
€82,772,880,259,604
GBP
£151,874,005,389
£1,858,915,230,079
£56,618,684,060,694
£27,032,748,234,475
JPY
¥22,996,230,400,000
¥36,334,067,387,874
¥1,656,067,519,988,758
¥1,438,364,552,649,940
CHF
CHF2,342,052,000
CHF51,399,822,444
CHF4,646,239,948,292
CHF3,419,841,214,829
AUD
$56,214,410,064
$716,859,325,148
$34,425,880,766,435
$20,118,042,330,324
CAD
$63,546,144,103
$379,637,831,177
$24,132,055,348,467
$12,955,345,499,113
Other*
Show All
Hide
$107,802,567,516
$933,337,310,853
$29,788,034,603,866
$20,862,682,428,632
CZK
CZK208,970,000,000
CZK894,389,047,838
CZK39,922,421,201,971
CZK24,529,888,601,106
DKK
DKK10,992,000,000
DKK111,161,134,000
DKK1,995,327,952,953
DKK4,229,077,623,489
HKD
HKD44,259,000,000
HKD260,724,385,758
HKD14,324,181,695,771
HKD13,308,464,065,595
HUF
HUF998,011,065,152
HUF9,516,010,922,910
HUF455,225,274,249,816
HUF236,415,477,122,199
MXN
MXN1,800,000,000
MXN13,398,000,000
MXN954,190,735,471
MXN555,221,867,773
NOK
NOK215,365,093,740
NOK712,734,146,630
NOK24,328,664,323,682
NOK16,283,777,162,114
NZD
NZD20,702,516,678
NZD76,078,190,634
NZD4,646,722,139,114
NZD4,835,024,226,930
PLN
PLN6,229,230,000
PLN116,857,452,668
PLN6,370,895,475,844
PLN4,477,615,517,237
SEK
SEK304,940,255,402
SEK3,183,983,824,050
SEK95,447,446,165,462
SEK46,947,836,269,588
SGD
SGD5,391,040,000
SGD45,011,173,254
SGD3,317,370,810,722
SGD3,268,972,916,945
ZAR
ZAR73,742,154,000
ZAR3,175,429,995,064
ZAR36,428,340,974,045
ZAR28,194,576,321,725
Total in USD$3,085,148,432,005$19,929,019,820,905$785,487,348,142,258$310,056,638,875,340

Figures as of COB Nov 20, 2017. Weekly figures as of COB Nov 17, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $514,048,784,546
OIS $1,142,697,917,332
Basis $52,834,034,694
Zeroes $0
FRAs $379,700,000,000
VNS $3,874,746,395
Inflation $1,826,442,000
Total$2,094,981,924,967
ProductVolume
EUR
USD
Equivalent
IRS €238,682,361,260 $280,034,080,348
OIS €61,928,400,844 $72,657,496,290
Basis €1,013,000,000 $1,188,502,250
Zeroes €22,899,540 $26,866,885
FRAs €20,700,000,000 $24,286,275,000
VNS €445,385,339 $522,548,349
Inflation €3,494,106,000 $4,099,459,865
Total€326,286,152,983$382,815,228,987
ProductVolume
GBP
USD
Equivalent
IRS £50,300,329,095 $66,569,970,540
OIS £50,902,564,000 $67,366,998,326
Basis £10,907,400,000 $14,435,398,530
Zeroes £451,494,890 $597,530,912
FRAs £35,419,600,000 $46,876,069,620
VNS £292,608,266 $387,252,410
Inflation £3,600,009,138 $4,764,432,094
Total£151,874,005,389$200,997,652,432
ProductVolume
JPY
USD
Equivalent
IRS ¥22,866,230,400,000 $203,029,792,675
OIS ¥10,000,000,000 $88,790,233
Basis ¥120,000,000,000 $1,065,482,797
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥22,996,230,400,000$204,184,065,705
ProductVolume
CHF
USD
Equivalent
IRS CHF1,198,052,000 $1,205,768,921
OIS CHF0 $0
Basis CHF1,144,000,000 $1,151,368,760
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,342,052,000$2,357,137,681
ProductVolume
AUD
USD
Equivalent
IRS $45,677,410,064 $34,486,444,598
OIS $9,300,000,000 $7,021,500,000
Basis $1,237,000,000 $933,935,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,214,410,064$42,441,879,598
ProductVolume
CAD
USD
Equivalent
IRS $31,125,866,000 $24,279,146,646
OIS $32,072,000,000 $25,017,160,686
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $348,278,103 $271,667,787
Inflation $0 $0
Total$63,546,144,103$49,567,975,119
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK112,270,000,000 $5,157,570,746
