Daily Volumes

  • Client Notional Cleared (USD)
    $589,600,869,223,466
    Client Notional Outstanding (USD)
    $34,538,350,182,276
    As of COB Oct 23, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,717,851,000,000,000
    Trades Compressed
    13,095,082
  • 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 Oct 23, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$196,157,760,644
$2,457,448,428,515
$96,963,133,268,215
$15,733,207,729,241
EUR
€56,538,298,336
€613,283,834,577
€30,758,534,376,900
€7,261,246,565,246
GBP
£25,763,962,700
£440,042,288,225
£10,019,539,510,435
£2,646,421,313,760
JPY
¥588,628,600,000
¥6,573,255,215,469
¥306,795,237,556,554
¥116,904,158,882,191
CHF
CHF1,038,100,000
CHF11,683,552,429
CHF611,979,730,970
CHF214,516,260,300
AUD
$7,931,169,000
$198,082,681,342
$7,290,735,785,071
$1,821,287,506,281
CAD
$30,067,810,998
$121,693,061,610
$7,073,085,575,245
$1,535,951,775,677
Other*
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$17,778,337,870
$165,524,798,883
$6,272,777,557,073
$2,894,449,677,843
CZK
CZK17,088,525,130
CZK286,923,342,687
CZK8,720,289,869,424
CZK2,705,051,922,780
DKK
DKK0
DKK5,046,000,000
DKK369,328,076,807
DKK716,062,805,137
HKD
HKD15,845,640,458
HKD106,934,063,313
HKD3,289,600,861,129
HKD1,904,162,070,828
HUF
HUF58,146,000,000
HUF1,451,651,169,785
HUF110,691,807,225,036
HUF31,761,088,886,599
MXN
MXN230,000,000
MXN28,977,950,922
MXN371,846,579,935
MXN133,307,788,745
NOK
NOK8,629,000,000
NOK84,319,337,246
NOK3,524,514,649,729
NOK1,198,902,996,964
NZD
NZD2,112,200,000
NZD22,865,269,000
NZD1,103,985,292,891
NZD540,168,541,625
PLN
PLN2,741,359,449
PLN47,808,644,800
PLN1,689,498,207,529
PLN713,424,560,780
SEK
SEK58,822,507,000
SEK557,955,423,672
SEK19,529,140,752,622
SEK6,025,799,548,203
SGD
SGD2,742,501,615
SGD9,683,615,217
SGD726,612,254,107
SGD634,118,621,942
ZAR
ZAR30,604,026,545
ZAR202,837,801,204
ZAR7,116,965,060,614
ZAR4,942,098,103,527
Total in USD$350,590,516,841$4,249,446,655,615$164,926,097,129,729$34,538,350,182,276

Figures as of COB Oct 23, 2017. Weekly figures as of COB Oct 20, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $80,161,270,860
OIS $81,417,300,000
Basis $9,982,089,784
Zeroes $0
FRAs $23,900,000,000
VNS $338,100,000
Inflation $359,000,000
Total$196,157,760,644
ProductVolume
EUR
USD
Equivalent
IRS €41,169,239,188 $48,373,856,046
OIS €14,608,300,000 $17,164,752,500
Basis €0 $0
Zeroes €50,000,000 $58,750,000
FRAs €0 $0
VNS €44,262,148 $52,008,024
Inflation €666,497,000 $783,133,975
Total€56,538,298,336$66,432,500,545
ProductVolume
GBP
USD
Equivalent
IRS £6,590,778,000 $8,698,179,266
OIS £14,372,000,000 $18,967,447,000
Basis £1,578,100,000 $2,082,697,475
Zeroes £25,105,700 $33,133,248
FRAs £3,000,000,000 $3,959,250,000
VNS £139,574,000 $184,202,787
Inflation £58,405,000 $77,079,999
Total£25,763,962,700$34,001,989,775
ProductVolume
JPY
USD
Equivalent
IRS ¥588,628,600,000 $5,194,163,689
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥588,628,600,000$5,194,163,689
ProductVolume
CHF
USD
Equivalent
IRS CHF1,013,100,000 $1,028,371,314
OIS CHF25,000,000 $25,376,846
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,038,100,000$1,053,748,160
ProductVolume
AUD
USD
Equivalent
IRS $7,331,169,000 $5,724,176,755
OIS $600,000,000 $468,480,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,931,169,000$6,192,656,755
ProductVolume
CAD
USD
Equivalent
IRS $10,496,810,998 $8,301,483,647
OIS $19,571,000,000 $15,477,875,756
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$30,067,810,998$23,779,359,403
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK17,088,525,130 $782,477,455
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK17,088,525,130$782,477,455
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD15,845,640,458 $2,031,140,823
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD15,845,640,458$2,031,140,823
ProductVolume
HUF
USD
Equivalent
IRS HUF58,146,000,000 $221,846,623
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF58,146,000,000$221,846,623
ProductVolume
MXN
USD
Equivalent
IRS MXN230,000,000 $12,054,191
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN230,000,000$12,054,191
ProductVolume
NOK
USD
Equivalent
IRS NOK3,129,000,000 $391,129,889
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,500,000,000 $687,508,594
