Daily Volumes

  • Client Notional Cleared (USD)
    $375,561,855,363,575
    Client Notional Outstanding (USD)
    $20,736,921,938,494
    As of COB Aug 24, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,099,395,000,000,000
    Trades Compressed
    9,087,103
  • 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 Aug 24, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$297,236,432,970
$1,548,514,771,655
$41,826,460,738,624
$9,194,641,242,509
EUR
€57,627,290,500
€345,407,954,258
€21,464,212,146,475
€3,804,340,033,964
GBP
£52,739,198,964
£91,853,477,448
£8,209,504,862,808
£1,481,865,791,386
JPY
¥2,071,750,987,000
¥6,282,221,629,816
¥376,404,505,146,831
¥104,665,507,524,124
CHF
CHF2,829,990,000
CHF6,931,416,402
CHF348,863,667,309
CHF126,647,254,433
AUD
$11,190,520,000
$79,555,662,469
$5,937,743,487,061
$1,824,248,301,313
CAD
$13,615,596,000
$152,396,960,102
$3,041,873,068,029
$1,073,809,188,462
Other*
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$14,091,538,401
$76,038,247,629
$2,714,994,049,011
$1,903,663,903,856
CZK
CZK3,842,500,000
CZK95,738,599,689
CZK2,134,301,592,095
CZK1,094,156,325,913
DKK
DKK5,800,000,000
DKK15,266,570,000
DKK305,830,268,041
DKK471,094,952,488
HKD
HKD6,246,680,412
HKD48,152,685,000
HKD1,101,412,611,236
HKD740,101,709,435
HUF
HUF109,760,000,000
HUF765,491,143,636
HUF58,846,674,422,790
HUF21,153,805,092,814
NOK
NOK8,096,322,000
NOK41,834,343,954
NOK1,307,167,205,236
NOK495,655,596,905
NZD
NZD3,306,814,800
NZD20,946,387,603
NZD990,949,943,644
NZD1,019,963,383,233
PLN
PLN7,689,200,000
PLN32,408,660,000
PLN1,106,741,064,115
PLN483,512,531,765
SEK
SEK15,195,510,000
SEK148,626,996,350
SEK5,640,345,613,834
SEK2,070,009,097,477
SGD
SGD2,281,600,000
SGD12,643,920,000
SGD429,102,393,947
SGD451,562,922,115
ZAR
ZAR41,631,800,000
ZAR64,200,050,000
ZAR1,931,508,957,693
ZAR1,442,205,138,706
Total in USD$488,628,517,360$2,384,076,375,489$90,373,668,666,158$20,736,921,938,494

