Daily Volumes

  • Client Notional Cleared (USD)
    $479,776,608,089,550
    Client Notional Outstanding (USD)
    $30,233,501,916,960
    As of COB Mar 29, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,356,527,000,000,000
    Trades Compressed
    10,915,067
  • 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 Mar 29, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$524,116,868,667
$2,540,181,313,436
$38,186,941,163,193
$15,173,343,502,647
EUR
€198,108,801,177
€1,125,974,592,230
€9,384,256,981,841
€6,979,823,149,876
GBP
£18,439,910,149
£109,897,474,659
£1,638,793,096,011
£1,421,727,607,853
JPY
¥1,890,052,837,000
¥4,901,179,680,000
¥97,712,168,880,178
¥116,128,433,835,064
CHF
CHF2,664,650,000
CHF10,445,487,389
CHF172,762,486,730
CHF181,875,642,398
AUD
$39,745,143,400
$70,497,896,967
$1,486,388,516,529
$1,444,243,630,005
CAD
$15,838,036,110
$65,739,349,165
$1,098,384,400,798
$1,112,408,915,329
Other*
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$39,537,587,784
$135,053,698,662
$1,886,145,664,411
$2,607,251,906,974
CZK
CZK25,914,000,000
CZK221,856,100,556
CZK2,620,837,208,061
CZK1,782,108,935,954
DKK
DKK250,000,000
DKK10,763,736,088
DKK189,816,972,503
DKK652,334,929,027
HKD
HKD18,038,500,000
HKD64,336,397,478
HKD717,894,783,953
HKD1,136,294,182,117
HUF
HUF1,402,753,847,250
HUF3,663,937,297,668
HUF43,704,848,044,619
HUF35,226,623,708,610
MXN
MXN0
MXN2,124,000,000
MXN37,398,450,000
MXN30,414,631,276
NOK
NOK14,490,472,154
NOK63,518,037,700
NOK1,222,099,179,999
NOK1,125,288,350,158
NZD
NZD9,498,494,000
NZD23,494,919,064
NZD337,835,579,380
NZD969,728,576,362
PLN
PLN2,665,573,000
PLN33,205,238,731
PLN608,198,179,185
PLN629,357,080,442
SEK
SEK128,300,047,000
SEK400,499,604,505
SEK6,007,079,385,238
SEK5,358,482,403,734
SGD
SGD5,587,320,826
SGD20,361,110,629
SGD240,226,397,355
SGD537,596,691,810
ZAR
ZAR48,671,550,000
ZAR138,045,670,354
ZAR1,744,955,536,579
ZAR2,699,163,287,042
Total in USD$861,922,724,044$4,183,964,210,401$55,101,835,995,814$30,233,501,916,960