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK8,629,000,000$1,078,638,483
ProductVolume
NZD
USD
Equivalent
IRS NZD2,112,200,000 $1,470,091,200
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,112,200,000$1,470,091,200
ProductVolume
PLN
USD
Equivalent
IRS PLN2,741,359,449 $762,229,793
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,741,359,449$762,229,793
ProductVolume
SEK
USD
Equivalent
IRS SEK38,822,507,000 $4,733,413,031
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK20,000,000,000 $2,438,489,112
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK58,822,507,000$7,171,902,143
ProductVolume
SGD
USD
Equivalent
IRS SGD2,742,501,615 $2,014,249,653
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,742,501,615$2,014,249,653
ProductVolume
ZAR
USD
Equivalent
IRS ZAR30,604,026,545 $2,233,707,506
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR30,604,026,545$2,233,707,506
ProductUSD
Equivalent
IRS$172,133,841,741
OIS$133,521,232,102
Basis$12,064,787,259
Zeroes$91,883,248
FRAs$30,985,247,706
VNS$574,310,811
Inflation$1,219,213,974
Total$350,590,516,841
Show:
ProductUSD
Equivalent
IRS $736,999,427,892
OIS $1,138,452,842,776
Basis $244,454,301,518
Zeroes $130,000,000
FRAs $333,381,300,000
VNS $1,475,550,329
Inflation $2,555,006,000
Total$2,457,448,428,515
ProductVolume
EUR
USD
Equivalent
IRS €289,040,547,614 $340,843,164,580
OIS €212,699,655,000 $250,723,915,033
Basis €1,025,000,000 $1,206,310,000
Zeroes €0 $0
FRAs €106,040,000,000 $125,037,866,000
VNS €2,824,331,963 $3,338,193,340
Inflation €1,654,300,000 $1,952,388,138
Total€613,283,834,577$723,101,837,091
ProductVolume
GBP
USD
Equivalent
IRS £79,713,845,322 $105,224,033,930
OIS £277,916,772,500 $366,571,872,704
Basis £6,990,000,000 $9,215,058,350
Zeroes £142,120,181 $187,938,514
FRAs £69,483,500,000 $91,688,441,100
VNS £1,418,266,361 $1,870,095,576
Inflation £4,377,783,861 $5,775,824,546
Total£440,042,288,225$580,533,264,720
ProductVolume
JPY
USD
Equivalent
IRS ¥5,812,756,515,469 $51,594,917,080
OIS ¥628,948,700,000 $5,588,022,580
Basis ¥91,550,000,000 $807,769,313
Zeroes ¥0 $0
FRAs ¥40,000,000,000 $354,186,036
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,573,255,215,469$58,344,895,009
ProductVolume
CHF
USD
Equivalent
IRS CHF8,865,552,429 $9,051,851,542
OIS CHF250,000,000 $254,491,950
Basis CHF454,400,000 $464,625,943
Zeroes CHF0 $0
FRAs CHF2,100,000,000 $2,148,292,387
VNS CHF13,600,000 $13,807,107
Inflation CHF0 $0
TotalCHF11,683,552,429$11,933,068,929
ProductVolume
AUD
USD
Equivalent
IRS $136,800,732,494 $107,346,801,558
OIS $52,141,548,848 $40,899,088,825
Basis $9,140,400,000 $7,172,014,860
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$198,082,681,342$155,417,905,243
ProductVolume
CAD
USD
Equivalent
IRS $75,337,061,610 $60,157,641,796
OIS $45,511,000,000 $36,308,111,657
Basis $845,000,000 $676,703,772
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$121,693,061,610$97,142,457,225
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK229,723,342,687 $10,532,457,516
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK57,200,000,000 $2,622,959,039
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK286,923,342,687$13,155,416,555
ProductVolume
DKK
USD
Equivalent
IRS DKK5,038,500,000 $799,390,338
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK7,500,000 $1,186,277
Inflation DKK0 $0
TotalDKK5,046,000,000$800,576,615
ProductVolume
HKD
USD
Equivalent
IRS HKD103,134,063,313 $13,214,008,210
OIS HKD0 $0
Basis HKD3,800,000,000 $486,644,656
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD106,934,063,313$13,700,652,866
ProductVolume
HUF
USD
Equivalent
IRS HUF1,430,347,217,785 $5,473,644,798
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF20,000,000,000 $76,392,735
VNS HUF1,303,952,000 $5,023,702
Inflation HUF0 $0
TotalHUF1,451,651,169,785$5,555,061,235
ProductVolume
MXN
USD
Equivalent
IRS MXN28,977,950,922 $1,537,754,154
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN28,977,950,922$1,537,754,154
ProductVolume
NOK
USD
Equivalent
IRS NOK51,631,691,000 $6,484,648,441
OIS NOK0 $0
Basis NOK4,000,000,000 $500,375,281
Zeroes NOK0 $0
FRAs NOK28,562,400,000 $3,610,386,528
VNS NOK125,246,246 $15,784,082
Inflation NOK0 $0
TotalNOK84,319,337,246$10,611,194,332
ProductVolume
NZD
USD
Equivalent
IRS NZD22,865,269,000 $16,172,502,743
