Daily Volumes

  • Client Notional Cleared (USD)
    $448,591,256,598,318
    Client Notional Outstanding (USD)
    $29,246,133,488,331
    As of COB Feb 17, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,308,970,000,000,000
    Trades Compressed
    10,661,289
  • 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 Feb 17, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$830,416,434,492
$4,154,122,244,235
$16,123,927,114,388
$15,771,060,399,296
EUR
€118,156,567,585
€1,037,863,186,279
€4,046,746,097,917
€5,878,929,466,879
GBP
£49,400,637,600
£109,587,775,660
£838,240,463,703
£1,363,780,301,408
JPY
¥430,731,580,000
¥22,189,219,804,505
¥63,722,160,458,345
¥113,500,130,956,681
CHF
CHF2,147,589,930
CHF13,242,885,898
CHF77,244,547,766
CHF175,124,037,279
AUD
$7,592,865,500
$115,085,465,905
$566,385,807,372
$1,307,304,953,095
CAD
$5,883,220,000
$63,358,978,962
$610,463,781,876
$1,179,649,709,639
Other*
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$24,730,682,186
$132,001,256,755
$915,114,290,434
$2,458,833,323,578
CZK
CZK23,423,665,000
CZK161,212,723,250
CZK1,333,791,444,362
CZK1,761,154,221,100
DKK
DKK1,047,053,224
DKK4,514,973,224
DKK100,112,765,579
DKK618,488,590,217
HKD
HKD8,016,005,036
HKD86,200,178,878
HKD361,045,436,746
HKD1,011,772,558,284
HUF
HUF816,882,500,000
HUF2,988,727,041,013
HUF23,293,949,739,654
HUF29,096,707,315,127
MXN
MXN0
MXN100,000,000
MXN12,318,200,000
MXN13,793,200,000
NOK
NOK4,519,280,000
NOK70,469,516,920
NOK655,038,083,523
NOK1,042,543,032,327
NZD
NZD4,929,759,858
NZD24,552,839,858
NZD168,361,364,330
NZD1,014,590,683,800
PLN
PLN8,836,920,000
PLN38,572,133,496
PLN287,117,647,170
PLN623,434,891,421
SEK
SEK85,779,901,000
SEK404,699,590,704
SEK2,823,265,152,540
SEK4,825,714,334,449
SGD
SGD4,071,332,137
SGD20,327,829,137
SGD121,098,941,618
SGD503,688,898,469
ZAR
ZAR13,959,000,000
ZAR108,839,584,446
ZAR662,869,104,810
ZAR2,167,961,467,023
Total in USD$1,058,138,076,918$5,868,826,298,239$23,916,484,504,582$29,246,133,488,331