Figures as of COB Mar 29, 2017. Weekly figures as of COB Mar 23, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $69,453,015,519
OIS $225,471,710,000
Basis $28,378,900,000
Zeroes $0
FRAs $200,205,000,000
VNS $608,243,148
Inflation $0
Total$524,116,868,667
ProductVolume
EUR
USD
Equivalent
IRS €59,639,810,760 $64,205,238,274
OIS €95,291,759,408 $102,586,343,591
Basis €171,500,000 $184,628,325
Zeroes €0 $0
FRAs €37,700,000,000 $40,585,935,000
VNS €494,440,759 $532,290,199
Inflation €4,811,290,250 $5,179,594,519
Total€198,108,801,177$213,274,029,908
ProductVolume
GBP
USD
Equivalent
IRS £13,898,654,378 $17,284,366,584
OIS £2,540,000,000 $3,158,744,000
Basis £20,000,000 $24,872,000
Zeroes £0 $0
FRAs £0 $0
VNS £45,005,771 $55,969,177
Inflation £1,936,250,000 $2,407,920,500
Total£18,439,910,149$22,931,872,261
ProductVolume
JPY
USD
Equivalent
IRS ¥1,683,772,837,000 $15,164,343,108
OIS ¥172,200,000,000 $1,550,862,341
Basis ¥34,080,000,000 $306,930,247
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,890,052,837,000$17,022,135,696
ProductVolume
CHF
USD
Equivalent
IRS CHF2,664,650,000 $2,674,411,602
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,664,650,000$2,674,411,602
ProductVolume
AUD
USD
Equivalent
IRS $10,700,143,400 $8,206,474,981
OIS $29,045,000,000 $22,276,062,750
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$39,745,143,400$30,482,537,731
ProductVolume
CAD
USD
Equivalent
IRS $14,838,036,110 $11,132,980,275
OIS $1,000,000,000 $750,300,120
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$15,838,036,110$11,883,280,395
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK25,914,000,000 $1,031,505,622
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK25,914,000,000$1,031,505,622
ProductVolume
DKK
USD
Equivalent
IRS DKK250,000,000 $36,170,551
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK250,000,000$36,170,551
ProductVolume
HKD
USD
Equivalent
IRS HKD18,038,500,000 $2,321,841,152
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD18,038,500,000$2,321,841,152
ProductVolume
HUF
USD
Equivalent
IRS HUF1,257,753,847,250 $4,372,058,702
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF145,000,000,000 $504,032,258
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,402,753,847,250$4,876,090,960
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 NOK13,400,383,652 $1,576,627,015
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,090,088,502 $128,254,759
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,490,472,154$1,704,881,774
ProductVolume
NZD
USD
Equivalent
IRS NZD9,498,494,000 $6,680,290,830
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD9,498,494,000$6,680,290,830
ProductVolume
PLN
USD
Equivalent
IRS PLN2,665,573,000 $679,083,625
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,665,573,000$679,083,625
ProductVolume
SEK
USD
Equivalent
IRS SEK51,700,047,000 $5,829,758,466
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK76,600,000,000 $8,637,506,625
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK128,300,047,000$14,467,265,091
ProductVolume
SGD
USD
Equivalent
IRS SGD5,587,320,826 $4,007,977,351
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,587,320,826$4,007,977,351
ProductVolume
ZAR
USD
Equivalent
IRS ZAR48,671,550,000 $3,732,480,828
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR48,671,550,000$3,732,480,828
ProductUSD
Equivalent
IRS$218,388,624,485
OIS$355,794,022,802
Basis$28,895,330,572
Zeroes$0
FRAs$250,060,728,642
VNS$1,196,502,524
Inflation$7,587,515,019
Total$861,922,724,044
Show:
ProductUSD
Equivalent
IRS $471,782,071,481
OIS $1,455,773,063,301
Basis $183,518,031,952
Zeroes $0
FRAs $425,042,000,000
VNS $1,376,132,702
Inflation $2,690,014,000
Total$2,540,181,313,436
ProductVolume
EUR
USD
Equivalent
IRS €287,712,049,074 $310,201,181,670
OIS €602,381,976,287 $649,660,475,689
Basis €4,045,200,000 $4,365,446,940
Zeroes €1,000,000,002 $1,079,850,002
FRAs €221,801,100,000 $238,866,398,900
VNS €943,388,867 $1,017,061,257
Inflation €8,090,878,000 $8,731,344,189
Total€1,125,974,592,230$1,213,921,758,647
ProductVolume
GBP
USD
Equivalent
IRS £78,960,385,824 $98,368,553,537
OIS £20,608,098,000 $25,705,189,820
Basis £1,178,200,000 $1,468,665,370
Zeroes £124,297,735 $155,144,777
FRAs £4,185,000,000 $5,223,654,000
VNS £309,177,557 $385,259,256
Inflation £4,532,315,543 $5,652,213,510
Total£109,897,474,659$136,958,680,270
ProductVolume
JPY
USD
Equivalent
IRS ¥4,739,379,680,000 $42,577,745,481
OIS ¥82,800,000,000 $743,851,851
Basis ¥61,000,000,000 $548,501,984
Zeroes ¥0 $0
FRAs ¥18,000,000,000 $161,124,289
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,901,179,680,000$44,031,223,605
ProductVolume
CHF
USD
Equivalent
IRS CHF9,603,087,389 $9,658,675,873
OIS CHF0 $0
Basis CHF262,400,000 $263,247,142
Zeroes CHF0 $0
FRAs CHF580,000,000 $580,813,138
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,445,487,389$10,502,736,153
ProductVolume
AUD
USD
Equivalent
IRS $64,817,896,967 $49,696,130,288
OIS $5,440,000,000 $4,192,658,750
Basis $240,000,000 $184,449,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$70,497,896,967$54,073,238,038
ProductVolume
CAD
USD
Equivalent
IRS $52,909,349,165 $39,638,200,455
OIS $12,305,000,000 $9,210,161,614
Basis $525,000,000 $393,199,521
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$65,739,349,165$49,241,561,590
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK90,499,545,000 $3,611,715,979
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK131,356,555,556 $5,243,494,526
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK221,856,100,556$8,855,210,505
ProductVolume
DKK
USD
Equivalent
IRS DKK10,763,736,088 $1,561,351,055
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,763,736,088$1,561,351,055
ProductVolume
HKD
USD
Equivalent
IRS HKD63,162,397,478 $8,133,308,720