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD22,865,269,000$16,172,502,743
ProductVolume
PLN
USD
Equivalent
IRS PLN33,536,344,800 $9,344,134,266
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,189,000,000 $3,946,851,862
VNS PLN83,300,000 $23,160,119
Inflation PLN0 $0
TotalPLN47,808,644,800$13,314,146,247
ProductVolume
SEK
USD
Equivalent
IRS SEK332,713,508,172 $40,864,017,971
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK225,024,000,000 $27,628,662,909
VNS SEK217,915,500 $26,816,677
Inflation SEK0 $0
TotalSEK557,955,423,672$68,519,497,557
ProductVolume
SGD
USD
Equivalent
IRS SGD9,683,615,217 $7,139,464,052
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,683,615,217$7,139,464,052
ProductVolume
ZAR
USD
Equivalent
IRS ZAR202,837,801,204 $15,018,532,527
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR202,837,801,204$15,018,532,527
ProductUSD
Equivalent
IRS$1,537,798,393,394
OIS$1,838,798,345,525
Basis$264,983,803,693
Zeroes$317,938,514
FRAs$590,495,338,596
VNS$6,769,617,209
Inflation$10,283,218,684
Total$4,249,446,655,615
Show:
ProductUSD
Equivalent
IRS $23,194,753,600,605
OIS $56,215,779,301,814
Basis $3,921,786,079,237
Zeroes $17,344,329,712
FRAs $13,390,241,304,631
VNS $67,492,397,627
Inflation $155,736,254,589
Total$96,963,133,268,215
ProductVolume
EUR
USD
Equivalent
IRS €11,574,950,286,567 $12,944,881,260,069
OIS €15,490,558,277,476 $17,209,730,791,167
Basis €280,835,113,408 $313,620,480,732
Zeroes €48,469,494,703 $52,926,309,873
FRAs €3,160,571,370,000 $3,506,872,764,052
VNS €35,211,548,415 $39,509,938,785
Inflation €167,938,286,331 $187,559,941,449
Total€30,758,534,376,900$34,255,101,486,127
ProductVolume
GBP
USD
Equivalent
IRS £3,215,548,419,687 $4,129,646,254,965
OIS £5,190,012,475,624 $6,763,546,716,051
Basis £261,033,855,400 $336,635,702,738
Zeroes £46,224,839,479 $59,530,968,721
FRAs £1,191,919,882,324 $1,553,877,419,958
VNS £16,257,681,352 $20,933,139,353
Inflation £98,542,356,569 $126,135,510,522
Total£10,019,539,510,435$12,990,305,712,308
ProductVolume
JPY
USD
Equivalent
IRS ¥261,383,711,520,011 $2,333,143,083,463
OIS ¥17,927,161,037,988 $160,192,019,982
Basis ¥24,465,168,713,237 $219,395,232,839
Zeroes ¥0 $0
FRAs ¥3,014,483,200,000 $26,773,808,336
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥306,795,237,556,554$2,739,544,980,606
ProductVolume
CHF
USD
Equivalent
IRS CHF525,473,830,970 $535,041,977,956
OIS CHF835,000,000 $852,506,689
Basis CHF53,070,350,000 $54,261,331,690
Zeroes CHF0 $0
FRAs CHF32,350,150,000 $32,917,103,968
VNS CHF250,400,000 $257,400,340
Inflation CHF0 $0
TotalCHF611,979,730,970$623,330,320,643
ProductVolume
AUD
USD
Equivalent
IRS $2,616,922,707,687 $2,011,267,654,228
OIS $4,599,544,422,848 $3,539,438,441,955
Basis $73,834,136,000 $56,543,616,337
Zeroes $0 $0
FRAs $0 $0
VNS $434,518,536 $330,498,399
Inflation $0 $0
Total$7,290,735,785,071$5,607,580,210,919
ProductVolume
CAD
USD
Equivalent
IRS $3,414,232,202,202 $2,635,071,808,788
OIS $3,629,318,286,694 $2,816,560,533,041
Basis $27,161,200,000 $20,893,754,447
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,152,336,349 $867,554,499
Inflation $0 $0
Total$7,073,085,575,245$5,474,323,593,838
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,796,549,952,926 $245,779,412,721
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,922,812,976,608 $123,857,446,940
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK8,720,289,869,424$369,676,042,967
ProductVolume
DKK
USD
Equivalent
IRS DKK339,234,254,443 $50,088,935,692
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK25,226,000,000 $3,780,711,964
VNS DKK1,717,822,364 $258,019,274
Inflation DKK0 $0
TotalDKK369,328,076,807$54,574,614,914
ProductVolume
HKD
USD
Equivalent
IRS HKD3,202,587,861,129 $410,861,906,079
OIS HKD0 $0
Basis HKD87,013,000,000 $11,165,325,433
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,289,600,861,129$422,027,231,512
ProductVolume
HUF
USD
Equivalent
IRS HUF80,845,953,273,036 $293,290,386,452
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF29,837,010,000,000 $105,993,630,455
VNS HUF2,943,952,000 $11,251,336
Inflation HUF0 $0
TotalHUF110,691,807,225,036$399,316,969,397
ProductVolume
MXN
USD
Equivalent
IRS MXN371,846,579,935 $20,222,940,178
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN371,846,579,935$20,222,940,178
ProductVolume
NOK
USD
Equivalent
