Daily Volumes

  • Client Notional Cleared (USD)
    $543,007,768,548,903
    Client Notional Outstanding (USD)
    $32,187,566,801,227
    As of COB Jul 19, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,582,073,000,000,000
    Trades Compressed
    12,185,574
  • Notional Outstanding Showing Effect of Compression
SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:
Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Jul 19, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$230,740,092,081
$1,529,662,984,762
$73,764,564,604,675
$14,712,286,397,931
EUR
€130,064,064,599
€888,516,957,381
€22,881,984,052,591
€7,222,714,869,059
GBP
£39,153,360,404
£330,891,211,125
£4,987,397,124,368
£1,892,158,389,413
JPY
¥1,342,662,055,000
¥7,254,505,298,966
¥207,415,434,124,178
¥115,629,130,119,892
CHF
CHF3,984,290,000
CHF22,292,836,599
CHF438,130,314,038
CHF195,811,532,236
AUD
$65,695,619,286
$106,078,552,981
$4,774,275,547,413
$1,677,147,796,686
CAD
$20,683,242,353
$359,038,140,210
$4,407,328,475,673
$1,500,128,473,187
Other*
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$43,826,443,125
$145,509,807,535
$4,086,431,333,938
$2,927,765,771,651
CZK
CZK90,711,833,813
CZK85,255,339,856
CZK5,474,889,980,111
CZK2,134,891,654,979
DKK
DKK250,000,000
DKK4,499,000,000
DKK301,818,456,563
DKK696,515,562,507
HKD
HKD14,610,900,000
HKD107,920,831,956
HKD1,899,842,794,930
HKD1,428,780,466,786
HUF
HUF299,974,315,000
HUF1,990,023,945,000
HUF78,147,523,625,838
HUF28,522,526,937,043
MXN
MXN230,000,000
MXN1,161,655,848
MXN178,766,456,266
MXN84,556,381,187
NOK
NOK154,300,000
NOK56,163,652,630
NOK2,459,837,968,124
NOK943,607,978,927
NZD
NZD19,204,860,446
NZD17,950,086,636
NZD793,394,911,803
NZD973,988,545,615
PLN
PLN3,063,243,354
PLN38,513,672,722
PLN1,174,958,478,242
PLN661,704,886,825
SEK
SEK56,491,811,340
SEK589,022,193,000
SEK12,604,388,208,424
SEK5,570,996,148,781
SGD
SGD8,901,040,000
SGD16,825,425,663
SGD506,276,207,022
SGD606,491,488,065
ZAR
ZAR109,265,808,352
ZAR93,607,185,073
ZAR4,585,059,518,763
ZAR3,878,169,185,652
Total in USD$560,226,802,428$3,565,633,754,650$118,332,996,455,167$32,187,566,801,227