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK96,700,000,000 $4,442,300,625
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK208,970,000,000$9,599,871,371
ProductVolume
DKK
USD
Equivalent
IRS DKK10,992,000,000 $1,732,988,585
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,992,000,000$1,732,988,585
ProductVolume
HKD
USD
Equivalent
IRS HKD44,259,000,000 $5,666,131,107
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD44,259,000,000$5,666,131,107
ProductVolume
HUF
USD
Equivalent
IRS HUF879,611,065,152 $3,302,959,202
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF118,400,000,000 $444,594,645
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF998,011,065,152$3,747,553,847
ProductVolume
MXN
USD
Equivalent
IRS MXN1,800,000,000 $94,768,265
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,800,000,000$94,768,265
ProductVolume
NOK
USD
Equivalent
IRS NOK25,139,000,000 $3,031,315,190
OIS NOK0 $0
Basis NOK6,610,000,000 $797,048,148
Zeroes NOK0 $0
FRAs NOK183,349,856,576 $22,108,723,707
VNS NOK266,237,164 $32,103,455
Inflation NOK0 $0
TotalNOK215,365,093,740$25,969,190,500
ProductVolume
NZD
USD
Equivalent
IRS NZD20,702,516,678 $14,098,413,858
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD20,702,516,678$14,098,413,858
ProductVolume
PLN
USD
Equivalent
IRS PLN6,229,230,000 $1,727,534,423
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,229,230,000$1,727,534,423
ProductVolume
SEK
USD
Equivalent
IRS SEK143,540,255,402 $16,918,537,446
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK161,400,000,000 $19,023,596,803
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK304,940,255,402$35,942,134,249
ProductVolume
SGD
USD
Equivalent
IRS SGD5,391,040,000 $3,973,056,231
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,391,040,000$3,973,056,231
ProductVolume
ZAR
USD
Equivalent
IRS ZAR73,742,154,000 $5,250,925,080
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR73,742,154,000$5,250,925,080
ProductUSD
Equivalent
IRS$1,184,608,188,407
OIS$1,314,849,862,867
Basis$72,405,770,179
Zeroes$624,397,797
FRAs$496,881,560,400
VNS$5,088,318,396
Inflation$10,690,333,959
Total$3,085,148,432,005
Show:
ProductUSD
Equivalent
IRS $1,826,440,553,368
OIS $4,227,692,835,000
Basis $227,592,758,000
Zeroes $448,000,000
FRAs $3,130,935,900,000
VNS $13,840,991,965
Inflation $8,932,535,780
Total$9,435,883,574,113
ProductVolume
EUR
USD
Equivalent
IRS €1,188,246,379,995 $1,398,543,939,610
OIS €795,780,426,557 $934,656,235,713
Basis €2,329,485,209 $2,741,338,194
Zeroes €22,899,540 $27,010,007
FRAs €2,990,661,600,000 $3,518,151,033,600
VNS €3,890,706,932 $4,583,643,510
Inflation €29,754,550,000 $35,012,758,727
Total€5,010,686,048,233$5,893,715,959,361
ProductVolume
GBP
USD
Equivalent
IRS £358,041,098,182 $471,622,623,649
OIS £473,063,348,036 $623,201,819,413
Basis £171,153,520,000 $225,607,068,186
Zeroes £582,294,416 $767,590,987
FRAs £844,378,200,000 $1,113,198,595,010
VNS £1,236,419,281 $1,630,322,806
Inflation £10,460,350,164 $13,777,582,202
Total£1,858,915,230,079$2,449,805,602,253
ProductVolume
JPY
USD
Equivalent
IRS ¥33,675,555,509,896 $298,043,161,861
OIS ¥1,629,951,877,978 $14,404,999,629
Basis ¥948,560,000,000 $8,382,386,982
Zeroes ¥0 $0
FRAs ¥80,000,000,000 $704,070,407
VNS ¥0 $0
Inflation ¥0 $0
Total¥36,334,067,387,874$321,534,618,879
ProductVolume
CHF
USD
Equivalent
IRS CHF34,778,822,444 $35,124,687,356
OIS CHF392,000,000 $394,067,922
Basis CHF4,460,000,000 $4,508,673,452
Zeroes CHF0 $0