IRS NOK1,994,621,663,288 $241,047,973,084
OIS NOK0 $0
Basis NOK33,172,540,000 $4,180,655,265
Zeroes NOK0 $0
FRAs NOK1,492,739,122,755 $180,175,158,453
VNS NOK3,981,323,686 $478,018,853
Inflation NOK0 $0
TotalNOK3,524,514,649,729$425,881,805,655
ProductVolume
NZD
USD
Equivalent
IRS NZD1,102,885,292,891 $788,400,006,416
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,103,985,292,891$789,162,626,666
ProductVolume
PLN
USD
Equivalent
IRS PLN1,316,985,234,537 $345,317,406,186
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN372,253,710,192 $96,614,356,082
VNS PLN234,262,800 $63,636,581
Inflation PLN0 $0
TotalPLN1,689,498,207,529$442,002,285,048
ProductVolume
SEK
USD
Equivalent
IRS SEK8,990,538,773,774 $1,055,512,493,023
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK10,531,744,266,620 $1,230,180,719,607
VNS SEK4,679,712,228 $540,123,177
Inflation SEK0 $0
TotalSEK19,529,140,752,622$2,286,482,557,704
ProductVolume
SGD
USD
Equivalent
IRS SGD725,382,554,107 $522,974,539,170
OIS SGD0 $0
Basis SGD1,229,700,000 $894,267,966
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD726,612,254,107$523,868,807,136
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,116,965,060,614 $539,561,675,896
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,116,965,060,614$539,561,675,896
ProductUSD
Equivalent
IRS$52,296,863,314,971
OIS$86,706,100,310,699
Basis$4,940,586,014,918
Zeroes$131,009,360,619
FRAs$20,251,284,424,446
VNS$130,821,997,516
Inflation$469,431,706,560
Total$164,926,097,129,729
Show:
ProductUSD
Equivalent
IRS $7,287,818,964,143
OIS $4,867,487,958,269
Basis $1,803,843,977,929
Zeroes $8,032,790,831
FRAs $1,556,676,218,106
VNS $151,406,538,066
Inflation $57,941,281,899
Total$15,733,207,729,243
ProductVolume
EUR
USD
Equivalent
IRS €3,953,149,924,905 $4,644,951,161,764
OIS €2,569,738,376,891 $3,019,442,592,847
Basis €136,543,271,646 $160,438,344,184
Zeroes €14,810,016,819 $17,401,769,762
FRAs €432,892,569,270 $508,648,768,892
VNS €80,352,243,546 $94,413,886,166
Inflation €73,760,162,169 $86,668,190,548
Total€7,261,246,565,246$8,531,964,714,163
ProductVolume
GBP
USD
Equivalent
IRS £893,521,761,510 $1,179,225,344,753
OIS £1,167,559,418,202 $1,540,886,542,172
Basis £153,936,180,000 $203,157,273,555
Zeroes £21,479,674,349 $28,347,800,223
FRAs £317,138,500,000 $418,543,535,375
VNS £30,005,289,051 $39,599,480,225
Inflation £62,780,490,647 $82,854,552,531
Total£2,646,421,313,759$3,492,614,528,834
ProductVolume
JPY
USD
Equivalent
IRS ¥87,309,764,779,010 $770,436,927,236
OIS ¥7,906,817,800,000 $69,771,169,645
Basis ¥19,889,783,217,863 $175,510,992,436
Zeroes ¥0 $0
FRAs ¥1,793,080,000,000 $15,822,457,534
VNS ¥4,713,085,318 $41,589,105
Inflation ¥0 $0
Total¥116,904,158,882,191$1,031,583,135,956
ProductVolume
CHF
USD
Equivalent
IRS CHF165,050,360,300 $167,538,304,116
OIS CHF275,000,000 $279,145,308
Basis CHF38,511,400,000 $39,091,914,937
Zeroes CHF841,900,000 $854,590,671
FRAs CHF9,587,200,000 $9,731,715,982
VNS CHF250,400,000 $254,174,491
Inflation CHF0 $0
TotalCHF214,516,260,300$217,749,845,505
ProductVolume
AUD
USD
Equivalent
IRS $807,455,121,852 $630,460,959,142
OIS $947,640,697,458 $739,917,856,575
Basis $65,444,630,000 $51,099,167,104
Zeroes $110,102,501 $85,968,033
FRAs $0 $0
VNS $636,954,470 $497,334,050
Inflation $0 $0
Total$1,821,287,506,281$1,422,061,284,904
ProductVolume
CAD
USD
Equivalent
IRS $835,670,875,746 $660,896,734,348
OIS $673,297,597,376 $532,482,579,284
Basis $22,241,500,000 $17,589,861,204
Zeroes $1,221,550,000 $966,072,205
FRAs $0 $0
VNS $3,520,252,554 $2,784,018,786
Inflation $0 $0
Total$1,535,951,775,676$1,214,719,265,827
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,159,655,982,890 $98,889,875,127
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK544,469,000,000 $24,931,040,799
VNS CZK926,939,890 $42,444,246
Inflation CZK0 $0
TotalCZK2,705,051,922,780$123,863,360,172
ProductVolume
DKK
USD
Equivalent
IRS DKK699,089,982,773 $110,336,171,524
OIS DKK0 $0
Basis DKK6,950,000,000 $1,096,906,566
Zeroes DKK0 $0
FRAs DKK8,305,000,000 $1,310,763,889
VNS DKK1,717,822,364 $271,120,954
Inflation DKK0 $0
TotalDKK716,062,805,137$113,014,962,933
ProductVolume
HKD
USD
Equivalent
IRS HKD1,791,692,070,828 $229,664,362,043
OIS HKD0 $0
Basis HKD112,470,000,000 $14,416,735,565
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,904,162,070,828$244,081,097,608