Figures as of COB Jul 19, 2017. Weekly figures as of COB Jul 14, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $63,326,521,697
OIS $67,749,790,000
Basis $46,677,440,000
Zeroes $260,000,000
FRAs $52,336,000,000
VNS $290,931,384
Inflation $99,409,000
Total$230,740,092,081
ProductVolume
EUR
USD
Equivalent
IRS €43,020,796,745 $49,551,353,691
OIS €78,926,180,000 $90,907,174,124
Basis €296,000,000 $340,932,800
Zeroes €0 $0
FRAs €5,440,000,000 $6,265,792,000
VNS €547,672,854 $630,809,593
Inflation €1,833,415,000 $2,111,727,397
Total€130,064,064,599$149,807,789,605
ProductVolume
GBP
USD
Equivalent
IRS £21,157,287,404 $27,551,019,657
OIS £14,570,450,000 $18,973,639,990
Basis £238,000,000 $309,923,600
Zeroes £0 $0
FRAs £2,000,000,000 $2,604,400,000
VNS £35,520,000 $46,254,144
Inflation £1,152,103,000 $1,500,268,527
Total£39,153,360,404$50,985,505,918
ProductVolume
JPY
USD
Equivalent
IRS ¥1,342,662,055,000 $12,006,814,710
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,342,662,055,000$12,006,814,710
ProductVolume
CHF
USD
Equivalent
IRS CHF3,984,290,000 $4,169,630,056
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,984,290,000$4,169,630,056
ProductVolume
AUD
USD
Equivalent
IRS $15,842,619,286 $12,604,387,904
OIS $49,853,000,000 $39,663,046,800
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$65,695,619,286$52,267,434,704
ProductVolume
CAD
USD
Equivalent
IRS $7,773,242,353 $6,172,179,096
OIS $12,910,000,000 $10,250,913,133
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,683,242,353$16,423,092,229
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK27,611,833,813 $1,219,119,335
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK63,100,000,000 $2,785,994,967
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK90,711,833,813$4,005,114,302
ProductVolume
DKK
USD
Equivalent
IRS DKK250,000,000 $38,718,870
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK250,000,000$38,718,870
ProductVolume
HKD
USD
Equivalent
IRS HKD14,610,900,000 $1,871,213,140
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,610,900,000$1,871,213,140
ProductVolume
HUF
USD
Equivalent
IRS HUF299,974,315,000 $1,128,890,074
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF299,974,315,000$1,128,890,074
ProductVolume
MXN
USD
Equivalent
IRS MXN230,000,000 $13,116,624
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN230,000,000$13,116,624
ProductVolume
NOK
USD
Equivalent
IRS NOK154,300,000 $19,154,377
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK154,300,000$19,154,377
ProductVolume
NZD
USD
Equivalent
IRS NZD19,204,860,446 $14,133,817,045
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,204,860,446$14,133,817,045
ProductVolume
PLN
USD
Equivalent
IRS PLN3,063,243,354 $838,658,842
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,063,243,354$838,658,842
ProductVolume
SEK
USD
Equivalent
IRS SEK56,491,811,340 $6,814,164,823
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK56,491,811,340$6,814,164,823
ProductVolume
SGD
USD
Equivalent
IRS SGD8,901,040,000 $6,503,280,485
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,901,040,000$6,503,280,485
ProductVolume
ZAR
USD
Equivalent
IRS ZAR109,265,808,352 $8,460,314,543
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR109,265,808,352$8,460,314,543
ProductUSD
Equivalent
IRS$216,422,354,969
OIS$227,544,564,047
Basis$47,328,296,400
Zeroes$260,000,000
FRAs$63,992,186,967
VNS$967,995,121
Inflation$3,711,404,924
Total$560,226,802,428
Show:
ProductUSD
Equivalent
IRS $464,047,822,162
OIS $879,217,542,000
Basis $52,814,073,000
Zeroes $1,070,000,000
FRAs $128,980,300,000
VNS $1,423,395,000
Inflation $2,109,852,600
Total$1,529,662,984,762
ProductVolume
EUR
USD
Equivalent
IRS €268,357,202,830 $306,645,084,846
OIS €516,517,921,206 $589,584,368,266
Basis €4,396,400,000 $5,030,717,790
Zeroes €1,549,174,513 $1,767,608,119
FRAs €92,772,200,000 $106,130,163,720
VNS €1,255,444,832 $1,434,591,522
Inflation €3,668,614,000 $4,188,931,247
Total€888,516,957,381$1,014,781,465,510
ProductVolume
GBP
USD
Equivalent
IRS £86,579,722,040 $112,048,281,466
OIS £171,160,611,200 $220,820,539,775
Basis £16,354,500,000 $21,108,560,450
Zeroes £33,749,224,201 $43,574,985,553
FRAs £17,775,000,000 $22,922,723,500
VNS £217,644,684 $281,557,099
Inflation £5,054,509,000 $6,529,602,938
Total£330,891,211,125$427,286,250,781
ProductVolume
JPY
USD
Equivalent
IRS ¥6,799,905,298,966 $59,880,758,914
OIS ¥140,000,000,000 $1,227,639,425
Basis ¥314,600,000,000 $2,769,866,647
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,254,505,298,966$63,878,264,986
ProductVolume
CHF
USD
Equivalent
IRS CHF20,396,836,599 $21,134,836,650
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF1,896,000,000 $1,965,568,666
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF22,292,836,599$23,100,405,316
ProductVolume
AUD
USD
Equivalent
IRS $53,803,404,981 $41,426,014,325
OIS $50,770,640,000 $38,928,176,480
Basis $1,504,508,000 $1,161,299,185
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$106,078,552,981$81,515,489,990
ProductVolume
CAD
USD
Equivalent
IRS $118,771,240,210 $92,809,399,220
OIS $240,141,400,000 $186,992,297,911
Basis $103,000,000 $79,742,964
Zeroes $0 $0
FRAs $0 $0
VNS $22,500,000 $17,645,675
Inflation $0 $0
Total$359,038,140,210$279,899,085,770
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK59,155,339,856 $2,587,192,446
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK26,100,000,000 $1,140,389,010
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK85,255,339,856$3,727,581,456
ProductVolume
DKK
USD
Equivalent
IRS DKK4,499,000,000 $690,737,085
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,499,000,000$690,737,085
ProductVolume
HKD
USD
Equivalent
IRS HKD104,210,831,956 $13,342,714,198
OIS HKD0 $0
