Daily Volumes

  • Client Notional Cleared (USD)
    $509,697,801,516,733
    Client Notional Outstanding (USD)
    $32,396,816,549,007
    As of COB May 25, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,467,951,000,000,000
    Trades Compressed
    11,490,915
  • 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 May 25, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$564,000,376,698
$3,276,332,859,244
$55,626,016,542,255
$16,321,180,212,580
EUR
€109,401,836,514
€536,726,646,514
€16,435,544,599,298
€7,224,740,524,638
GBP
£14,102,595,991
£213,463,514,571
£2,970,840,098,354
£1,593,752,721,959
JPY
¥1,046,214,561,803
¥7,627,753,447,968
¥145,528,393,803,896
¥119,731,669,095,640
CHF
CHF501,470,000
CHF12,570,578,455
CHF283,603,198,378
CHF204,887,336,270
AUD
$48,810,056,486
$116,951,710,641
$2,668,580,859,184
$1,610,509,476,788
CAD
$24,218,277,000
$79,441,343,031
$2,014,748,261,882
$995,538,875,879
Other*
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$16,128,219,040
$165,865,691,274
$2,934,187,019,810
$2,693,480,431,652
CZK
CZK15,785,000,000
CZK199,710,397,037
CZK4,265,106,975,037
CZK1,837,697,851,698
DKK
DKK0
DKK10,641,875,339
DKK238,652,992,223
DKK662,905,097,259
HKD
HKD13,268,700,000
HKD181,471,772,340
HKD1,264,352,714,802
HKD1,251,188,834,952
HUF
HUF292,358,931,036
HUF2,285,803,248,495
HUF60,291,031,591,917
HUF29,822,523,053,880
MXN
MXN2,266,810,000
MXN13,448,713,217
MXN103,999,737,493
MXN67,781,507,731
NOK
NOK26,000,000
NOK100,163,764,090
NOK1,824,813,378,709
NOK953,416,423,474
NZD
NZD6,065,210,000
NZD31,335,420,102
NZD554,451,800,363
NZD973,966,508,218
PLN
PLN9,941,789,100
PLN45,679,336,095
PLN865,935,788,878
PLN613,297,710,020
SEK
SEK4,506,500,000
SEK429,744,471,674
SEK9,148,346,938,221
SEK5,384,294,951,897
SGD
SGD1,530,400,000
SGD20,535,142,313
SGD366,631,976,537
SGD563,194,318,722
ZAR
ZAR51,885,127,439
ZAR191,949,919,214
ZAR3,230,303,013,892
ZAR3,289,447,999,912
Total in USD$785,241,432,509$4,540,122,190,105$85,023,029,422,997$32,396,816,549,007