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $91,406,115,112
OIS $610,586,840,000
Basis $10,158,000,000
Zeroes $0
FRAs $116,355,000,000
VNS $306,084,130
Inflation $1,604,395,250
Total$830,416,434,492
ProductVolume
EUR
USD
Equivalent
IRS €62,536,479,144 $66,382,472,611
OIS €44,383,131,895 $47,112,694,507
Basis €468,000,000 $496,782,000
Zeroes €0 $0
FRAs €10,250,000,000 $10,880,375,000
VNS €260,206,546 $276,209,249
Inflation €258,750,000 $274,663,125
Total€118,156,567,585$125,423,196,492
ProductVolume
GBP
USD
Equivalent
IRS £9,490,734,000 $11,775,628,211
OIS £38,437,900,000 $47,691,824,425
Basis £0 $0
Zeroes £43,106,000 $53,483,770
FRAs £1,000,000,000 $1,240,750,000
VNS £42,000,000 $52,111,500
Inflation £386,897,600 $480,043,197
Total£49,400,637,600$61,293,841,103
ProductVolume
JPY
USD
Equivalent
IRS ¥400,931,580,000 $3,551,996,279
OIS ¥0 $0
Basis ¥29,800,000,000 $264,008,859
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥430,731,580,000$3,816,005,138
ProductVolume
CHF
USD
Equivalent
IRS CHF1,647,589,930 $1,643,071,483
OIS CHF0 $0
Basis CHF500,000,000 $498,628,771
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,147,589,930$2,141,700,254
ProductVolume
AUD
USD
Equivalent
IRS $7,062,865,500 $5,418,277,268
OIS $0 $0
Basis $530,000,000 $406,589,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,592,865,500$5,824,866,768
ProductVolume
CAD
USD
Equivalent
IRS $2,683,220,000 $2,048,415,910
OIS $3,200,000,000 $2,442,934,575
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,883,220,000$4,491,350,485
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK20,921,165,000 $821,565,482
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,502,500,000 $98,272,138
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK23,423,665,000$919,837,620
ProductVolume
DKK
USD
Equivalent
IRS DKK1,047,053,224 $149,424,271
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,047,053,224$149,424,271
ProductVolume
HKD
USD
Equivalent
IRS HKD8,016,005,036 $1,032,797,356
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,016,005,036$1,032,797,356
ProductVolume
HUF
USD
Equivalent
IRS HUF465,882,500,000 $1,601,796,459
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF351,000,000,000 $1,206,807,633
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF816,882,500,000$2,808,604,092
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK4,319,280,000 $517,719,258
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK200,000,000 $23,972,480
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK4,519,280,000$541,691,738
ProductVolume
NZD
USD
Equivalent
IRS NZD4,929,759,858 $3,546,962,218
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,929,759,858$3,546,962,218
ProductVolume
PLN
USD
Equivalent
IRS PLN8,786,920,000 $2,154,184,849
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN50,000,000 $12,257,906
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,836,920,000$2,166,442,755
ProductVolume
SEK
USD
Equivalent
IRS SEK46,269,901,000 $5,192,739,016
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK39,510,000,000 $4,434,094,607
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK85,779,901,000$9,626,833,623
ProductVolume
SGD
USD
Equivalent
IRS SGD4,071,332,137 $2,869,661,418
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,071,332,137$2,869,661,418
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,959,000,000 $1,068,427,095
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,959,000,000$1,068,427,095
ProductUSD
Equivalent
IRS$201,181,254,296
OIS$707,834,293,507
Basis$11,824,009,130
Zeroes$53,483,770
FRAs$134,251,529,764
VNS$634,404,879
Inflation$2,359,101,572
Total$1,058,138,076,918
Show:
ProductUSD
Equivalent
IRS $475,385,464,660
OIS $3,059,518,654,457
Basis $79,025,900,000
Zeroes $0
FRAs $534,132,000,000
VNS $987,004,968
Inflation $5,073,220,150
Total$4,154,122,244,235
ProductVolume
EUR
USD
Equivalent
IRS €452,606,208,411 $480,991,703,443
OIS €442,508,170,104 $469,103,509,556
Basis €3,137,700,000 $3,323,841,460
Zeroes €0 $0
FRAs €134,975,000,000 $142,914,396,750
VNS €818,567,764 $869,070,707
Inflation €3,817,540,000 $4,050,329,910
Total€1,037,863,186,279$1,101,252,851,826
ProductVolume
GBP
USD
Equivalent
IRS £54,203,343,243 $67,608,890,823
OIS £50,961,850,000 $63,317,493,373
Basis £569,000,000 $710,456,200
Zeroes £315,569,913 $393,372,716
FRAs £1,500,000,000 $1,863,775,000
VNS £345,384,168 $431,449,901
Inflation £1,692,628,336 $2,110,444,304
Total£109,587,775,660$136,435,882,317
ProductVolume
JPY
USD
Equivalent
IRS ¥20,881,268,966,517 $183,586,079,949
OIS ¥1,072,150,837,988 $9,467,096,332
Basis ¥235,800,000,000 $2,067,939,182
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥22,189,219,804,505$195,121,115,463
ProductVolume
CHF
USD
Equivalent
IRS CHF12,356,885,898 $12,309,479,062
OIS CHF0 $0
Basis CHF886,000,000 $885,272,473
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,242,885,898$13,194,751,535
ProductVolume
AUD
USD
Equivalent
IRS $61,536,465,905 $47,287,157,683
OIS $52,999,000,000 $40,536,548,650
Basis $550,000,000 $421,915,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$115,085,465,905$88,245,621,833
ProductVolume
CAD
USD
Equivalent
IRS $37,824,741,268 $28,929,080,001
OIS $25,534,237,694 $19,523,494,274
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$63,358,978,962$48,452,574,275
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK87,667,723,250 $3,442,473,149
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK73,545,000,000 $2,884,045,859
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK161,212,723,250$6,326,519,008
ProductVolume
DKK
USD
Equivalent
IRS DKK4,514,973,224 $643,842,680
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,514,973,224$643,842,680
ProductVolume
HKD
USD
Equivalent