Figures as of COB Aug 24, 2016. Weekly figures as of COB Aug 19, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $55,973,719,000
OIS $110,679,100,000
Basis $11,771,550,000
Zeroes $1,290,000,000
FRAs $117,481,000,000
VNS $41,063,970
Inflation $0
Total$297,236,432,970
ProductVolume
EUR
USD
Equivalent
IRS €35,226,269,000 $39,678,869,402
OIS €17,684,850,000 $19,920,215,040
Basis €4,186,000,000 $4,715,110,400
Zeroes €184,000,000 $207,257,600
FRAs €0 $0
VNS €31,000,000 $34,918,400
Inflation €315,171,500 $355,009,178
Total€57,627,290,500$64,911,380,020
ProductVolume
GBP
USD
Equivalent
IRS £14,928,236,842 $19,753,789,401
OIS £33,370,000,000 $44,156,852,500
Basis £82,000,000 $108,506,500
Zeroes £11,731,000 $15,523,046
FRAs £4,200,000,000 $5,557,650,000
VNS £1,397,000 $1,848,580
Inflation £145,834,122 $192,975,002
Total£52,739,198,964$69,787,145,029
ProductVolume
JPY
USD
Equivalent
IRS ¥1,918,750,987,000 $19,100,602,130
OIS ¥105,000,000,000 $1,045,244,139
Basis ¥48,000,000,000 $477,825,892
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,071,750,987,000$20,623,672,161
ProductVolume
CHF
USD
Equivalent
IRS CHF2,347,990,000 $2,426,863,049
OIS CHF0 $0
Basis CHF482,000,000 $498,191,214
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,829,990,000$2,925,054,263
ProductVolume
AUD
USD
Equivalent
IRS $6,805,520,000 $5,182,063,204
OIS $3,400,000,000 $2,588,930,000
Basis $985,000,000 $750,028,250
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,190,520,000$8,521,021,454
ProductVolume
CAD
USD
Equivalent
IRS $9,615,596,000 $7,438,093,986
OIS $4,000,000,000 $3,094,179,076
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$13,615,596,000$10,532,273,062
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,842,500,000 $160,167,566
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,842,500,000$160,167,566
ProductVolume
DKK
USD
Equivalent
IRS DKK5,800,000,000 $877,697,406
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,800,000,000$877,697,406
ProductVolume
HKD
USD
Equivalent
IRS HKD5,546,680,412 $715,354,559
OIS HKD0 $0
Basis HKD700,000,000 $90,278,897
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,246,680,412$805,633,456
ProductVolume
HUF
USD
Equivalent
IRS HUF55,760,000,000 $202,922,285
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF54,000,000,000 $196,517,277
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF109,760,000,000$399,439,562
ProductVolume
NOK
USD
Equivalent
IRS NOK6,996,322,000 $851,641,733
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK1,100,000,000 $133,899,770
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK8,096,322,000$985,541,503
ProductVolume
NZD
USD
Equivalent
IRS NZD3,306,814,800 $2,417,942,982
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,306,814,800$2,417,942,982
ProductVolume
PLN
USD
Equivalent
IRS PLN2,223,200,000 $581,031,283
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,466,000,000 $1,428,534,093
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN7,689,200,000$2,009,565,376
ProductVolume
SEK
USD
Equivalent
IRS SEK14,149,510,000 $1,685,247,913
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,046,000,000 $124,581,651
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK15,195,510,000$1,809,829,564
ProductVolume
SGD
USD
Equivalent
IRS SGD2,281,600,000 $1,684,583,579
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,281,600,000$1,684,583,579
ProductVolume
ZAR
USD
Equivalent
IRS ZAR41,631,800,000 $2,941,137,407
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR41,631,800,000$2,941,137,407
ProductUSD
Equivalent
IRS$161,671,726,885
OIS$181,484,520,755
Basis$18,411,491,153
Zeroes$1,771,262,067
FRAs$124,663,701,370
VNS$77,830,950
Inflation$547,984,180
Total$488,628,517,360
Show:
ProductUSD
Equivalent
IRS $318,427,410,926
OIS $811,685,239,000
Basis $85,261,581,461
Zeroes $4,643,148,176
FRAs $326,541,570,000
VNS $1,504,022,092
Inflation $451,800,000
Total$1,548,514,771,655
ProductVolume
EUR
USD
Equivalent
IRS €138,815,072,034 $156,885,621,103
OIS €131,197,960,000 $148,395,280,170
Basis €11,951,500,000 $13,498,386,745
Zeroes €26,344,300,000 $29,738,557,560
FRAs €36,850,000,000 $41,654,632,000
VNS €52,833,224 $59,763,653
Inflation €196,289,000 $221,266,811
Total€345,407,954,258$390,453,508,042
ProductVolume
GBP
USD
Equivalent
IRS £37,319,799,171 $48,654,263,574
OIS £39,649,970,000 $51,817,593,405
Basis £1,234,300,000 $1,607,230,420
Zeroes £125,508,326 $162,266,234
FRAs £12,912,600,000 $16,857,016,550
VNS £164,080,579 $213,785,902
Inflation £447,219,372 $583,672,289
Total£91,853,477,448$119,895,828,374
ProductVolume
JPY
USD
Equivalent
IRS ¥5,576,721,629,816 $55,564,606,711
OIS ¥243,750,000,000 $2,432,171,937
Basis ¥461,750,000,000 $4,607,304,676
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,282,221,629,816$62,604,083,324
ProductVolume
CHF
USD
Equivalent
IRS CHF4,955,416,402 $5,146,596,606
OIS CHF1,670,000,000 $1,750,157,200
Basis CHF0 $0
Zeroes CHF306,000,000 $318,550,906
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,931,416,402$7,215,304,712
ProductVolume
AUD
USD
Equivalent
IRS $14,045,579,095 $10,774,851,982
OIS $64,760,000,000 $49,574,956,750
Basis $200,000,000 $152,530,000
Zeroes $550,083,374 $419,763,990
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$79,555,662,469$60,922,102,722
ProductVolume
CAD
USD
Equivalent
IRS $30,821,360,102 $23,973,830,889
OIS $118,609,600,000 $92,154,867,835
Basis $0 $0
Zeroes $2,966,000,000 $2,303,830,307
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$152,396,960,102$118,432,529,031
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK48,738,599,689 $2,031,091,741
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK47,000,000,000 $1,974,789,916
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK95,738,599,689$4,005,881,657
ProductVolume
DKK
USD
Equivalent
IRS DKK12,516,570,000 $1,899,317,304