Figures as of COB May 25, 2017. Weekly figures as of COB May 19, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $115,266,023,418
OIS $408,795,868,000
Basis $37,055,500,000
Zeroes $0
FRAs $1,820,000,000
VNS $314,800,280
Inflation $748,185,000
Total$564,000,376,698
ProductVolume
EUR
USD
Equivalent
IRS €29,563,504,114 $33,143,644,462
OIS €75,976,207,400 $85,176,926,116
Basis €2,516,800,000 $2,821,584,480
Zeroes €0 $0
FRAs €0 $0
VNS €2,000,000 $2,242,200
Inflation €1,343,325,000 $1,506,001,658
Total€109,401,836,514$122,650,398,916
ProductVolume
GBP
USD
Equivalent
IRS £9,971,645,457 $12,906,300,715
OIS £1,019,500,000 $1,319,538,850
Basis £47,000,000 $60,832,100
Zeroes £655,846,372 $848,861,959
FRAs £1,300,000,000 $1,682,590,000
VNS £267,351,681 $346,033,281
Inflation £841,252,481 $1,088,833,086
Total£14,102,595,991$18,252,989,991
ProductVolume
JPY
USD
Equivalent
IRS ¥968,779,561,803 $8,662,192,076
OIS ¥55,500,000,000 $496,244,635
Basis ¥21,935,000,000 $196,128,398
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,046,214,561,803$9,354,565,109
ProductVolume
CHF
USD
Equivalent
IRS CHF501,470,000 $515,332,443
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF501,470,000$515,332,443
ProductVolume
AUD
USD
Equivalent
IRS $13,930,056,486 $10,384,160,607
OIS $34,100,000,000 $25,419,845,000
Basis $780,000,000 $581,451,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$48,810,056,486$36,385,456,607
ProductVolume
CAD
USD
Equivalent
IRS $21,904,580,000 $16,238,846,467
OIS $2,313,697,000 $1,715,247,238
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,218,277,000$17,954,093,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,785,000,000 $669,380,659
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK15,785,000,000$669,380,659
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD13,268,700,000 $1,702,916,546
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,268,700,000$1,702,916,546
ProductVolume
HUF
USD
Equivalent
IRS HUF292,358,931,036 $1,066,361,246
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF292,358,931,036$1,066,361,246
ProductVolume
MXN
USD
Equivalent
IRS MXN2,266,810,000 $122,493,853
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,266,810,000$122,493,853
ProductVolume
NOK
USD
Equivalent
IRS NOK26,000,000 $3,096,086
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK26,000,000$3,096,086
ProductVolume
NZD
USD
Equivalent
IRS NZD6,065,210,000 $4,259,596,983
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD6,065,210,000$4,259,596,983
ProductVolume
PLN
USD
Equivalent
IRS PLN9,941,789,100 $2,669,187,467
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,941,789,100$2,669,187,467
ProductVolume
SEK
USD
Equivalent
IRS SEK4,506,500,000 $518,841,314
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK4,506,500,000$518,841,314
ProductVolume
SGD
USD
Equivalent
IRS SGD1,530,400,000 $1,103,667,111
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,530,400,000$1,103,667,111
ProductVolume
ZAR
USD
Equivalent
IRS ZAR51,885,127,439 $4,012,677,775
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR51,885,127,439$4,012,677,775
ProductUSD
Equivalent
IRS$213,244,719,228
OIS$522,923,669,839
Basis$40,715,495,978
Zeroes$848,861,959
FRAs$3,502,590,000
VNS$663,075,761
Inflation$3,343,019,744
Total$785,241,432,509
Show:
ProductUSD
Equivalent
IRS $693,730,139,522
OIS $1,885,000,509,000
Basis $306,800,210,037
Zeroes $747,700,000
FRAs $384,011,360,000
VNS $1,515,566,685
Inflation $4,527,374,000
Total$3,276,332,859,244
ProductVolume
EUR
USD
Equivalent
IRS €301,875,059,528 $334,794,568,763
OIS €187,645,063,177 $208,360,867,851
Basis €657,000,000 $731,680,100
Zeroes €2,389,000,000 $2,647,728,700
FRAs €39,458,000,000 $43,799,375,400
VNS €884,228,809 $985,412,656
Inflation €3,818,295,000 $4,242,273,487
Total€536,726,646,514$595,561,906,957
ProductVolume
GBP
USD
Equivalent
IRS £81,754,684,587 $105,856,733,692
OIS £53,559,150,000 $69,380,117,316
Basis £26,372,350,000 $34,131,232,400
Zeroes £159,779,509 $206,715,551
FRAs £50,250,300,000 $64,941,957,080
VNS £284,388,225 $367,752,188
Inflation £1,082,862,250 $1,404,334,513
Total£213,463,514,571$276,288,842,740
ProductVolume
JPY
USD
Equivalent
IRS ¥6,969,703,447,968 $62,081,672,660
OIS ¥227,000,000,000 $2,006,718,529
Basis ¥431,050,000,000 $3,839,624,995
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,627,753,447,968$67,928,016,184
ProductVolume
CHF
USD
Equivalent
IRS CHF10,447,478,455 $10,626,317,306
OIS CHF0 $0
Basis CHF2,123,100,000 $2,169,315,666
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,570,578,455$12,795,632,972
ProductVolume
AUD
USD
Equivalent
IRS $83,501,710,641 $62,059,532,699
OIS $32,950,000,000 $24,466,023,000
Basis $500,000,000 $370,925,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$116,951,710,641$86,896,480,699
ProductVolume
CAD
USD
Equivalent
IRS $52,876,843,031 $38,888,644,061
OIS $26,564,500,000 $19,564,115,974
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$79,441,343,031$58,452,760,035
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK170,710,397,037 $7,165,946,581
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,000,000,000 $1,212,836,860
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK199,710,397,037$8,378,783,441
ProductVolume
DKK
USD
Equivalent
IRS DKK9,862,370,602 $1,473,528,233
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK779,504,737 $116,308,404
Inflation DKK0 $0
TotalDKK10,641,875,339$1,589,836,637
ProductVolume
HKD
USD
Equivalent
IRS HKD177,671,772,340 $22,821,827,614
OIS HKD0 $0
Basis HKD3,800,000,000 $488,290,664
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD181,471,772,340$23,310,118,278
ProductVolume
HUF
USD
Equivalent