FRAs CHF11,550,000,000 $11,684,042,802
VNS CHF219,000,000 $220,759,500
Inflation CHF0 $0
TotalCHF51,399,822,444$51,932,231,032
ProductVolume
AUD
USD
Equivalent
IRS $339,363,847,700 $257,906,425,110
OIS $361,592,900,000 $275,021,215,965
Basis $15,827,800,000 $12,028,987,210
Zeroes $0 $0
FRAs $0 $0
VNS $74,777,448 $56,733,650
Inflation $0 $0
Total$716,859,325,148$545,013,361,935
ProductVolume
CAD
USD
Equivalent
IRS $205,129,937,330 $160,909,625,439
OIS $167,512,600,000 $131,405,875,627
Basis $5,300,000,000 $4,151,745,102
Zeroes $135,446,000 $106,240,263
FRAs $0 $0
VNS $1,559,847,847 $1,223,676,048
Inflation $0 $0
Total$379,637,831,177$297,797,162,479
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK270,479,047,838 $12,413,651,900
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK623,910,000,000 $28,688,227,786
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK894,389,047,838$41,101,879,686
ProductVolume
DKK
USD
Equivalent
IRS DKK20,669,634,000 $3,271,467,188
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK90,244,000,000 $14,273,129,147
VNS DKK247,500,000 $39,243,979
Inflation DKK0 $0
TotalDKK111,161,134,000$17,583,840,314
ProductVolume
HKD
USD
Equivalent
IRS HKD256,338,385,758 $32,836,146,968
OIS HKD0 $0
Basis HKD4,386,000,000 $561,651,050
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD260,724,385,758$33,397,798,018
ProductVolume
HUF
USD
Equivalent
IRS HUF6,529,210,922,910 $24,595,674,328
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,986,800,000,000 $11,255,689,728
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,516,010,922,910$35,851,364,056
ProductVolume
MXN
USD
Equivalent
IRS MXN13,398,000,000 $702,912,512
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,398,000,000$702,912,512
ProductVolume
NOK
USD
Equivalent
IRS NOK483,773,525,194 $58,921,748,213
OIS NOK0 $0
Basis NOK22,800,000,000 $2,792,543,419
Zeroes NOK0 $0
FRAs NOK206,095,756,356 $25,081,398,144
VNS NOK64,865,080 $7,902,711
Inflation NOK0 $0
TotalNOK712,734,146,630$86,803,592,487
ProductVolume
NZD
USD
Equivalent
IRS NZD76,078,190,634 $52,224,914,287
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD76,078,190,634$52,224,914,287
ProductVolume
PLN
USD
Equivalent
IRS PLN98,880,052,668 $27,439,346,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN17,920,000,000 $4,979,517,210
VNS PLN57,400,000 $15,947,324
Inflation PLN0 $0
TotalPLN116,857,452,668$32,434,811,167
ProductVolume
SEK
USD
Equivalent
IRS SEK809,409,824,050 $96,350,685,907
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,373,974,000,000 $282,128,162,103
VNS SEK600,000,000 $71,424,355
Inflation SEK0 $0
TotalSEK3,183,983,824,050$378,550,272,365
ProductVolume
SGD
USD
Equivalent
IRS SGD45,011,173,254 $33,139,761,363
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD45,011,173,254$33,139,761,363
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,175,429,995,064 $221,546,164,598
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,175,429,995,064$221,546,164,598
ProductUSD
Equivalent
IRS$5,012,033,490,290
OIS$6,206,777,049,269
Basis$488,367,151,595
Zeroes$1,348,841,257
FRAs$8,141,079,765,937
VNS$21,690,645,848
Inflation$57,722,876,709
Total$19,929,019,820,905
Show:
ProductUSD
Equivalent
IRS $86,696,679,074,385
OIS $166,905,603,758,586
Basis $16,541,170,452,005
Zeroes $57,934,882,798
FRAs $135,204,051,164,660
VNS $279,143,400,238
Inflation $848,301,633,810
Total$406,532,884,366,482
ProductVolume
EUR
USD
Equivalent