ProductVolume
HUF
USD
Equivalent
IRS HUF26,104,044,934,599 $99,595,745,649
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $171,308,661
FRAs HUF5,609,200,000,000 $21,400,991,988
VNS HUF2,943,952,000 $11,232,171
Inflation HUF0 $0
TotalHUF31,761,088,886,599$121,179,278,469
ProductVolume
MXN
USD
Equivalent
IRS MXN133,307,788,745 $6,986,598,294
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN133,307,788,745$6,986,598,294
ProductVolume
NOK
USD
Equivalent
IRS NOK675,025,833,863 $84,379,283,974
OIS NOK0 $0
Basis NOK41,332,540,000 $5,166,632,083
Zeroes NOK0 $0
FRAs NOK474,635,535,130 $59,330,183,519
VNS NOK7,909,087,971 $988,648,354
Inflation NOK0 $0
TotalNOK1,198,902,996,964$149,864,747,930
ProductVolume
NZD
USD
Equivalent
IRS NZD538,868,541,625 $375,052,504,971
OIS NZD0 $0
Basis NZD1,300,000,000 $904,800,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD540,168,541,625$375,957,304,971
ProductVolume
PLN
USD
Equivalent
IRS PLN582,117,497,980 $161,856,665,641
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $382,316,141
FRAs PLN128,704,000,000 $35,785,902,961
VNS PLN1,228,062,800 $341,460,531
Inflation PLN0 $0
TotalPLN713,424,560,780$198,366,345,274
ProductVolume
SEK
USD
Equivalent
IRS SEK3,662,427,253,258 $446,539,449,055
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $297,228,866
FRAs SEK2,355,486,618,860 $287,191,423,695
VNS SEK5,447,864,375 $664,227,898
Inflation SEK0 $0
TotalSEK6,025,799,548,203$734,692,329,514
ProductVolume
SGD
USD
Equivalent
IRS SGD633,448,921,942 $465,241,028,197
OIS SGD0 $0
Basis SGD669,700,000 $491,865,888
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD634,118,621,942$465,732,894,085
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,942,098,103,527 $360,710,758,596
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,942,098,103,527$360,710,758,596
ProductUSD
Equivalent
IRS$17,780,580,838,573
OIS$10,770,267,844,100
Basis$2,472,808,471,451
Zeroes$56,539,845,393
FRAs$2,939,373,002,740
VNS$291,316,155,043
Inflation$227,464,024,978
Total$34,538,350,182,278

Figures as of COB Oct 23, 2017.

Notional Outstanding by Product

As of COB Oct 23, 2017

Daily Notional by Tenor
 

As of COB Oct 23, 2017

Notional Outstanding by Tenor
 

As of COB Oct 23, 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
$664,761,599,287
$9,803,377,787,436
$370,375,889,279,385
$117,557,342,340,844
EUR
€310,969,642,672
€3,927,634,804,526
€175,198,163,150,981
€80,242,544,144,531
GBP
£94,283,965,174
£1,953,514,814,775
£47,614,907,697,651
£26,595,570,000,496
JPY
¥1,640,344,680,000
¥34,401,329,894,262
¥1,518,381,754,970,916
¥1,475,346,945,554,830
CHF
CHF3,916,400,000
CHF209,483,142,258
CHF4,227,423,688,214
CHF3,340,113,984,563
AUD
$83,798,638,000
$751,389,965,984
$31,117,369,276,795
$22,027,127,146,802
CAD
$85,537,650,785
$497,995,360,772
$21,696,353,395,904
$12,608,476,263,444
Other*
Show All
Hide
$66,898,099,740
$809,961,005,914
$26,415,277,307,769
$19,895,610,985,661
CZK
CZK51,347,738,840
CZK1,435,500,185,722
CZK34,761,084,098,221
CZK22,571,175,659,511
DKK
DKK0
DKK17,955,800,000
DKK1,749,249,308,207
DKK4,225,647,135,711
HKD
HKD59,048,496,916
HKD343,911,254,812
HKD12,602,244,467,017
HKD12,584,409,530,055
HUF
HUF228,790,828,464
HUF4,457,360,243,570
HUF407,662,535,649,254
HUF216,973,663,944,093
MXN
MXN460,000,000
MXN80,288,401,844
MXN886,910,759,471
MXN551,292,468,681
NOK
NOK17,258,000,000
NOK286,191,781,808
NOK21,968,729,737,322
NOK15,500,317,934,381
NZD
NZD13,785,900,000
NZD98,359,817,800
NZD3,969,022,555,290
NZD4,522,636,096,150
PLN
PLN9,888,918,898
PLN160,393,989,298
PLN5,812,039,978,030
PLN4,258,227,269,788
SEK
SEK213,850,850,000
SEK3,496,900,983,144
SEK86,088,641,912,652
SEK43,562,317,689,014
SGD
SGD7,890,403,230
SGD56,711,880,434
SGD3,074,646,305,170
SGD3,197,299,840,911
ZAR
ZAR133,039,493,090
ZAR734,219,654,436
ZAR29,455,675,115,246
ZAR24,612,872,299,998
Total in USD$1,373,008,506,307$19,331,709,480,595$711,854,635,179,736$310,416,924,208,081

Figures as of COB Oct 23, 2017. Weekly figures as of COB Oct 20, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $292,626,019,720
OIS $227,992,200,000
Basis $54,159,179,567
Zeroes $0
FRAs $88,000,000,000
VNS $1,036,200,000
Inflation $948,000,000
Total$664,761,599,287
ProductVolume
EUR
USD
Equivalent
IRS €229,416,864,376 $269,564,815,642