IRS HUF1,853,803,248,495 $6,642,248,672
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF432,000,000,000 $1,543,385,476
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,285,803,248,495$8,185,634,148
ProductVolume
MXN
USD
Equivalent
IRS MXN13,448,713,217 $717,178,295
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,448,713,217$717,178,295
ProductVolume
NOK
USD
Equivalent
IRS NOK64,109,400,000 $7,564,997,184
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK36,002,000,000 $4,269,514,673
VNS NOK52,364,090 $6,252,914
Inflation NOK0 $0
TotalNOK100,163,764,090$11,840,764,771
ProductVolume
NZD
USD
Equivalent
IRS NZD31,335,420,102 $21,638,264,691
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD31,335,420,102$21,638,264,691
ProductVolume
PLN
USD
Equivalent
IRS PLN38,934,336,095 $10,273,881,393
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,745,000,000 $1,786,816,732
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN45,679,336,095$12,060,698,125
ProductVolume
SEK
USD
Equivalent
IRS SEK163,513,172,686 $18,636,213,940
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK266,176,000,000 $30,263,159,250
VNS SEK55,298,988 $6,292,342
Inflation SEK0 $0
TotalSEK429,744,471,674$48,905,665,532
ProductVolume
SGD
USD
Equivalent
IRS SGD20,535,142,313 $14,752,464,700
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,535,142,313$14,752,464,700
ProductVolume
ZAR
USD
Equivalent
IRS ZAR191,949,919,214 $14,486,282,656
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR191,949,919,214$14,486,282,656
ProductUSD
Equivalent
IRS$1,434,210,442,662
OIS$2,208,778,351,670
Basis$348,531,278,862
Zeroes$3,602,144,251
FRAs$531,828,405,471
VNS$2,997,585,189
Inflation$10,173,982,000
Total$4,540,122,190,105
Show:
ProductUSD
Equivalent
IRS $11,437,072,471,226
OIS $33,135,292,721,215
Basis $1,999,280,562,595
Zeroes $11,106,173,712
FRAs $8,912,848,359,631
VNS $33,361,075,596
Inflation $97,055,178,280
Total$55,626,016,542,255
ProductVolume
EUR
USD
Equivalent
IRS €5,667,348,336,953 $6,081,145,408,800
OIS €8,553,602,107,199 $9,176,879,801,593
Basis €149,902,213,408 $161,877,764,879
Zeroes €35,667,424,890 $38,149,444,529
FRAs €1,923,805,790,000 $2,065,498,732,623
VNS €15,592,569,623 $16,730,777,673
Inflation €89,626,157,225 $96,345,236,404
Total€16,435,544,599,298$17,636,627,166,501
ProductVolume
GBP
USD
Equivalent
IRS £1,317,216,969,575 $1,653,874,501,511
OIS £1,260,998,891,062 $1,581,537,396,920
Basis £93,587,005,400 $118,479,487,286
Zeroes £6,641,893,379 $8,362,753,219
FRAs £241,919,532,324 $304,452,249,703
VNS £6,716,433,631 $8,418,381,357
Inflation £43,759,372,983 $54,784,312,603
Total£2,970,840,098,354$3,729,909,082,599
ProductVolume
JPY
USD
Equivalent
IRS ¥124,915,366,507,265 $1,106,956,451,661
OIS ¥8,663,628,837,988 $76,836,758,808
Basis ¥10,727,642,173,325 $95,461,395,665
Zeroes ¥0 $0
FRAs ¥1,217,043,200,000 $10,769,085,645
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥145,528,393,803,896$1,290,064,527,765
ProductVolume
CHF
USD
Equivalent
IRS CHF249,682,298,378 $249,419,245,139
OIS CHF60,000,000 $59,659,541
Basis CHF16,926,850,000 $17,006,941,103
Zeroes CHF0 $0
FRAs CHF16,734,050,000 $16,791,178,145
VNS CHF200,000,000 $205,198,476
Inflation CHF0 $0
TotalCHF283,603,198,378$283,482,222,404
ProductVolume
AUD
USD
Equivalent
IRS $1,172,798,404,030 $886,219,322,664
OIS $1,466,252,534,000 $1,108,235,802,832
Basis $29,470,286,000 $22,116,121,921
Zeroes $0 $0
FRAs $0 $0
VNS $59,635,154 $45,445,484
Inflation $0 $0
Total$2,668,580,859,184$2,016,616,692,901
ProductVolume
CAD
USD
Equivalent
IRS $1,328,129,443,073 $992,450,066,020
OIS $669,311,743,694 $500,634,740,280
Basis $16,388,500,000 $12,358,055,411
Zeroes $30,750,000 $22,396,213
FRAs $0 $0
VNS $887,825,115 $660,910,838
Inflation $0 $0
Total$2,014,748,261,882$1,506,126,168,762
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,900,737,998,429 $115,733,154,194
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,364,368,976,608 $54,137,072,392
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,265,106,975,037$169,870,226,586
ProductVolume
DKK
USD
Equivalent
IRS DKK222,950,943,105 $32,000,321,183
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK11,196,000,000 $1,606,315,027
VNS DKK1,356,049,118 $203,193,272
Inflation DKK0 $0
TotalDKK238,652,992,223$34,256,777,466
ProductVolume
HKD
USD
Equivalent
IRS HKD1,233,807,714,802 $158,795,342,250
OIS HKD0 $0
Basis HKD30,545,000,000 $3,931,729,953
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,264,352,714,802$162,727,072,203
ProductVolume
HUF
USD
Equivalent
IRS HUF38,249,971,591,917 $132,475,442,794
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF2,000,000,000 $6,918,021
FRAs HUF22,039,060,000,000 $76,252,340,922
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF60,291,031,591,917$208,734,701,737
ProductVolume
MXN
USD
Equivalent
IRS MXN103,999,737,493 $5,434,853,515
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN103,999,737,493$5,434,853,515
ProductVolume
NOK
USD
Equivalent
IRS NOK975,047,643,719 $115,087,289,397
OIS NOK0 $0
Basis NOK2,423,040,000 $284,078,238
Zeroes NOK0 $0
FRAs NOK844,612,401,710 $99,750,847,620
VNS NOK2,730,293,280 $324,015,732
Inflation NOK0 $0
TotalNOK1,824,813,378,709$215,446,230,987
ProductVolume
NZD
USD
Equivalent
IRS NZD553,351,800,363 $390,041,471,353
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD554,451,800,363$390,804,091,603
ProductVolume
PLN
USD
Equivalent
IRS PLN664,382,115,886 $166,251,559,867
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN201,502,710,192 $50,014,699,843
VNS PLN50,962,800 $12,732,978
Inflation PLN0 $0
TotalPLN865,935,788,878$216,278,992,688
ProductVolume
SEK
USD
Equivalent
IRS SEK3,737,883,588,309 $419,345,383,628
