Daily Volumes

  • Client Notional Cleared (USD)
    $389,859,384,661,078
    Client Notional Outstanding (USD)
    $22,116,271,377,445
    As of COB Sep 29, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,131,749,000,000,000
    Trades Compressed
    9,321,866
  • 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 Sep 29, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$303,155,642,989
$2,061,547,734,815
$51,506,097,428,839
$10,886,171,924,262
EUR
€58,510,063,346
€301,853,928,934
€23,125,639,773,085
€3,936,844,226,104
GBP
£16,061,965,742
£76,044,542,647
£8,821,580,282,191
£1,156,978,188,117
JPY
¥2,318,534,824,000
¥11,402,828,335,924
¥425,614,210,371,762
¥113,073,321,387,469
CHF
CHF1,990,270,000
CHF10,107,782,876
CHF419,710,325,185
CHF118,123,866,231
AUD
$39,878,360,000
$112,249,079,055
$6,676,363,707,430
$1,684,542,624,277
CAD
$14,052,191,000
$108,220,900,000
$3,557,087,080,592
$1,109,419,663,682
Other*
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$15,727,619,246
$64,874,822,231
$3,153,889,968,386
$1,939,263,724,831
CZK
CZK3,616,880,000
CZK10,650,330,000
CZK2,383,736,627,918
CZK1,019,911,596,284
DKK
DKK46,350,000
DKK2,926,200,000
DKK340,965,016,774
DKK478,062,044,625
HKD
HKD5,629,950,000
HKD18,515,170,000
HKD1,254,027,838,805
HKD752,802,812,553
HUF
HUF84,720,000,000
HUF1,533,099,898,251
HUF64,198,750,146,698
HUF21,551,151,626,498
NOK
NOK19,181,355,421
NOK41,582,075,000
NOK1,568,313,820,953
NOK487,896,448,448
NZD
NZD3,636,074,000
NZD23,046,750,000
NZD1,131,870,243,930
NZD1,024,957,810,811
PLN
PLN3,510,490,000
PLN29,066,020,000
PLN1,287,252,893,577
PLN486,249,316,409
SEK
SEK49,661,244,000
SEK88,531,505,000
SEK6,525,064,944,613
SEK2,208,793,063,321
SGD
SGD3,413,600,000
SGD11,915,236,971
SGD509,816,082,696
SGD475,972,148,374
ZAR
ZAR4,238,000,000
ZAR102,575,023,043
ZAR2,490,771,319,028
ZAR1,557,501,328,510
Total in USD$471,533,791,449$2,853,963,374,936$104,671,197,963,661$22,116,271,377,445