OIS €64,798,600,000 $76,138,355,000
Basis €0 $0
Zeroes €100,000,000 $117,500,000
FRAs €10,200,000,000 $11,985,000,000
VNS €88,524,296 $104,016,048
Inflation €6,365,654,000 $7,479,643,450
Total€310,969,642,672$365,389,330,140
ProductVolume
GBP
USD
Equivalent
IRS £34,694,995,528 $45,788,720,348
OIS £35,076,400,000 $46,292,078,900
Basis £10,145,000,000 $13,388,863,750
Zeroes £220,741,646 $291,323,787
FRAs £13,200,000,000 $17,420,700,000
VNS £279,148,000 $368,405,573
Inflation £667,680,000 $881,170,680
Total£94,283,965,174$124,431,263,038
ProductVolume
JPY
USD
Equivalent
IRS ¥1,634,344,680,000 $14,421,748,776
OIS ¥6,000,000,000 $52,945,069
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,640,344,680,000$14,474,693,845
ProductVolume
CHF
USD
Equivalent
IRS CHF3,426,400,000 $3,478,049,028
OIS CHF490,000,000 $497,386,185
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,916,400,000$3,975,435,213
ProductVolume
AUD
USD
Equivalent
IRS $25,114,138,000 $19,609,118,950
OIS $52,112,000,000 $40,689,049,600
Basis $6,572,500,000 $5,131,808,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$83,798,638,000$65,429,976,550
ProductVolume
CAD
USD
Equivalent
IRS $37,869,761,996 $29,949,592,310
OIS $47,142,000,000 $37,282,612,994
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $525,888,789 $415,903,190
Inflation $0 $0
Total$85,537,650,785$67,648,108,494
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK51,347,738,840 $2,351,194,599
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK51,347,738,840$2,351,194,599
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD59,048,496,916 $7,569,010,096
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD59,048,496,916$7,569,010,096
ProductVolume
HUF
USD
Equivalent
IRS HUF228,790,828,464 $872,914,264
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF228,790,828,464$872,914,264
ProductVolume
MXN
USD
Equivalent
IRS MXN460,000,000 $24,108,383
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN460,000,000$24,108,383
ProductVolume
NOK
USD
Equivalent
IRS NOK6,258,000,000 $782,259,778
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK11,000,000,000 $1,375,017,188
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK17,258,000,000$2,157,276,966
ProductVolume
NZD
USD
Equivalent
IRS NZD13,785,900,000 $9,594,986,400
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,785,900,000$9,594,986,400
ProductVolume
PLN
USD
Equivalent
IRS PLN9,888,918,898 $2,749,595,134
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,888,918,898$2,749,595,134
ProductVolume
SEK
USD
Equivalent
IRS SEK115,850,850,000 $14,125,051,818
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK98,000,000,000 $11,948,596,650
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK213,850,850,000$26,073,648,468
ProductVolume
SGD
USD
Equivalent
IRS SGD7,890,403,230 $5,795,162,300
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD7,890,403,230$5,795,162,300
ProductVolume
ZAR
USD
Equivalent
IRS ZAR133,039,493,090 $9,710,203,130
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR133,039,493,090$9,710,203,130
ProductUSD
Equivalent
IRS$729,012,550,676
OIS$428,944,627,748
Basis$72,679,851,317
Zeroes$408,823,787
FRAs$130,729,313,838
VNS$1,924,524,811
Inflation$9,308,814,130
Total$1,373,008,506,307
Show:
ProductUSD
Equivalent
IRS $2,432,589,100,239
OIS $2,974,962,377,634
Basis $1,008,451,003,036
Zeroes $361,085,526
FRAs $3,364,452,600,000
VNS $7,821,329,601
Inflation $14,740,291,400
Total$9,803,377,787,436
ProductVolume
EUR
USD
Equivalent
IRS €1,545,584,103,828 $1,822,654,065,489
OIS €815,641,610,000 $961,756,185,252
Basis €2,650,000,000 $3,118,610,000
Zeroes €461,749,893 $544,413,189
FRAs €1,534,342,000,000 $1,813,097,973,100
VNS €6,528,010,805 $7,714,278,534
Inflation €22,427,330,000 $26,456,408,839
Total€3,927,634,804,526$4,635,341,934,403
ProductVolume
GBP
USD
Equivalent
IRS £330,666,612,655 $436,584,530,323
OIS £856,957,839,412 $1,130,479,148,139
Basis £56,940,900,000 $75,078,406,325
Zeroes £316,179,012 $418,015,670
FRAs £686,229,000,000 $904,197,681,300
VNS £2,990,013,252 $3,942,212,141
Inflation £19,414,270,444 $25,611,248,002
Total£1,953,514,814,775$2,576,311,241,900
ProductVolume
JPY
USD
Equivalent
IRS ¥31,651,012,494,262 $281,326,003,527
OIS ¥1,381,297,400,000 $12,274,105,517
Basis ¥1,139,020,000,000 $10,055,626,657
Zeroes ¥0 $0