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,407,761,095,238 $606,171,994,503
VNS SEK2,702,254,674 $304,636,149
Inflation SEK0 $0
TotalSEK9,148,346,938,221$1,025,822,014,280
ProductVolume
SGD
USD
Equivalent
IRS SGD366,087,976,537 $259,902,055,109
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD366,631,976,537$260,288,961,107
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,230,303,013,892 $244,523,097,638
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,230,303,013,892$244,523,097,638
ProductUSD
Equivalent
IRS$24,446,727,437,949
OIS$45,579,476,881,189
Basis$2,432,392,611,283
Zeroes$57,647,685,694
FRAs$12,198,292,876,054
VNS$60,307,203,541
Inflation$248,184,727,287
Total$85,023,029,422,997
Show:
ProductUSD
Equivalent
IRS $6,653,713,647,872
OIS $6,450,166,567,856
Basis $1,702,971,793,534
Zeroes $12,475,701,985
FRAs $1,314,820,862,565
VNS $126,726,747,488
Inflation $60,304,891,280
Total$16,321,180,212,580
ProductVolume
EUR
USD
Equivalent
IRS €3,437,266,655,302 $3,853,519,647,259
OIS €3,073,659,139,171 $3,445,879,260,925
Basis €117,658,271,646 $131,906,688,343
Zeroes €34,497,558,006 $38,675,212,280
FRAs €446,696,274,678 $500,791,193,542
VNS €63,010,084,658 $70,640,605,910
Inflation €51,952,541,177 $58,243,993,913
Total€7,224,740,524,638$8,099,656,602,172
ProductVolume
GBP
USD
Equivalent
IRS £785,199,747,818 $1,016,284,033,601
OIS £478,862,257,556 $619,791,419,955
Basis £104,551,170,000 $135,320,579,331
Zeroes £22,183,375,293 $28,711,942,642
FRAs £140,416,291,726 $181,740,806,381
VNS £22,394,045,116 $28,984,612,594
Inflation £40,145,834,450 $51,960,753,529
Total£1,593,752,721,959$2,062,794,148,033
ProductVolume
JPY
USD
Equivalent
IRS ¥90,754,878,252,547 $811,470,656,765
OIS ¥6,380,550,000,000 $57,050,697,425
Basis ¥22,252,827,757,775 $198,970,205,273
Zeroes ¥116,000,000,000 $1,037,195,994
FRAs ¥222,700,000,000 $1,991,237,482
VNS ¥4,713,085,318 $42,141,321
Inflation ¥0 $0
Total¥119,731,669,095,640$1,070,562,134,260
ProductVolume
CHF
USD
Equivalent
IRS CHF154,648,786,270 $158,923,837,499
OIS CHF40,000,000 $41,105,745
Basis CHF37,302,100,000 $38,333,264,824
Zeroes CHF2,542,400,000 $2,612,681,122
FRAs CHF10,154,050,000 $10,434,744,631
VNS CHF200,000,000 $205,528,723
Inflation CHF0 $0
TotalCHF204,887,336,270$210,551,162,544
ProductVolume
AUD
USD
Equivalent
IRS $669,520,632,325 $499,094,155,367
OIS $868,750,900,000 $647,610,358,405
Basis $71,838,790,000 $53,552,226,006
Zeroes $137,083,374 $102,188,801
FRAs $0 $0
VNS $262,071,089 $195,360,893
Inflation $0 $0
Total$1,610,509,476,788$1,200,554,289,472
ProductVolume
CAD
USD
Equivalent
IRS $781,631,417,559 $579,458,386,507
OIS $175,204,544,000 $129,886,977,537
Basis $28,857,800,000 $21,393,579,954
Zeroes $6,584,750,000 $4,881,570,168
FRAs $0 $0
VNS $3,260,364,320 $2,417,054,133
Inflation $0 $0
Total$995,538,875,879$738,037,568,299
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,570,407,851,698 $66,594,909,217
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK267,290,000,000 $11,334,732,735
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,837,697,851,698$77,929,641,952
ProductVolume
DKK
USD
Equivalent
IRS DKK652,399,048,141 $98,285,433,147
OIS DKK0 $0
Basis DKK6,950,000,000 $1,047,033,656
Zeroes DKK0 $0
FRAs DKK2,200,000,000 $331,435,114
VNS DKK1,356,049,118 $204,291,952
Inflation DKK0 $0
TotalDKK662,905,097,259$99,868,193,869
ProductVolume
HKD
USD
Equivalent
IRS HKD1,176,992,834,952 $151,056,288,376
OIS HKD0 $0
Basis HKD74,196,000,000 $9,522,379,440
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,251,188,834,952$160,578,667,816
ProductVolume
HUF
USD
Equivalent
IRS HUF24,165,923,053,880 $88,143,720,219
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF45,800,000,000 $167,052,687
FRAs HUF5,610,800,000,000 $20,465,048,420
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF29,822,523,053,880$108,775,821,326
ProductVolume
MXN
USD
Equivalent
IRS MXN67,781,507,731 $3,662,776,349
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN67,781,507,731$3,662,776,349
ProductVolume
NOK
USD
Equivalent
IRS NOK627,615,382,797 $74,736,580,587
OIS NOK0 $0
Basis NOK10,583,040,000 $1,260,230,777
Zeroes NOK1,300,000,000 $154,804,292
FRAs NOK307,259,943,112 $36,588,582,959
VNS NOK6,658,057,565 $792,842,989
Inflation NOK0 $0
TotalNOK953,416,423,474$113,533,041,604
ProductVolume
NZD
USD
Equivalent
IRS NZD964,526,508,218 $677,386,966,722
OIS NZD0 $0
Basis NZD3,040,000,000 $2,134,992,000
Zeroes NZD6,400,000,000 $4,494,720,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD973,966,508,218$684,016,678,722
ProductVolume
PLN
USD
Equivalent
IRS PLN509,613,947,218 $136,821,969,103
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $389,298,323
FRAs PLN101,189,000,002 $27,167,384,855
VNS PLN1,044,762,800 $280,499,591
Inflation PLN0 $0
TotalPLN613,297,710,020$164,659,151,872
ProductVolume
SEK
USD
Equivalent
IRS SEK3,215,253,619,666 $370,177,834,794
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK793,811,710 $91,392,946
FRAs SEK2,164,777,113,700 $249,234,617,095
VNS SEK3,470,406,821 $399,554,074
Inflation SEK0 $0
TotalSEK5,384,294,951,897$619,903,398,909
ProductVolume
SGD
USD
Equivalent
IRS SGD562,338,318,722 $405,537,315,633
OIS SGD0 $0
Basis SGD856,000,000 $617,315,112
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD563,194,318,722$406,154,630,745
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,289,447,999,912 $254,398,428,491
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,289,447,999,912$254,398,428,491
ProductUSD
Equivalent
IRS$15,899,266,587,508
OIS$11,350,426,387,848
Basis$2,297,030,288,250
Zeroes$93,793,761,240
FRAs$2,354,900,645,779
VNS$230,889,239,668
Inflation$170,509,638,722
Total$32,396,816,549,015