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK2,750,000,000 $417,203,975
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,266,570,000$2,316,521,279
ProductVolume
HKD
USD
Equivalent
IRS HKD47,952,685,000 $6,184,232,065
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD200,000,000 $25,795,800
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD48,152,685,000$6,210,027,865
ProductVolume
HUF
USD
Equivalent
IRS HUF745,491,143,636 $2,708,258,461
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF20,000,000,000 $72,592,646
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF765,491,143,636$2,780,851,107
ProductVolume
NOK
USD
Equivalent
IRS NOK29,834,343,954 $3,638,449,191
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK12,000,000,000 $1,464,075,253
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK41,834,343,954$5,102,524,444
ProductVolume
NZD
USD
Equivalent
IRS NZD20,946,387,603 $15,188,827,245
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD20,946,387,603$15,188,827,245
ProductVolume
PLN
USD
Equivalent
IRS PLN17,984,660,000 $4,739,420,763
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,424,000,000 $3,799,680,097
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN32,408,660,000$8,539,100,860
ProductVolume
SEK
USD
Equivalent
IRS SEK89,426,996,350 $10,630,766,602
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK11,200,000,000 $1,323,916,191
FRAs SEK48,000,000,000 $5,726,385,129
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK148,626,996,350$17,681,067,922
ProductVolume
SGD
USD
Equivalent
IRS SGD12,643,920,000 $9,425,911,167
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,643,920,000$9,425,911,167
ProductVolume
ZAR
USD
Equivalent
IRS ZAR64,200,050,000 $4,787,534,083
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR64,200,050,000$4,787,534,083
ProductUSD
Equivalent
IRS$680,660,990,413
OIS$1,157,810,266,297
Basis$105,127,033,302
Zeroes$39,353,033,139
FRAs$398,090,741,591
VNS$1,777,571,647
Inflation$1,256,739,100
Total$2,384,076,375,489
Show:
ProductUSD
Equivalent
IRS $12,140,517,095,350
OIS $21,219,079,879,866
Basis $1,481,123,149,838
Zeroes $216,391,125,201
FRAs $6,736,290,225,500
VNS $31,791,862,869
Inflation $1,267,400,000
Total$41,826,460,738,624
ProductVolume
EUR
USD
Equivalent
IRS €5,189,321,616,962 $5,788,528,099,552
OIS €13,547,583,881,629 $15,039,389,858,761
Basis €92,408,403,469 $103,497,377,569
Zeroes €336,793,230,000 $378,268,895,969
FRAs €2,275,508,373,425 $2,533,641,217,681
VNS €14,035,383,506 $15,683,626,887
Inflation €8,561,257,484 $9,579,431,133
Total€21,464,212,146,475$23,868,588,507,552
ProductVolume
GBP
USD
Equivalent
IRS £1,522,314,097,648 $2,133,638,517,700
OIS £5,696,057,175,170 $7,940,020,276,875
Basis £143,108,570,000 $203,107,736,320
Zeroes £68,994,277,439 $97,680,885,995
FRAs £762,176,100,000 $1,065,113,133,870
VNS £4,374,794,851 $6,046,531,033
Inflation £12,479,847,700 $17,230,091,293
Total£8,209,504,862,808$11,462,837,173,086
ProductVolume
JPY
USD
Equivalent
IRS ¥321,594,029,112,381 $2,923,989,124,608
OIS ¥20,921,370,000,000 $188,329,769,609
Basis ¥25,888,926,034,450 $232,548,792,259
Zeroes ¥3,063,540,000,000 $27,646,490,453
FRAs ¥4,936,640,000,000 $47,428,063,973
VNS ¥0 $0
Inflation ¥0 $0
Total¥376,404,505,146,831$3,419,942,240,902
ProductVolume
CHF
USD
Equivalent
IRS CHF243,252,027,309 $249,498,797,748
OIS CHF8,660,000,000 $8,978,333,605
Basis CHF35,487,400,000 $36,299,834,510
Zeroes CHF32,085,310,000 $32,903,833,046
FRAs CHF29,378,930,000 $29,868,824,169
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF348,863,667,309$357,549,623,078
ProductVolume
AUD
USD
Equivalent
IRS $1,271,903,952,286 $941,321,549,248
OIS $4,542,842,094,000 $3,378,345,483,496
Basis $76,472,357,401 $56,490,384,162
Zeroes $46,525,083,374 $34,659,861,340
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,937,743,487,061$4,410,817,278,246
ProductVolume
CAD
USD
Equivalent
IRS $1,411,261,368,899 $1,073,193,415,556
OIS $1,480,504,299,130 $1,123,216,900,302
Basis $11,146,500,000 $8,614,813,335
Zeroes $138,960,900,000 $107,453,926,466
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,041,873,068,029$2,312,479,055,659
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,777,531,592,095 $73,243,358,256
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK340,730,000,000 $13,906,405,546
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,134,301,592,095$87,798,359,721
ProductVolume
DKK
USD
Equivalent
IRS DKK296,130,268,041 $44,410,611,498
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,700,000,000 $711,524,059
FRAs DKK5,000,000,000 $745,755,643
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK305,830,268,041$45,867,891,200
ProductVolume
HKD
USD
Equivalent
IRS HKD1,061,171,611,236 $136,639,700,449
OIS HKD0 $0
Basis HKD29,091,000,000 $3,746,664,038
Zeroes HKD11,150,000,000 $1,435,147,721
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,101,412,611,236$141,821,512,208
ProductVolume
HUF
USD
Equivalent
IRS HUF24,441,575,375,170 $87,294,260,273
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,930,000,000 $160,159,149
FRAs HUF34,360,169,047,620 $122,869,586,688
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF58,846,674,422,790$210,324,006,110
ProductVolume
NOK
USD
Equivalent
IRS NOK648,297,405,236 $76,895,270,857
OIS NOK0 $0
Basis NOK3,495,000,000 $399,567,405
Zeroes NOK9,188,800,000 $1,111,510,437
FRAs NOK646,186,000,000 $76,420,462,504
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,307,167,205,236$154,826,811,203
ProductVolume
NZD
USD
Equivalent
IRS NZD972,489,943,644 $665,047,730,547
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD16,620,000,000 $11,223,070,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD990,949,943,644$677,582,749,847
ProductVolume
PLN
USD
Equivalent
IRS PLN599,750,064,115 $152,760,009,331
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,484,000,000 $615,360,945