Figures as of COB Sep 29, 2016. Weekly figures as of COB Sep 23, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $79,797,919,880
OIS $181,204,100,000
Basis $4,855,633,000
Zeroes $0
FRAs $36,510,000,000
VNS $553,990,109
Inflation $234,000,000
Total$303,155,642,989
ProductVolume
EUR
USD
Equivalent
IRS €28,288,733,000 $31,752,688,356
OIS €24,487,140,000 $27,485,590,293
Basis €4,411,500,000 $4,951,688,175
Zeroes €0 $0
FRAs €850,000,000 $954,082,500
VNS €122,190,346 $137,152,553
Inflation €350,500,000 $393,418,725
Total€58,510,063,346$65,674,620,602
ProductVolume
GBP
USD
Equivalent
IRS £7,281,404,718 $9,441,433,428
OIS £5,114,600,000 $6,631,846,090
Basis £579,100,000 $750,890,015
Zeroes £0 $0
FRAs £2,956,500,000 $3,833,545,725
VNS £79,891,024 $103,590,696
Inflation £50,470,000 $65,441,926
Total£16,061,965,742$20,826,747,880
ProductVolume
JPY
USD
Equivalent
IRS ¥1,808,534,824,000 $17,901,854,234
OIS ¥80,000,000,000 $791,883,197
Basis ¥430,000,000,000 $4,256,372,185
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,318,534,824,000$22,950,109,616
ProductVolume
CHF
USD
Equivalent
IRS CHF1,990,270,000 $2,059,787,840
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,990,270,000$2,059,787,840
ProductVolume
AUD
USD
Equivalent
IRS $7,178,360,000 $5,481,036,778
OIS $32,700,000,000 $24,968,085,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$39,878,360,000$30,449,121,778
ProductVolume
CAD
USD
Equivalent
IRS $9,388,791,000 $7,142,480,791
OIS $4,663,400,000 $3,547,660,707
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$14,052,191,000$10,690,141,498
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,616,880,000 $150,215,134
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,616,880,000$150,215,134
ProductVolume
DKK
USD
Equivalent
IRS DKK46,350,000 $6,980,842
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK46,350,000$6,980,842
ProductVolume
HKD
USD
Equivalent
IRS HKD5,229,950,000 $674,314,559
OIS HKD0 $0
Basis HKD400,000,000 $51,573,308
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,629,950,000$725,887,867
ProductVolume
HUF
USD
Equivalent
IRS HUF84,720,000,000 $308,055,924
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF84,720,000,000$308,055,924
ProductVolume
NOK
USD
Equivalent
IRS NOK19,181,355,421 $2,383,043,498
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK19,181,355,421$2,383,043,498
ProductVolume
NZD
USD
Equivalent
IRS NZD3,636,074,000 $2,637,608,080
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,636,074,000$2,637,608,080
ProductVolume
PLN
USD
Equivalent
IRS PLN3,310,490,000 $863,298,302
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN200,000,000 $52,155,319
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,510,490,000$915,453,621
ProductVolume
SEK
USD
Equivalent
IRS SEK32,661,244,000 $3,810,335,579
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK17,000,000,000 $1,983,258,961
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK49,661,244,000$5,793,594,540
ProductVolume
SGD
USD
Equivalent
IRS SGD3,413,600,000 $2,501,997,288
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,413,600,000$2,501,997,288
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,238,000,000 $304,782,452
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,238,000,000$304,782,452
ProductUSD
Equivalent
IRS$167,217,832,965
OIS$244,629,165,287
Basis$14,866,156,683
Zeroes$0
FRAs$43,333,042,505
VNS$794,733,358
Inflation$692,860,651
Total$471,533,791,449
Show:
ProductUSD
Equivalent
IRS $381,974,276,641
OIS $1,088,118,097,049
Basis $54,834,798,693
Zeroes $0
FRAs $534,744,000,000
VNS $1,169,062,432
Inflation $707,500,000
Total$2,061,547,734,815
ProductVolume
EUR
USD
Equivalent
IRS €170,681,915,216 $191,046,302,583
OIS €119,295,745,000 $133,436,763,659
Basis €670,300,000 $749,817,840
Zeroes €2,132,000,000 $2,391,502,200
FRAs €7,065,000,000 $7,913,023,750
VNS €462,741,018 $516,399,216
Inflation €1,546,227,700 $1,730,034,710
Total€301,853,928,934$337,783,843,958
ProductVolume
GBP
USD
Equivalent
IRS £48,795,674,613 $63,548,562,396
OIS £22,587,650,000 $29,427,708,693
Basis £838,100,000 $1,091,393,545
Zeroes £292,803,000 $381,538,592
FRAs £2,103,000,000 $2,740,756,550
VNS £120,013,094 $156,374,078
Inflation £1,307,301,940 $1,704,159,538
Total£76,044,542,647$99,050,493,392
ProductVolume
JPY
USD
Equivalent
IRS ¥9,441,978,335,924 $93,271,397,827
OIS ¥1,823,850,000,000 $18,143,511,054
Basis ¥119,000,000,000 $1,169,993,118
Zeroes ¥0 $0
FRAs ¥18,000,000,000 $179,443,724
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,402,828,335,924$112,764,345,723
ProductVolume
CHF
USD
Equivalent
IRS CHF9,112,362,876 $9,350,484,759
OIS CHF250,000,000 $257,678,829
Basis CHF10,000,000 $10,211,897
Zeroes CHF0 $0
FRAs CHF735,420,000 $758,309,155
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,107,782,876$10,376,684,640
ProductVolume
AUD
USD
Equivalent
IRS $45,610,579,055 $34,637,300,536
OIS $66,445,000,000 $50,355,272,250
Basis $193,500,000 $146,012,475
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$112,249,079,055$85,138,585,261
ProductVolume
CAD
USD
Equivalent
IRS $57,277,900,000 $43,606,091,275
OIS $50,843,000,000 $38,744,952,881
Basis $100,000,000 $75,820,760
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$108,220,900,000$82,426,864,916
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,650,330,000 $441,138,387
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,650,330,000$441,138,387
ProductVolume
DKK
USD
Equivalent
IRS DKK2,926,200,000 $439,234,403
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,926,200,000$439,234,403
ProductVolume
HKD
USD
Equivalent
IRS HKD17,565,170,000 $2,264,663,984
OIS HKD0 $0
Basis HKD950,000,000 $122,491,345