Figures as of COB May 25, 2017.

Notional Outstanding by Product

As of COB May 25, 2017

Daily Notional by Tenor
 

As of COB May 25, 2017

Notional Outstanding by Tenor
 

As of COB May 25, 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
$2,464,321,109,189
$11,215,274,655,996
$206,282,649,481,866
$118,013,692,936,595
EUR
€499,320,290,498
€3,409,483,412,750
€94,169,439,458,325
€87,524,570,927,633
GBP
£90,122,290,644
£930,096,894,334
£17,457,128,754,455
£21,892,032,829,591
JPY
¥3,149,271,924,888
¥39,574,960,295,936
¥757,734,933,102,916
¥1,400,897,327,729,990
CHF
CHF1,402,940,000
CHF272,856,333,505
CHF2,019,288,749,539
CHF3,585,472,319,094
AUD
$221,554,827,194
$733,712,820,293
$12,234,647,755,459
$20,880,870,816,910
CAD
$64,378,219,372
$322,942,400,359
$6,653,474,285,749
$9,490,812,219,255
Other*
Show All
Hide
$49,556,646,240
$584,265,863,835
$12,240,895,010,030
$18,863,894,035,804
CZK
CZK113,993,200,000
CZK675,930,620,482
CZK15,492,801,792,673
CZK19,134,503,093,631
DKK
DKK0
DKK20,788,209,145
DKK993,570,888,400
DKK4,106,398,217,181
HKD
HKD57,947,400,000
HKD591,198,074,680
HKD4,936,852,398,878
HKD11,101,913,203,344
HUF
HUF822,937,862,072
HUF8,074,498,830,716
HUF233,578,228,395,424
HUF283,469,920,829,578
MXN
MXN8,361,080,000
MXN24,057,426,434
MXN243,985,434,986
MXN208,903,306,620
NOK
NOK52,000,000
NOK291,536,718,180
NOK12,161,559,819,928
NOK15,945,825,386,119
NZD
NZD14,743,920,000
NZD86,357,014,204
NZD1,854,302,132,400
NZD4,707,233,729,199
PLN
PLN24,432,178,200
PLN158,547,121,494
PLN3,065,475,854,967
PLN3,627,884,921,924
SEK
SEK9,226,000,000
SEK1,825,436,893,348
SEK40,236,606,867,176
SEK43,667,136,757,716
SGD
SGD4,696,600,000
SGD77,983,505,556
SGD1,475,019,678,174
SGD3,330,539,834,600
ZAR
ZAR161,144,254,878
ZAR615,018,495,200
ZAR12,524,626,411,620
ZAR17,529,610,285,586
Total in USD$3,432,795,966,360$18,199,453,553,896$364,469,368,108,373$302,148,344,697,802