IRS €70,267,741,212,185 $78,761,204,962,717
OIS €56,242,851,535,872 $62,616,525,917,503
Basis €613,391,712,025 $685,079,776,239
Zeroes €105,151,872,839 $115,163,671,561
FRAs €60,549,216,363,324 $67,646,851,213,459
VNS €155,080,192,845 $173,822,977,331
Inflation €1,097,919,651,972 $1,228,011,008,483
Total€189,031,352,541,062$211,226,659,527,293
ProductVolume
GBP
USD
Equivalent
IRS £13,120,525,564,433 $16,888,862,386,732
OIS £22,902,252,494,902 $29,840,936,766,766
Basis £1,959,419,018,344 $2,530,722,830,333
Zeroes £118,932,909,516 $152,872,220,809
FRAs £17,815,529,171,601 $22,964,081,892,291
VNS £64,312,990,249 $83,163,692,541
Inflation £637,711,911,649 $820,204,208,921
Total£56,618,684,060,694$73,280,843,998,393
ProductVolume
JPY
USD
Equivalent
IRS ¥1,478,605,917,055,694 $13,181,204,461,310
OIS ¥76,165,850,551,954 $679,577,574,492
Basis ¥90,434,043,426,474 $809,050,861,823
Zeroes ¥0 $0
FRAs ¥10,786,606,400,000 $96,016,402,105
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,656,067,519,988,758$14,766,520,687,348
ProductVolume
CHF
USD
Equivalent
IRS CHF1,950,694,967,626 $1,983,817,850,199
OIS CHF28,970,200,000 $29,667,235,907
Basis CHF280,336,400,000 $284,783,091,954
Zeroes CHF0 $0
FRAs CHF2,385,027,763,918 $2,427,071,379,360
VNS CHF1,210,616,748 $1,237,589,780
Inflation CHF0 $0
TotalCHF4,646,239,948,292$4,726,577,147,200
ProductVolume
AUD
USD
Equivalent
IRS $14,184,731,082,481 $10,897,157,541,171
OIS $19,407,641,261,696 $14,926,840,286,376
Basis $829,337,656,968 $636,680,484,167
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,570,765,290 $1,954,455,641
Inflation $0 $0
Total$34,425,880,766,435$26,463,881,537,355
ProductVolume
CAD
USD
Equivalent
IRS $12,754,347,121,547 $9,854,680,470,517
OIS $10,990,945,273,388 $8,550,580,296,563
Basis $263,804,233,600 $201,921,409,210
Zeroes $18,920,946,778 $14,736,052,732
FRAs $0 $0
VNS $104,037,773,154 $80,028,045,299
Inflation $0 $0
Total$24,132,055,348,467$18,701,946,274,321
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK20,911,003,458,975 $892,908,267,764
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK19,009,563,863,216 $825,190,606,021
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK39,922,421,201,971$1,718,177,240,398
ProductVolume
DKK
USD
Equivalent
IRS DKK1,337,200,312,962 $199,323,428,822
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK647,370,000,000 $99,637,310,177
VNS DKK4,457,639,991 $684,725,569
Inflation DKK0 $0
TotalDKK1,995,327,952,953$300,539,360,536
ProductVolume
HKD
USD
Equivalent
IRS HKD14,037,615,695,771 $1,800,834,175,338
OIS HKD0 $0
Basis HKD286,566,000,000 $36,766,697,526
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,324,181,695,771$1,837,600,872,864
ProductVolume
HUF
USD
Equivalent
IRS HUF287,634,250,904,798 $1,045,520,708,163
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF167,293,247,537,018 $599,265,222,382
VNS HUF285,975,808,000 $1,089,010,064
Inflation HUF0 $0
TotalHUF455,225,274,249,816$1,645,918,342,917
ProductVolume
MXN
USD
Equivalent
IRS MXN954,190,735,471 $51,758,177,518
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN954,190,735,471$51,758,177,518
ProductVolume
NOK
USD
Equivalent
IRS NOK7,194,776,256,016 $869,080,979,139
OIS NOK0 $0
Basis NOK115,307,080,000 $14,402,501,920
Zeroes NOK0 $0
FRAs NOK17,008,436,729,110 $2,055,049,782,035
VNS NOK10,144,258,556 $1,222,154,458
Inflation NOK0 $0
TotalNOK24,328,664,323,682$2,939,755,417,552
ProductVolume
NZD
USD
Equivalent