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD18,515,170,000$2,387,155,329
ProductVolume
HUF
USD
Equivalent
IRS HUF1,188,099,898,251 $4,325,282,697
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF345,000,000,000 $1,254,426,222
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,533,099,898,251$5,579,708,919
ProductVolume
NOK
USD
Equivalent
IRS NOK34,582,075,000 $4,188,847,106
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK7,000,000,000 $862,738,331
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK41,582,075,000$5,051,585,437
ProductVolume
NZD
USD
Equivalent
IRS NZD23,046,750,000 $16,830,579,041
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,046,750,000$16,830,579,041
ProductVolume
PLN
USD
Equivalent
IRS PLN22,716,020,000 $5,928,374,075
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,350,000,000 $1,656,169,309
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,066,020,000$7,584,543,384
ProductVolume
SEK
USD
Equivalent
IRS SEK67,991,505,000 $7,941,090,284
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK20,540,000,000 $2,399,975,844
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK88,531,505,000$10,341,066,128
ProductVolume
SGD
USD
Equivalent
IRS SGD11,915,236,971 $8,777,120,092
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,915,236,971$8,777,120,092
ProductVolume
ZAR
USD
Equivalent
IRS ZAR102,575,023,043 $7,442,691,111
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR102,575,023,043$7,442,691,111
ProductUSD
Equivalent
IRS$876,013,437,197
OIS$1,358,483,984,415
Basis$58,200,539,673
Zeroes$2,773,040,792
FRAs$552,508,842,885
VNS$1,841,835,726
Inflation$4,141,694,248
Total$2,853,963,374,936
Show:
ProductUSD
Equivalent
IRS $14,060,427,160,710
OIS $26,504,204,831,915
Basis $1,681,594,436,404
Zeroes $238,301,218,396
FRAs $8,979,730,384,050
VNS $38,040,147,364
Inflation $3,799,250,000
Total$51,506,097,428,839
ProductVolume
EUR
USD
Equivalent
IRS €5,962,196,454,896 $6,655,188,547,253
OIS €14,261,180,392,081 $15,839,948,941,897
Basis €115,886,953,469 $129,836,700,449
Zeroes €355,336,530,000 $399,084,756,869
FRAs €2,400,302,373,425 $2,673,540,973,131
VNS €15,045,908,680 $16,814,909,037
Inflation €15,691,160,534 $17,577,089,227
Total€23,125,639,773,085$25,731,991,917,863
ProductVolume
GBP
USD
Equivalent
IRS £1,771,388,818,692 $2,461,650,427,209
OIS £6,001,230,904,514 $8,343,522,817,897
Basis £148,142,920,000 $209,720,884,175
Zeroes £70,106,562,653 $99,151,425,048
FRAs £805,736,000,000 $1,122,471,004,155
VNS £5,616,108,862 $7,689,337,128
Inflation £19,358,967,470 $26,271,936,300
Total£8,821,580,282,191$12,270,477,831,912
ProductVolume
JPY
USD
Equivalent
IRS ¥364,994,684,337,312 $3,349,578,443,750
OIS ¥23,849,920,000,000 $217,234,071,280
Basis ¥27,456,126,034,450 $247,952,860,635
Zeroes ¥3,524,940,000,000 $32,087,966,362
FRAs ¥5,788,540,000,000 $55,647,286,147
VNS ¥0 $0
Inflation ¥0 $0
Total¥425,614,210,371,762$3,902,500,628,174
ProductVolume
CHF
USD
Equivalent
IRS CHF283,801,645,185 $291,135,316,665
OIS CHF9,110,000,000 $9,441,975,052
Basis CHF38,076,100,000 $38,956,061,547
Zeroes CHF52,448,230,000 $53,677,895,533
FRAs CHF36,274,350,000 $36,925,049,589
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF419,710,325,185$430,136,298,386
ProductVolume
AUD
USD
Equivalent
IRS $1,476,464,172,655 $1,096,126,912,382
OIS $5,072,820,094,000 $3,779,213,321,846
Basis $80,554,357,401 $59,584,390,262
Zeroes $46,525,083,374 $34,659,861,340
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$6,676,363,707,430$4,969,584,485,830
ProductVolume
CAD
USD
Equivalent
IRS $1,704,906,253,981 $1,297,554,832,094
OIS $1,695,546,899,130 $1,287,922,186,734
Basis $13,607,500,000 $10,475,906,674
Zeroes $142,640,900,000 $110,274,268,058
FRAs $0 $0
VNS $385,527,481 $292,210,711
Inflation $0 $0
Total$3,557,087,080,592$2,706,519,404,271
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,026,966,627,918 $83,593,795,765
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
TotalCZK2,383,736,627,918$98,148,797,230
ProductVolume
DKK
USD
Equivalent
IRS DKK328,965,016,774 $49,350,257,458
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,700,000,000 $711,524,059
FRAs DKK7,300,000,000 $1,091,190,629
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK340,965,016,774$51,152,972,146
ProductVolume
HKD
USD
Equivalent
IRS HKD1,208,119,838,805 $155,584,131,795
OIS HKD0 $0
Basis HKD34,758,000,000 $4,477,365,094
Zeroes HKD11,150,000,000 $1,435,147,721
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,254,027,838,805$161,496,644,610
ProductVolume
HUF
USD
Equivalent
IRS HUF27,974,024,268,832 $100,120,132,785
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF48,430,000,000 $172,741,157
FRAs HUF36,176,295,877,866 $129,456,184,643
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF64,198,750,146,698$229,749,058,585
ProductVolume
NOK
USD
Equivalent
IRS NOK862,470,020,953 $102,977,575,087
OIS NOK0 $0
Basis NOK7,445,000,000 $879,377,741
Zeroes NOK9,188,800,000 $1,111,510,437
FRAs NOK689,210,000,000 $81,681,020,288
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,568,313,820,953$186,649,483,553
ProductVolume
NZD
USD
Equivalent
IRS NZD1,107,010,243,930 $763,207,412,938
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD23,020,000,000 $15,991,710,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,131,870,243,930$780,511,072,238
ProductVolume
PLN
USD
Equivalent
IRS PLN718,924,893,577 $183,632,544,892
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,484,000,000 $615,360,945
FRAs PLN564,994,000,000 $144,972,801,337
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,287,252,893,577$329,440,172,453
ProductVolume
SEK
USD