FRAs PLN503,657,000,000 $129,077,412,396
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,106,741,064,115$282,672,247,951
ProductVolume
SEK
USD
Equivalent
IRS SEK3,915,916,926,872 $467,926,736,449
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK159,703,009,833 $18,998,515,428
FRAs SEK1,564,725,677,129 $186,589,223,148
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,640,345,613,834$673,514,475,025
ProductVolume
SGD
USD
Equivalent
IRS SGD390,573,393,947 $283,504,113,847
OIS SGD0 $0
Basis SGD108,000,000 $77,314,053
Zeroes SGD38,421,000,000 $28,322,632,467
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD429,102,393,947$311,904,060,367
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,931,508,957,693 $128,681,935,379
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,931,508,957,693$128,681,935,379
ProductUSD
Equivalent
IRS$27,367,090,326,648
OIS$48,897,360,502,514
Basis$2,127,437,047,568
Zeroes$958,231,535,095
FRAs$10,941,950,311,118
VNS$53,522,020,789
Inflation$28,076,922,426
Total$90,373,668,666,158
Show:
ProductUSD
Equivalent
IRS $4,505,325,389,181
OIS $1,993,352,798,910
Basis $966,327,091,290
Zeroes $103,274,687,776
FRAs $1,549,054,948,493
VNS $76,058,926,859
Inflation $1,247,400,000
Total$9,194,641,242,509
ProductVolume
EUR
USD
Equivalent
IRS €2,081,556,873,203 $2,344,665,661,976
OIS €1,253,261,612,177 $1,411,673,879,956
Basis €100,703,946,352 $113,432,925,171
Zeroes €113,593,516,003 $127,951,736,425
FRAs €226,662,410,000 $255,312,538,624
VNS €22,729,375,628 $25,602,368,707
Inflation €5,832,300,602 $6,569,503,398
Total€3,804,340,033,965$4,285,208,614,257
ProductVolume
GBP
USD
Equivalent
IRS £477,861,205,568 $632,329,840,267
OIS £695,590,090,227 $920,439,586,893
Basis £68,589,220,000 $90,760,685,365
Zeroes £21,270,575,576 $28,146,289,131
FRAs £193,417,000,000 $255,939,045,250
VNS £11,933,316,308 $15,790,760,804
Inflation £13,204,383,708 $17,472,700,742
Total£1,481,865,791,387$1,960,878,908,452
ProductVolume
JPY
USD
Equivalent
IRS ¥81,104,846,108,574 $807,374,905,267
OIS ¥4,497,328,000,000 $44,769,578,418
Basis ¥18,109,543,415,550 $180,275,182,077
Zeroes ¥894,540,000,000 $8,904,882,783
FRAs ¥59,250,000,000 $589,816,336
VNS ¥0 $0
Inflation ¥0 $0
Total¥104,665,507,524,124$1,041,914,364,881
ProductVolume
CHF
USD
Equivalent
IRS CHF72,700,924,433 $75,143,074,349
OIS CHF3,985,000,000 $4,118,863,049
Basis CHF31,589,250,000 $32,650,387,597
Zeroes CHF16,329,310,000 $16,877,839,793
FRAs CHF2,042,770,000 $2,111,390,181
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF126,647,254,433$130,901,554,969
ProductVolume
AUD
USD
Equivalent
IRS $769,264,000,365 $585,756,073,078
OIS $913,568,000,000 $695,636,353,600
Basis $100,447,217,574 $76,485,533,822
Zeroes $40,969,083,374 $31,195,908,535
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,824,248,301,313$1,389,073,869,035
ProductVolume
CAD
USD
Equivalent
IRS $563,915,188,462 $436,213,644,140
OIS $404,424,200,000 $312,840,224,328
Basis $15,641,800,000 $12,099,632,566
Zeroes $89,828,000,000 $69,485,979,501
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,073,809,188,462$830,639,480,535
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK994,486,325,913 $41,453,338,860
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK99,670,000,000 $4,154,561,180
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,094,156,325,913$45,607,900,040
ProductVolume
DKK
USD
Equivalent
IRS DKK459,044,952,488 $69,465,959,337
OIS DKK0 $0
Basis DKK3,800,000,000 $575,043,128
Zeroes DKK1,750,000,000 $264,822,493
FRAs DKK6,500,000,000 $983,626,404
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK471,094,952,488$71,289,451,362
ProductVolume
HKD
USD
Equivalent
IRS HKD698,768,709,435 $90,120,097,944
OIS HKD0 $0
Basis HKD30,183,000,000 $3,892,697,082
Zeroes HKD11,150,000,000 $1,438,013,864
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD740,101,709,435$95,450,808,890
ProductVolume
HUF
USD
Equivalent
IRS HUF9,345,956,833,996 $34,011,888,691
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF34,600,000,000 $125,916,626
FRAs HUF11,773,248,258,818 $42,845,309,092
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,153,805,092,814$76,983,114,409
ProductVolume
NOK
USD
Equivalent
IRS NOK376,146,277,709 $45,787,181,861
OIS NOK0 $0
Basis NOK5,360,000,000 $652,457,061
Zeroes NOK8,150,000,000 $992,075,568
FRAs NOK105,999,319,197 $12,902,985,867
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK495,655,596,906$60,334,700,357
ProductVolume
NZD
USD
Equivalent
IRS NZD1,007,103,383,233 $736,393,993,820
OIS NZD0 $0
Basis NZD1,940,000,000 $1,418,528,000
Zeroes NZD10,920,000,000 $7,984,704,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,019,963,383,233$745,797,225,820
ProductVolume
PLN
USD
Equivalent
IRS PLN342,072,531,765 $89,400,342,829
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $432,271,385
FRAs PLN139,786,000,000 $36,532,943,052
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN483,512,531,765$126,365,557,266
ProductVolume
SEK
USD
Equivalent
IRS SEK1,553,758,846,831 $185,057,210,709
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK86,820,811,710 $10,340,611,916
FRAs SEK429,429,438,936 $51,146,298,750
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,070,009,097,477$246,544,121,375
ProductVolume
SGD
USD
Equivalent
IRS SGD421,271,922,115 $311,039,517,214
OIS SGD0 $0
Basis SGD388,000,000 $286,473,715
Zeroes SGD29,903,000,000 $22,078,411,105
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD451,562,922,115$333,404,402,034
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,442,205,138,706 $101,886,622,303
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,442,205,138,706$101,886,622,303
ProductUSD
Equivalent
IRS$11,091,424,741,826
OIS$5,382,831,285,154
Basis$1,478,856,636,874
Zeroes$429,494,150,901
FRAs$2,211,573,463,229
VNS$117,452,056,370
Inflation$25,289,604,140
Total$20,736,921,938,494