FRAs ¥230,000,000,000 $2,045,210,894
VNS ¥0 $0
Inflation ¥0 $0
Total¥34,401,329,894,262$305,700,946,595
ProductVolume
CHF
USD
Equivalent
IRS CHF31,547,142,258 $32,213,243,624
OIS CHF1,840,000,000 $1,879,648,716
Basis CHF4,908,800,000 $5,023,306,679
Zeroes CHF0 $0
FRAs CHF171,160,000,000 $174,399,590,198
VNS CHF27,200,000 $27,614,213
Inflation CHF0 $0
TotalCHF209,483,142,258$213,543,403,430
ProductVolume
AUD
USD
Equivalent
IRS $509,138,268,288 $399,516,734,494
OIS $205,783,097,696 $161,433,902,649
Basis $36,468,600,000 $28,614,686,175
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$751,389,965,984$589,565,323,318
ProductVolume
CAD
USD
Equivalent
IRS $288,755,121,220 $230,925,382,627
OIS $204,422,000,000 $163,132,849,667
Basis $2,190,000,000 $1,749,509,897
Zeroes $18,440,000 $14,764,071
FRAs $0 $0
VNS $2,609,799,552 $2,085,331,337
Inflation $0 $0
Total$497,995,360,772$397,907,837,599
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK745,800,185,722 $34,177,864,575
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK689,700,000,000 $31,653,448,520
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,435,500,185,722$65,831,313,095
ProductVolume
DKK
USD
Equivalent
IRS DKK17,940,800,000 $2,848,130,687
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK15,000,000 $2,372,554
Inflation DKK0 $0
TotalDKK17,955,800,000$2,850,503,241
ProductVolume
HKD
USD
Equivalent
IRS HKD334,451,254,812 $42,848,936,579
OIS HKD0 $0
Basis HKD9,460,000,000 $1,211,505,788
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD343,911,254,812$44,060,442,367
ProductVolume
HUF
USD
Equivalent
IRS HUF3,912,144,435,570 $14,971,977,343
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF460,000,000,000 $1,758,365,193
VNS HUF85,215,808,000 $326,731,576
Inflation HUF0 $0
TotalHUF4,457,360,243,570$17,057,074,112
ProductVolume
MXN
USD
Equivalent
IRS MXN80,288,401,844 $4,262,740,358
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN80,288,401,844$4,262,740,358
ProductVolume
NOK
USD
Equivalent
IRS NOK166,816,489,316 $20,955,054,903
OIS NOK0 $0
Basis NOK8,000,000,000 $1,000,750,563
Zeroes NOK0 $0
FRAs NOK111,124,800,000 $13,995,475,873
VNS NOK250,492,492 $31,568,164
Inflation NOK0 $0
TotalNOK286,191,781,808$35,982,849,503
ProductVolume
NZD
USD
Equivalent
IRS NZD98,359,817,800 $69,629,017,748
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD98,359,817,800$69,629,017,748
ProductVolume
PLN
USD
Equivalent
IRS PLN103,425,389,298 $28,818,645,042
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN56,802,000,000 $15,805,415,197
VNS PLN166,600,000 $46,320,238
Inflation PLN0 $0
TotalPLN160,393,989,298$44,670,380,477
ProductVolume
SEK
USD
Equivalent
IRS SEK1,118,637,152,144 $137,396,670,829
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,377,828,000,000 $291,990,876,797
VNS SEK435,831,000 $53,633,354
Inflation SEK0 $0
TotalSEK3,496,900,983,144$429,441,180,980
ProductVolume
SGD
USD
Equivalent
IRS SGD56,711,880,434 $41,819,487,491
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,711,880,434$41,819,487,491
ProductVolume
ZAR
USD
Equivalent
IRS ZAR734,219,654,436 $54,356,016,542
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR734,219,654,436$54,356,016,542
ProductUSD
Equivalent
IRS$6,087,893,602,420
OIS$5,405,918,217,574
Basis$1,134,303,405,120
Zeroes$1,338,278,456
FRAs$6,613,396,637,072
VNS$22,051,391,712
Inflation$66,807,948,241
Total$19,331,709,480,595
Show:
ProductUSD
Equivalent
IRS $78,726,710,928,449
OIS $152,106,437,121,412
Basis $15,587,930,562,499
Zeroes $54,240,082,798
FRAs $122,840,540,535,716
VNS $251,964,442,281
Inflation $808,065,606,230
Total$370,375,889,279,385
ProductVolume
EUR
USD
Equivalent
IRS €64,679,375,158,621 $72,232,743,907,921
OIS €53,638,957,448,674 $59,575,494,359,024
Basis €600,645,026,816 $670,219,871,194
Zeroes €104,935,583,635 $114,911,687,185
FRAs €55,023,590,763,324 $61,176,171,064,959
VNS €138,719,750,231 $154,677,109,474
Inflation €1,011,939,419,680 $1,127,436,225,428
Total€175,198,163,150,981$195,051,654,225,185
ProductVolume
GBP
USD
Equivalent
IRS £11,512,651,355,699 $14,772,693,648,944
OIS £18,150,087,990,650 $23,588,016,714,385
Basis £1,633,339,986,744 $2,101,263,711,950
Zeroes £115,235,275,469 $147,996,310,552
FRAs £15,569,438,331,601 $20,004,475,526,973
VNS £49,576,146,661 $63,729,362,069
Inflation £584,578,610,827 $750,190,444,139