Figures as of COB May 25, 2017. Weekly figures as of COB May 19, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $371,835,621,159
OIS $1,121,584,936,000
Basis $91,000,600,000
Zeroes $0
FRAs $875,058,000,000
VNS $1,400,582,030
Inflation $3,441,370,000
Total$2,464,321,109,189
ProductVolume
EUR
USD
Equivalent
IRS €232,688,025,698 $260,866,545,610
OIS €182,892,014,800 $205,040,237,792
Basis €5,033,600,000 $5,643,168,960
Zeroes €0 $0
FRAs €73,552,000,000 $82,459,147,200
VNS €4,000,000 $4,484,400
Inflation €5,150,650,000 $5,774,393,715
Total€499,320,290,498$559,787,977,677
ProductVolume
GBP
USD
Equivalent
IRS £35,457,170,914 $45,892,216,314
OIS £16,259,000,000 $21,044,023,700
Basis £1,910,600,000 $2,472,889,580
Zeroes £1,311,692,744 $1,697,723,919
FRAs £32,534,000,000 $42,108,756,200
VNS £696,303,362 $901,225,441
Inflation £1,953,523,624 $2,528,445,627
Total£90,122,290,644$116,645,280,781
ProductVolume
JPY
USD
Equivalent
IRS ¥2,694,421,924,888 $24,091,755,409
OIS ¥311,000,000,000 $2,780,758,226
Basis ¥143,850,000,000 $1,286,212,446
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,149,271,924,888$28,158,726,081
ProductVolume
CHF
USD
Equivalent
IRS CHF1,002,940,000 $1,030,664,885
OIS CHF0 $0
Basis CHF400,000,000 $411,057,445
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,402,940,000$1,441,722,330
ProductVolume
AUD
USD
Equivalent
IRS $47,622,437,182 $35,500,145,797
OIS $167,000,000,000 $124,490,150,000
Basis $6,918,000,000 $5,157,023,100
Zeroes $0 $0
FRAs $0 $0
VNS $14,390,012 $10,727,034
Inflation $0 $0
Total$221,554,827,194$165,158,045,931
ProductVolume
CAD
USD
Equivalent
IRS $56,859,160,000 $42,152,242,568
OIS $6,627,394,000 $4,913,184,076
Basis $800,000,000 $593,075,840
Zeroes $18,868,000 $13,987,694
FRAs $0 $0
VNS $72,797,372 $53,967,953
Inflation $0 $0
Total$64,378,219,372$47,726,458,131
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK60,493,200,000 $2,565,282,107
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK53,500,000,000 $2,268,727,604
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK113,993,200,000$4,834,009,711
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD57,947,400,000 $7,437,019,925
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD57,947,400,000$7,437,019,925
ProductVolume
HUF
USD
Equivalent
IRS HUF822,937,862,072 $3,001,615,312
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF822,937,862,072$3,001,615,312
ProductVolume
MXN
USD
Equivalent
IRS MXN8,361,080,000 $451,815,947
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,361,080,000$451,815,947
ProductVolume
NOK
USD
Equivalent
IRS NOK52,000,000 $6,192,172
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK52,000,000$6,192,172
ProductVolume
NZD
USD
Equivalent
IRS NZD14,743,920,000 $10,354,655,016
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD14,743,920,000$10,354,655,016
ProductVolume
PLN
USD
Equivalent
IRS PLN24,432,178,200 $6,559,590,351
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,432,178,200$6,559,590,351
ProductVolume
SEK
USD
Equivalent
IRS SEK9,226,000,000 $1,062,205,694
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK9,226,000,000$1,062,205,694
ProductVolume
SGD
USD
Equivalent
IRS SGD4,696,600,000 $3,387,011,863
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,696,600,000$3,387,011,863
ProductVolume
ZAR
USD
Equivalent
IRS ZAR161,144,254,878 $12,462,530,249
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR161,144,254,878$12,462,530,249
ProductUSD
Equivalent
IRS$828,657,110,378
OIS$1,479,853,289,794
Basis$106,564,027,371
Zeroes$1,711,711,613
FRAs$1,001,894,631,004
VNS$2,370,986,858
Inflation$11,744,209,342
Total$3,432,795,966,360
Show:
ProductUSD
Equivalent
IRS $2,484,084,222,815
OIS $4,925,713,428,000
Basis $1,323,904,758,074
Zeroes $3,076,012,314
FRAs $2,439,131,640,000
VNS $6,510,174,493
Inflation $32,854,420,300
Total$11,215,274,655,996
ProductVolume
EUR
USD
Equivalent
IRS €1,676,766,232,130 $1,860,940,799,893
OIS €848,974,542,353 $943,231,820,771
Basis €2,734,000,000 $3,034,262,200
Zeroes €5,057,080,000 $5,601,747,700
FRAs €850,928,000,000 $943,849,698,400
VNS €3,000,000,263 $3,343,706,230
Inflation €22,023,558,004 $24,501,938,971
Total€3,409,483,412,750$3,784,503,974,165
ProductVolume
GBP
USD
Equivalent
IRS £314,279,629,334 $406,717,851,091
OIS £194,292,700,000 $251,701,140,242
Basis £62,508,014,000 $80,929,354,964
Zeroes £368,000,802 $475,939,094
FRAs £346,998,600,000 $448,674,266,960
VNS £593,556,207 $767,553,233
Inflation £11,056,393,991 $14,329,804,491
Total£930,096,894,334$1,203,595,910,075
ProductVolume
JPY
USD
Equivalent
IRS ¥37,475,960,295,936 $332,141,492,700
OIS ¥920,900,000,000 $8,205,954,947
Basis ¥1,178,100,000,000 $10,505,669,513
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥39,574,960,295,936$350,853,117,160
ProductVolume
CHF
USD
Equivalent
IRS CHF99,434,502,839 $101,384,244,655
OIS CHF250,000,000 $256,924,105
Basis CHF24,092,600,000 $24,583,395,805
Zeroes CHF0 $0
FRAs CHF148,694,263,918 $151,743,644,009
VNS CHF384,966,748 $392,863,300
Inflation CHF0 $0
TotalCHF272,856,333,505$278,361,071,874
ProductVolume
AUD
USD
Equivalent
IRS $394,065,000,734 $292,753,027,573
OIS $303,330,000,000 $225,353,170,000
Basis $36,199,000,000 $26,902,771,650
Zeroes $0 $0
FRAs $0 $0
VNS $118,819,559 $88,247,287
Inflation $0 $0
Total$733,712,820,293$545,097,216,510
ProductVolume
CAD
USD
Equivalent
IRS $241,378,715,499 $177,457,584,915
OIS $72,629,000,000 $53,462,767,493
Basis $5,265,200,000 $3,867,417,748
Zeroes $21,098,000 $15,544,486
FRAs $0 $0
VNS $3,648,386,860 $2,698,429,639
Inflation $0 $0
Total$322,942,400,359$237,501,744,281
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK451,730,620,482 $18,962,189,290
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK224,200,000,000 $9,398,878,637
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK675,930,620,482$28,361,067,927
ProductVolume
DKK
USD
Equivalent
IRS DKK20,008,704,408 $2,990,152,868
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK779,504,737 $116,308,404
Inflation DKK0 $0
TotalDKK20,788,209,145$3,106,461,272
ProductVolume
HKD
USD
Equivalent
IRS HKD583,598,074,680 $74,964,394,362
OIS HKD0 $0
Basis HKD7,600,000,000 $976,581,329