Basis HKD3,710,000,000 $474,944,707
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD107,920,831,956$13,817,658,905
ProductVolume
HUF
USD
Equivalent
IRS HUF1,936,523,945,000 $7,183,378,354
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF53,500,000,000 $198,892,152
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,990,023,945,000$7,382,270,506
ProductVolume
MXN
USD
Equivalent
IRS MXN1,161,655,848 $65,223,065
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,161,655,848$65,223,065
ProductVolume
NOK
USD
Equivalent
IRS NOK56,151,027,630 $6,834,966,244
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK12,625,000 $1,528,598
Inflation NOK0 $0
TotalNOK56,163,652,630$6,836,494,842
ProductVolume
NZD
USD
Equivalent
IRS NZD17,950,086,636 $13,079,633,727
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD17,950,086,636$13,079,633,727
ProductVolume
PLN
USD
Equivalent
IRS PLN29,368,672,722 $7,934,890,235
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,145,000,000 $2,477,394,634
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN38,513,672,722$10,412,284,869
ProductVolume
SEK
USD
Equivalent
IRS SEK246,342,193,000 $29,334,750,976
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK342,680,000,000 $40,879,459,209
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK589,022,193,000$70,214,210,185
ProductVolume
SGD
USD
Equivalent
IRS SGD16,825,425,663 $12,220,404,119
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,825,425,663$12,220,404,119
ProductVolume
ZAR
USD
Equivalent
IRS ZAR93,607,185,073 $7,063,308,776
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR93,607,185,073$7,063,308,776
ProductUSD
Equivalent
IRS$1,198,329,396,808
OIS$1,916,770,563,857
Basis$83,439,204,743
Zeroes$46,412,593,672
FRAs$304,694,890,891
VNS$3,158,717,894
Inflation$12,828,386,785
Total$3,565,633,754,650
Show:
ProductUSD
Equivalent
IRS $16,292,824,931,377
OIS $44,286,831,208,571
Basis $2,687,950,623,758
Zeroes $16,494,789,712
FRAs $10,309,653,504,631
VNS $44,397,297,746
Inflation $126,412,248,880
Total$73,764,564,604,675
ProductVolume
EUR
USD
Equivalent
IRS €8,062,769,050,464 $8,787,014,228,900
OIS €12,091,733,833,632 $13,183,515,830,299
Basis €207,758,636,908 $227,440,986,912
Zeroes €41,732,415,703 $44,991,769,680
FRAs €2,337,665,970,000 $2,532,630,404,572
VNS €23,245,169,659 $25,378,589,015
Inflation €117,078,976,225 $127,391,007,225
Total€22,881,984,052,591$24,928,362,816,603
ProductVolume
GBP
USD
Equivalent
IRS £2,093,167,057,631 $2,651,263,649,135
OIS £2,187,181,651,548 $2,773,197,075,223
Basis £150,640,005,400 $191,875,433,866
Zeroes £41,970,148,149 $53,968,787,157
FRAs £439,860,582,324 $558,541,156,118
VNS £9,404,091,573 $11,884,490,853
Inflation £65,173,587,743 $82,333,597,537
Total£4,987,397,124,368$6,323,064,189,889
ProductVolume
JPY
USD
Equivalent
IRS ¥180,863,166,827,547 $1,607,831,916,084
OIS ¥11,796,428,837,988 $104,909,844,639
Basis ¥13,514,082,173,325 $120,564,635,801
Zeroes ¥0 $0
FRAs ¥1,237,043,200,000 $10,950,122,079
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥207,415,434,124,178$1,844,297,354,589
ProductVolume
CHF
USD
Equivalent
IRS CHF362,129,714,038 $365,855,136,909
OIS CHF560,000,000 $572,637,893
Basis CHF49,079,450,000 $50,130,098,201
Zeroes CHF0 $0
FRAs CHF26,139,150,000 $26,495,233,218
VNS CHF222,000,000 $228,107,159
Inflation CHF0 $0
TotalCHF438,130,314,038$443,281,213,380
ProductVolume
AUD
USD
Equivalent
IRS $1,763,821,925,544 $1,335,504,200,032
OIS $2,962,204,774,000 $2,241,933,769,340
Basis $47,831,246,000 $36,017,635,786
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$4,774,275,547,413$3,613,772,812,132
ProductVolume
CAD
USD
Equivalent
IRS $2,151,164,400,135 $1,618,286,909,143
OIS $2,235,579,804,694 $1,695,379,846,653
Basis $18,365,500,000 $13,881,782,372
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $997,220,844 $743,648,730
Inflation $0 $0
Total$4,407,328,475,673$3,329,222,129,961
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,666,144,063,613 $148,724,521,134
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,807,818,976,608 $73,383,617,173
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK5,474,889,980,111$222,147,321,613
ProductVolume
DKK
USD
Equivalent
IRS DKK279,193,134,199 $40,522,841,855
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK17,796,000,000 $2,602,925,385
VNS DKK1,679,322,364 $251,930,381
Inflation DKK0 $0
TotalDKK301,818,456,563$43,824,645,605
ProductVolume
HKD
USD
Equivalent
IRS HKD1,842,649,794,930 $236,827,751,322
OIS HKD0 $0
Basis HKD57,193,000,000 $7,348,328,559
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,899,842,794,930$244,176,079,881
ProductVolume
HUF
USD
Equivalent
IRS HUF53,911,563,625,838 $189,916,720,553
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,400,000,000 $12,021,736
FRAs HUF24,232,560,000,000 $84,289,224,544
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF78,147,523,625,838$274,217,966,833
ProductVolume
MXN
USD
Equivalent
IRS MXN178,766,456,266 $9,570,220,763
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN178,766,456,266$9,570,220,763
ProductVolume
NOK
USD
Equivalent
IRS NOK1,391,540,410,229 $164,628,962,618
OIS NOK0 $0
Basis NOK3,473,040,000 $408,702,880
Zeroes NOK0 $0
FRAs NOK1,061,613,139,555 $125,467,572,056
VNS NOK3,211,378,340 $380,971,711
Inflation NOK0 $0
TotalNOK2,459,837,968,124$290,886,209,265
ProductVolume
NZD
USD
Equivalent
IRS NZD792,294,911,803 $563,151,251,326
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD793,394,911,803$563,913,871,576
ProductVolume
PLN
USD
Equivalent
IRS PLN896,773,805,250 $228,690,832,728
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN278,133,710,192 $70,616,187,829
VNS PLN50,962,800 $12,732,978
Inflation PLN0 $0
TotalPLN1,174,958,478,242$299,319,753,535