OIS HKD0 $0
Basis HKD1,174,000,000 $151,164,962
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD64,336,397,478$8,284,473,682
ProductVolume
HUF
USD
Equivalent
IRS HUF3,361,937,297,668 $11,713,342,777
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF302,000,000,000 $1,052,750,694
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,663,937,297,668$12,766,093,471
ProductVolume
MXN
USD
Equivalent
IRS MXN2,124,000,000 $112,599,546
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,124,000,000$112,599,546
ProductVolume
NOK
USD
Equivalent
IRS NOK31,511,371,000 $3,719,727,176
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK32,000,000,000 $3,778,325,362
VNS NOK6,666,700 $786,576
Inflation NOK0 $0
TotalNOK63,518,037,700$7,498,839,114
ProductVolume
NZD
USD
Equivalent
IRS NZD23,494,919,064 $16,542,264,800
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,494,919,064$16,542,264,800
ProductVolume
PLN
USD
Equivalent
IRS PLN32,703,238,731 $8,259,447,825
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN502,000,000 $127,180,924
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN33,205,238,731$8,386,628,749
ProductVolume
SEK
USD
Equivalent
IRS SEK169,494,604,505 $19,228,347,651
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK230,980,000,000 $26,217,801,647
VNS SEK25,000,000 $2,836,268
Inflation SEK0 $0
TotalSEK400,499,604,505$45,448,985,566
ProductVolume
SGD
USD
Equivalent
IRS SGD20,361,110,629 $14,559,403,707
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,361,110,629$14,559,403,707
ProductVolume
ZAR
USD
Equivalent
IRS ZAR138,045,670,354 $11,037,848,467
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR138,045,670,354$11,037,848,467
ProductUSD
Equivalent
IRS$1,120,401,916,488
OIS$2,145,285,401,025
Basis$190,892,706,871
Zeroes$1,234,994,779
FRAs$706,293,543,480
VNS$2,782,076,059
Inflation$17,073,571,699
Total$4,183,964,210,401
Show:
ProductUSD
Equivalent
IRS $7,023,918,101,928
OIS $23,497,777,316,134
Basis $936,019,131,008
Zeroes $6,581,573,712
FRAs $6,651,705,735,088
VNS $22,158,879,224
Inflation $48,780,426,099
Total$38,186,941,163,193
ProductVolume
EUR
USD
Equivalent
IRS €3,466,428,785,913 $3,693,488,347,630
OIS €4,523,414,205,031 $4,822,990,636,051
Basis €75,167,713,408 $80,055,382,344
Zeroes €3,743,292,888 $3,991,552,474
FRAs €1,254,516,800,000 $1,339,576,903,900
VNS €9,869,113,407 $10,515,577,594
Inflation €51,117,071,194 $54,583,026,463
Total€9,384,256,981,841$10,005,201,426,456
ProductVolume
GBP
USD
Equivalent
IRS £810,662,661,508 $1,004,818,682,122
OIS £621,040,274,732 $768,193,894,945
Basis £35,111,755,400 $43,557,121,396
Zeroes £3,666,942,940 $4,542,986,538
FRAs £135,955,732,324 $168,266,002,173
VNS £4,293,693,095 $5,327,656,009
Inflation £28,062,036,012 $34,790,018,153
Total£1,638,793,096,011$2,029,496,361,336
ProductVolume
JPY
USD
Equivalent
IRS ¥84,080,336,583,547 $739,951,069,256
OIS ¥5,867,118,837,988 $51,682,087,720
Basis ¥6,562,957,173,325 $57,845,879,817
Zeroes ¥0 $0
FRAs ¥1,197,043,200,000 $10,585,354,994
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥97,712,168,880,178$860,105,227,773
ProductVolume
CHF
USD
Equivalent
IRS CHF155,882,086,730 $155,240,231,971
OIS CHF20,000,000 $19,466,615
Basis CHF9,903,400,000 $9,895,248,837
Zeroes CHF0 $0
FRAs CHF6,957,000,000 $6,928,415,093
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF172,762,486,730$172,083,362,516
ProductVolume
AUD
USD
Equivalent
IRS $691,167,761,375 $525,530,832,609
OIS $785,194,534,000 $599,242,481,527
Basis $9,966,586,000 $7,541,203,501
Zeroes $0 $0
FRAs $0 $0
VNS $59,635,154 $45,445,484
Inflation $0 $0
Total$1,486,388,516,529$1,132,359,963,121
ProductVolume
CAD
USD
Equivalent
IRS $696,182,782,484 $525,608,931,696
OIS $385,696,646,694 $291,448,733,411
Basis $16,038,500,000 $12,095,391,246
Zeroes $0 $0
FRAs $0 $0
VNS $466,471,620 $349,770,655
Inflation $0 $0
Total$1,098,384,400,798$829,502,827,008
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,617,554,231,453 $63,767,264,505
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,003,282,976,608 $39,584,267,448
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,620,837,208,061$103,351,531,953
ProductVolume
DKK
USD
Equivalent
IRS DKK176,470,972,503 $25,208,695,078
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK10,196,000,000 $1,459,327,536
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK189,816,972,503$27,114,970,598
ProductVolume
HKD
USD
Equivalent
IRS HKD701,074,783,953 $90,334,597,082
OIS HKD0 $0
Basis HKD16,820,000,000 $2,167,656,129
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD717,894,783,953$92,502,253,211
ProductVolume
HUF
USD
Equivalent
IRS HUF27,011,988,044,619 $93,108,822,227
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF16,692,860,000,000 $57,508,023,281
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF43,704,848,044,619$150,616,845,508
ProductVolume
MXN
USD
Equivalent
IRS MXN37,398,450,000 $1,888,355,120
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN37,398,450,000$1,888,355,120
ProductVolume
NOK
USD
Equivalent
IRS NOK686,269,727,267 $81,375,066,975
OIS NOK0 $0
Basis NOK2,423,040,000 $284,078,238
Zeroes NOK0 $0
FRAs NOK531,335,794,502 $63,070,824,056
VNS NOK2,070,618,230 $246,597,821
Inflation NOK0 $0
TotalNOK1,222,099,179,999$144,976,567,090
ProductVolume
NZD
USD
Equivalent
IRS NZD337,045,579,380 $239,961,664,700
OIS NZD0 $0
Basis NZD790,000,000 $547,875,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD337,835,579,380$240,509,539,950
ProductVolume
PLN
USD
Equivalent
IRS PLN454,632,187,785 $112,073,081,324
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN153,527,000,000 $37,646,853,526
VNS PLN38,991,400 $9,617,414
Inflation PLN0 $0
TotalPLN608,198,179,185$149,729,552,264
ProductVolume
SEK
USD
Equivalent
IRS SEK2,442,020,239,314 $273,371,544,417