Equivalent
IRS SEK4,590,657,257,651 $547,162,887,496
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK163,303,009,833 $19,426,638,347
FRAs SEK1,771,104,677,129 $210,723,901,969
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK6,525,064,944,613$777,313,427,812
ProductVolume
SGD
USD
Equivalent
IRS SGD471,287,082,696 $342,902,924,081
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
TotalSGD509,816,082,696$371,302,870,601
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,490,771,319,028 $168,125,469,158
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,490,771,319,028$168,125,469,158
ProductUSD
Equivalent
IRS$31,708,318,771,518
OIS$55,981,488,146,621
Basis$2,385,086,711,113
Zeroes$1,035,673,253,158
FRAs$13,450,146,201,484
VNS$62,836,604,240
Inflation$47,648,275,527
Total$104,671,197,963,661
Show:
ProductUSD
Equivalent
IRS $4,638,101,521,422
OIS $3,453,238,010,615
Basis $1,017,216,577,856
Zeroes $83,648,953,560
FRAs $1,609,963,492,198
VNS $80,871,818,611
Inflation $3,131,550,000
Total$10,886,171,924,262
ProductVolume
EUR
USD
Equivalent
IRS €2,176,020,540,521 $2,442,474,255,707
OIS €1,329,592,049,220 $1,492,400,595,646
Basis €100,430,796,352 $112,728,547,366
Zeroes €105,814,716,003 $118,771,727,977
FRAs €191,329,210,000 $214,757,471,765
VNS €23,717,628,057 $26,621,851,613
Inflation €9,939,285,952 $11,156,351,516
Total€3,936,844,226,105$4,418,910,801,590
ProductVolume
GBP
USD
Equivalent
IRS £433,408,498,274 $561,979,129,287
OIS £500,299,531,334 $648,713,387,305
Basis £70,716,150,000 $91,694,095,898
Zeroes £21,436,551,640 $27,795,704,684
FRAs £105,321,100,000 $136,564,604,315
VNS £13,169,805,319 $17,076,628,066
Inflation £12,626,551,550 $16,372,218,067
Total£1,156,978,188,117$1,500,195,767,622
ProductVolume
JPY
USD
Equivalent
IRS ¥86,784,059,971,919 $859,035,485,988
OIS ¥5,765,428,000,000 $57,069,319,475
Basis ¥19,318,143,415,550 $191,221,414,655
Zeroes ¥494,540,000,000 $4,895,223,954
FRAs ¥711,150,000,000 $7,039,346,696
VNS ¥0 $0
Inflation ¥0 $0
Total¥113,073,321,387,469$1,119,260,790,768
ProductVolume
CHF
USD
Equivalent
IRS CHF75,704,286,231 $78,348,549,786
OIS CHF1,765,000,000 $1,826,649,418
Basis CHF22,750,250,000 $23,544,890,039
Zeroes CHF11,479,750,000 $11,880,724,450
FRAs CHF6,424,580,000 $6,648,983,182
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF118,123,866,231$122,249,796,875
ProductVolume
AUD
USD
Equivalent
IRS $783,292,323,329 $598,082,853,478
OIS $767,888,000,000 $586,320,882,400
Basis $101,884,217,574 $77,793,694,329
Zeroes $31,478,083,374 $24,035,090,560
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,684,542,624,277$1,286,232,520,767
ProductVolume
CAD
USD
Equivalent
IRS $578,255,208,930 $439,905,065,751
OIS $441,597,127,272 $335,943,040,907
Basis $15,402,800,000 $11,717,611,259
Zeroes $73,779,000,000 $56,127,044,504
FRAs $0 $0
VNS $385,527,481 $293,288,308
Inflation $0 $0
Total$1,109,419,663,683$843,986,050,729
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK934,911,596,284 $38,828,457,359
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK85,000,000,000 $3,530,193,538
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,019,911,596,284$42,358,650,897
ProductVolume
DKK
USD
Equivalent
IRS DKK469,212,044,625 $70,668,721,704
OIS DKK0 $0
Basis DKK3,800,000,000 $572,323,634
Zeroes DKK1,750,000,000 $263,570,095
FRAs DKK3,300,000,000 $497,017,893
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK478,062,044,625$72,001,633,326
ProductVolume
HKD
USD
Equivalent
IRS HKD715,314,812,553 $92,227,878,281
OIS HKD0 $0
Basis HKD35,850,000,000 $4,622,257,751
Zeroes HKD1,638,000,000 $211,192,697
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD752,802,812,553$97,061,328,729
ProductVolume
HUF
USD
Equivalent
IRS HUF10,478,901,626,498 $38,103,018,477
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,100,000,000 $138,537,898
FRAs HUF11,034,150,000,000 $40,121,993,346
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,551,151,626,498$78,363,549,721
ProductVolume
NOK
USD
Equivalent
IRS NOK401,634,025,171 $49,898,004,146
OIS NOK0 $0
Basis NOK7,810,000,000 $970,294,816
Zeroes NOK8,150,000,000 $1,012,535,563
FRAs NOK70,302,423,276 $8,734,196,777
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK487,896,448,447$60,615,031,302
ProductVolume
NZD
USD
Equivalent
IRS NZD1,009,157,810,811 $732,043,075,962
OIS NZD0 $0
Basis NZD1,940,000,000 $1,407,276,000
Zeroes NZD13,860,000,000 $10,054,044,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,024,957,810,811$743,504,395,962
ProductVolume
PLN
USD
Equivalent
IRS PLN359,597,316,409 $93,774,562,915
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $431,324,484
FRAs PLN124,998,000,000 $32,596,552,533
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN486,249,316,409$126,802,439,932
ProductVolume
SEK
USD
Equivalent
IRS SEK1,713,709,839,193 $199,925,317,373
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK76,889,811,710 $8,970,141,653
FRAs SEK418,193,412,418 $48,787,401,921
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,208,793,063,321$257,682,860,947
ProductVolume
SGD
USD
Equivalent
IRS SGD446,152,148,374 $327,007,108,421
OIS SGD0 $0
Basis SGD388,000,000 $284,384,505
Zeroes SGD29,432,000,000 $21,572,177,227
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD475,972,148,374$348,863,670,153
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,557,501,328,510 $112,010,163,863
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,557,501,328,510$112,010,163,863
ProductUSD
Equivalent
IRS$11,372,413,169,920
OIS$6,575,511,885,766
Basis$1,533,773,368,108
Zeroes$369,807,993,306
FRAs$2,109,241,254,164
VNS$124,863,586,598
Inflation$30,660,119,583
Total$22,116,271,377,445