ProductVolume
SEK
USD
Equivalent
IRS SEK5,670,589,879,576 $644,438,755,265
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK6,927,762,266,620 $783,480,127,789
VNS SEK3,858,062,228 $437,757,166
Inflation SEK0 $0
TotalSEK12,604,388,208,424$1,428,605,862,117
ProductVolume
SGD
USD
Equivalent
IRS SGD505,732,207,022 $361,017,871,742
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD506,276,207,022$361,404,777,740
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,585,059,518,763 $348,364,625,010
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,585,059,518,763$348,364,625,010
ProductUSD
Equivalent
IRS$35,594,435,325,896
OIS$64,286,340,212,618
Basis$3,337,214,702,367
Zeroes$116,646,533,245
FRAs$14,578,110,075,394
VNS$84,112,752,005
Inflation$336,136,853,642
Total$118,332,996,455,167
Show:
ProductUSD
Equivalent
IRS $6,643,557,310,031
OIS $4,992,449,835,425
Basis $1,705,217,785,551
Zeroes $13,103,000,831
FRAs $1,172,976,289,260
VNS $134,649,108,653
Inflation $50,333,068,180
Total$14,712,286,397,931
ProductVolume
EUR
USD
Equivalent
IRS €3,660,095,507,033 $4,215,698,005,001
OIS €2,873,185,985,979 $3,309,335,618,651
Basis €124,779,748,146 $143,721,313,915
Zeroes €22,272,237,819 $25,653,163,519
FRAs €419,187,734,678 $482,820,432,802
VNS €70,294,867,227 $80,965,628,073
Inflation €52,898,788,177 $60,928,824,222
Total€7,222,714,869,059$8,319,122,986,183
ProductVolume
GBP
USD
Equivalent
IRS £858,814,711,182 $1,118,348,516,901
OIS £646,934,261,710 $842,437,795,599
Basis £136,294,270,000 $177,482,398,394
Zeroes £21,148,515,497 $27,539,596,880
FRAs £156,908,250,000 $204,325,923,150
VNS £24,951,551,768 $32,491,910,712
Inflation £47,106,829,257 $61,342,513,058
Total£1,892,158,389,414$2,463,968,654,694
ProductVolume
JPY
USD
Equivalent
IRS ¥90,364,859,276,799 $808,091,744,036
OIS ¥6,450,650,000,000 $57,685,222,446
Basis ¥18,688,907,757,775 $167,126,382,810
Zeroes ¥20,000,000,000 $178,850,883
FRAs ¥100,000,000,000 $894,254,415
VNS ¥4,713,085,318 $42,146,974
Inflation ¥0 $0
Total¥115,629,130,119,892$1,034,018,601,564
ProductVolume
CHF
USD
Equivalent
IRS CHF150,441,382,236 $157,439,571,175
OIS CHF40,000,000 $41,860,708
Basis CHF37,437,900,000 $39,179,425,462
Zeroes CHF841,900,000 $881,063,262
FRAs CHF6,828,350,000 $7,145,989,221
VNS CHF222,000,000 $232,326,932
Inflation CHF0 $0
TotalCHF195,811,532,236$204,920,236,760
ProductVolume
AUD
USD
Equivalent
IRS $764,258,219,013 $608,043,839,047
OIS $843,141,066,496 $670,803,032,504
Basis $68,991,390,000 $54,889,549,884
Zeroes $137,083,374 $109,063,532
FRAs $0 $0
VNS $620,037,803 $493,302,076
Inflation $0 $0
Total$1,677,147,796,686$1,334,338,787,043
ProductVolume
CAD
USD
Equivalent
IRS $803,557,390,823 $638,047,793,253
OIS $664,147,595,314 $527,352,386,306
Basis $25,263,800,000 $20,060,187,391
Zeroes $3,794,550,000 $3,012,982,373
FRAs $0 $0
VNS $3,365,137,049 $2,672,016,079
Inflation $0 $0
Total$1,500,128,473,186$1,191,145,365,402
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,710,224,715,089 $75,509,943,710
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK423,740,000,000 $18,708,993,775
VNS CZK926,939,890 $40,926,305
Inflation CZK0 $0
TotalCZK2,134,891,654,979$94,259,863,790
ProductVolume
DKK
USD
Equivalent
IRS DKK686,661,240,143 $106,346,989,243
OIS DKK0 $0
Basis DKK6,950,000,000 $1,076,384,587
Zeroes DKK0 $0
FRAs DKK1,225,000,000 $189,722,463
VNS DKK1,679,322,364 $260,085,857
Inflation DKK0 $0
TotalDKK696,515,562,507$107,873,182,150
ProductVolume
HKD
USD
Equivalent
IRS HKD1,335,803,466,786 $171,075,909,043
OIS HKD0 $0
Basis HKD92,977,000,000 $11,907,533,698
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,428,780,466,786$182,983,442,741
ProductVolume
HUF
USD
Equivalent
IRS HUF24,682,626,937,043 $92,887,861,274
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF42,400,000,000 $159,563,458
FRAs HUF3,797,500,000,000 $14,291,090,413
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF28,522,526,937,043$107,338,515,145
ProductVolume
MXN
USD
Equivalent
IRS MXN84,556,381,187 $4,822,148,913
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN84,556,381,187$4,822,148,913
ProductVolume
NOK
USD
Equivalent
IRS NOK607,256,058,225 $75,383,094,769
OIS NOK0 $0
Basis NOK11,633,040,000 $1,444,093,550
Zeroes NOK0 $0
FRAs NOK317,579,738,077 $39,423,474,115
VNS NOK7,139,142,625 $886,233,505
Inflation NOK0 $0
TotalNOK943,607,978,927$117,136,895,939
ProductVolume
NZD
USD
Equivalent
IRS NZD964,648,545,615 $709,933,097,146
OIS NZD0 $0
Basis NZD2,940,000,000 $2,163,693,000
Zeroes NZD6,400,000,000 $4,710,080,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD973,988,545,615$716,806,870,146
ProductVolume
PLN
USD
Equivalent
IRS PLN548,717,124,025 $150,228,504,476
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $396,982,930
FRAs PLN110,493,000,000 $30,250,920,590
VNS PLN1,044,762,800 $286,036,550
Inflation PLN0 $0
TotalPLN661,704,886,825$181,162,444,546
ProductVolume
SEK
USD
Equivalent
IRS SEK3,271,970,808,950 $394,672,216,366
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $294,054,136
FRAs SEK2,291,961,313,746 $276,461,345,268
VNS SEK4,626,214,375 $558,024,013
Inflation SEK0 $0
TotalSEK5,570,996,148,781$671,985,639,783
ProductVolume
SGD
USD
Equivalent
IRS SGD605,635,488,065 $442,489,579,941
OIS SGD0 $0
Basis SGD856,000,000 $625,410,974
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD606,491,488,065$443,114,990,915
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,878,169,185,652 $300,281,777,582
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,878,169,185,652$300,281,777,582
ProductUSD
Equivalent
IRS$16,712,857,901,907
OIS$10,400,105,751,639
Basis$2,324,894,159,216
Zeroes$76,038,401,804
FRAs$2,247,488,435,472
VNS$253,577,745,729
Inflation$172,604,405,460
Total$32,187,566,801,227