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,562,899,095,238 $398,958,318,146
VNS SEK2,160,050,686 $243,621,260
Inflation SEK0 $0
TotalSEK6,007,079,385,238$672,573,483,823
ProductVolume
SGD
USD
Equivalent
IRS SGD239,902,397,355 $169,567,503,861
OIS SGD0 $0
Basis SGD324,000,000 $229,019,236
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD240,226,397,355$169,796,523,097
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,744,955,536,579 $133,086,041,797
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,744,955,536,579$133,086,041,797
ProductUSD
Equivalent
IRS$14,952,298,834,298
OIS$30,031,354,616,403
Basis$1,150,684,934,986
Zeroes$15,116,112,724
FRAs$8,775,290,025,241
VNS$38,938,001,447
Inflation$138,153,470,715
Total$55,101,835,995,814
Show:
ProductUSD
Equivalent
IRS $6,396,589,789,321
OIS $5,571,932,178,470
Basis $1,375,183,717,194
Zeroes $18,886,501,985
FRAs $1,646,906,113,008
VNS $119,418,305,570
Inflation $44,426,897,099
Total$15,173,343,502,647
ProductVolume
EUR
USD
Equivalent
IRS €3,356,970,185,234 $3,613,946,252,914
OIS €2,858,424,709,510 $3,077,237,121,023
Basis €116,531,771,646 $125,452,278,766
Zeroes €53,728,526,004 $57,841,444,669
FRAs €486,564,830,000 $523,811,367,737
VNS €58,191,764,337 $62,646,343,896
Inflation €49,411,363,146 $53,193,802,994
Total€6,979,823,149,877$7,514,128,611,999
ProductVolume
GBP
USD
Equivalent
IRS £732,183,413,625 $910,543,293,184
OIS £418,038,346,438 $519,872,487,630
Basis £92,432,920,000 $114,949,579,312
Zeroes £20,278,557,666 $25,218,414,313
FRAs £98,709,091,726 $122,754,626,470
VNS £21,701,424,680 $26,987,891,732
Inflation £38,383,853,719 $47,734,160,485
Total£1,421,727,607,854$1,768,060,453,126
ProductVolume
JPY
USD
Equivalent
IRS ¥88,476,637,991,971 $796,835,574,296
OIS ¥6,432,540,000,000 $57,932,543,792
Basis ¥20,895,842,757,775 $188,191,495,995
Zeroes ¥116,000,000,000 $1,044,715,630
FRAs ¥202,700,000,000 $1,825,550,502
VNS ¥4,713,085,318 $42,446,844
Inflation ¥0 $0
Total¥116,128,433,835,064$1,045,872,327,059
ProductVolume
CHF
USD
Equivalent
IRS CHF142,601,092,398 $143,123,493,148
OIS CHF20,000,000 $20,073,267
Basis CHF30,490,150,000 $30,601,846,741
Zeroes CHF2,542,400,000 $2,551,713,755
FRAs CHF6,222,000,000 $6,244,793,496
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF181,875,642,398$182,541,920,407
ProductVolume
AUD
USD
Equivalent
IRS $670,846,205,296 $514,505,497,152
OIS $702,638,180,246 $538,888,352,340
Basis $70,360,090,000 $53,962,671,026
Zeroes $137,083,374 $105,136,094
FRAs $0 $0
VNS $262,071,089 $200,995,422
Inflation $0 $0
Total$1,444,243,630,005$1,107,662,652,034
ProductVolume
CAD
USD
Equivalent
IRS $751,147,450,098 $563,586,021,983
OIS $322,136,654,406 $241,699,170,473
Basis $28,507,800,000 $21,389,405,762
Zeroes $7,778,000,000 $5,835,834,334
FRAs $0 $0
VNS $2,839,010,824 $2,130,110,162
Inflation $0 $0
Total$1,112,408,915,328$834,640,542,714
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,373,482,093,850 $54,671,393,924
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK408,626,842,104 $16,265,373,355
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,782,108,935,954$70,936,767,279
ProductVolume
DKK
USD
Equivalent
IRS DKK639,682,929,027 $92,550,737,015
OIS DKK0 $0
Basis DKK6,950,000,000 $1,005,541,328
Zeroes DKK750,000,000 $108,511,654
FRAs DKK4,952,000,000 $716,466,282
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK652,334,929,027$94,381,256,279
ProductVolume
HKD
USD
Equivalent
IRS HKD1,072,480,182,117 $138,045,215,582
OIS HKD0 $0
Basis HKD63,271,000,000 $8,143,981,568
Zeroes HKD543,000,000 $69,892,715
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,136,294,182,117$146,259,089,865
ProductVolume
HUF
USD
Equivalent
IRS HUF23,709,743,708,610 $82,417,073,514
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF43,800,000,000 $152,252,503
FRAs HUF11,473,080,000,000 $39,881,395,996
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF35,226,623,708,610$122,450,722,013
ProductVolume
MXN
USD
Equivalent
IRS MXN30,414,631,276 $1,625,755,360
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN30,414,631,276$1,625,755,360
ProductVolume
NOK
USD
Equivalent
IRS NOK688,484,211,057 $81,003,860,397
OIS NOK0 $0
Basis NOK10,583,040,000 $1,245,151,422
Zeroes NOK5,300,000,000 $623,573,429
FRAs NOK414,922,716,586 $48,817,883,214
VNS NOK5,998,382,515 $705,741,878
Inflation NOK0 $0
TotalNOK1,125,288,350,158$132,396,210,340
ProductVolume
NZD
USD
Equivalent
IRS NZD960,598,576,362 $675,588,978,756
OIS NZD0 $0
Basis NZD2,730,000,000 $1,920,009,000
Zeroes NZD6,400,000,000 $4,501,120,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD969,728,576,362$682,010,107,756
ProductVolume
PLN
USD
Equivalent
IRS PLN503,132,578,850 $128,178,480,058
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $369,403,223
FRAs PLN123,741,710,192 $31,524,542,435
VNS PLN1,032,791,400 $263,114,808
Inflation PLN0 $0
TotalPLN629,357,080,442$160,335,540,524
ProductVolume
SEK
USD
Equivalent
IRS SEK2,948,914,199,325 $332,523,053,948
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK793,811,710 $89,511,148
FRAs SEK2,405,846,189,866 $271,286,062,703
VNS SEK2,928,202,833 $330,187,616
Inflation SEK0 $0
TotalSEK5,358,482,403,734$604,228,815,415
ProductVolume
SGD
USD
Equivalent
IRS SGD535,699,691,810 $384,275,809,196
OIS SGD0 $0
Basis SGD636,000,000 $456,224,669
Zeroes SGD1,261,000,000 $904,558,660
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD537,596,691,810$385,636,592,525
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,699,163,287,042 $206,991,049,620
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,699,163,287,042$206,991,049,620
ProductUSD
Equivalent
IRS$15,117,001,329,368
OIS$10,007,581,926,995
Basis$1,922,501,902,783
Zeroes$118,302,584,112
FRAs$2,710,034,175,198
VNS$212,725,137,928
Inflation$145,354,860,578
Total$30,233,501,916,962