Figures as of COB Sep 29, 2016.

Notional Outstanding by Product

As of COB Sep 29, 2016

Daily Notional by Tenor
 

As of COB Sep 29, 2016

Notional Outstanding by Tenor
 

As of COB Sep 29, 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
$2,400,617,626,671
$7,873,483,685,661
$227,462,398,547,351
$102,046,273,417,326
EUR
€505,224,176,381
€2,756,966,194,174
€134,001,072,885,418
€71,978,058,624,084
GBP
£221,826,629,708
£808,827,960,518
£44,416,364,478,810
£23,976,408,004,376
JPY
¥12,076,655,648,000
¥56,051,941,089,088
¥2,100,593,153,540,810
¥2,046,394,040,596,090
CHF
CHF9,105,040,000
CHF41,959,986,812
CHF2,901,186,287,936
CHF3,094,673,091,527
AUD
$123,514,650,000
$554,180,578,472
$27,036,252,044,524
$17,699,245,464,678
CAD
$53,006,635,371
$387,355,372,063
$11,644,075,927,324
$10,221,427,611,393
Other*
Show All
Hide
$78,469,642,038
$313,979,063,753
$13,987,333,455,880
$15,678,444,074,564
CZK
CZK21,463,760,000
CZK61,170,102,000
CZK8,916,017,285,431
CZK10,740,516,526,521
DKK
DKK185,400,000
DKK10,867,400,000
DKK2,216,530,247,283
DKK4,111,764,356,062
HKD
HKD22,969,900,000
HKD65,572,820,956
HKD5,507,385,496,141
HKD8,304,361,211,277
HUF
HUF2,055,982,000,000
HUF5,543,595,136,502
HUF282,614,973,801,396
HUF202,464,437,150,988
NOK
NOK175,354,710,841
NOK736,432,950,000
NOK14,349,273,336,943
NOK14,043,244,433,152
NZD
NZD15,894,289,340
NZD69,538,474,000
NZD3,203,676,340,605
NZD3,878,721,903,891
PLN
PLN12,137,480,000
PLN97,570,690,000
PLN5,361,667,846,329
PLN4,675,745,353,719
SEK
SEK151,794,488,000
SEK441,842,354,688
SEK34,786,662,745,479
SEK33,968,509,626,747
SGD
SGD13,631,800,000
SGD56,929,871,422
SGD2,135,590,525,179
SGD2,867,759,747,891
ZAR
ZAR40,772,000,000
ZAR301,834,748,086
ZAR8,488,109,022,123
ZAR13,401,297,945,709
Total in USD$3,597,406,144,003$13,639,430,314,495$503,767,505,621,715$274,354,742,735,088