Figures as of COB Aug 24, 2016.

Notional Outstanding by Product

As of COB Aug 24, 2016

Daily Notional by Tenor
 

As of COB Aug 24, 2016

Notional Outstanding by Tenor
 

As of COB Aug 24, 2016

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
$1,527,625,742,443
$6,667,479,501,266
$190,522,972,135,678
$101,924,130,192,248
EUR
€413,733,566,590
€1,707,037,833,509
€118,429,164,305,296
€77,845,550,699,826
GBP
£180,002,904,650
£574,376,525,109
£39,784,435,785,924
£25,632,633,914,191
JPY
¥33,287,995,974,000
¥42,277,455,759,632
¥1,827,791,931,560,616
¥1,935,410,705,185,680
CHF
CHF12,220,680,000
CHF27,377,552,804
CHF2,494,238,861,124
CHF3,128,246,337,158
AUD
$183,996,540,000
$411,601,493,342
$24,101,668,866,388
$19,934,799,935,954
CAD
$98,683,992,000
$379,623,556,448
$10,048,111,760,179
$10,584,711,472,784
Other*
Show All
Hide
$93,510,212,919
$368,997,870,576
$11,981,200,010,453
$15,722,026,057,754
CZK
CZK10,085,000,000
CZK252,943,199,378
CZK8,190,324,771,786
CZK14,957,183,716,355
DKK
DKK20,000,000,000
DKK32,422,140,000
DKK1,743,082,431,119
DKK3,994,454,864,080
HKD
HKD41,643,360,825
HKD270,573,770,000
HKD4,898,118,573,615
HKD8,127,800,430,719
HUF
HUF322,320,000,000
HUF1,963,432,287,272
HUF259,500,053,013,580
HUF202,421,049,474,265
NOK
NOK211,791,304,000
NOK289,436,337,909
NOK12,201,001,248,680
NOK14,271,785,422,006
NZD
NZD39,351,969,600
NZD86,862,105,205
NZD2,749,539,240,351
NZD3,710,996,207,029
PLN
PLN37,941,700,000
PLN106,196,420,000
PLN4,769,226,896,583
PLN4,643,669,839,234
SEK
SEK52,339,020,000
SEK1,117,992,392,700
SEK29,416,654,242,034
SEK34,519,804,512,458
SGD
SGD6,830,800,000
SGD47,714,535,738
SGD1,796,736,787,991
SGD2,694,897,265,974
ZAR
ZAR110,005,600,000
ZAR224,393,510,000
ZAR6,842,856,302,789
ZAR13,357,985,707,221
Total in USD$2,885,798,349,472$10,776,842,445,817$434,718,659,471,566$285,116,643,262,389