IRS NZD4,630,605,591,410 $3,293,519,130,972
OIS NZD0 $0
Basis NZD15,846,000,000 $11,448,178,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD4,646,722,139,114$3,305,163,795,142
ProductVolume
PLN
USD
Equivalent
IRS PLN4,423,818,657,362 $1,163,446,312,166
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,946,316,811,044 $509,637,904,108
VNS PLN710,007,438 $188,665,651
Inflation PLN0 $0
TotalPLN6,370,895,475,844$1,673,286,654,322
ProductVolume
SEK
USD
Equivalent
IRS SEK33,163,401,802,119 $3,897,718,017,117
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK62,253,631,093,276 $7,291,384,189,358
VNS SEK27,525,230,067 $3,129,333,336
Inflation SEK0 $0
TotalSEK95,447,446,165,462$11,192,562,708,002
ProductVolume
SGD
USD
Equivalent
IRS SGD3,314,671,410,722 $2,394,125,929,594
OIS SGD0 $0
Basis SGD2,699,400,000 $1,960,823,770
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,317,370,810,722$2,396,086,753,364
ProductVolume
ZAR
USD
Equivalent
IRS ZAR36,428,340,974,045 $2,727,185,281,251
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR36,428,340,974,045$2,727,185,281,251
ProductUSD
Equivalent
IRS$236,599,027,154,875
OIS$283,549,731,836,193
Basis$21,754,881,003,815
Zeroes$342,343,940,796
FRAs$239,718,237,065,956
VNS$626,610,289,409
Inflation$2,896,516,851,214
Total$785,487,348,142,258
Show:
ProductUSD
Equivalent
IRS $39,924,478,255,058
OIS $23,215,275,043,372
Basis $17,047,487,705,562
Zeroes $120,943,653,750
FRAs $33,023,263,146,424
VNS $789,269,513,519
Inflation $675,629,476,742
Total$114,796,346,794,427
ProductVolume
EUR
USD
Equivalent
IRS €41,206,454,601,441 $48,345,472,861,141
OIS €16,889,565,482,316 $19,815,682,702,127
Basis €1,216,303,653,381 $1,427,028,261,330
Zeroes €430,885,291,247 $505,536,167,956
FRAs €21,364,892,964,457 $25,066,360,670,549
VNS €464,440,377,422 $544,904,672,811
Inflation €1,200,337,889,339 $1,408,296,428,667
Total€82,772,880,259,603$97,113,281,764,581
ProductVolume
GBP
USD
Equivalent
IRS £8,145,932,319,148 $10,780,734,127,777
OIS £7,611,644,033,024 $10,073,630,295,506
Basis £4,026,979,133,078 $5,329,505,533,672
Zeroes £294,392,304,460 $389,613,495,338
FRAs £5,941,352,502,629 $7,863,082,969,604
VNS £168,206,628,271 $222,613,062,185
Inflation £844,241,313,865 $1,117,311,166,834
Total£27,032,748,234,475$35,776,490,650,916
ProductVolume
JPY
USD
Equivalent
IRS ¥1,158,695,736,428,950 $10,288,086,449,980
OIS ¥60,111,830,413,244 $533,734,343,292
Basis ¥213,907,157,525,550 $1,899,286,637,297
Zeroes ¥1,178,565,727,555 $10,464,512,564
FRAs ¥4,396,160,000,000 $39,033,607,103
VNS ¥75,102,554,636 $666,837,333
Inflation ¥0 $0
Total¥1,438,364,552,649,935$12,771,272,387,569
ProductVolume
CHF
USD
Equivalent
IRS CHF1,797,075,053,238 $1,808,650,415,900
OIS CHF7,671,200,000 $7,720,611,916
Basis CHF546,781,062,000 $550,303,001,208
Zeroes CHF7,890,180,159 $7,941,002,575
FRAs CHF1,059,213,102,684 $1,066,035,731,365
VNS CHF1,210,616,748 $1,218,414,601
Inflation CHF0 $0
TotalCHF3,419,841,214,829$3,441,869,177,565
ProductVolume
AUD
USD
Equivalent
IRS $11,213,255,293,165 $8,466,007,746,339
OIS $6,625,012,552,547 $5,001,884,477,173
Basis $2,261,720,864,102 $1,707,599,252,397
Zeroes $3,288,041,539 $2,482,471,362
FRAs $0 $0
VNS $14,765,578,970 $11,148,012,123
Inflation $0 $0
Total$20,118,042,330,323$15,189,121,959,394
ProductVolume
CAD
USD
Equivalent
IRS $8,916,583,710,675 $6,955,213,502,866
OIS $3,396,547,543,958 $2,649,413,060,810
Basis $498,417,191,978 $388,780,960,981
Zeroes $18,306,030,136 $14,279,274,677