Figures as of COB Sep 29, 2016. Weekly figures as of COB Sep 23, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $294,214,775,631
OIS $456,916,592,000
Basis $26,406,466,000
Zeroes $2,044,000,000
FRAs $1,616,472,000,000
VNS $2,415,793,040
Inflation $2,148,000,000
Total$2,400,617,626,671
ProductVolume
EUR
USD
Equivalent
IRS €230,946,732,000 $259,226,159,333
OIS €159,334,880,000 $178,845,436,056
Basis €16,823,000,000 $18,882,976,350
Zeroes €0 $0
FRAs €93,832,000,000 $105,321,728,400
VNS €1,322,464,381 $1,484,400,145
Inflation €2,965,100,000 $3,328,176,495
Total€505,224,176,381$567,088,876,779
ProductVolume
GBP
USD
Equivalent
IRS £34,319,025,436 $44,499,764,332
OIS £23,217,200,000 $30,104,582,380
Basis £12,574,200,000 $16,304,336,430
Zeroes £71,447,320 $92,642,167
FRAs £150,561,000,000 $195,224,920,650
VNS £433,137,152 $561,627,288
Inflation £650,619,800 $843,626,164
Total£221,826,629,708$287,631,499,411
ProductVolume
JPY
USD
Equivalent
IRS ¥8,111,655,648,000 $80,293,547,617
OIS ¥2,375,000,000,000 $23,509,032,418
Basis ¥1,590,000,000,000 $15,738,678,545
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,076,655,648,000$119,541,258,580
ProductVolume
CHF
USD
Equivalent
IRS CHF7,105,040,000 $7,353,210,867
OIS CHF2,000,000,000 $2,069,857,697
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF9,105,040,000$9,423,068,564
ProductVolume
AUD
USD
Equivalent
IRS $29,580,650,000 $22,586,305,308
OIS $93,600,000,000 $71,468,280,000
Basis $334,000,000 $255,025,700
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$123,514,650,000$94,309,611,008
ProductVolume
CAD
USD
Equivalent
IRS $28,713,082,000 $21,843,348,802
OIS $23,038,400,000 $17,526,359,833
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $1,255,153,371 $954,852,317
Inflation $0 $0
Total$53,006,635,371$40,324,560,952
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,463,760,000 $393,045,934
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK12,000,000,000 $498,380,264
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK21,463,760,000$891,426,198
ProductVolume
DKK
USD
Equivalent
IRS DKK185,400,000 $27,923,369
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK185,400,000$27,923,369
ProductVolume
HKD
USD
Equivalent
IRS HKD21,449,900,000 $2,765,605,761
OIS HKD0 $0
Basis HKD1,520,000,000 $195,978,571
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD22,969,900,000$2,961,584,332
ProductVolume
HUF
USD
Equivalent
IRS HUF823,982,000,000 $2,996,134,756
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,232,000,000,000 $4,479,755,650
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,055,982,000,000$7,475,890,406
ProductVolume
NOK
USD
Equivalent
IRS NOK50,354,710,841 $6,255,943,005
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK125,000,000,000 $15,529,686,549
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK175,354,710,841$21,785,629,554
ProductVolume
NZD
USD
Equivalent
IRS NZD15,894,289,340 $11,529,717,487
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD15,894,289,340$11,529,717,487
ProductVolume
PLN
USD
Equivalent
IRS PLN11,696,480,000 $3,050,168,201
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN441,000,000 $115,002,477
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN12,137,480,000$3,165,170,678
ProductVolume
SEK
USD
Equivalent
IRS SEK89,794,488,000 $10,475,630,764
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK62,000,000,000 $7,233,062,094
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK151,794,488,000$17,708,692,858
ProductVolume
SGD
USD
Equivalent
IRS SGD13,631,800,000 $9,991,424,488
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,631,800,000$9,991,424,488
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,772,000,000 $2,932,182,668
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR40,772,000,000$2,932,182,668
ProductUSD
Equivalent
IRS$780,434,888,323
OIS$780,440,140,384
Basis$77,783,461,596
Zeroes$2,136,642,167
FRAs$1,944,874,536,084
VNS$5,416,672,790
Inflation$6,319,802,659
Total$3,597,406,144,003
Show:
ProductUSD
Equivalent
IRS $1,463,314,477,811
OIS $3,019,542,695,436
Basis $255,641,185,386
Zeroes $0
FRAs $3,118,160,000,000
VNS $10,784,527,028
Inflation $6,040,800,000
Total$7,873,483,685,661
ProductVolume
EUR
USD
Equivalent
IRS €1,322,548,934,542 $1,480,603,021,547
OIS €509,852,249,884 $570,349,590,004
Basis €7,133,600,000 $7,970,173,830
Zeroes €4,264,000,000 $4,783,004,400
FRAs €903,216,000,000 $1,008,615,993,700
VNS €1,420,574,348 $1,587,707,055
Inflation €8,530,835,400 $9,546,836,844
Total€2,756,966,194,174$3,083,456,327,380
ProductVolume
GBP
USD
Equivalent
IRS £188,290,314,978 $245,262,647,083
OIS £143,628,900,000 $187,061,047,585
Basis £21,103,500,000 $27,489,649,785
Zeroes £910,108,536 $1,184,734,376
FRAs £446,442,000,000 $581,021,231,700
VNS £632,711,414 $824,561,521
Inflation £7,820,425,590 $10,196,375,856
Total£808,827,960,518$1,053,040,247,906
ProductVolume
JPY
USD
Equivalent
IRS ¥49,676,321,089,088 $492,741,089,420
OIS ¥5,419,100,000,000 $53,849,838,933
Basis ¥920,520,000,000 $9,094,536,995
Zeroes ¥0 $0
FRAs ¥36,000,000,000 $358,887,449
VNS ¥0 $0
Inflation ¥0 $0
Total¥56,051,941,089,088$556,044,352,797
ProductVolume
CHF
USD
Equivalent
IRS CHF31,669,646,812 $32,545,840,726
OIS CHF3,400,000,000 $3,504,738,209
Basis CHF4,419,500,000 $4,538,235,363
Zeroes CHF0 $0
FRAs CHF2,470,840,000 $2,543,312,354
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF41,959,986,812$43,132,126,652
ProductVolume
AUD
USD
Equivalent
IRS $320,952,578,472 $244,163,715,187
OIS $217,530,000,000 $165,182,052,500
Basis $15,698,000,000 $11,913,026,950
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$554,180,578,472$421,258,794,637
ProductVolume
CAD
USD
Equivalent
IRS $226,414,050,418 $172,527,341,816
OIS $141,686,000,000 $107,907,028,179
Basis $18,400,000,000 $13,951,019,789
Zeroes $1,846,000 $1,409,053
FRAs $0 $0
VNS $853,475,645 $648,916,872
Inflation $0 $0
Total$387,355,372,063$295,035,715,709
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK61,170,102,000 $2,531,087,216
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK61,170,102,000$2,531,087,216
ProductVolume
DKK
USD
Equivalent
IRS DKK10,867,400,000 $1,631,341,248