IRS HKD85,800,178,878 $11,057,008,074
OIS HKD0 $0
Basis HKD400,000,000 $51,547,803
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD86,200,178,878$11,108,555,877
ProductVolume
HUF
USD
Equivalent
IRS HUF1,832,527,041,013 $6,308,138,924
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,156,200,000,000 $3,977,573,869
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,988,727,041,013$10,285,712,793
ProductVolume
MXN
USD
Equivalent
IRS MXN100,000,000 $4,905,640
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN100,000,000$4,905,640
ProductVolume
NOK
USD
Equivalent
IRS NOK59,461,350,310 $7,113,044,027
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,700,000,000 $1,276,449,927
VNS NOK308,166,610 $37,188,098
Inflation NOK0 $0
TotalNOK70,469,516,920$8,426,682,052
ProductVolume
NZD
USD
Equivalent
IRS NZD24,552,839,858 $17,660,961,237
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD24,552,839,858$17,660,961,237
ProductVolume
PLN
USD
Equivalent
IRS PLN35,604,133,496 $8,758,276,292
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,968,000,000 $733,562,088
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN38,572,133,496$9,491,838,380
ProductVolume
SEK
USD
Equivalent
IRS SEK196,429,590,704 $22,047,751,273
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK208,270,000,000 $23,341,675,308
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK404,699,590,704$45,389,426,581
ProductVolume
SGD
USD
Equivalent
IRS SGD20,219,829,137 $14,244,249,078
OIS SGD0 $0
Basis SGD108,000,000 $76,136,764
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,327,829,137$14,320,385,842
ProductVolume
ZAR
USD
Equivalent
IRS ZAR108,839,584,446 $8,342,426,665
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR108,839,584,446$8,342,426,665
ProductUSD
Equivalent
IRS$1,395,720,932,660
OIS$3,661,466,796,642
Basis$86,563,009,382
Zeroes$393,372,716
FRAs$711,123,478,801
VNS$2,324,713,674
Inflation$11,233,994,364
Total$5,868,826,298,239
Show:
ProductUSD
Equivalent
IRS $3,609,790,778,533
OIS $8,998,311,957,857
Basis $353,817,668,212
Zeroes $1,480,573,712
FRAs $3,119,576,762,885
VNS $9,331,559,539
Inflation $31,617,813,650
Total$16,123,927,114,388
ProductVolume
EUR
USD
Equivalent
IRS €1,733,175,979,244 $1,845,548,983,876
OIS €1,786,775,383,248 $1,902,266,676,360
Basis €39,001,000,000 $41,610,659,690
Zeroes €724,462,886 $775,523,641
FRAs €460,278,600,000 $489,358,233,935
VNS €3,573,962,595 $3,813,136,808
Inflation €23,216,709,944 $24,740,837,216
Total€4,046,746,097,917$4,308,114,051,526
ProductVolume
GBP
USD
Equivalent
IRS £372,337,361,563 $462,734,556,177
OIS £344,036,816,514 $426,986,397,449
Basis £28,402,780,400 $35,246,531,311
Zeroes £2,992,208,323 $3,711,267,650
FRAs £75,891,000,000 $93,960,693,100
VNS £2,204,129,194 $2,738,004,539
Inflation £12,376,167,709 $15,365,034,110
Total£838,240,463,703$1,040,742,484,336
ProductVolume
JPY
USD
Equivalent
IRS ¥54,347,436,161,714 $476,953,982,846
OIS ¥2,991,790,837,988 $26,350,071,579
Basis ¥5,301,877,173,325 $46,675,313,405
Zeroes ¥0 $0
FRAs ¥1,076,343,200,000 $9,527,170,678
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥63,722,160,458,345$559,547,374,494
ProductVolume
CHF
USD
Equivalent
IRS CHF67,816,347,766 $67,580,281,189
OIS CHF20,000,000 $19,466,615
Basis CHF8,608,200,000 $8,603,412,112
Zeroes CHF0 $0
FRAs CHF800,000,000 $792,275,316
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF77,244,547,766$76,995,435,232
ProductVolume
AUD
USD
Equivalent
IRS $304,855,707,372 $230,436,841,569
OIS $258,095,806,000 $195,867,093,969
Basis $3,434,294,000 $2,578,618,676
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$566,385,807,372$428,882,554,214
ProductVolume
CAD
USD
Equivalent
IRS $300,442,768,243 $228,331,807,690
OIS $302,006,237,694 $228,717,806,966
Basis $7,858,500,000 $5,992,744,284
Zeroes $0 $0
FRAs $0 $0
VNS $156,275,939 $118,841,018
Inflation $0 $0
Total$610,463,781,876$463,161,199,958
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK867,443,444,362 $34,225,032,651
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK466,348,000,000 $18,403,821,521
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,333,791,444,362$52,628,854,172
ProductVolume
DKK
USD
Equivalent
IRS DKK91,416,765,579 $13,067,529,233
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK8,696,000,000 $1,246,259,354
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK100,112,765,579$14,313,788,587
ProductVolume
HKD
USD
Equivalent
IRS HKD349,359,436,746 $45,034,145,303
OIS HKD0 $0
Basis HKD11,686,000,000 $1,506,622,366
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD361,045,436,746$46,540,767,669
ProductVolume
HUF
USD
Equivalent
IRS HUF12,477,329,739,654 $43,055,112,548
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF10,816,620,000,000 $37,367,655,564
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF23,293,949,739,654$80,422,768,112
ProductVolume
MXN
USD
Equivalent
IRS MXN12,318,200,000 $593,594,739
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN12,318,200,000$593,594,739
ProductVolume
NOK
USD
Equivalent
IRS NOK385,563,173,993 $46,003,372,343
OIS NOK0 $0
Basis NOK395,000,000 $47,902,013
Zeroes NOK0 $0
FRAs NOK267,099,330,000 $31,934,403,065
VNS NOK1,980,579,530 $235,914,314
Inflation NOK0 $0
TotalNOK655,038,083,523$78,221,591,735
ProductVolume
NZD
USD
Equivalent
IRS NZD168,361,364,330 $120,942,809,138
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD168,361,364,330$120,942,809,138
ProductVolume
PLN
USD
Equivalent
IRS PLN223,812,395,170 $54,949,602,362
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN63,288,000,000 $15,459,300,918
VNS PLN17,252,000 $4,279,141
Inflation PLN0 $0
TotalPLN287,117,647,170$70,413,182,421
ProductVolume
SEK
USD
Equivalent
IRS SEK1,159,040,601,854 $130,058,353,083