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD591,198,074,680$75,940,975,691
ProductVolume
HUF
USD
Equivalent
IRS HUF6,430,498,830,716 $23,051,119,623
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,644,000,000,000 $5,885,275,090
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,074,498,830,716$28,936,394,713
ProductVolume
MXN
USD
Equivalent
IRS MXN24,057,426,434 $1,282,526,747
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN24,057,426,434$1,282,526,747
ProductVolume
NOK
USD
Equivalent
IRS NOK151,427,990,000 $17,884,878,893
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK140,004,000,000 $16,605,887,636
VNS NOK104,728,180 $12,505,828
Inflation NOK0 $0
TotalNOK291,536,718,180$34,503,272,357
ProductVolume
NZD
USD
Equivalent
IRS NZD86,011,014,204 $59,403,672,840
OIS NZD0 $0
Basis NZD346,000,000 $238,099,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD86,357,014,204$59,641,772,740
ProductVolume
PLN
USD
Equivalent
IRS PLN120,657,121,494 $31,856,919,152
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN37,890,000,000 $10,004,917,821
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN158,547,121,494$41,861,836,973
ProductVolume
SEK
USD
Equivalent
IRS SEK523,566,295,372 $59,647,451,655
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,301,760,000,000 $148,539,071,822
VNS SEK110,597,976 $12,584,684
Inflation SEK0 $0
TotalSEK1,825,436,893,348$208,199,108,161
ProductVolume
SGD
USD
Equivalent
IRS SGD77,983,505,556 $56,021,406,069
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD77,983,505,556$56,021,406,069
ProductVolume
ZAR
USD
Equivalent
IRS ZAR615,018,495,200 $46,411,041,185
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR615,018,495,200$46,411,041,185
ProductUSD
Equivalent
IRS$6,047,954,976,326
OIS$6,407,925,205,558
Basis$1,474,942,311,183
Zeroes$9,169,243,594
FRAs$4,173,833,280,375
VNS$13,942,373,098
Inflation$71,686,163,762
Total$18,199,453,553,896
Show:
ProductUSD
Equivalent
IRS $40,725,270,370,245
OIS $90,169,826,735,110
Basis $8,549,291,337,213
Zeroes $31,090,726,056
FRAs $66,180,748,555,716
VNS $129,104,522,306
Inflation $497,317,235,220
Total$206,282,649,481,866
ProductVolume
EUR
USD
Equivalent
IRS €32,620,295,386,641 $35,018,831,745,544
OIS €30,166,235,189,447 $32,380,984,591,142
Basis €322,645,426,816 $348,225,222,848
Zeroes €72,661,849,808 $77,772,983,683
FRAs €30,362,574,360,000 $32,591,491,167,440
VNS €69,409,324,697 $74,518,333,516
Inflation €555,617,920,916 $596,641,829,359
Total€94,169,439,458,325$101,088,465,873,532
ProductVolume
GBP
USD
Equivalent
IRS £4,928,463,741,564 $6,182,079,437,795
OIS £4,845,769,662,124 $6,089,549,791,459
Basis £646,924,895,554 $814,838,261,906
Zeroes £26,436,071,908 $33,126,689,072
FRAs £6,732,478,763,037 $8,441,634,433,058
VNS £20,598,900,871 $25,782,147,189
Inflation £256,456,719,397 $322,148,656,544
Total£17,457,128,754,455$21,909,159,417,023
ProductVolume
JPY
USD
Equivalent
IRS ¥681,348,471,911,654 $6,036,780,741,247
OIS ¥33,136,294,273,976 $293,863,839,279
Basis ¥38,930,214,346,650 $345,671,363,362
Zeroes ¥0 $0
FRAs ¥4,270,086,400,000 $37,920,811,203
VNS ¥49,866,170,636 $445,815,865
Inflation ¥0 $0
Total¥757,734,933,102,916$6,714,682,570,956
ProductVolume
CHF
USD
Equivalent
IRS CHF856,434,918,873 $857,004,110,965
OIS CHF3,650,000,000 $3,634,901,179
Basis CHF101,516,500,000 $102,090,545,118
Zeroes CHF0 $0
FRAs CHF1,056,902,363,918 $1,060,376,192,681
VNS CHF784,966,748 $803,260,252
Inflation CHF0 $0
TotalCHF2,019,288,749,539$2,023,909,010,195
ProductVolume
AUD
USD
Equivalent
IRS $5,747,469,602,205 $4,336,132,041,454
OIS $6,156,499,068,000 $4,647,698,437,264
Basis $328,247,136,968 $246,975,594,182
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $1,431,948,286 $1,083,995,284
Inflation $0 $0
Total$12,234,647,755,459$9,232,657,668,184
ProductVolume
CAD
USD
Equivalent
IRS $4,667,435,152,055 $3,489,858,046,238
OIS $1,780,723,487,388 $1,333,337,876,782
Basis $149,294,540,000 $111,834,860,519
Zeroes $5,358,445,200 $4,048,263,760
FRAs $0 $0
VNS $50,662,661,106 $37,870,029,288
Inflation $0 $0
Total$6,653,474,285,749$4,976,949,076,587
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,460,495,839,457 $377,317,127,717
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,032,305,953,216 $240,533,606,474
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK15,492,801,792,673$617,850,734,191
ProductVolume
DKK
USD
Equivalent
IRS DKK801,900,294,900 $115,386,912,018
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK183,318,000,000 $26,263,016,682
VNS DKK2,052,593,500 $308,190,664
Inflation DKK0 $0
TotalDKK993,570,888,400$142,852,015,332
ProductVolume
HKD
USD
Equivalent
IRS HKD4,843,324,398,878 $623,373,800,828
OIS HKD0 $0
Basis HKD93,528,000,000 $12,038,099,590
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,936,852,398,878$635,411,900,418
ProductVolume
HUF
USD
Equivalent
IRS HUF130,597,248,395,424 $452,419,730,791
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $13,836,043
FRAs HUF102,976,980,000,000 $356,231,913,528
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF233,578,228,395,424$808,665,480,362
ProductVolume
MXN
USD
Equivalent
IRS MXN243,985,434,986 $12,710,190,658
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN243,985,434,986$12,710,190,658
ProductVolume
NOK
USD
Equivalent
IRS NOK2,925,098,529,076 $345,456,692,018
OIS NOK0 $0
Basis NOK4,846,080,000 $568,156,475
Zeroes NOK0 $0
FRAs NOK9,225,681,974,292 $1,092,646,535,755
VNS NOK5,933,236,560 $704,763,619
Inflation NOK0 $0
TotalNOK12,161,559,819,928$1,439,376,147,867
ProductVolume
NZD
USD
Equivalent
IRS NZD1,852,456,132,400 $1,304,517,679,235
OIS NZD0 $0
Basis NZD1,846,000,000 $1,278,578,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,854,302,132,400$1,305,796,258,135
ProductVolume
PLN
USD
Equivalent
IRS PLN2,123,743,058,305 $532,509,926,792
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN941,446,789,224 $234,666,401,603
VNS PLN286,007,438 $70,911,122
Inflation PLN0 $0
TotalPLN3,065,475,854,967$767,247,239,517
ProductVolume
SEK
USD
Equivalent
IRS SEK12,190,731,390,716 $1,367,973,814,421
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK28,027,020,190,476 $3,143,710,672,646
VNS SEK18,855,285,984 $2,109,771,350
Inflation SEK0 $0