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,867,400,000$1,631,341,248
ProductVolume
HKD
USD
Equivalent
IRS HKD62,772,820,956 $8,093,101,896
OIS HKD0 $0
Basis HKD2,800,000,000 $361,027,122
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD65,572,820,956$8,454,129,018
ProductVolume
HUF
USD
Equivalent
IRS HUF3,951,595,136,502 $14,370,852,177
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,592,000,000,000 $5,774,639,876
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,543,595,136,502$20,145,492,053
ProductVolume
NOK
USD
Equivalent
IRS NOK125,406,950,000 $15,248,079,291
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK611,026,000,000 $74,290,911,405
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK736,432,950,000$89,538,990,696
ProductVolume
NZD
USD
Equivalent
IRS NZD69,538,474,000 $50,782,878,558
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD69,538,474,000$50,782,878,558
ProductVolume
PLN
USD
Equivalent
IRS PLN80,870,690,000 $21,096,495,152
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,700,000,000 $4,359,993,834
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN97,570,690,000$25,456,488,986
ProductVolume
SEK
USD
Equivalent
IRS SEK220,762,354,688 $25,781,415,545
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK221,080,000,000 $25,824,070,020
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK441,842,354,688$51,605,485,565
ProductVolume
SGD
USD
Equivalent
IRS SGD56,929,871,422 $41,926,626,296
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,929,871,422$41,926,626,296
ProductVolume
ZAR
USD
Equivalent
IRS ZAR301,834,748,086 $21,906,544,117
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR301,834,748,086$21,906,544,117
ProductUSD
Equivalent
IRS$4,334,526,555,086
OIS$4,107,396,990,846
Basis$330,958,855,220
Zeroes$5,969,147,829
FRAs$4,820,949,040,338
VNS$13,845,712,476
Inflation$25,784,012,700
Total$13,639,430,314,495
Show:
ProductUSD
Equivalent
IRS $52,427,984,436,530
OIS $71,751,270,549,996
Basis $8,352,976,566,316
Zeroes $1,089,167,736,672
FRAs $93,635,691,652,588
VNS $169,765,888,049
Inflation $35,541,717,200
Total$227,462,398,547,351
ProductVolume
EUR
USD
Equivalent
IRS €39,958,299,998,493 $44,626,395,089,881
OIS €46,868,633,514,069 $52,112,309,477,431
Basis €426,940,202,389 $476,753,633,740
Zeroes €1,770,799,607,455 $1,979,719,484,342
FRAs €44,611,500,346,850 $49,713,181,044,163
VNS €112,707,785,399 $126,217,120,238
Inflation €252,191,430,763 $281,162,050,943
Total€134,001,072,885,418$149,315,737,900,738
ProductVolume
GBP
USD
Equivalent
IRS £7,454,310,040,003 $10,365,086,485,952
OIS £19,763,547,740,822 $27,396,220,698,833
Basis £1,193,154,327,052 $1,665,757,260,931
Zeroes £233,188,103,641 $327,805,770,809
FRAs £15,609,317,630,140 $21,760,546,446,165
VNS £40,047,088,536 $55,675,211,242
Inflation £122,799,548,616 $167,319,983,913
Total£44,416,364,478,810$61,738,411,857,845
ProductVolume
JPY
USD
Equivalent
IRS ¥1,774,939,432,362,312 $16,366,495,768,422
OIS ¥110,261,757,243,782 $1,014,454,895,714
Basis ¥116,169,985,188,900 $1,052,342,588,389
Zeroes ¥86,174,898,745,816 $786,286,757,447
FRAs ¥13,047,080,000,000 $125,023,640,224
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,100,593,153,540,810$19,344,603,650,196
ProductVolume
CHF
USD
Equivalent
IRS CHF924,371,265,936 $945,865,769,417
OIS CHF64,626,000,000 $66,406,199,258
Basis CHF165,111,262,000 $168,532,091,716
Zeroes CHF107,659,060,000 $110,134,467,083
FRAs CHF1,639,418,700,000 $1,669,130,944,959
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,901,186,287,936$2,960,069,472,433
ProductVolume
AUD
USD
Equivalent
IRS $8,848,571,179,703 $6,588,237,500,615
OIS $16,796,029,188,000 $12,498,760,850,892
Basis $674,834,762,204 $499,927,505,579
Zeroes $716,816,914,617 $537,874,726,440
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$27,036,252,044,524$20,124,800,583,526
ProductVolume
CAD
USD
Equivalent
IRS $6,025,064,849,475 $4,568,673,712,566
OIS $4,576,145,094,956 $3,464,707,496,623
Basis $153,396,028,485 $116,300,909,327
Zeroes $884,647,349,002 $680,801,709,946
FRAs $0 $0
VNS $4,822,605,406 $3,666,325,284
Inflation $0 $0
Total$11,644,075,927,324$8,834,150,153,746
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,277,881,285,431 $258,698,499,204
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK39,080,000,000 $1,587,253,705
FRAs CZK2,599,056,000,000 $106,668,512,601
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,916,017,285,431$366,954,265,510
ProductVolume
DKK
USD
Equivalent
IRS DKK1,114,278,247,283 $166,800,102,300
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK9,400,000,000 $1,423,048,118
FRAs DKK1,092,852,000,000 $163,921,075,353
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,216,530,247,283$332,144,225,771
ProductVolume
HKD
USD
Equivalent
IRS HKD5,200,131,496,141 $669,635,564,421
OIS HKD0 $0
Basis HKD109,602,000,000 $14,117,541,070
Zeroes HKD197,652,000,000 $25,459,837,021
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,507,385,496,141$709,212,942,512
ProductVolume
HUF
USD
Equivalent
IRS HUF96,514,122,045,664 $345,404,244,711
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,860,000,000 $647,450,499
FRAs HUF185,919,991,755,732 $665,630,957,619
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF282,614,973,801,396$1,011,682,652,829
ProductVolume
NOK
USD
Equivalent
IRS NOK3,661,087,736,943 $436,569,144,619
OIS NOK0 $0
Basis NOK18,640,000,000 $2,199,835,953
Zeroes NOK24,377,600,000 $2,945,533,774
FRAs NOK10,645,168,000,000 $1,264,485,296,928
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,349,273,336,943$1,706,199,811,274
ProductVolume
NZD
USD
Equivalent
IRS NZD3,148,164,340,605 $2,179,900,983,133
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD53,080,000,000 $37,177,750,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,203,676,340,605$2,218,813,133,133
ProductVolume
PLN
USD
Equivalent
IRS PLN2,382,976,846,329 $608,669,272,041
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,578,000,000 $2,398,581,658
FRAs PLN2,967,413,000,000 $760,862,744,253
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,361,667,846,329$1,372,369,528,511
ProductVolume
SEK
USD
Equivalent
IRS SEK14,145,603,687,435 $1,685,622,344,803