Figures as of COB Jul 19, 2017.

Notional Outstanding by Product

As of COB Jul 19, 2017

Daily Notional by Tenor
 

As of COB Jul 19, 2017

Notional Outstanding by Tenor
 

As of COB Jul 19, 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
$1,130,207,560,957
$6,508,467,436,412
$277,479,287,198,242
$116,105,745,355,743
EUR
€615,129,596,636
€3,992,512,329,142
€129,363,343,115,281
€87,237,415,928,738
GBP
£117,614,979,955
£1,442,335,917,696
£27,097,724,810,851
£22,891,682,466,684
JPY
¥10,883,452,740,210
¥28,343,179,448,124
¥1,035,837,573,045,486
¥1,443,084,287,382,540
CHF
CHF12,613,880,000
CHF144,868,656,198
CHF2,649,601,801,578
CHF3,377,554,254,445
AUD
$307,821,838,572
$598,334,499,962
$20,260,629,499,133
$19,882,238,053,069
CAD
$130,587,985,804
$1,047,548,404,254
$13,299,703,956,202
$11,972,488,257,385
Other*
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Hide
$160,696,005,817
$583,853,508,495
$17,064,278,226,711
$19,530,793,343,976
CZK
CZK281,421,667,626
CZK270,665,879,712
CZK20,126,931,332,679
CZK21,088,696,489,302
DKK
DKK1,500,000,000
DKK11,617,400,000
DKK1,162,122,557,699
DKK3,976,519,861,147
HKD
HKD39,175,600,000
HKD393,431,263,912
HKD7,399,371,018,618
HKD12,433,755,039,901
HUF
HUF1,338,888,630,000
HUF6,304,710,712,966
HUF294,445,520,948,108
HUF285,458,991,631,481
MXN
MXN920,000,000
MXN2,323,311,696
MXN412,961,870,133
MXN269,462,660,531
NOK
NOK153,803,200,000
NOK152,857,968,260
NOK16,210,858,376,704
NOK15,355,712,638,635
NZD
NZD44,938,018,892
NZD80,773,977,936
NZD2,635,413,045,738
NZD4,504,861,082,887
PLN
PLN8,349,286,708
PLN136,390,372,871
PLN4,141,630,007,510
PLN3,726,568,659,749
SEK
SEK209,270,362,680
SEK2,449,604,854,400
SEK55,799,203,519,949
SEK45,438,430,537,537
SGD
SGD48,768,480,000
SGD87,993,529,422
SGD2,129,336,208,816
SGD2,775,687,738,239
ZAR
ZAR291,951,553,408
ZAR348,516,698,146
ZAR18,138,301,538,298
ZAR20,032,748,640,624
Total in USD$2,611,688,158,426$15,191,904,276,572$506,941,299,884,017$307,690,468,891,766