TotalSEK40,236,606,867,176$4,513,794,258,417
ProductVolume
SGD
USD
Equivalent
IRS SGD1,473,731,678,174 $1,045,986,248,827
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,475,019,678,174$1,046,903,537,993
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,524,626,411,620 $950,287,247,140
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,524,626,411,620$950,287,247,140
ProductUSD
Equivalent
IRS$103,773,895,863,933
OIS$134,918,896,172,215
Basis$10,534,623,205,247
Zeroes$146,820,098,614
FRAs$113,406,223,306,786
VNS$272,801,740,455
Inflation$1,416,107,721,123
Total$364,469,368,108,373
Show:
ProductUSD
Equivalent
IRS $43,117,618,300,214
OIS $23,996,520,360,511
Basis $17,890,600,211,054
Zeroes $164,437,220,429
FRAs $31,615,511,280,393
VNS $678,677,948,533
Inflation $550,327,615,460
Total$118,013,692,936,594
ProductVolume
EUR
USD
Equivalent
IRS €44,197,707,749,591 $49,550,050,158,067
OIS €18,879,123,788,865 $21,165,385,679,697
Basis €1,223,759,639,366 $1,371,956,931,693
Zeroes €893,421,485,305 $1,001,614,827,175
FRAs €21,038,975,685,762 $23,586,795,641,308
VNS €404,060,687,810 $452,992,437,104
Inflation €887,521,890,933 $995,000,791,925
Total€87,524,570,927,632$98,123,796,466,969
ProductVolume
GBP
USD
Equivalent
IRS £7,551,967,676,202 $9,774,511,763,308
OIS £3,877,572,475,504 $5,018,742,055,045
Basis £3,835,433,665,135 $4,964,201,792,784
Zeroes £274,560,040,651 $355,363,060,614
FRAs £5,656,826,285,280 $7,321,630,261,038
VNS £137,904,633,472 $178,489,967,103
Inflation £557,768,053,348 $721,919,191,448
Total£21,892,032,829,592$28,334,858,091,340
ProductVolume
JPY
USD
Equivalent
IRS ¥1,109,064,025,419,480 $9,916,523,832,434
OIS ¥53,777,311,550,419 $480,841,483,820
Basis ¥231,540,672,805,550 $2,070,284,985,743
Zeroes ¥5,330,051,783,913 $47,657,830,686
FRAs ¥1,135,400,000,000 $10,152,002,861
VNS ¥49,866,170,636 $445,870,624
Inflation ¥0 $0
Total¥1,400,897,327,729,998$12,525,906,006,168
ProductVolume
CHF
USD
Equivalent
IRS CHF1,926,555,546,500 $1,979,812,502,826
OIS CHF21,852,279,070 $22,456,355,020
Basis CHF516,775,762,000 $531,061,311,273
Zeroes CHF44,441,392,269 $45,669,912,927
FRAs CHF1,075,062,372,507 $1,104,780,980,893
VNS CHF784,966,748 $806,666,065
Inflation CHF0 $0
TotalCHF3,585,472,319,094$3,684,587,729,004
ProductVolume
AUD
USD
Equivalent
IRS $12,758,948,487,875 $9,511,158,150,287
OIS $6,014,479,135,558 $4,483,493,471,602
Basis $2,064,649,466,479 $1,539,092,944,787
Zeroes $29,166,965,031 $21,742,514,083
FRAs $0 $0
VNS $13,626,761,966 $10,158,069,707
Inflation $0 $0
Total$20,880,870,816,909$15,565,645,150,466
ProductVolume
CAD
USD
Equivalent
IRS $7,899,285,314,222 $5,856,094,087,198
OIS $996,146,964,498 $738,488,371,635
Basis $472,766,016,932 $350,482,628,017
Zeroes $45,644,122,758 $33,838,033,033
FRAs $0 $0
VNS $76,969,800,846 $57,061,161,573
Inflation $0 $0
Total$9,490,812,219,256$7,035,964,281,456
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,078,750,544,305 $639,431,356,966
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,217,416,195
FRAs CZK4,003,462,549,326 $169,771,327,071
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK19,134,503,093,631$811,420,100,232
ProductVolume
DKK
USD
Equivalent
IRS DKK3,906,031,623,681 $588,452,743,933
OIS DKK0 $0
Basis DKK13,900,000,000 $2,094,067,311
Zeroes DKK15,500,000,000 $2,335,111,031
FRAs DKK168,914,000,000 $25,447,286,752
VNS DKK2,052,593,500 $309,227,982
Inflation DKK0 $0
TotalDKK4,106,398,217,181$618,638,437,009
ProductVolume
HKD
USD
Equivalent
IRS HKD10,854,315,203,344 $1,393,052,292,918
OIS HKD0 $0
Basis HKD244,998,000,000 $31,443,257,291
Zeroes HKD2,600,000,000 $333,686,271
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,101,913,203,344$1,424,829,236,480
ProductVolume
HUF
USD
Equivalent
IRS HUF217,424,787,856,974 $793,043,560,837
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF449,315,000,000 $1,638,848,868
FRAs HUF65,595,817,972,604 $239,256,717,570
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF283,469,920,829,578$1,033,939,127,275
ProductVolume
MXN
USD
Equivalent
IRS MXN208,903,306,620 $11,288,714,524
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN208,903,306,620$11,288,714,524
ProductVolume
NOK
USD
Equivalent
IRS NOK6,681,465,012,273 $795,630,352,629
OIS NOK0 $0
Basis NOK30,737,880,000 $3,660,273,646
Zeroes NOK19,976,205,656 $2,378,771,051
FRAs NOK9,200,041,977,060 $1,095,543,062,631
VNS NOK13,604,311,130 $1,620,004,421
Inflation NOK0 $0
TotalNOK15,945,825,386,119$1,898,832,464,378
ProductVolume
NZD
USD
Equivalent
IRS NZD4,686,475,729,199 $3,291,311,904,617
OIS NZD0 $0
Basis NZD5,078,000,000 $3,566,279,400
Zeroes NZD15,680,000,000 $11,012,064,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,707,233,729,199$3,305,890,248,017
ProductVolume
PLN
USD
Equivalent
IRS PLN2,723,615,500,027 $731,240,653,491
OIS PLN0 $0
Basis PLN2,374,000,000 $637,375,324
Zeroes PLN7,702,000,000 $2,067,845,301
FRAs PLN890,071,636,059 $238,967,859,009
VNS PLN4,121,785,838 $1,106,623,666
Inflation PLN0 $0
TotalPLN3,627,884,921,924$974,020,356,791
ProductVolume
SEK
USD
Equivalent
IRS SEK23,734,917,947,274 $2,732,643,073,935
OIS SEK0 $0
Basis SEK500,000,000 $57,565,884
Zeroes SEK212,315,290,049 $24,444,234,782
FRAs SEK19,697,958,872,261 $2,267,860,837,038
VNS SEK21,444,648,131 $2,468,960,260
Inflation SEK0 $0
TotalSEK43,667,136,757,715$5,027,474,671,899
ProductVolume
SGD
USD
Equivalent
IRS SGD3,312,924,834,600 $2,389,157,202,322
OIS SGD0 $0
Basis SGD2,128,000,000 $1,534,633,830
Zeroes SGD15,487,000,000 $11,168,643,854
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,330,539,834,600$2,401,860,480,006
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,529,610,285,586 $1,355,700,199,190
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,529,610,285,586$1,355,700,199,190
ProductUSD
Equivalent
IRS$144,426,720,849,696
OIS$55,905,927,777,330
Basis$28,760,674,258,037
Zeroes$1,727,920,020,300
FRAs$67,675,717,256,564
VNS$1,384,136,937,038
Inflation$2,267,247,598,833
Total$302,148,344,697,798

Figures as of COB May 25, 2017.

Notional Outstanding by Product

As of COB May 25, 2017

Daily Notional by Tenor

As of COB May 25, 2017

Notional Outstanding by Currency

As of COB May 25, 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.