Figures as of COB Aug 24, 2016. Weekly figures as of COB Aug 19, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $254,967,324,356
OIS $272,147,400,000
Basis $53,121,100,000
Zeroes $5,006,000,000
FRAs $941,996,000,000
VNS $387,918,087
Inflation $0
Total$1,527,625,742,443
ProductVolume
EUR
USD
Equivalent
IRS €252,386,206,090 $284,287,822,540
OIS €72,796,221,500 $81,997,663,898
Basis €10,872,200,000 $12,246,446,080
Zeroes €20,049,996,000 $22,584,315,494
FRAs €56,400,000,000 $63,528,960,000
VNS €62,000,000 $69,836,800
Inflation €1,166,943,000 $1,314,444,595
Total€413,733,566,590$466,029,489,407
ProductVolume
GBP
USD
Equivalent
IRS £59,112,454,406 $78,220,555,293
OIS £98,940,000,000 $130,922,355,000
Basis £3,523,100,000 $4,661,942,075
Zeroes £92,164,000 $121,956,013
FRAs £17,900,000,000 $23,686,175,000
VNS £2,794,000 $3,697,161
Inflation £432,392,244 $572,163,037
Total£180,002,904,650$238,188,843,579
ProductVolume
JPY
USD
Equivalent
IRS ¥27,179,755,974,000 $270,566,482,246
OIS ¥224,840,000,000 $2,238,216,117
Basis ¥1,956,000,000,000 $19,471,405,107
Zeroes ¥3,927,400,000,000 $39,096,112,687
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥33,287,995,974,000$331,372,216,157
ProductVolume
CHF
USD
Equivalent
IRS CHF5,664,680,000 $5,854,966,408
OIS CHF0 $0
Basis CHF3,556,000,000 $3,675,452,196
Zeroes CHF0 $0
FRAs CHF3,000,000,000 $3,100,775,194
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,220,680,000$12,631,193,798
ProductVolume
AUD
USD
Equivalent
IRS $122,795,540,000 $93,502,663,933
OIS $57,670,000,000 $43,912,821,500
Basis $3,531,000,000 $2,688,679,950
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$183,996,540,000$140,104,165,383
ProductVolume
CAD
USD
Equivalent
IRS $86,683,992,000 $67,053,948,559
OIS $8,000,000,000 $6,188,358,151
Basis $1,000,000,000 $773,544,769
Zeroes $3,000,000,000 $2,320,634,307
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$98,683,992,000$76,336,485,786
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,085,000,000 $420,374,732
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,085,000,000$420,374,732
ProductVolume
DKK
USD
Equivalent
IRS DKK12,000,000,000 $1,815,925,668
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK8,000,000,000 $1,210,617,112
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK20,000,000,000$3,026,542,780
ProductVolume
HKD
USD
Equivalent
IRS HKD40,243,360,825 $5,190,180,342
OIS HKD0 $0
Basis HKD1,400,000,000 $180,557,795
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD41,643,360,825$5,370,738,137
ProductVolume
HUF
USD
Equivalent
IRS HUF214,320,000,000 $779,955,238
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF108,000,000,000 $393,034,554
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF322,320,000,000$1,172,989,792
ProductVolume
NOK
USD
Equivalent
IRS NOK21,217,304,000 $2,582,720,113
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK2,200,000,000 $267,799,540
FRAs NOK188,374,000,000 $22,930,213,874
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK211,791,304,000$25,780,733,527
ProductVolume
NZD
USD
Equivalent
IRS NZD39,351,969,600 $28,774,160,172
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD39,351,969,600$28,774,160,172
ProductVolume
PLN
USD
Equivalent
IRS PLN7,727,700,000 $2,019,627,316
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN30,214,000,000 $7,896,401,223
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN37,941,700,000$9,916,028,539
ProductVolume
SEK
USD
Equivalent
IRS SEK42,247,020,000 $5,031,743,309
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,092,000,000 $249,163,302
FRAs SEK8,000,000,000 $952,823,335
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK52,339,020,000$6,233,729,946
ProductVolume
SGD
USD
Equivalent
IRS SGD6,830,800,000 $5,043,414,058
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,830,800,000$5,043,414,058
ProductVolume
ZAR
USD
Equivalent
IRS ZAR110,005,600,000 $7,771,501,236
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR110,005,600,000$7,771,501,236
ProductUSD
Equivalent
IRS$1,113,883,365,519
OIS$537,406,814,666
Basis$96,819,127,972
Zeroes$69,645,981,343
FRAs$1,065,695,000,292
VNS$461,452,048
Inflation$1,886,607,632
Total$2,885,798,349,472
Show:
ProductUSD
Equivalent
IRS $1,105,917,535,419
OIS $2,537,820,892,000
Basis $405,879,568,922
Zeroes $18,512,514,352
FRAs $2,593,035,140,000
VNS $5,198,250,573
Inflation $1,115,600,000
Total$6,667,479,501,266
ProductVolume
EUR
USD
Equivalent
IRS €797,989,259,625 $901,749,885,976
OIS €458,385,720,000 $518,398,533,049
Basis €25,015,800,000 $28,258,345,730
Zeroes €66,280,650,000 $74,819,160,528
FRAs €356,048,000,000 $402,832,824,000
VNS €1,074,325,884 $1,211,288,201
Inflation €2,244,078,000 $2,532,410,887
Total€1,707,037,833,509$1,929,802,448,371
ProductVolume
GBP
USD
Equivalent
IRS £154,245,288,571 $200,943,465,192
OIS £284,232,340,000 $371,884,638,120
Basis £17,242,700,000 $22,487,315,015
Zeroes £1,016,816,336 $1,328,800,883
FRAs £115,565,200,000 $151,045,134,800
VNS £464,161,158 $606,303,003
Inflation £1,610,019,044 $2,100,363,108
Total£574,376,525,109$750,396,020,121
ProductVolume
JPY
USD
Equivalent
IRS ¥38,582,455,759,632 $384,661,889,351
OIS ¥1,587,500,000,000 $15,797,610,360
Basis ¥1,903,500,000,000 $18,959,038,489
Zeroes ¥204,000,000,000 $2,033,861,205
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥42,277,455,759,632$421,452,399,405
ProductVolume
CHF
USD
Equivalent
IRS CHF17,961,552,804 $18,670,171,744
OIS CHF3,340,000,000 $3,500,314,399
Basis CHF1,100,000,000 $1,145,274,885
Zeroes CHF976,000,000 $1,015,539,198
FRAs CHF4,000,000,000 $4,158,652,597
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF27,377,552,804$28,489,952,823
ProductVolume
AUD
USD
Equivalent
IRS $201,315,059,846 $154,152,896,625
OIS $195,820,000,000 $149,948,538,500
Basis $13,052,100,000 $9,987,961,825
Zeroes $1,414,333,496 $1,080,222,958
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$411,601,493,342$315,169,619,908
ProductVolume
CAD
USD
Equivalent
IRS $90,445,354,448 $70,331,704,772
OIS $280,993,200,000 $218,361,524,345
Basis $1,700,000,000 $1,323,855,882
Zeroes $6,485,002,000 $5,037,548,348
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$379,623,556,448$295,054,633,347
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK148,943,199,378 $6,205,581,408
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK104,000,000,000 $4,368,612,286
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK252,943,199,378$10,574,193,694