Figures as of COB Mar 29, 2017.

Notional Outstanding by Product

As of COB Mar 29, 2017

Daily Notional by Tenor
 

As of COB Mar 29, 2017

Notional Outstanding by Tenor
 

As of COB Mar 29, 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
$1,528,184,957,359
$9,884,898,168,965
$139,448,875,325,140
$111,734,752,831,673
EUR
€860,350,183,779
€7,938,266,126,833
€59,251,260,367,456
€80,951,887,037,669
GBP
£89,908,717,750
£1,401,020,104,995
£10,677,007,521,346
£20,985,101,465,986
JPY
¥10,551,747,974,000
¥29,852,113,522,400
¥514,312,668,464,046
¥1,462,674,657,326,670
CHF
CHF16,275,100,000
CHF143,275,886,357
CHF1,070,032,869,226
CHF3,438,999,522,431
AUD
$160,868,626,800
$391,318,217,938
$6,772,406,726,474
$18,584,179,507,917
CAD
$133,437,001,213
$252,854,788,526
$3,925,140,535,767
$9,923,160,874,974
Other*
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Hide
$167,218,891,657
$668,233,529,567
$8,072,801,151,476
$17,816,410,516,015
CZK
CZK94,112,072,200
CZK622,704,201,112
CZK9,347,984,206,509
CZK16,515,497,559,736
DKK
DKK6,500,000,000
DKK27,144,944,352
DKK784,726,890,492
DKK4,104,761,432,335
HKD
HKD65,021,000,000
HKD283,960,773,882
HKD2,887,733,002,707
HKD10,194,692,072,338
HUF
HUF7,900,444,949,342
HUF10,966,566,915,818
HUF165,281,853,895,548
HUF283,037,451,486,585
MXN
MXN0
MXN5,574,000,000
MXN92,215,400,000
MXN95,074,601,276
NOK
NOK256,577,147,612
NOK236,977,754,076
NOK9,205,281,955,508
NOK15,376,452,665,539
NZD
NZD27,388,888,000
NZD66,567,736,928
NZD1,121,464,302,398
NZD4,434,211,390,635
PLN
PLN13,374,826,000
PLN140,303,794,574
PLN2,007,396,366,300
PLN5,340,443,223,461
SEK
SEK385,450,678,000
SEK3,166,926,672,610
SEK27,269,029,105,985
SEK40,311,598,049,680
SGD
SGD30,351,441,652
SGD79,482,997,052
SGD978,145,739,848
SGD3,208,589,124,336
ZAR
ZAR112,232,800,000
ZAR470,279,841,324
ZAR6,707,517,541,816
ZAR14,715,764,551,269
Total in USD$3,068,285,861,728$21,766,923,051,049$237,671,184,548,217$281,120,168,131,485