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,663,467,000,000 $186,525,776,092
VNS SEK757,550,686 $85,591,560
Inflation SEK0 $0
TotalSEK2,823,265,152,540$316,669,720,735
ProductVolume
SGD
USD
Equivalent
IRS SGD120,990,941,618 $85,018,133,595
OIS SGD0 $0
Basis SGD108,000,000 $76,136,764
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD121,098,941,618$85,094,270,359
ProductVolume
ZAR
USD
Equivalent
IRS ZAR662,869,104,810 $49,272,942,767
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR662,869,104,810$49,272,942,767
ProductUSD
Equivalent
IRS$7,543,597,859,642
OIS$11,778,519,470,795
Basis$496,155,608,833
Zeroes$5,967,365,003
FRAs$4,004,152,352,428
VNS$16,368,162,905
Inflation$71,723,684,976
Total$23,916,484,504,582
Show:
ProductUSD
Equivalent
IRS $6,018,126,290,135
OIS $6,440,854,160,059
Basis $1,181,453,282,154
Zeroes $21,369,181,928
FRAs $1,960,439,262,113
VNS $110,826,702,256
Inflation $37,991,520,650
Total$15,771,060,399,295
ProductVolume
EUR
USD
Equivalent
IRS €3,326,717,163,665 $3,531,310,269,231
OIS €1,891,336,181,401 $2,007,653,356,557
Basis €95,945,058,238 $101,845,679,320
Zeroes €80,161,696,002 $85,091,640,306
FRAs €395,216,610,000 $419,522,431,515
VNS €52,107,171,677 $55,311,762,735
Inflation €37,445,585,896 $39,748,489,428
Total€5,878,929,466,879$6,240,483,629,092
ProductVolume
GBP
USD
Equivalent
IRS £683,505,853,034 $848,059,887,151
OIS £433,831,764,590 $538,276,761,914
Basis £92,936,345,000 $115,310,770,059
Zeroes £21,143,588,298 $26,233,907,180
FRAs £82,305,400,000 $102,120,425,050
VNS £19,645,898,079 $24,375,648,042
Inflation £30,411,452,408 $37,733,009,575
Total£1,363,780,301,409$1,692,110,408,971
ProductVolume
JPY
USD
Equivalent
IRS ¥86,541,357,113,588 $766,700,838,216
OIS ¥4,901,348,000,000 $43,422,795,127
Basis ¥20,825,562,757,775 $184,501,109,703
Zeroes ¥198,000,000,000 $1,754,152,824
FRAs ¥1,029,150,000,000 $9,117,607,973
VNS ¥4,713,085,318 $41,754,909
Inflation ¥0 $0
Total¥113,500,130,956,681$1,005,538,258,752
ProductVolume
CHF
USD
Equivalent
IRS CHF134,632,287,279 $134,263,063,853
OIS CHF295,000,000 $294,190,975
Basis CHF31,184,450,000 $31,098,927,948
Zeroes CHF7,822,400,000 $7,800,947,395
FRAs CHF1,189,900,000 $1,186,636,749
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF175,124,037,279$174,643,766,920
ProductVolume
AUD
USD
Equivalent
IRS $703,557,985,967 $539,734,508,934
OIS $522,358,680,246 $400,727,461,551
Basis $79,526,767,574 $61,008,959,744
Zeroes $1,659,083,374 $1,272,765,810
FRAs $0 $0
VNS $202,435,934 $155,298,727
Inflation $0 $0
Total$1,307,304,953,095$1,002,898,994,766
ProductVolume
CAD
USD
Equivalent
IRS $686,360,137,090 $523,979,034,346
OIS $450,481,457,406 $343,905,227,427
Basis $23,543,300,000 $17,973,356,745
Zeroes $16,736,000,000 $12,776,547,828
FRAs $0 $0
VNS $2,528,815,143 $1,930,540,608
Inflation $0 $0
Total$1,179,649,709,639$900,564,706,954
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,388,558,221,100 $54,528,106,071
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK372,596,000,000 $14,631,690,556
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,761,154,221,100$69,159,796,627
ProductVolume
DKK
USD
Equivalent
IRS DKK589,760,590,217 $84,164,342,676
OIS DKK0 $0
Basis DKK3,800,000,000 $542,295,480
Zeroes DKK750,000,000 $107,032,003
FRAs DKK24,178,000,000 $3,450,426,344
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK618,488,590,217$88,264,096,503
ProductVolume
HKD
USD
Equivalent
IRS HKD951,492,558,284 $122,592,113,366
OIS HKD0 $0
Basis HKD59,537,000,000 $7,670,860,471
Zeroes HKD743,000,000 $95,729,535
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,011,772,558,284$130,358,703,372
ProductVolume
HUF
USD
Equivalent
IRS HUF19,582,787,315,127 $67,329,507,702
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF43,800,000,000 $150,593,089
FRAs HUF9,470,120,000,000 $32,560,151,281
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF29,096,707,315,127$100,040,252,072
ProductVolume
MXN
USD
Equivalent
IRS MXN13,793,200,000 $674,888,381
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,793,200,000$674,888,381
ProductVolume
NOK
USD
Equivalent
IRS NOK730,864,322,950 $87,603,150,337
OIS NOK0 $0
Basis NOK8,555,000,000 $1,025,422,815
Zeroes NOK6,400,000,000 $767,119,347
FRAs NOK290,815,365,562 $34,857,827,082
VNS NOK5,908,343,815 $708,188,258
Inflation NOK0 $0
TotalNOK1,042,543,032,327$124,961,707,839
ProductVolume
NZD
USD
Equivalent
IRS NZD1,006,250,683,800 $723,997,366,994
OIS NZD0 $0
Basis NZD1,940,000,000 $1,395,830,000
Zeroes NZD6,400,000,000 $4,604,800,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,014,590,683,800$729,997,996,994
ProductVolume
PLN
USD
Equivalent
IRS PLN497,319,839,421 $121,922,000,348
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $405,491,542
FRAs PLN123,450,000,000 $30,264,770,777
VNS PLN1,011,052,000 $247,867,615
Inflation PLN0 $0
TotalPLN623,434,891,421$152,840,130,282
ProductVolume
SEK
USD
Equivalent
IRS SEK2,698,352,175,375 $302,828,368,259
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,043,811,710 $117,144,011
FRAs SEK2,124,792,644,530 $238,459,418,049
VNS SEK1,525,702,833 $171,225,277
Inflation SEK0 $0
TotalSEK4,825,714,334,448$541,576,155,596
ProductVolume
SGD
USD
Equivalent
IRS SGD496,070,898,469 $349,653,496,718
OIS SGD0 $0
Basis SGD636,000,000 $448,281,938
Zeroes SGD6,982,000,000 $4,921,233,480
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD503,688,898,469$355,023,012,136
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,167,961,467,023 $165,936,583,775
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,167,961,467,023$165,936,583,775
ProductUSD
Equivalent
IRS$14,443,403,816,493
OIS$9,775,133,953,610
Basis$1,704,274,776,377
Zeroes$167,468,286,278
FRAs$2,846,610,647,489
VNS$193,768,988,427
Inflation$115,473,019,653
Total$29,246,133,488,327