FRAs $0 $0
VNS $125,491,022,367 $97,886,912,922
Inflation $0 $0
Total$12,955,345,499,114$10,105,573,712,256
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,794,281,342,087 $725,573,380,287
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK45,890,000,000 $2,108,140,390
FRAs CZK8,687,863,379,239 $399,111,695,114
VNS CZK1,853,879,780 $85,165,370
Inflation CZK0 $0
TotalCZK24,529,888,601,106$1,126,878,381,161
ProductVolume
DKK
USD
Equivalent
IRS DKK3,807,703,983,498 $600,319,099,372
OIS DKK0 $0
Basis DKK13,900,000,000 $2,191,461,184
Zeroes DKK15,500,000,000 $2,443,715,709
FRAs DKK387,516,000,000 $61,095,415,274
VNS DKK4,457,639,991 $702,787,411
Inflation DKK0 $0
TotalDKK4,229,077,623,489$666,752,478,950
ProductVolume
HKD
USD
Equivalent
IRS HKD12,944,894,065,595 $1,657,232,810,226
OIS HKD0 $0
Basis HKD363,570,000,000 $46,545,002,977
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,308,464,065,595$1,703,777,813,203
ProductVolume
HUF
USD
Equivalent
IRS HUF182,751,292,930,692 $686,235,188,054
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $678,588,863
FRAs HUF53,283,381,287,507 $200,080,287,212
VNS HUF200,087,904,000 $751,334,550
Inflation HUF0 $0
TotalHUF236,415,477,122,199$887,745,398,679
ProductVolume
MXN
USD
Equivalent
IRS MXN555,221,867,773 $29,231,896,248
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN555,221,867,773$29,231,896,248
ProductVolume
NOK
USD
Equivalent
IRS NOK7,498,576,120,325 $904,194,585,900
OIS NOK0 $0
Basis NOK126,278,880,000 $15,226,981,467
Zeroes NOK7,041,827,412 $849,118,835
FRAs NOK8,633,923,138,739 $1,041,097,193,901
VNS NOK17,957,195,638 $2,165,317,630
Inflation NOK0 $0
TotalNOK16,283,777,162,114$1,963,533,197,733
ProductVolume
NZD
USD
Equivalent
IRS NZD4,801,095,679,226 $3,269,546,157,553
OIS NZD0 $0
Basis NZD18,878,000,000 $12,855,918,000
Zeroes NZD14,780,000,000 $10,065,180,000
FRAs NZD0 $0
VNS NZD270,547,704 $184,242,987
Inflation NZD0 $0
TotalNZD4,835,024,226,930$3,292,651,498,540
ProductVolume
PLN
USD
Equivalent
IRS PLN3,589,453,028,643 $995,452,675,137
OIS PLN0 $0
Basis PLN674,000,000 $186,918,480
Zeroes PLN6,860,000,000 $1,902,464,051
FRAs PLN876,082,702,756 $242,961,493,894
VNS PLN4,545,785,838 $1,260,669,700
Inflation PLN0 $0
TotalPLN4,477,615,517,237$1,241,764,221,262
ProductVolume
SEK
USD
Equivalent
IRS SEK23,647,777,846,476 $2,787,272,559,166
OIS SEK0 $0
Basis SEK500,000,000 $58,933,076
Zeroes SEK124,040,871,118 $14,620,220,070
FRAs SEK23,145,413,874,452 $2,728,060,851,283
VNS SEK30,103,677,542 $3,548,204,609
Inflation SEK0 $0
TotalSEK46,947,836,269,588$5,533,560,768,204
ProductVolume
SGD
USD
Equivalent
IRS SGD3,266,725,516,945 $2,407,491,721,531
OIS SGD0 $0
Basis SGD2,247,400,000 $1,656,275,333
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,268,972,916,945$2,409,147,996,864
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,194,576,321,725 $2,007,638,777,791
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,194,576,321,725$2,007,638,777,791
ProductUSD
Equivalent
IRS$142,638,832,210,326
OIS$61,297,340,534,196
Basis$28,428,712,842,964
Zeroes$1,083,928,006,140
FRAs$71,730,183,061,723
VNS$1,676,405,147,751
Inflation$3,201,237,072,243
Total$310,056,638,875,343

Figures as of COB Nov 20, 2017.

Notional Outstanding by Product

As of COB Nov 20, 2017

Daily Notional by Tenor

As of COB Nov 20, 2017

Notional Outstanding by Currency

As of COB Nov 20, 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.