Figures as of COB Mar 29, 2017. Weekly figures as of COB Mar 23, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $258,357,090,017
OIS $653,631,220,000
Basis $86,213,400,000
Zeroes $0
FRAs $524,746,000,000
VNS $2,126,920,042
Inflation $3,110,327,300
Total$1,528,184,957,359
ProductVolume
EUR
USD
Equivalent
IRS €397,953,722,192 $428,417,079,626
OIS €317,570,154,107 $341,880,149,404
Basis €343,000,000 $369,256,650
Zeroes €0 $0
FRAs €128,130,000,000 $137,938,351,500
VNS €2,160,426,980 $2,325,807,665
Inflation €14,192,880,500 $15,279,345,502
Total€860,350,183,779$926,209,990,347
ProductVolume
GBP
USD
Equivalent
IRS £50,874,884,756 $63,268,006,683
OIS £7,730,000,000 $9,613,028,000
Basis £15,136,600,000 $18,823,875,760
Zeroes £294,577,952 $366,337,141
FRAs £9,870,000,000 $12,274,332,000
VNS £90,011,542 $111,938,354
Inflation £5,912,643,500 $7,352,963,457
Total£89,908,717,750$111,810,481,395
ProductVolume
JPY
USD
Equivalent
IRS ¥8,579,027,974,000 $77,264,177,728
OIS ¥1,324,400,000,000 $11,927,770,523
Basis ¥648,320,000,000 $5,838,879,633
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,551,747,974,000$95,030,827,884
ProductVolume
CHF
USD
Equivalent
IRS CHF12,414,900,000 $12,460,380,388
OIS CHF0 $0
Basis CHF2,860,200,000 $2,870,677,975
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,003,663,371
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF16,275,100,000$16,334,721,734
ProductVolume
AUD
USD
Equivalent
IRS $65,664,126,800 $50,361,102,049
OIS $94,230,000,000 $72,269,698,500
Basis $974,500,000 $747,392,775
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$160,868,626,800$123,378,193,324
ProductVolume
CAD
USD
Equivalent
IRS $116,503,510,440 $87,412,597,869
OIS $3,300,000,000 $2,475,990,396
Basis $13,400,000,000 $10,054,021,609
Zeroes $19,260,000 $14,450,780
FRAs $0 $0
VNS $214,230,773 $160,737,374
Inflation $0 $0
Total$133,437,001,213$100,117,798,028
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK84,112,072,200 $3,348,077,309
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,000,000,000 $398,049,557
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK94,112,072,200$3,746,126,866
ProductVolume
DKK
USD
Equivalent
IRS DKK6,500,000,000 $940,434,336
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK6,500,000,000$940,434,336
ProductVolume
HKD
USD
Equivalent
IRS HKD62,881,000,000 $8,093,782,380
OIS HKD0 $0
Basis HKD2,140,000,000 $275,451,954
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD65,021,000,000$8,369,234,334
ProductVolume
HUF
USD
Equivalent
IRS HUF4,129,444,949,342 $14,354,299,740
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,771,000,000,000 $13,108,314,794
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,900,444,949,342$27,462,614,534
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 NOK28,346,970,608 $3,335,173,143
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK228,230,177,004 $26,852,504,530
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK256,577,147,612$30,187,677,673
ProductVolume
NZD
USD
Equivalent
IRS NZD27,388,888,000 $19,262,604,930
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD27,388,888,000$19,262,604,930
ProductVolume
PLN
USD
Equivalent
IRS PLN10,174,826,000 $2,592,147,252
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,200,000,000 $815,234,698
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN13,374,826,000$3,407,381,950
ProductVolume
SEK
USD
Equivalent
IRS SEK160,150,678,000 $18,058,779,924
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK225,300,000,000 $25,405,094,550
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK385,450,678,000$43,463,874,474
ProductVolume
SGD
USD
Equivalent
IRS SGD30,351,441,652 $21,772,132,744
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD30,351,441,652$21,772,132,744
ProductVolume
ZAR
USD
Equivalent
IRS ZAR112,232,800,000 $8,606,809,816
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR112,232,800,000$8,606,809,816
ProductUSD
Equivalent
IRS$1,077,904,675,934
OIS$1,091,797,856,823
Basis$125,192,956,356
Zeroes$380,787,921
FRAs$742,541,545,000
VNS$4,725,403,435
Inflation$25,742,636,259
Total$3,068,285,861,728
Show:
ProductUSD
Equivalent
IRS $1,743,764,660,410
OIS $4,139,608,022,602
Basis $548,322,263,904
Zeroes $0
FRAs $3,429,016,800,000
VNS $5,136,928,049
Inflation $19,049,494,000
Total$9,884,898,168,965
ProductVolume
EUR
USD
Equivalent
IRS €1,520,435,291,271 $1,639,753,050,208
OIS €2,076,885,600,548 $2,239,773,152,014
Basis €8,500,400,000 $9,173,647,380
Zeroes €3,238,300,004 $3,498,258,259
FRAs €4,267,488,200,000 $4,603,425,660,000
VNS €3,080,608,548 $3,321,488,106
Inflation €58,637,726,462 $63,287,891,834
Total€7,938,266,126,833$8,562,233,147,801
ProductVolume
GBP
USD
Equivalent
IRS £298,383,299,332 $371,774,505,372
OIS £304,861,796,000 $379,816,907,521
Basis £35,634,300,000 $44,495,058,870
Zeroes £371,783,127 $463,952,564
FRAs £741,984,000,000 $928,066,998,300
VNS £1,174,979,696 $1,466,752,640
Inflation £18,609,946,840 $23,212,746,796
Total£1,401,020,104,995$1,749,296,922,063
ProductVolume
JPY
USD
Equivalent
IRS ¥25,437,553,522,400 $228,622,955,616
OIS ¥2,735,200,000,000 $24,610,159,874
Basis ¥1,203,360,000,000 $10,824,719,626
Zeroes ¥0 $0
FRAs ¥476,000,000,000 $4,260,842,322
VNS ¥0 $0
Inflation ¥0 $0
Total¥29,852,113,522,400$268,318,677,438
ProductVolume
CHF
USD
Equivalent
IRS CHF26,986,086,357 $27,145,018,035
OIS CHF0 $0
Basis CHF3,217,800,000 $3,238,301,072
Zeroes CHF0 $0
FRAs CHF113,072,000,000 $114,047,224,887
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF143,275,886,357$144,430,543,994
ProductVolume
AUD
USD
Equivalent
IRS $298,590,717,938 $228,952,332,451
OIS $80,780,000,000 $62,026,417,500
Basis $11,947,500,000 $9,150,690,375
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$391,318,217,938$300,129,440,326
ProductVolume
CAD
USD
Equivalent
IRS $190,839,634,660 $142,953,820,248
OIS $47,204,000,000 $35,336,922,025
Basis $11,142,000,000 $8,344,183,502
Zeroes $2,057,846,000 $1,540,994,131
FRAs $0 $0
VNS $1,611,307,866 $1,206,700,989
Inflation $0 $0
Total$252,854,788,526$189,382,620,895
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK260,791,090,000 $10,410,156,443
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK361,913,111,112 $14,452,601,326
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK622,704,201,112$24,862,757,769