Figures as of COB Feb 17, 2017.

Notional Outstanding by Product

As of COB Feb 17, 2017

Daily Notional by Tenor
 

As of COB Feb 17, 2017

Notional Outstanding by Tenor
 

As of COB Feb 17, 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
$2,381,723,765,864
$13,100,285,252,309
$64,407,015,543,230
$115,897,468,911,786
EUR
€549,161,473,012
€4,560,092,897,563
€28,971,992,168,582
€75,907,832,604,117
GBP
£157,027,327,588
£617,625,738,963
£5,769,489,416,235
£21,997,624,001,826
JPY
¥1,379,203,660,000
¥88,343,555,783,070
¥299,997,994,244,308
¥1,444,562,859,081,240
CHF
CHF12,650,359,720
CHF218,076,919,656
CHF536,884,753,674
CHF3,469,302,844,802
AUD
$34,600,003,000
$456,002,106,768
$3,021,458,367,163
$17,900,892,159,341
CAD
$18,343,468,000
$229,971,846,492
$2,128,434,595,846
$9,963,594,886,253
Other*
Show All
Hide
$87,879,284,222
$727,558,361,740
$4,137,800,225,466
$16,899,243,100,655
CZK
CZK155,973,330,000
CZK628,939,246,500
CZK4,994,708,248,087
CZK15,261,688,853,131
DKK
DKK3,288,212,896
DKK31,579,203,730
DKK497,782,202,608
DKK4,205,288,435,433
HKD
HKD38,892,010,072
HKD404,995,157,756
HKD1,515,600,866,459
HKD9,775,580,877,024
HUF
HUF2,229,345,000,000
HUF15,308,910,276,748
HUF90,163,855,216,770
HUF257,564,381,766,042
MXN
MXN0
MXN200,000,000
MXN35,806,400,000
MXN47,124,420,000
NOK
NOK43,318,560,000
NOK2,118,961,673,840
NOK5,658,041,694,252
NOK15,457,459,381,814
NZD
NZD12,136,366,432
NZD74,060,166,432
NZD564,181,519,498
NZD4,346,164,501,289
PLN
PLN22,520,400,000
PLN123,936,254,884
PLN930,548,572,080
PLN5,131,884,107,486
SEK
SEK315,986,202,000
SEK1,384,813,523,386
SEK13,336,165,504,952
SEK37,450,726,122,673
SGD
SGD13,381,864,274
SGD79,537,075,760
SGD525,622,118,096
SGD3,086,261,094,773
ZAR
ZAR55,778,980,000
ZAR574,570,600,208
ZAR2,508,463,510,864
ZAR12,230,647,317,602
Total in USD$3,312,751,244,206$20,954,449,893,733$113,649,262,355,764$278,263,163,495,076