ProductVolume
DKK
USD
Equivalent
IRS DKK26,922,140,000 $4,084,922,310
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK5,500,000,000 $834,407,950
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK32,422,140,000$4,919,330,260
ProductVolume
HKD
USD
Equivalent
IRS HKD261,365,770,000 $33,708,418,337
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD9,208,000,000 $1,187,609,348
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD270,573,770,000$34,896,027,685
ProductVolume
HUF
USD
Equivalent
IRS HUF1,623,432,287,272 $5,898,434,393
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF340,000,000,000 $1,237,166,511
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,963,432,287,272$7,135,600,904
ProductVolume
NOK
USD
Equivalent
IRS NOK163,036,337,909 $19,889,202,027
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK126,400,000,000 $15,434,728,699
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK289,436,337,909$35,323,930,726
ProductVolume
NZD
USD
Equivalent
IRS NZD86,642,105,205 $62,912,134,435
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD220,000,000 $160,149,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD86,862,105,205$63,072,283,435
ProductVolume
PLN
USD
Equivalent
IRS PLN48,320,420,000 $12,734,227,040
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN57,876,000,000 $15,252,189,849
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN106,196,420,000$27,986,416,889
ProductVolume
SEK
USD
Equivalent
IRS SEK235,606,392,700 $28,011,627,333
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK22,400,000,000 $2,647,832,383
FRAs SEK859,986,000,000 $102,138,785,112
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,117,992,392,700$132,798,244,828
ProductVolume
SGD
USD
Equivalent
IRS SGD47,714,535,738 $35,551,376,882
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD47,714,535,738$35,551,376,882
ProductVolume
ZAR
USD
Equivalent
IRS ZAR224,393,510,000 $16,740,465,273
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR224,393,510,000$16,740,465,273
ProductUSD
Equivalent
IRS$3,062,163,938,517
OIS$3,815,712,050,773
Basis$488,041,360,748
Zeroes$108,657,646,153
FRAs$3,289,503,233,854
VNS$7,015,841,777
Inflation$5,748,373,995
Total$10,776,842,445,817
Show:
ProductUSD
Equivalent
IRS $45,311,977,771,382
OIS $57,774,298,864,716
Basis $7,355,745,228,895
Zeroes $1,000,546,551,725
FRAs $78,937,675,335,488
VNS $139,925,583,472
Inflation $2,802,800,000
Total$190,522,972,135,678
ProductVolume
EUR
USD
Equivalent
IRS €34,211,294,449,482 $38,182,395,709,985
OIS €43,773,150,221,884 $48,640,751,557,899
Basis €351,799,102,389 $392,464,472,780
Zeroes €1,714,405,610,052 $1,916,395,032,480
FRAs €38,093,312,346,850 $42,399,112,365,963
VNS €101,656,353,478 $113,820,598,497
Inflation €183,546,221,161 $204,182,815,174
Total€118,429,164,305,296$131,849,122,552,778
ProductVolume
GBP
USD
Equivalent
IRS £6,512,468,922,647 $9,125,535,924,298
OIS £18,476,807,523,796 $25,697,996,580,506
Basis £1,035,642,431,052 $1,458,979,032,406
Zeroes £226,082,822,831 $318,388,659,906
FRAs £13,424,413,100,000 $18,888,555,569,240
VNS £32,593,342,357 $45,840,751,424
Inflation £76,427,643,241 $106,277,282,298
Total£39,784,435,785,924$55,641,573,800,078
ProductVolume
JPY
USD
Equivalent
IRS ¥1,530,808,510,382,118 $13,969,790,302,669
OIS ¥94,304,057,243,782 $857,152,364,721
Basis ¥108,214,085,188,900 $974,019,828,915
Zeroes ¥83,571,998,745,816 $761,121,765,318
FRAs ¥10,893,280,000,000 $104,187,910,023
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,827,791,931,560,616$16,666,272,171,646
ProductVolume
CHF
USD
Equivalent
IRS CHF788,486,319,124 $806,311,355,297
OIS CHF58,826,000,000 $60,419,678,117
Basis CHF143,533,462,000 $146,367,619,763
Zeroes CHF66,933,220,000 $68,586,342,108
FRAs CHF1,436,459,860,000 $1,460,325,662,739
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,494,238,861,124$2,542,010,658,024
ProductVolume
AUD
USD
Equivalent
IRS $7,591,355,001,567 $5,634,948,845,591
OIS $15,178,407,188,000 $11,273,796,859,842
Basis $619,089,762,204 $457,657,260,429
Zeroes $712,816,914,617 $534,827,526,440
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,101,668,866,388$17,901,230,492,302
ProductVolume
CAD
USD
Equivalent
IRS $5,064,076,659,736 $3,834,638,765,244
OIS $3,984,559,894,956 $3,011,935,315,603
Basis $126,464,028,485 $95,849,408,922
Zeroes $873,011,177,002 $671,854,160,838
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,048,111,760,179$7,614,277,650,607
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,626,988,771,786 $231,697,955,733
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK34,280,000,000 $1,389,078,568
FRAs CZK2,529,056,000,000 $103,757,469,644
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,190,324,771,786$336,844,503,945
ProductVolume
DKK
USD
Equivalent
IRS DKK975,536,431,119 $145,932,473,400
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK9,400,000,000 $1,423,048,118
FRAs DKK758,146,000,000 $113,386,689,895
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,743,082,431,119$260,742,211,413
ProductVolume
HKD
USD
Equivalent
IRS HKD4,614,134,573,615 $594,089,924,689
OIS HKD0 $0
Basis HKD88,932,000,000 $11,452,355,779
Zeroes HKD195,052,000,000 $25,124,694,779
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,898,118,573,615$630,666,975,247
ProductVolume
HUF
USD
Equivalent
IRS HUF84,531,854,918,340 $301,900,079,593
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF89,860,000,000 $320,318,298
FRAs HUF174,878,338,095,240 $625,622,373,314
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF259,500,053,013,580$927,842,771,205
ProductVolume
NOK
USD
Equivalent
IRS NOK2,939,491,648,680 $348,810,730,230
OIS NOK0 $0
Basis NOK10,740,000,000 $1,240,215,281
Zeroes NOK24,377,600,000 $2,945,533,774
FRAs NOK9,226,392,000,000 $1,091,457,198,567
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK12,201,001,248,680$1,444,453,677,852
ProductVolume
NZD
USD
Equivalent
IRS NZD2,708,807,240,351 $1,859,370,348,651
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD38,300,000,000 $26,165,172,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,749,539,240,351$1,887,269,920,651
ProductVolume
PLN
USD
Equivalent
IRS PLN2,007,036,896,583 $511,209,724,540
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,278,000,000 $2,320,521,708
FRAs PLN2,751,212,000,000 $704,851,016,614
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,769,226,896,583$1,218,820,193,421