ProductVolume
DKK
USD
Equivalent
IRS DKK27,144,944,352 $3,937,145,454
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,144,944,352$3,937,145,454
ProductVolume
HKD
USD
Equivalent
IRS HKD279,612,773,882 $36,004,673,066
OIS HKD0 $0
Basis HKD4,348,000,000 $559,854,635
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD283,960,773,882$36,564,527,701
ProductVolume
HUF
USD
Equivalent
IRS HUF8,494,566,915,818 $29,605,910,771
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,472,000,000,000 $8,639,186,720
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,966,566,915,818$38,245,097,491
ProductVolume
MXN
USD
Equivalent
IRS MXN5,574,000,000 $295,890,816
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,574,000,000$295,890,816
ProductVolume
NOK
USD
Equivalent
IRS NOK106,964,420,676 $12,616,080,225
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK130,000,000,000 $15,335,114,268
VNS NOK13,333,400 $1,573,151
Inflation NOK0 $0
TotalNOK236,977,754,076$27,952,767,644
ProductVolume
NZD
USD
Equivalent
IRS NZD66,567,736,928 $46,876,108,895
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD66,567,736,928$46,876,108,895
ProductVolume
PLN
USD
Equivalent
IRS PLN97,871,794,574 $24,718,000,995
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN42,432,000,000 $10,700,259,018
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN140,303,794,574$35,418,260,013
ProductVolume
SEK
USD
Equivalent
IRS SEK543,220,672,610 $61,645,892,661
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,623,656,000,000 $298,013,662,800
VNS SEK50,000,000 $5,672,536
Inflation SEK0 $0
TotalSEK3,166,926,672,610$359,665,227,997
ProductVolume
SGD
USD
Equivalent
IRS SGD79,482,997,052 $56,823,726,001
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD79,482,997,052$56,823,726,001
ProductVolume
ZAR
USD
Equivalent
IRS ZAR470,279,841,324 $37,592,019,786
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR470,279,841,324$37,592,019,786
ProductUSD
Equivalent
IRS$4,703,491,947,453
OIS$6,881,171,581,536
Basis$634,108,719,364
Zeroes$5,503,204,954
FRAs$9,425,958,349,641
VNS$11,139,115,471
Inflation$105,550,132,630
Total$21,766,923,051,049
Show:
ProductUSD
Equivalent
IRS $24,836,263,493,280
OIS $64,384,566,552,268
Basis $4,284,807,464,726
Zeroes $14,707,932,298
FRAs $45,583,563,777,545
VNS $86,491,793,765
Inflation $258,474,311,258
Total$139,448,875,325,140
ProductVolume
EUR
USD
Equivalent
IRS €20,951,438,357,361 $22,326,915,122,219
OIS €16,627,301,314,838 $17,731,289,548,602
Basis €167,938,426,816 $178,921,235,078
Zeroes €7,729,250,998 $8,282,481,694
FRAs €21,106,321,600,000 $22,538,219,233,100
VNS €49,084,733,827 $52,357,072,021
Inflation €341,446,683,616 $364,710,729,360
Total€59,251,260,367,456$63,200,695,422,074
ProductVolume
GBP
USD
Equivalent
IRS £3,081,790,700,054 $3,818,716,519,850
OIS £2,455,635,099,464 $3,040,705,218,107
Basis £337,101,462,494 $418,331,804,177
Zeroes £18,637,630,579 $23,153,301,869
FRAs £4,617,080,713,931 $5,729,230,750,242
VNS £13,335,118,450 $16,556,733,479
Inflation £153,426,796,374 $190,300,193,137
Total£10,677,007,521,346$13,236,994,520,861
ProductVolume
JPY
USD
Equivalent
IRS ¥459,290,573,870,784 $4,045,879,838,623
OIS ¥24,395,137,675,976 $215,322,566,624
Basis ¥26,457,444,346,650 $233,151,898,975
Zeroes ¥0 $0
FRAs ¥4,160,086,400,000 $36,924,955,449
VNS ¥9,426,170,636 $81,671,972
Inflation ¥0 $0
Total¥514,312,668,464,046$4,531,360,931,643
ProductVolume
CHF
USD
Equivalent
IRS CHF491,185,169,226 $489,159,499,625
OIS CHF240,000,000 $240,424,263
Basis CHF53,743,700,000 $53,633,532,804
Zeroes CHF0 $0
FRAs CHF524,864,000,000 $525,344,719,786
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,070,032,869,226$1,068,378,176,478
ProductVolume
AUD
USD
Equivalent
IRS $3,416,466,682,791 $2,592,832,252,593
OIS $3,196,267,068,000 $2,435,225,481,654
Basis $157,374,236,968 $119,391,289,042
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $1,298,738,715 $985,020,963
Inflation $0 $0
Total$6,772,406,726,474$5,149,201,644,252
ProductVolume
CAD
USD
Equivalent
IRS $2,667,134,113,390 $2,012,872,381,207
OIS $1,112,278,293,388 $840,161,646,073
Basis $114,388,340,000 $86,122,451,375
Zeroes $4,756,288,000 $3,603,130,421
FRAs $0 $0
VNS $26,583,500,989 $20,117,767,217
Inflation $0 $0
Total$3,925,140,535,767$2,962,877,376,293
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,581,816,253,293 $220,117,210,585
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,766,167,953,216 $148,435,363,923
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK9,347,984,206,509$368,552,574,508
ProductVolume
DKK
USD
Equivalent
IRS DKK613,108,890,492 $87,625,422,382
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK165,318,000,000 $23,673,094,047
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK784,726,890,492$112,192,412,397
ProductVolume
HKD
USD
Equivalent
IRS HKD2,838,141,002,707 $365,701,121,572
OIS HKD0 $0
Basis HKD49,592,000,000 $6,390,254,375
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,887,733,002,707$372,091,375,947
ProductVolume
HUF
USD
Equivalent
IRS HUF87,301,873,895,548 $300,919,321,134
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF77,979,980,000,000 $268,711,770,832
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF165,281,853,895,548$569,631,091,966
ProductVolume
MXN
USD
Equivalent
IRS MXN92,215,400,000 $4,638,615,026
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN92,215,400,000$4,638,615,026
ProductVolume
NOK
USD
Equivalent
IRS NOK2,121,967,229,172 $251,690,871,787
OIS NOK0 $0
Basis NOK4,846,080,000 $568,156,475
Zeroes NOK0 $0
FRAs NOK7,073,854,759,876 $840,425,644,982
VNS NOK4,613,886,460 $549,927,798
Inflation NOK0 $0
TotalNOK9,205,281,955,508$1,093,234,601,042
ProductVolume
NZD
USD
Equivalent
IRS NZD1,120,274,302,398 $796,837,714,674
OIS NZD0 $0
Basis NZD1,190,000,000 $825,734,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,121,464,302,398$797,663,448,674
ProductVolume
PLN
USD
Equivalent
IRS PLN1,342,914,244,462 $331,084,431,531
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN664,244,000,000 $163,231,172,166
VNS PLN238,121,838 $58,482,895
Inflation PLN0 $0
TotalPLN2,007,396,366,300$494,374,086,592
ProductVolume
SEK
USD
Equivalent
IRS SEK7,872,297,578,293 $881,825,487,263
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK19,384,944,190,476 $2,172,962,823,366