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $300,692,548,412
OIS $1,642,489,880,000
Basis $63,689,600,000
Zeroes $0
FRAs $369,750,000,000
VNS $823,946,952
Inflation $4,277,790,500
Total$2,381,723,765,864
ProductVolume
EUR
USD
Equivalent
IRS €294,788,727,398 $312,918,234,133
OIS €159,295,463,790 $169,092,134,813
Basis €936,000,000 $993,564,000
Zeroes €86,155,640 $91,454,212
FRAs €90,300,000,000 $95,853,450,000
VNS €1,000,826,184 $1,062,376,994
Inflation €2,754,300,000 $2,923,689,450
Total€549,161,473,012$582,934,903,602
ProductVolume
GBP
USD
Equivalent
IRS £35,909,568,468 $44,554,797,077
OIS £107,535,800,000 $133,425,043,850
Basis £2,836,692,000 $3,519,625,599
Zeroes £216,608,320 $268,756,773
FRAs £8,760,000,000 $10,868,970,000
VNS £84,000,000 $104,223,000
Inflation £1,684,658,800 $2,090,240,406
Total£157,027,327,588$194,831,656,705
ProductVolume
JPY
USD
Equivalent
IRS ¥1,293,603,660,000 $11,460,497,542
OIS ¥0 $0
Basis ¥85,600,000,000 $758,361,019
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,379,203,660,000$12,218,858,561
ProductVolume
CHF
USD
Equivalent
IRS CHF5,250,359,720 $5,235,960,828
OIS CHF0 $0
Basis CHF1,400,000,000 $1,396,160,558
Zeroes CHF0 $0
FRAs CHF6,000,000,000 $5,983,545,251
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,650,359,720$12,615,666,637
ProductVolume
AUD
USD
Equivalent
IRS $33,392,003,000 $25,616,675,101
OIS $0 $0
Basis $1,208,000,000 $926,717,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$34,600,003,000$26,543,392,301
ProductVolume
CAD
USD
Equivalent
IRS $11,326,840,000 $8,647,102,832
OIS $7,000,000,000 $5,343,919,383
Basis $0 $0
Zeroes $16,628,000 $12,694,099
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$18,343,468,000$14,003,716,314
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK60,968,330,000 $2,394,201,060
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK95,005,000,000 $3,730,806,990
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK155,973,330,000$6,125,008,050
ProductVolume
DKK
USD
Equivalent
IRS DKK3,288,212,896 $469,258,682
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,288,212,896$469,258,682
ProductVolume
HKD
USD
Equivalent
IRS HKD38,892,010,072 $5,010,920,649
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD38,892,010,072$5,010,920,649
ProductVolume
HUF
USD
Equivalent
IRS HUF1,207,345,000,000 $4,151,091,628
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,022,000,000,000 $3,513,838,748
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,229,345,000,000$7,664,930,376
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK14,918,560,000 $1,788,174,376
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK28,400,000,000 $3,404,092,102
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK43,318,560,000$5,192,266,478
ProductVolume
NZD
USD
Equivalent
IRS NZD12,136,366,432 $8,732,115,648
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD12,136,366,432$8,732,115,648
ProductVolume
PLN
USD
Equivalent
IRS PLN22,420,400,000 $5,496,543,270
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN100,000,000 $24,515,813
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN22,520,400,000$5,521,059,083
ProductVolume
SEK
USD
Equivalent
IRS SEK188,142,202,000 $21,114,662,701
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK126,420,000,000 $14,187,756,018
VNS SEK1,424,000,000 $159,811,458
Inflation SEK0 $0
TotalSEK315,986,202,000$35,462,230,177
ProductVolume
SGD
USD
Equivalent
IRS SGD13,381,864,274 $9,432,151,030
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,381,864,274$9,432,151,030
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,778,980,000 $4,269,344,049
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,778,980,000$4,269,344,049
ProductUSD
Equivalent
IRS$771,984,279,018
OIS$1,950,350,978,046
Basis$71,284,028,376
Zeroes$372,905,084
FRAs$507,316,974,922
VNS$2,150,358,404
Inflation$9,291,720,356
Total$3,312,751,244,206
Show:
ProductUSD
Equivalent
IRS $1,769,535,872,136
OIS $7,994,664,408,914
Basis $348,796,042,000
Zeroes $173,125,342
FRAs $2,957,970,000,000
VNS $4,489,636,817
Inflation $24,656,167,100
Total$13,100,285,252,309
ProductVolume
EUR
USD
Equivalent
IRS €1,811,621,118,641 $1,923,745,893,149
OIS €1,533,697,100,721 $1,626,072,324,193
Basis €7,754,400,000 $8,213,144,320
Zeroes €86,155,640 $91,454,212
FRAs €1,181,548,000,000 $1,251,439,875,900
VNS €4,661,082,561 $4,949,684,596
Inflation €20,725,040,000 $21,988,209,749
Total€4,560,092,897,563$4,836,500,586,119
ProductVolume
GBP
USD
Equivalent
IRS £179,894,215,748 $224,296,741,996
OIS £169,949,700,000 $211,362,944,045
Basis £16,813,792,000 $20,963,362,479
Zeroes £1,466,045,187 $1,826,787,542
FRAs £236,688,000,000 $295,243,038,900
VNS £1,564,807,438 $1,956,983,934
Inflation £11,249,178,590 $14,031,353,926
Total£617,625,738,963$769,681,212,822
ProductVolume
JPY
USD
Equivalent
IRS ¥83,431,554,107,094 $732,934,476,951
OIS ¥2,956,301,675,976 $26,054,821,126
Basis ¥1,955,700,000,000 $17,165,790,663
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥88,343,555,783,070$776,155,088,740
ProductVolume
CHF
USD
Equivalent
IRS CHF37,686,119,656 $37,528,539,013
OIS CHF0 $0
Basis CHF3,400,800,000 $3,392,504,900
Zeroes CHF0 $0
FRAs CHF176,990,000,000 $177,470,858,459
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF218,076,919,656$218,391,902,372
ProductVolume
AUD
USD
Equivalent
IRS $277,323,106,768 $213,225,716,904
OIS $170,145,000,000 $130,217,391,750
Basis $8,534,000,000 $6,554,313,425
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$456,002,106,768$349,997,422,079
ProductVolume
CAD
USD
Equivalent
IRS $154,368,268,228 $118,064,701,036
OIS $70,508,475,388 $53,917,490,841
Basis $2,990,000,000 $2,287,506,694
Zeroes $49,042,000 $37,490,610
FRAs $0 $0
VNS $2,056,060,876 $1,572,878,371
Inflation $0 $0
Total$229,971,846,492$175,880,067,552
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK322,449,246,500 $12,660,763,738
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK306,490,000,000 $12,033,503,650
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK628,939,246,500$24,694,267,388
ProductVolume
DKK
USD
Equivalent
IRS DKK29,179,203,730 $4,159,060,036
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,400,000,000 $342,265,512