ProductVolume
SEK
USD
Equivalent
IRS SEK12,077,477,183,990 $1,442,828,258,231
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK345,762,036,946 $41,147,934,761
FRAs SEK16,993,415,021,098 $2,025,721,150,561
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK29,416,654,242,034$3,509,697,343,553
ProductVolume
SGD
USD
Equivalent
IRS SGD1,547,632,787,991 $1,125,732,631,494
OIS SGD0 $0
Basis SGD216,000,000 $154,628,105
Zeroes SGD248,888,000,000 $183,503,631,719
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,796,736,787,991$1,309,390,891,318
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,842,856,302,789 $455,471,521,848
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,842,856,302,789$455,471,521,848
ProductUSD
Equivalent
IRS$123,882,642,322,875
OIS$147,316,351,221,404
Basis$10,896,103,381,834
Zeroes$5,556,059,972,540
FRAs$146,454,652,742,048
VNS$299,586,933,393
Inflation$313,262,897,472
Total$434,718,659,471,566
Show:
ProductUSD
Equivalent
IRS $39,297,463,801,278
OIS $13,263,619,213,799
Basis $14,915,324,690,382
Zeroes $683,726,495,590
FRAs $33,317,405,052,709
VNS $443,522,738,491
Inflation $3,068,200,000
Total$101,924,130,192,249
ProductVolume
EUR
USD
Equivalent
IRS €40,702,970,534,683 $45,847,826,010,267
OIS €15,361,704,732,475 $17,303,424,210,660
Basis €1,001,742,860,778 $1,128,363,158,380
Zeroes €2,043,306,706,549 $2,301,580,674,257
FRAs €18,202,728,286,244 $20,503,553,141,626
VNS €266,236,622,118 $299,888,931,153
Inflation €266,860,956,979 $300,592,181,941
Total€77,845,550,699,826$87,685,228,308,284
ProductVolume
GBP
USD
Equivalent
IRS £8,110,308,835,099 $10,731,966,166,044
OIS £6,301,017,480,722 $8,337,821,381,366
Basis £3,622,254,012,340 $4,793,147,621,829
Zeroes £379,867,011,154 $502,659,022,510
FRAs £6,964,723,219,608 $9,216,070,000,346
VNS £100,253,309,713 $132,660,192,077
Inflation £154,210,045,555 $204,058,442,781
Total£25,632,633,914,191$33,918,382,826,953
ProductVolume
JPY
USD
Equivalent
IRS ¥1,566,678,343,899,250 $15,595,822,446,859
OIS ¥65,365,645,716,440 $650,695,791,314
Basis ¥221,299,935,570,000 $2,202,975,815,738
Zeroes ¥77,058,280,000,000 $767,092,528,993
FRAs ¥5,008,500,000,000 $49,858,145,438
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,935,410,705,185,690$19,266,444,728,342
ProductVolume
CHF
USD
Equivalent
IRS CHF1,631,356,737,388 $1,686,156,834,509
OIS CHF50,256,000,000 $51,944,186,047
Basis CHF475,581,462,000 $491,557,066,667
Zeroes CHF66,366,651,459 $68,596,022,180
FRAs CHF904,685,486,311 $935,075,438,048
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,128,246,337,158$3,233,329,547,451
ProductVolume
AUD
USD
Equivalent
IRS $11,572,638,694,194 $8,811,985,733,694
OIS $5,813,982,935,217 $4,427,057,306,021
Basis $1,891,147,341,511 $1,440,014,143,194
Zeroes $657,030,965,031 $500,296,228,323
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$19,934,799,935,953$15,179,353,411,232
ProductVolume
CAD
USD
Equivalent
IRS $7,613,927,713,980 $5,889,713,953,958
OIS $1,889,637,496,539 $1,461,719,200,572
Basis $338,178,473,932 $261,596,189,466
Zeroes $742,967,788,334 $574,718,846,130
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,584,711,472,785$8,187,748,190,126
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,288,045,716,355 $553,887,818,776
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK47,690,000,000 $1,987,870,199
FRAs CZK1,621,448,000,000 $67,587,086,555
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,957,183,716,355$623,462,775,530
ProductVolume
DKK
USD
Equivalent
IRS DKK3,383,235,009,336 $511,975,274,558
OIS DKK0 $0
Basis DKK8,480,000,000 $1,283,254,139
Zeroes DKK10,250,000,000 $1,551,103,175
FRAs DKK592,489,854,744 $89,659,794,610
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,994,454,864,080$604,469,426,482
ProductVolume
HKD
USD
Equivalent
IRS HKD7,865,264,430,719 $1,014,381,999,770
OIS HKD0 $0
Basis HKD102,992,000,000 $13,282,863,131
Zeroes HKD159,544,000,000 $20,576,366,274
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,127,800,430,719$1,048,241,229,175
ProductVolume
HUF
USD
Equivalent
IRS HUF112,715,316,999,153 $410,194,577,576
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF470,130,000,000 $1,710,901,250
FRAs HUF89,235,602,475,112 $324,746,993,013
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF202,421,049,474,265$736,652,471,839
ProductVolume
NOK
USD
Equivalent
IRS NOK7,449,680,456,969 $906,827,726,622
OIS NOK0 $0
Basis NOK20,931,400,000 $2,547,917,859
Zeroes NOK63,877,998,734 $7,775,681,213
FRAs NOK6,737,295,566,304 $820,111,205,744
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,271,785,422,007$1,737,262,531,438
ProductVolume
NZD
USD
Equivalent
IRS NZD3,676,824,207,029 $2,688,493,860,179
OIS NZD0 $0
Basis NZD4,832,000,000 $3,533,158,400
Zeroes NZD29,340,000,000 $21,453,408,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,710,996,207,029$2,713,480,426,579
ProductVolume
PLN
USD
Equivalent
IRS PLN3,132,808,952,890 $818,756,750,095
OIS PLN0 $0
Basis PLN2,374,000,000 $620,442,725
Zeroes PLN20,680,000,000 $5,404,699,057
FRAs PLN1,487,806,886,344 $388,836,966,872
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,643,669,839,234$1,213,618,858,749
ProductVolume
SEK
USD
Equivalent
IRS SEK22,848,704,539,328 $2,721,347,356,431
OIS SEK0 $0
Basis SEK500,000,000 $59,551,458
Zeroes SEK458,216,859,684 $54,574,964,529
FRAs SEK11,212,383,113,447 $1,335,427,533,432
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK34,519,804,512,459$4,111,409,405,850
ProductVolume
SGD
USD
Equivalent
IRS SGD2,447,529,265,974 $1,807,094,850,837
OIS SGD0 $0
Basis SGD776,000,000 $572,947,431
Zeroes SGD246,592,000,000 $182,067,336,090
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,694,897,265,974$1,989,735,134,358
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,357,985,707,221 $943,693,797,755
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,357,985,707,221$943,693,797,755
ProductUSD
Equivalent
IRS$140,237,588,959,208
OIS$45,496,281,289,779
Basis$25,254,878,820,799
Zeroes$5,695,772,147,770
FRAs$67,048,331,358,393
VNS$876,071,861,721
Inflation$507,718,824,722
Total$285,116,643,262,392

Figures as of COB Aug 24, 2016.

Notional Outstanding by Product

As of COB Aug 24, 2016

Daily Notional by Tenor

As of COB Aug 24, 2016

Notional Outstanding by Currency

As of COB Aug 24, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

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.