Figures as of COB Jul 19, 2017. Weekly figures as of COB Jul 14, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $277,766,868,188
OIS $257,450,404,000
Basis $200,112,880,000
Zeroes $520,000,000
FRAs $389,872,000,000
VNS $2,553,262,769
Inflation $1,932,146,000
Total$1,130,207,560,957
ProductVolume
EUR
USD
Equivalent
IRS €331,369,317,130 $381,671,179,470
OIS €204,120,060,000 $235,105,485,108
Basis €592,000,000 $681,865,600
Zeroes €0 $0
FRAs €64,780,000,000 $74,613,604,000
VNS €1,221,789,506 $1,407,257,153
Inflation €13,046,430,000 $15,026,878,074
Total€615,129,596,636$708,506,269,405
ProductVolume
GBP
USD
Equivalent
IRS £68,532,723,616 $89,243,312,693
OIS £36,848,200,000 $47,983,726,040
Basis £2,284,000,000 $2,974,224,800
Zeroes £364,000,200 $474,001,060
FRAs £4,640,000,000 $6,042,208,000
VNS £195,136,139 $254,106,280
Inflation £4,750,920,000 $6,186,648,024
Total£117,614,979,955$153,158,226,897
ProductVolume
JPY
USD
Equivalent
IRS ¥9,999,312,740,210 $89,419,295,687
OIS ¥737,000,000,000 $6,590,655,041
Basis ¥147,140,000,000 $1,315,805,947
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,883,452,740,210$97,325,756,675
ProductVolume
CHF
USD
Equivalent
IRS CHF12,313,880,000 $12,886,693,527
OIS CHF0 $0
Basis CHF300,000,000 $313,955,314
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,613,880,000$13,200,648,841
ProductVolume
AUD
USD
Equivalent
IRS $81,370,838,572 $64,738,639,168
OIS $222,146,000,000 $176,739,357,600
Basis $4,305,000,000 $3,425,058,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$307,821,838,572$244,903,054,768
ProductVolume
CAD
USD
Equivalent
IRS $78,576,569,412 $62,392,067,184
OIS $51,320,000,000 $40,749,563,284
Basis $550,000,000 $436,715,896
Zeroes $0 $0
FRAs $0 $0
VNS $141,416,392 $112,288,702
Inflation $0 $0
Total$130,587,985,804$103,690,635,066
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK100,765,667,626 $4,449,011,772
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK180,656,000,000 $7,976,334,496
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK281,421,667,626$12,425,346,268
ProductVolume
DKK
USD
Equivalent
IRS DKK1,500,000,000 $232,313,220
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,500,000,000$232,313,220
ProductVolume
HKD
USD
Equivalent
IRS HKD36,175,600,000 $4,632,997,150
OIS HKD0 $0
Basis HKD3,000,000,000 $384,209,010
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD39,175,600,000$5,017,206,160
ProductVolume
HUF
USD
Equivalent
IRS HUF1,338,888,630,000 $5,038,625,007
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,338,888,630,000$5,038,625,007
ProductVolume
MXN
USD
Equivalent
IRS MXN920,000,000 $52,466,496
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN920,000,000$52,466,496
ProductVolume
NOK
USD
Equivalent
IRS NOK11,089,200,000 $1,376,582,750
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK142,714,000,000 $17,716,122,946
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK153,803,200,000$19,092,705,696
ProductVolume
NZD
USD
Equivalent
IRS NZD44,938,018,892 $33,072,135,004
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD44,938,018,892$33,072,135,004
ProductVolume
PLN
USD
Equivalent
IRS PLN8,349,286,708 $2,285,878,827
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,349,286,708$2,285,878,827
ProductVolume
SEK
USD
Equivalent
IRS SEK129,270,362,680 $15,592,871,553
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK80,000,000,000 $9,649,773,532
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK209,270,362,680$25,242,645,085
ProductVolume
SGD
USD
Equivalent
IRS SGD48,768,480,000 $35,631,241,324
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD48,768,480,000$35,631,241,324
ProductVolume
ZAR
USD
Equivalent
IRS ZAR291,951,553,408 $22,605,442,730
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR291,951,553,408$22,605,442,730
ProductUSD
Equivalent
IRS$1,103,087,621,750
OIS$764,619,191,073
Basis$209,644,714,567
Zeroes$994,001,060
FRAs$505,870,042,974
VNS$4,326,914,904
Inflation$23,145,672,098
Total$2,611,688,158,426
Show:
ProductUSD
Equivalent
IRS $1,642,142,666,892
OIS $2,330,259,724,000
Basis $236,642,146,000
Zeroes $2,786,000,000
FRAs $2,280,720,600,000
VNS $4,773,002,620
Inflation $11,143,296,900
Total$6,508,467,436,412
ProductVolume
EUR
USD
Equivalent
IRS €1,573,578,278,390 $1,798,397,464,030
OIS €1,278,951,096,269 $1,460,167,831,987
Basis €8,792,800,000 $10,061,435,580
Zeroes €3,098,349,026 $3,535,216,239
FRAs €1,096,274,000,000 $1,252,603,912,900
VNS €3,982,993,083 $4,550,192,539
Inflation €27,834,812,374 $31,786,749,652
Total€3,992,512,329,142$4,561,102,802,927
ProductVolume
GBP
USD
Equivalent
IRS £309,197,347,367 $400,013,837,796
OIS £502,933,222,400 $648,927,134,950
Basis £60,392,527,200 $77,961,311,574
Zeroes £67,794,587,163 $87,534,905,274
FRAs £457,807,100,000 $590,226,393,690
VNS £702,593,116 $908,333,506
Inflation £43,508,540,450 $56,677,239,329
Total£1,442,335,917,696$1,862,249,156,119
ProductVolume
JPY
USD
Equivalent
IRS ¥25,680,319,448,124 $226,359,641,053
OIS ¥1,311,500,000,000 $11,546,883,322
Basis ¥1,351,360,000,000 $11,914,226,446
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥28,343,179,448,124$249,820,750,821
ProductVolume
CHF
USD
Equivalent
IRS CHF69,348,656,198 $71,869,605,517
OIS CHF0 $0
Basis CHF3,528,000,000 $3,658,154,139
Zeroes CHF0 $0
FRAs CHF71,992,000,000 $74,579,067,963
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF144,868,656,198$150,106,827,619
ProductVolume
AUD
USD
Equivalent
IRS $388,439,203,962 $298,559,345,910
OIS $190,337,280,000 $146,017,176,560
Basis $19,558,016,000 $15,033,723,120
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$598,334,499,962$459,610,245,590
ProductVolume
CAD
USD
Equivalent
IRS $386,573,862,040 $301,656,070,716
OIS $657,495,600,000 $512,323,455,998
Basis $1,006,000,000 $784,507,584
Zeroes $40,950,000 $31,898,119
FRAs $0 $0
VNS $2,431,992,214 $1,897,616,172
Inflation $0 $0
Total$1,047,548,404,254$816,693,548,589
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK188,465,879,712 $8,246,781,733
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK82,200,000,000 $3,591,193,640
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK270,665,879,712$11,837,975,373
ProductVolume
DKK
USD
Equivalent
IRS DKK11,617,400,000 $1,785,714,444
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,617,400,000$1,785,714,444