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK31,579,203,730$4,501,325,548
ProductVolume
HKD
USD
Equivalent
IRS HKD400,355,157,756 $51,593,557,364
OIS HKD0 $0
Basis HKD4,640,000,000 $597,950,334
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD404,995,157,756$52,191,507,698
ProductVolume
HUF
USD
Equivalent
IRS HUF5,553,510,276,748 $19,120,591,966
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,755,400,000,000 $33,603,615,835
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,308,910,276,748$52,724,207,801
ProductVolume
MXN
USD
Equivalent
IRS MXN200,000,000 $9,811,280
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN200,000,000$9,811,280
ProductVolume
NOK
USD
Equivalent
IRS NOK134,881,340,620 $16,136,395,938
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,983,464,000,000 $237,883,672,392
VNS NOK616,333,220 $74,376,196
Inflation NOK0 $0
TotalNOK2,118,961,673,840$254,094,444,526
ProductVolume
NZD
USD
Equivalent
IRS NZD74,060,166,432 $53,259,999,337
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD74,060,166,432$53,259,999,337
ProductVolume
PLN
USD
Equivalent
IRS PLN98,982,254,884 $24,345,498,658
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN24,954,000,000 $6,166,538,435
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN123,936,254,884$30,512,037,093
ProductVolume
SEK
USD
Equivalent
IRS SEK670,529,523,386 $75,262,413,209
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK712,860,000,000 $79,908,104,049
VNS SEK1,424,000,000 $159,811,458
Inflation SEK0 $0
TotalSEK1,384,813,523,386$155,330,328,716
ProductVolume
SGD
USD
Equivalent
IRS SGD79,321,075,760 $55,890,738,376
OIS SGD0 $0
Basis SGD216,000,000 $152,273,528
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD79,537,075,760$56,043,011,904
ProductVolume
ZAR
USD
Equivalent
IRS ZAR574,570,600,208 $44,197,420,449
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR574,570,600,208$44,197,420,449
ProductUSD
Equivalent
IRS$5,375,968,191,536
OIS$10,042,289,380,869
Basis$408,122,888,343
Zeroes$2,128,857,706
FRAs$5,052,061,473,132
VNS$13,203,371,372
Inflation$60,675,730,775
Total$20,954,449,893,733
Show:
ProductUSD
Equivalent
IRS $13,345,810,910,572
OIS $25,063,452,923,714
Basis $1,983,819,365,612
Zeroes $4,380,732,298
FRAs $23,850,050,033,140
VNS $36,296,351,874
Inflation $123,205,226,020
Total$64,407,015,543,230
ProductVolume
EUR
USD
Equivalent
IRS €11,040,968,165,302 $11,761,986,306,096
OIS €7,114,658,021,306 $7,579,691,323,111
Basis €88,619,600,000 $94,564,240,970
Zeroes €2,382,556,146 $2,552,000,294
FRAs €10,543,466,200,000 $11,241,870,048,070
VNS €18,171,702,582 $19,420,087,167
Inflation €163,725,923,246 $174,471,225,764
Total€28,971,992,168,582$30,874,555,231,472
ProductVolume
GBP
USD
Equivalent
IRS £1,565,110,496,986 $1,943,072,222,855
OIS £1,320,772,703,028 $1,638,693,917,898
Basis £205,850,402,800 $255,429,357,506
Zeroes £14,938,708,791 $18,581,127,224
FRAs £2,584,461,249,284 $3,205,349,299,397
VNS £7,181,553,024 $8,935,323,758
Inflation £71,174,302,322 $88,496,070,325
Total£5,769,489,416,235$7,158,557,318,963
ProductVolume
JPY
USD
Equivalent
IRS ¥265,174,085,651,046 $2,328,856,178,585
OIS ¥12,260,681,675,976 $107,795,658,494
Basis ¥19,525,114,346,650 $171,648,830,010
Zeroes ¥0 $0
FRAs ¥3,028,686,400,000 $26,880,311,785
VNS ¥9,426,170,636 $81,671,972
Inflation ¥0 $0
Total¥299,997,994,244,308$2,635,262,650,846
ProductVolume
CHF
USD
Equivalent
IRS CHF234,887,953,674 $234,017,724,766
OIS CHF240,000,000 $240,424,263
Basis CHF39,624,800,000 $39,514,040,287
Zeroes CHF0 $0
FRAs CHF262,132,000,000 $262,772,760,938
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF536,884,753,674$536,544,950,254
ProductVolume
AUD
USD
Equivalent
IRS $1,772,289,844,027 $1,337,282,885,333
OIS $1,172,438,612,000 $887,973,969,988
Basis $75,650,492,968 $57,066,579,515
Zeroes $0 $0
FRAs $0 $0
VNS $1,079,418,168 $817,497,349
Inflation $0 $0
Total$3,021,458,367,163$2,283,140,932,185
ProductVolume
CAD
USD
Equivalent
IRS $1,261,014,009,677 $958,753,737,680
OIS $801,463,475,388 $607,487,127,574
Basis $45,350,000,000 $34,461,142,466
Zeroes $2,284,526,000 $1,752,988,212
FRAs $0 $0
VNS $18,322,584,781 $13,930,507,416
Inflation $0 $0
Total$2,128,434,595,846$1,616,385,503,348
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,205,384,248,087 $126,492,901,404
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,789,324,000,000 $70,541,195,025
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,994,708,248,087$197,034,096,429
ProductVolume
DKK
USD
Equivalent
IRS DKK337,164,202,608 $48,223,222,905
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK160,618,000,000 $23,003,799,331
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK497,782,202,608$71,227,022,236
ProductVolume
HKD
USD
Equivalent
IRS HKD1,484,888,866,459 $191,405,677,201
OIS HKD0 $0
Basis HKD30,712,000,000 $3,959,265,375
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,515,600,866,459$195,364,942,576
ProductVolume
HUF
USD
Equivalent
IRS HUF41,848,755,216,770 $144,462,554,655
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF48,315,100,000,000 $166,878,071,542
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF90,163,855,216,770$311,340,626,197
ProductVolume
MXN
USD
Equivalent
IRS MXN35,806,400,000 $1,730,273,902
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN35,806,400,000$1,730,273,902
ProductVolume
NOK
USD
Equivalent
IRS NOK1,219,928,795,582 $145,464,000,693
OIS NOK0 $0
Basis NOK790,000,000 $95,804,026
Zeroes NOK0 $0
FRAs NOK4,432,889,089,610 $529,319,038,550
VNS NOK4,433,809,060 $528,560,784
Inflation NOK0 $0
TotalNOK5,658,041,694,252$675,407,404,053
ProductVolume
NZD
USD
Equivalent
IRS NZD564,181,519,498 $405,258,850,377
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD564,181,519,498$405,258,850,377
ProductVolume
PLN
USD
Equivalent
IRS PLN672,370,068,080 $165,009,645,707
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN258,144,000,000 $63,163,605,102
VNS PLN34,504,000 $8,558,283
Inflation PLN0 $0
TotalPLN930,548,572,080$228,181,809,092
ProductVolume
SEK
USD
Equivalent
IRS SEK3,842,983,297,632 $431,387,047,358
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK9,488,262,000,000 $1,063,716,857,294
VNS SEK4,920,207,320 $554,810,422
Inflation SEK0 $0