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK355,150,036,946 $42,259,961,385
FRAs SEK20,285,909,021,098 $2,411,587,173,479
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK34,786,662,745,479$4,139,469,479,667
ProductVolume
SGD
USD
Equivalent
IRS SGD1,886,486,525,179 $1,375,113,927,423
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
TotalSGD2,135,590,525,179$1,558,772,187,247
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,488,109,022,123 $571,715,229,426
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,488,109,022,123$571,715,229,426
ProductUSD
Equivalent
IRS$144,186,868,075,464
OIS$168,304,130,168,747
Basis$12,351,235,891,685
Zeroes$5,809,193,700,618
FRAs$172,276,729,488,332
VNS$355,324,544,813
Inflation$484,023,752,056
Total$503,767,505,621,715
Show:
ProductUSD
Equivalent
IRS $38,852,497,918,803
OIS $15,575,643,428,498
Basis $15,054,368,752,325
Zeroes $587,914,361,715
FRAs $31,468,940,587,161
VNS $471,901,651,623
Inflation $35,006,717,200
Total$102,046,273,417,325
ProductVolume
EUR
USD
Equivalent
IRS €38,502,492,789,192 $43,217,123,031,228
OIS €13,477,207,265,690 $15,127,491,295,374
Basis €1,034,062,860,778 $1,160,683,858,080
Zeroes €1,751,519,156,005 $1,965,992,676,658
FRAs €16,617,631,236,473 $18,652,460,181,379
VNS €274,843,067,066 $308,497,600,628
Inflation €320,302,248,881 $359,523,259,257
Total€71,978,058,624,085$80,791,771,902,604
ProductVolume
GBP
USD
Equivalent
IRS £8,327,159,537,099 $10,797,411,413,779
OIS £4,805,406,468,264 $6,230,930,297,075
Basis £3,666,704,431,840 $4,754,432,301,545
Zeroes £333,856,041,028 $432,894,435,599
FRAs £6,543,748,570,315 $8,484,951,583,699
VNS £107,452,550,020 $139,328,348,984
Inflation £192,080,405,809 $249,061,058,193
Total£23,976,408,004,375$31,089,009,438,874
ProductVolume
JPY
USD
Equivalent
IRS ¥1,682,750,939,340,190 $16,656,777,424,798
OIS ¥67,485,025,685,902 $668,003,223,815
Basis ¥224,217,995,570,000 $2,219,430,790,101
Zeroes ¥65,927,780,000,000 $652,588,765,157
FRAs ¥6,012,300,000,000 $59,512,991,834
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,046,394,040,596,092$20,256,313,195,705
ProductVolume
CHF
USD
Equivalent
IRS CHF1,673,192,906,115 $1,731,635,607,881
OIS CHF38,152,000,000 $39,484,605,433
Basis CHF460,197,262,000 $476,271,422,510
Zeroes CHF75,234,011,459 $77,861,848,858
FRAs CHF847,896,911,953 $877,512,974,854
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,094,673,091,527$3,202,766,459,536
ProductVolume
AUD
USD
Equivalent
IRS $10,588,011,954,596 $8,084,476,527,932
OIS $4,615,914,203,539 $3,524,481,290,112
Basis $1,926,748,341,511 $1,471,168,696,161
Zeroes $568,570,965,031 $434,132,360,350
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,699,245,464,677$13,514,258,874,555
ProductVolume
CAD
USD
Equivalent
IRS $7,540,629,482,958 $5,736,500,177,222
OIS $1,733,497,385,285 $1,318,750,388,197
Basis $360,150,473,932 $273,982,863,394
Zeroes $582,327,663,813 $443,003,167,602
FRAs $0 $0
VNS $4,822,605,406 $3,668,775,508
Inflation $0 $0
Total$10,221,427,611,394$7,775,905,371,923
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK9,473,693,425,143 $393,458,485,968
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,490,000,000 $2,179,998,339
FRAs CZK1,214,333,101,378 $50,433,304,318
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,740,516,526,521$446,071,788,625
ProductVolume
DKK
USD
Equivalent
IRS DKK3,410,146,753,756 $513,607,258,533
OIS DKK0 $0
Basis DKK8,480,000,000 $1,277,185,373
Zeroes DKK10,250,000,000 $1,543,767,697
FRAs DKK682,887,602,306 $102,850,714,246
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,111,764,356,062$619,278,925,849
ProductVolume
HKD
USD
Equivalent
IRS HKD8,100,195,211,277 $1,044,384,660,973
OIS HKD0 $0
Basis HKD123,662,000,000 $15,944,146,107
Zeroes HKD80,504,000,000 $10,379,644,015
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,304,361,211,277$1,070,708,451,095
ProductVolume
HUF
USD
Equivalent
IRS HUF117,878,839,014,857 $428,626,944,039
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF532,630,000,000 $1,936,730,724
FRAs HUF84,052,968,136,131 $305,630,486,105
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF202,464,437,150,988$736,194,160,868
ProductVolume
NOK
USD
Equivalent
IRS NOK7,724,975,013,517 $959,731,524,458
OIS NOK0 $0
Basis NOK25,831,400,000 $3,209,228,361
Zeroes NOK52,671,005,656 $6,543,713,664
FRAs NOK6,239,767,013,979 $775,213,006,917
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,043,244,433,152$1,744,697,473,400
ProductVolume
NZD
USD
Equivalent
IRS NZD3,837,727,903,891 $2,783,887,821,483
OIS NZD0 $0
Basis NZD4,832,000,000 $3,505,132,800
Zeroes NZD36,162,000,000 $26,231,914,800
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,878,721,903,891$2,813,624,869,083
ProductVolume
PLN
USD
Equivalent
IRS PLN3,327,358,372,796 $867,697,179,126
OIS PLN0 $0
Basis PLN2,374,000,000 $619,083,631
Zeroes PLN18,266,000,000 $4,763,345,242
FRAs PLN1,327,746,980,923 $346,245,333,644
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,675,745,353,719$1,219,324,941,643
ProductVolume
SEK
USD
Equivalent
IRS SEK22,905,439,569,731 $2,672,201,075,595
OIS SEK0 $0
Basis SEK500,000,000 $58,331,146
Zeroes SEK430,636,859,684 $50,239,082,997
FRAs SEK10,631,933,197,332 $1,240,345,693,392
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK33,968,509,626,747$3,962,844,183,130
ProductVolume
SGD
USD
Equivalent
IRS SGD2,624,005,747,891 $1,923,264,373,431
OIS SGD0 $0
Basis SGD776,000,000 $568,769,011
Zeroes SGD242,978,000,000 $178,090,665,885
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,867,759,747,891$2,101,923,808,327
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,401,297,945,709 $963,775,472,543
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,401,297,945,709$963,775,472,543
ProductUSD
Equivalent
IRS$137,627,056,897,792
OIS$42,484,784,528,504
Basis$25,435,520,560,545
Zeroes$4,876,296,479,302
FRAs$62,364,096,857,549
VNS$923,396,376,743
Inflation$643,591,034,650
Total$274,354,742,735,085

Figures as of COB Sep 29, 2016.

Notional Outstanding by Product

As of COB Sep 29, 2016

Daily Notional by Tenor

As of COB Sep 29, 2016

Notional Outstanding by Currency

As of COB Sep 29, 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.