ProductVolume
HKD
USD
Equivalent
IRS HKD382,211,263,912 $48,937,812,628
OIS HKD0 $0
Basis HKD11,220,000,000 $1,436,648,028
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD393,431,263,912$50,374,460,656
ProductVolume
HUF
USD
Equivalent
IRS HUF5,042,710,712,966 $18,732,076,037
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,262,000,000,000 $4,689,762,805
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,304,710,712,966$23,421,838,842
ProductVolume
MXN
USD
Equivalent
IRS MXN2,323,311,696 $130,446,129
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,323,311,696$130,446,129
ProductVolume
NOK
USD
Equivalent
IRS NOK128,832,718,260 $15,641,739,080
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK24,000,000,000 $2,902,138,307
VNS NOK25,250,000 $3,057,197
Inflation NOK0 $0
TotalNOK152,857,968,260$18,546,934,584
ProductVolume
NZD
USD
Equivalent
IRS NZD80,773,977,936 $58,818,806,500
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD80,773,977,936$58,818,806,500
ProductVolume
PLN
USD
Equivalent
IRS PLN94,560,372,871 $25,559,263,995
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN41,830,000,000 $11,328,684,220
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN136,390,372,871$36,887,948,215
ProductVolume
SEK
USD
Equivalent
IRS SEK859,558,854,400 $102,363,495,757
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,590,046,000,000 $189,440,108,426
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,449,604,854,400$291,803,604,183
ProductVolume
SGD
USD
Equivalent
IRS SGD87,993,529,422 $63,916,273,394
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD87,993,529,422$63,916,273,394
ProductVolume
ZAR
USD
Equivalent
IRS ZAR348,516,698,146 $26,329,506,175
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR348,516,698,146$26,329,506,175
ProductUSD
Equivalent
IRS$5,109,460,547,786
OIS$5,109,242,206,817
Basis$357,492,152,471
Zeroes$93,888,019,632
FRAs$4,410,081,861,951
VNS$12,132,202,034
Inflation$99,607,285,881
Total$15,191,904,276,572
Show:
ProductUSD
Equivalent
IRS $56,318,781,964,352
OIS $119,324,438,477,970
Basis $10,940,458,351,539
Zeroes $46,789,870,158
FRAs $90,022,639,935,716
VNS $172,085,334,487
Inflation $654,093,264,020
Total$277,479,287,198,242
ProductVolume
EUR
USD
Equivalent
IRS €45,971,250,814,905 $50,105,198,744,625
OIS €41,553,519,751,908 $45,263,510,063,716
Basis €447,380,673,816 $489,493,763,834
Zeroes €89,527,200,680 $96,761,837,792
FRAs €40,472,763,362,052 $43,989,400,309,208
VNS €102,923,045,206 $112,419,756,287
Inflation €725,978,266,714 $789,320,567,013
Total€129,363,343,115,281$140,846,105,042,475
ProductVolume
GBP
USD
Equivalent
IRS £7,565,378,975,123 $9,571,220,964,250
OIS £8,452,468,267,096 $10,724,692,829,209
Basis £1,026,695,497,540 $1,303,413,292,773
Zeroes £100,446,953,708 $128,653,627,648
FRAs £9,519,266,563,037 $12,021,814,129,538
VNS £30,710,183,377 $38,810,419,972
Inflation £402,758,370,970 $510,950,095,652
Total£27,097,724,810,851$34,299,555,359,042
ProductVolume
JPY
USD
Equivalent
IRS ¥933,847,525,470,224 $8,301,303,120,755
OIS ¥47,672,434,273,976 $424,104,921,781
Basis ¥49,932,424,346,650 $444,634,976,037
Zeroes ¥0 $0
FRAs ¥4,310,086,400,000 $38,282,884,070
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,035,837,573,045,486$9,208,997,290,261
ProductVolume
CHF
USD
Equivalent
IRS CHF1,209,849,970,912 $1,223,096,675,120
OIS CHF6,050,000,000 $6,117,337,241
Basis CHF175,600,300,000 $178,442,991,312
Zeroes CHF0 $0
FRAs CHF1,257,272,563,918 $1,267,353,527,365
VNS CHF828,966,748 $849,077,619
Inflation CHF0 $0
TotalCHF2,649,601,801,578$2,675,859,608,657
ProductVolume
AUD
USD
Equivalent
IRS $8,426,572,036,450 $6,373,486,436,132
OIS $11,343,543,824,000 $8,579,732,002,813
Basis $487,215,756,968 $367,731,088,928
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $2,297,881,715 $1,740,813,264
Inflation $0 $0
Total$20,260,629,499,133$15,323,457,941,137
ProductVolume
CAD
USD
Equivalent
IRS $7,295,855,375,414 $5,490,814,167,313
OIS $5,747,598,409,388 $4,360,364,166,908
Basis $185,037,940,000 $139,104,492,464
Zeroes $8,338,076,200 $6,317,123,580
FRAs $0 $0
VNS $62,874,155,200 $47,159,267,227
Inflation $0 $0
Total$13,299,703,956,202$10,043,759,217,492
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK11,868,875,499,683 $481,197,656,584
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK8,256,201,953,216 $336,587,890,857
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK20,126,931,332,679$817,863,914,054
ProductVolume
DKK
USD
Equivalent
IRS DKK956,605,417,708 $138,864,671,530
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK196,518,000,000 $28,266,732,716
VNS DKK2,699,139,991 $405,664,882
Inflation DKK0 $0
TotalDKK1,162,122,557,699$168,430,965,096
ProductVolume
HKD
USD
Equivalent
IRS HKD7,220,747,018,618 $928,074,791,616
OIS HKD0 $0
Basis HKD178,624,000,000 $22,948,667,935
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,399,371,018,618$951,023,459,551
ProductVolume
HUF
USD
Equivalent
IRS HUF172,623,140,948,108 $606,700,005,130
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,800,000,000 $24,043,472
FRAs HUF121,815,580,000,000 $425,276,821,327
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF294,445,520,948,108$1,032,000,869,929
ProductVolume
MXN
USD
Equivalent
IRS MXN412,961,870,133 $22,061,808,277
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN412,961,870,133$22,061,808,277
ProductVolume
NOK
USD
Equivalent
IRS NOK4,627,649,914,854 $547,684,874,364
OIS NOK0 $0
Basis NOK6,946,080,000 $817,405,760
Zeroes NOK0 $0
FRAs NOK11,569,366,975,170 $1,370,401,933,255
VNS NOK6,895,406,680 $818,675,577
Inflation NOK0 $0
TotalNOK16,210,858,376,704$1,919,722,888,956
ProductVolume
NZD
USD
Equivalent
IRS NZD2,633,296,498,034 $1,870,059,415,088
OIS NZD0 $0
Basis NZD1,846,000,000 $1,278,578,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD2,635,413,045,738$1,871,534,479,258
ProductVolume
PLN
USD
Equivalent
IRS PLN2,841,887,210,848 $725,279,455,649
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,299,456,789,224 $330,909,572,882
VNS PLN286,007,438 $70,911,122
Inflation PLN0 $0
TotalPLN4,141,630,007,510$1,056,259,939,653
ProductVolume
SEK
USD
Equivalent
IRS SEK19,171,703,222,606 $2,180,999,314,660
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK36,599,997,093,276 $4,141,618,055,501