TotalSEK13,336,165,504,952$1,495,658,715,074
ProductVolume
SGD
USD
Equivalent
IRS SGD525,406,118,096 $369,249,140,761
OIS SGD0 $0
Basis SGD216,000,000 $152,273,528
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD525,622,118,096$369,401,414,289
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,508,463,510,864 $187,195,071,241
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,508,463,510,864$187,195,071,241
ProductUSD
Equivalent
IRS$34,125,658,352,091
OIS$35,885,335,345,042
Basis$2,640,710,899,295
Zeroes$27,266,848,028
FRAs$40,503,545,020,174
VNS$80,573,369,025
Inflation$386,172,522,109
Total$113,649,262,355,764
Show:
ProductUSD
Equivalent
IRS $42,182,428,784,728
OIS $22,428,320,197,010
Basis $17,298,037,714,579
Zeroes $244,638,614,688
FRAs $32,877,259,086,077
VNS $608,325,358,883
Inflation $258,459,155,820
Total$115,897,468,911,785
ProductVolume
EUR
USD
Equivalent
IRS €39,544,319,942,225 $41,976,295,618,672
OIS €14,053,335,793,708 $14,917,615,945,021
Basis €1,126,218,812,550 $1,195,481,269,522
Zeroes €1,263,696,793,167 $1,341,414,145,947
FRAs €18,943,542,513,760 $20,108,570,378,356
VNS €363,528,749,398 $385,885,767,486
Inflation €613,189,999,309 $650,901,184,267
Total€75,907,832,604,117$80,576,164,309,271
ProductVolume
GBP
USD
Equivalent
IRS £7,739,156,596,189 $9,602,358,546,721
OIS £3,442,452,181,583 $4,271,222,544,299
Basis £3,748,922,138,634 $4,651,475,143,510
Zeroes £323,474,327,443 $401,350,771,775
FRAs £6,208,821,690,196 $7,703,595,512,111
VNS £127,734,150,006 $158,486,146,619
Inflation £407,062,917,775 $505,063,315,229
Total£21,997,624,001,826$27,293,551,980,264
ProductVolume
JPY
USD
Equivalent
IRS ¥1,126,697,811,868,960 $9,981,818,931,286
OIS ¥51,827,048,236,102 $459,154,358,681
Basis ¥237,054,172,805,550 $2,100,147,710,348
Zeroes ¥26,796,100,000,000 $237,396,234,773
FRAs ¥2,178,300,000,000 $19,298,338,870
VNS ¥9,426,170,636 $83,509,817
Inflation ¥0 $0
Total¥1,444,562,859,081,248$12,797,899,083,775
ProductVolume
CHF
USD
Equivalent
IRS CHF1,950,401,863,929 $1,945,052,968,267
OIS CHF39,982,279,070 $39,872,629,339
Basis CHF488,014,562,000 $486,676,202,443
Zeroes CHF63,683,808,159 $63,509,157,975
FRAs CHF927,220,331,644 $924,677,468,605
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,469,302,844,802$3,459,788,426,629
ProductVolume
AUD
USD
Equivalent
IRS $11,932,600,547,035 $9,154,094,509,658
OIS $3,876,864,683,810 $2,974,136,742,185
Basis $1,964,021,290,479 $1,506,698,932,991
Zeroes $114,131,406,169 $87,555,908,243
FRAs $0 $0
VNS $13,274,231,848 $10,183,326,962
Inflation $0 $0
Total$17,900,892,159,341$13,732,669,420,039
ProductVolume
CAD
USD
Equivalent
IRS $7,632,714,876,569 $5,826,944,710,718
OIS $1,730,985,623,470 $1,321,463,946,462
Basis $409,209,273,932 $312,397,338,676
Zeroes $144,784,135,430 $110,530,678,243
FRAs $0 $0
VNS $45,900,976,852 $35,041,588,558
Inflation $0 $0
Total$9,963,594,886,253$7,606,378,262,657
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,587,623,398,811 $494,310,755,893
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,053,406,637
FRAs CZK2,621,775,454,320 $102,956,035,905
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK15,261,688,853,131$599,320,198,435
ProductVolume
DKK
USD
Equivalent
IRS DKK3,749,706,435,433 $535,118,118,439
OIS DKK0 $0
Basis DKK8,480,000,000 $1,210,175,176
Zeroes DKK17,000,000,000 $2,426,058,725
FRAs DKK430,102,000,000 $61,379,571,158
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,205,288,435,433$600,133,923,498
ProductVolume
HKD
USD
Equivalent
IRS HKD9,570,704,877,024 $1,233,107,844,156
OIS HKD0 $0
Basis HKD191,982,000,000 $24,735,326,518
Zeroes HKD12,894,000,000 $1,661,287,517
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,775,580,877,024$1,259,504,458,191
ProductVolume
HUF
USD
Equivalent
IRS HUF176,492,411,609,688 $606,815,924,393
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF445,315,000,000 $1,531,081,313
FRAs HUF80,626,655,156,354 $277,210,435,470
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF257,564,381,766,042$885,557,441,176
ProductVolume
MXN
USD
Equivalent
IRS MXN47,124,420,000 $2,305,753,813
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN47,124,420,000$2,305,753,813
ProductVolume
NOK
USD
Equivalent
IRS NOK6,439,976,856,322 $771,911,068,852
OIS NOK0 $0
Basis NOK27,321,400,000 $3,274,808,520
Zeroes NOK32,705,005,656 $3,920,100,403
FRAs NOK8,945,351,236,206 $1,072,211,249,830
VNS NOK12,104,883,630 $1,450,920,379
Inflation NOK0 $0
TotalNOK15,457,459,381,814$1,852,768,147,984
ProductVolume
NZD
USD
Equivalent
IRS NZD4,327,032,501,289 $3,113,299,884,678
OIS NZD0 $0
Basis NZD3,232,000,000 $2,325,424,000
Zeroes NZD15,900,000,000 $11,440,050,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,346,164,501,289$3,127,065,358,678
ProductVolume
PLN
USD
Equivalent
IRS PLN4,018,711,417,746 $985,219,764,096
OIS PLN0 $0
Basis PLN2,374,000,000 $582,005,393
Zeroes PLN10,950,000,000 $2,684,481,491
FRAs PLN1,095,938,985,740 $268,678,349,041
VNS PLN3,909,704,000 $958,495,710
Inflation PLN0 $0
TotalPLN5,131,884,107,486$1,258,123,095,731
ProductVolume
SEK
USD
Equivalent
IRS SEK20,233,491,381,658 $2,270,747,026,728
OIS SEK0 $0
Basis SEK500,000,000 $56,113,574
Zeroes SEK240,481,176,710 $26,988,516,549
FRAs SEK16,968,743,994,838 $1,904,353,739,390
VNS SEK7,509,569,467 $842,777,562
Inflation SEK0 $0
TotalSEK37,450,726,122,673$4,202,988,173,803
ProductVolume
SGD
USD
Equivalent
IRS SGD2,992,271,094,773 $2,109,089,758,431
OIS SGD0 $0
Basis SGD1,272,000,000 $896,563,877
Zeroes SGD92,718,000,000 $65,351,894,273
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,086,261,094,773$2,175,338,216,581
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,230,647,317,602 $936,138,332,767
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,230,647,317,602$936,138,332,767
ProductUSD
Equivalent
IRS$133,727,058,302,296
OIS$46,411,786,362,997
Basis$27,583,994,729,127
Zeroes$2,604,452,388,552
FRAs$65,320,190,164,813
VNS$1,201,257,891,976
Inflation$1,414,423,655,316
Total$278,263,163,495,077

Figures as of COB Feb 17, 2017.

Notional Outstanding by Product

As of COB Feb 17, 2017

Daily Notional by Tenor

As of COB Feb 17, 2017

Notional Outstanding by Currency

As of COB Feb 17, 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.