VNS SEK11,787,337,216 $1,320,850,495
Inflation SEK0 $0
TotalSEK27,269,029,105,985$3,056,109,161,124
ProductVolume
SGD
USD
Equivalent
IRS SGD977,497,739,848 $690,732,862,845
OIS SGD0 $0
Basis SGD648,000,000 $458,038,472
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD978,145,739,848$691,190,901,317
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,707,517,541,816 $513,122,882,883
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,707,517,541,816$513,122,882,883
ProductUSD
Equivalent
IRS$64,566,935,049,079
OIS$88,647,511,437,591
Basis$5,383,495,755,467
Zeroes$50,514,446,282
FRAs$78,030,723,305,438
VNS$178,519,320,605
Inflation$813,485,233,755
Total$237,671,184,548,217
Show:
ProductUSD
Equivalent
IRS $40,655,578,482,479
OIS $23,720,055,629,779
Basis $15,876,278,919,583
Zeroes $190,993,434,745
FRAs $30,266,623,430,592
VNS $649,746,046,937
Inflation $375,476,887,558
Total$111,734,752,831,673
ProductVolume
EUR
USD
Equivalent
IRS €41,435,552,761,994 $44,607,444,325,925
OIS €15,762,649,351,915 $16,969,280,159,804
Basis €1,170,880,639,366 $1,260,511,552,309
Zeroes €954,651,303,019 $1,027,729,860,265
FRAs €20,485,127,221,544 $22,053,263,710,354
VNS €388,285,959,490 $418,009,249,689
Inflation €754,739,800,341 $812,515,132,057
Total€80,951,887,037,669$87,148,753,990,403
ProductVolume
GBP
USD
Equivalent
IRS £7,514,789,594,533 $9,345,392,339,761
OIS £3,012,199,574,589 $3,745,971,390,959
Basis £3,715,862,603,411 $4,621,046,733,602
Zeroes £270,548,476,102 $336,454,084,880
FRAs £5,861,995,447,519 $7,289,977,538,534
VNS £133,244,853,632 $165,703,299,977
Inflation £476,460,916,201 $592,526,795,387
Total£20,985,101,465,987$26,097,072,183,100
ProductVolume
JPY
USD
Equivalent
IRS ¥1,167,105,136,846,580 $10,511,146,366,880
OIS ¥55,187,671,503,906 $497,029,508,749
Basis ¥228,435,522,805,550 $2,057,328,975,598
Zeroes ¥10,521,500,000,000 $94,758,409,511
FRAs ¥1,415,400,000,000 $12,747,331,922
VNS ¥9,426,170,636 $84,893,688
Inflation ¥0 $0
Total¥1,462,674,657,326,672$13,173,095,486,348
ProductVolume
CHF
USD
Equivalent
IRS CHF2,015,441,440,346 $2,022,824,750,686
OIS CHF23,390,279,070 $23,475,966,347
Basis CHF485,868,862,000 $487,648,780,047
Zeroes CHF44,931,408,159 $45,096,008,590
FRAs CHF869,367,532,856 $872,552,348,930
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,438,999,522,431$3,451,597,854,600
ProductVolume
AUD
USD
Equivalent
IRS $12,241,727,191,978 $9,388,792,669,887
OIS $4,275,366,114,896 $3,278,992,041,819
Basis $1,989,870,242,479 $1,526,130,982,470
Zeroes $63,722,406,169 $48,871,899,411
FRAs $0 $0
VNS $13,493,552,394 $10,348,880,009
Inflation $0 $0
Total$18,584,179,507,916$14,253,136,473,596
ProductVolume
CAD
USD
Equivalent
IRS $8,016,230,277,101 $6,014,578,539,241
OIS $1,344,605,648,368 $1,008,857,779,388
Basis $448,340,613,932 $336,390,016,455
Zeroes $60,177,987,958 $45,151,551,589
FRAs $0 $0
VNS $53,806,347,616 $40,370,909,075
Inflation $0 $0
Total$9,923,160,874,975$7,445,348,795,748
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,343,765,707,828 $531,148,003,098
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,081,401,134
FRAs CZK3,119,441,851,908 $124,169,244,777
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK16,515,497,559,736$657,398,649,009
ProductVolume
DKK
USD
Equivalent
IRS DKK3,836,006,607,281 $555,001,896,390
OIS DKK0 $0
Basis DKK14,780,000,000 $2,138,402,998
Zeroes DKK17,000,000,000 $2,459,597,494
FRAs DKK236,974,825,054 $34,286,040,345
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,104,761,432,335$593,885,937,227
ProductVolume
HKD
USD
Equivalent
IRS HKD9,974,944,072,338 $1,283,933,566,181
OIS HKD0 $0
Basis HKD208,062,000,000 $26,780,880,545
Zeroes HKD11,686,000,000 $1,504,173,612
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,194,692,072,338$1,312,218,620,338
ProductVolume
HUF
USD
Equivalent
IRS HUF199,795,906,784,019 $694,507,462,403
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF445,315,000,000 $1,547,952,586
FRAs HUF82,796,229,702,566 $287,806,693,905
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF283,037,451,486,585$983,862,108,894
ProductVolume
MXN
USD
Equivalent
IRS MXN95,074,601,276 $5,082,029,147
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN95,074,601,276$5,082,029,147
ProductVolume
NOK
USD
Equivalent
IRS NOK6,622,474,701,741 $779,169,671,005
OIS NOK0 $0
Basis NOK30,937,880,000 $3,640,007,530
Zeroes NOK29,015,005,656 $3,413,771,049
FRAs NOK8,681,740,117,112 $1,021,453,292,834
VNS NOK12,284,961,030 $1,445,391,561
Inflation NOK0 $0
TotalNOK15,376,452,665,539$1,809,122,133,979
ProductVolume
NZD
USD
Equivalent
IRS NZD4,414,109,390,635 $3,104,443,134,434
OIS NZD0 $0
Basis NZD4,422,000,000 $3,109,992,600
Zeroes NZD15,680,000,000 $11,027,744,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,434,211,390,635$3,118,580,871,034
ProductVolume
PLN
USD
Equivalent
IRS PLN4,195,635,303,857 $1,068,883,588,015
OIS PLN0 $0
Basis PLN2,374,000,000 $604,802,242
Zeroes PLN9,111,000,000 $2,321,126,043
FRAs PLN1,129,225,076,566 $287,682,332,734
VNS PLN4,097,843,038 $1,043,969,948
Inflation PLN0 $0
TotalPLN5,340,443,223,461$1,360,535,818,982
ProductVolume
SEK
USD
Equivalent
IRS SEK21,901,889,016,478 $2,469,682,917,411
OIS SEK0 $0
Basis SEK500,000,000 $56,380,592
Zeroes SEK212,861,176,710 $24,002,478,120
FRAs SEK18,181,971,157,130 $2,050,220,578,592
VNS SEK14,376,699,363 $1,621,133,629
Inflation SEK0 $0
TotalSEK40,311,598,049,681$4,545,583,488,344
ProductVolume
SGD
USD
Equivalent
IRS SGD3,166,998,124,336 $2,271,796,653,159
OIS SGD0 $0
Basis SGD1,488,000,000 $1,067,393,566
Zeroes SGD40,103,000,000 $28,767,260,859
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,208,589,124,336$2,301,631,307,584
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,715,764,551,269 $1,128,509,551,478
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR14,715,764,551,269$1,128,509,551,478
ProductUSD
Equivalent
IRS$136,437,915,947,580
OIS$49,243,662,476,845
Basis$26,202,733,820,137
Zeroes$1,866,180,753,888
FRAs$64,300,782,543,519
VNS$1,288,373,774,513
Inflation$1,780,518,815,002
Total$281,120,168,131,484

Figures as of COB Mar 29, 2017.

Notional Outstanding by Product

As of COB Mar 29, 2017

Daily Notional by Tenor

As of COB Mar 29, 2017

Notional Outstanding by Currency

As of COB Mar 29, 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.