VNS SEK24,615,164,067 $2,773,551,745
Inflation SEK0 $0
TotalSEK55,799,203,519,949$6,325,722,090,097
ProductVolume
SGD
USD
Equivalent
IRS SGD2,128,048,208,816 $1,519,807,909,047
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,129,336,208,816$1,520,725,198,213
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,138,301,538,298 $1,378,932,613,627
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR18,138,301,538,298$1,378,932,613,627
ProductUSD
Equivalent
IRS$147,783,564,588,119
OIS$188,682,959,799,638
Basis$13,890,134,794,616
Zeroes$279,645,270,841
FRAs$153,972,551,792,435
VNS$378,079,711,683
Inflation$1,954,363,926,685
Total$506,941,299,884,017
Show:
ProductUSD
Equivalent
IRS $41,182,427,770,001
OIS $24,082,101,248,881
Basis $17,966,534,029,556
Zeroes $143,182,994,212
FRAs $31,432,265,873,874
VNS $708,059,700,759
Inflation $591,173,738,460
Total$116,105,745,355,743
ProductVolume
EUR
USD
Equivalent
IRS €44,220,170,745,240 $50,932,792,664,367
OIS €19,393,402,893,347 $22,337,321,452,557
Basis €1,219,852,779,366 $1,405,026,431,274
Zeroes €645,489,450,237 $743,474,748,783
FRAs €20,355,417,759,901 $23,445,370,175,854
VNS €422,298,969,390 $486,403,952,943
Inflation €980,783,331,258 $1,129,666,240,943
Total€87,237,415,928,739$100,480,055,666,721
ProductVolume
GBP
USD
Equivalent
IRS £7,823,785,205,679 $10,188,133,094,835
OIS £4,822,265,972,311 $6,279,554,749,143
Basis £4,010,171,892,741 $5,222,045,838,728
Zeroes £296,471,657,289 $386,065,392,122
FRAs £5,116,750,973,983 $6,663,033,118,321
VNS £146,612,076,725 $190,918,246,311
Inflation £675,624,687,955 $879,798,468,656
Total£22,891,682,466,683$29,809,548,908,116
ProductVolume
JPY
USD
Equivalent
IRS ¥1,167,582,448,514,140 $10,441,157,599,053
OIS ¥56,167,282,674,037 $502,278,405,312
Basis ¥216,365,826,525,550 $1,934,860,957,081
Zeroes ¥2,673,627,114,181 $23,909,028,519
FRAs ¥220,000,000,000 $1,967,359,714
VNS ¥75,102,554,636 $671,607,911
Inflation ¥0 $0
Total¥1,443,084,287,382,544$12,904,844,957,590
ProductVolume
CHF
USD
Equivalent
IRS CHF1,963,638,164,773 $2,054,982,120,007
OIS CHF15,410,279,070 $16,127,129,998
Basis CHF521,785,162,000 $546,057,414,055
Zeroes CHF12,143,480,159 $12,708,367,076
FRAs CHF863,748,201,695 $903,927,792,052
VNS CHF828,966,748 $867,528,385
Inflation CHF0 $0
TotalCHF3,377,554,254,445$3,534,670,351,573
ProductVolume
AUD
USD
Equivalent
IRS $11,283,599,103,148 $8,977,231,446,464
OIS $6,434,071,805,220 $5,118,947,528,233
Basis $2,141,251,484,275 $1,703,579,680,889
Zeroes $8,822,965,031 $7,019,550,979
FRAs $0 $0
VNS $14,492,695,395 $11,530,388,456
Inflation $0 $0
Total$19,882,238,053,069$15,818,308,595,021
ProductVolume
CAD
USD
Equivalent
IRS $8,514,368,196,058 $6,760,654,435,492
OIS $2,870,414,219,250 $2,279,191,852,668
Basis $476,020,616,932 $377,974,128,102
Zeroes $24,985,968,558 $19,839,581,196
FRAs $0 $0
VNS $86,699,256,586 $68,841,715,568
Inflation $0 $0
Total$11,972,488,257,384$9,506,501,713,026
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,964,899,109,510 $704,883,178,485
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,308,711,201
FRAs CZK5,069,653,500,012 $223,835,643,958
VNS CZK1,853,879,780 $81,852,611
Inflation CZK0 $0
TotalCZK21,088,696,489,302$931,109,386,255
ProductVolume
DKK
USD
Equivalent
IRS DKK3,881,962,721,156 $601,220,840,224
OIS DKK0 $0
Basis DKK13,900,000,000 $2,152,769,174
Zeroes DKK15,500,000,000 $2,400,569,942
FRAs DKK62,458,000,000 $9,673,212,737
VNS DKK2,699,139,991 $418,030,602
Inflation DKK0 $0
TotalDKK3,976,519,861,147$615,865,422,679
ProductVolume
HKD
USD
Equivalent
IRS HKD12,127,395,039,901 $1,553,151,479,512
OIS HKD0 $0
Basis HKD306,360,000,000 $39,235,424,071
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD12,433,755,039,901$1,592,386,903,583
ProductVolume
HUF
USD
Equivalent
IRS HUF227,367,105,601,693 $855,648,153,549
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF220,515,000,000 $829,861,699
FRAs HUF57,871,371,029,788 $217,786,700,648
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF285,458,991,631,481$1,074,264,715,896
ProductVolume
MXN
USD
Equivalent
IRS MXN269,462,660,531 $15,367,132,052
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN269,462,660,531$15,367,132,052
ProductVolume
NOK
USD
Equivalent
IRS NOK7,102,119,472,581 $881,637,553,079
OIS NOK0 $0
Basis NOK32,837,880,000 $4,076,403,992
Zeroes NOK15,790,147,412 $1,960,145,416
FRAs NOK8,190,398,657,392 $1,016,733,534,112
VNS NOK14,566,481,250 $1,808,242,868
Inflation NOK0 $0
TotalNOK15,355,712,638,635$1,906,215,879,467
ProductVolume
NZD
USD
Equivalent
IRS NZD4,484,032,535,183 $3,300,023,744,268
OIS NZD0 $0
Basis NZD4,878,000,000 $3,589,964,100
Zeroes NZD15,680,000,000 $11,539,696,000
FRAs NZD0 $0
VNS NZD270,547,704 $199,109,583
Inflation NZD0 $0
TotalNZD4,504,861,082,887$3,315,352,513,951
ProductVolume
PLN
USD
Equivalent
IRS PLN2,832,275,951,537 $775,424,279,349
OIS PLN0 $0
Basis PLN674,000,000 $184,528,617
Zeroes PLN7,510,000,000 $2,056,097,795
FRAs PLN881,986,922,374 $241,471,553,401
VNS PLN4,121,785,838 $1,128,468,012
Inflation PLN0 $0
TotalPLN3,726,568,659,749$1,020,264,927,174
ProductVolume
SEK
USD
Equivalent
IRS SEK25,823,204,608,839 $3,114,850,954,283
OIS SEK0 $0
Basis SEK500,000,000 $60,311,085
Zeroes SEK162,420,330,049 $19,591,492,524
FRAs SEK19,425,111,987,106 $2,343,099,143,837
VNS SEK27,193,611,542 $3,280,152,411
Inflation SEK0 $0
TotalSEK45,438,430,537,536$5,480,882,054,140
ProductVolume
SGD
USD
Equivalent
IRS SGD2,772,339,738,239 $2,025,527,681,917
OIS SGD0 $0
Basis SGD2,128,000,000 $1,554,759,991
Zeroes SGD1,220,000,000 $891,356,762
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,775,687,738,239$2,027,973,798,670
ProductVolume
ZAR
USD
Equivalent
IRS ZAR20,032,748,640,624 $1,551,110,610,109
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR20,032,748,640,624$1,551,110,610,109
ProductUSD
Equivalent
IRS$145,916,224,737,046
OIS$60,615,522,366,792
Basis$29,206,932,640,715
Zeroes$1,377,777,594,226
FRAs$66,499,164,108,508
VNS$1,474,208,996,420
Inflation$2,600,638,448,059
Total$307,690,468,891,766

Figures as of COB Jul 19, 2017.

Notional Outstanding by Product

As of COB Jul 19, 2017

Daily Notional by Tenor

As of COB Jul 19, 2017

Notional Outstanding by Currency

As of COB Jul 19, 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.