Total£47,614,907,697,651$61,428,365,719,012
ProductVolume
JPY
USD
Equivalent
IRS ¥1,348,826,453,915,830 $12,036,565,738,864
OIS ¥70,134,698,673,976 $626,500,663,188
Basis ¥88,838,893,426,474 $794,972,147,638
Zeroes ¥0 $0
FRAs ¥10,506,606,400,000 $93,559,099,175
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,518,381,754,970,916$13,552,269,036,483
ProductVolume
CHF
USD
Equivalent
IRS CHF1,738,718,307,548 $1,770,925,068,466
OIS CHF23,582,000,000 $24,270,078,198
Basis CHF217,029,600,000 $221,273,014,639
Zeroes CHF0 $0
FRAs CHF2,247,132,563,918 $2,288,919,222,934
VNS CHF961,216,748 $986,360,198
Inflation CHF0 $0
TotalCHF4,227,423,688,214$4,306,373,744,435
ProductVolume
AUD
USD
Equivalent
IRS $12,732,007,310,289 $9,784,147,253,697
OIS $17,609,153,121,696 $13,547,616,739,843
Basis $772,112,856,968 $592,875,652,487
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,495,987,842 $1,897,721,991
Inflation $0 $0
Total$31,117,369,276,795$23,927,786,138,018
ProductVolume
CAD
USD
Equivalent
IRS $11,550,556,628,049 $8,912,672,312,324
OIS $9,790,970,973,388 $7,612,643,520,929
Basis $240,564,233,600 $183,768,374,991
Zeroes $18,443,422,441 $14,362,973,689
FRAs $0 $0
VNS $95,818,138,426 $73,572,547,516
Inflation $0 $0
Total$21,696,353,395,904$16,797,019,729,449
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK19,184,084,355,225 $814,269,161,019
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK15,575,145,863,216 $668,750,016,043
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK34,761,084,098,221$1,483,097,543,675
ProductVolume
DKK
USD
Equivalent
IRS DKK1,251,013,168,216 $185,799,932,128
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK487,726,000,000 $74,393,912,961
VNS DKK4,210,139,991 $645,481,590
Inflation DKK0 $0
TotalDKK1,749,249,308,207$261,733,222,647
ProductVolume
HKD
USD
Equivalent
IRS HKD12,325,744,467,017 $1,581,432,414,986
OIS HKD0 $0
Basis HKD276,500,000,000 $35,477,177,771
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD12,602,244,467,017$1,616,909,592,757
ProductVolume
HUF
USD
Equivalent
IRS HUF255,450,312,304,236 $925,075,154,924
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF151,914,447,537,018 $541,507,338,170
VNS HUF285,975,808,000 $1,089,010,064
Inflation HUF0 $0
TotalHUF407,662,535,649,254$1,467,714,905,466
ProductVolume
MXN
USD
Equivalent
IRS MXN886,910,759,471 $48,234,718,764
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN886,910,759,471$48,234,718,764
ProductVolume
NOK
USD
Equivalent
IRS NOK6,383,346,243,772 $769,949,055,065
OIS NOK0 $0
Basis NOK77,697,080,000 $9,804,907,796
Zeroes NOK0 $0
FRAs NOK15,499,251,116,178 $1,869,528,767,425
VNS NOK8,435,297,372 $1,012,769,862
Inflation NOK0 $0
TotalNOK21,968,729,737,322$2,650,295,500,148
ProductVolume
NZD
USD
Equivalent
IRS NZD3,952,906,007,586 $2,826,356,559,749
OIS NZD0 $0
Basis NZD15,846,000,000 $11,448,178,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD3,969,022,555,290$2,838,001,223,919
ProductVolume
PLN
USD
Equivalent
IRS PLN4,027,061,559,548 $1,054,050,919,526
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,784,275,811,044 $465,105,218,468
VNS PLN652,607,438 $172,718,327
Inflation PLN0 $0
TotalPLN5,812,039,978,030$1,519,342,628,718
ProductVolume
SEK
USD
Equivalent
IRS SEK29,554,872,315,309 $3,466,432,288,553
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK56,504,623,093,276 $6,606,058,755,483
VNS SEK26,258,464,067 $2,978,283,768
Inflation SEK0 $0
TotalSEK86,088,641,912,652$10,075,800,495,995
ProductVolume
SGD
USD
Equivalent
IRS SGD3,072,086,905,170 $2,215,896,028,362
OIS SGD0 $0
Basis SGD2,559,400,000 $1,858,255,910
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,074,646,305,170$2,217,754,284,272
ProductVolume
ZAR
USD
Equivalent
IRS ZAR29,455,675,115,246 $2,236,393,191,408
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR29,455,675,115,246$2,236,393,191,408
ProductUSD
Equivalent
IRS$214,360,348,283,149
OIS$257,080,979,196,979
Basis$20,211,785,751,743
Zeroes$333,148,167,120
FRAs$216,629,009,458,307
VNS$553,672,046,641
Inflation$2,685,692,275,797
Total$711,854,635,179,736
Show:
ProductUSD
Equivalent
IRS $42,045,712,877,710
OIS $23,574,746,047,274
Basis $18,473,764,775,485
Zeroes $130,928,841,065
FRAs $31,904,752,180,080
VNS $772,307,653,269
Inflation $655,129,965,962
Total$117,557,342,340,845
ProductVolume
EUR
USD
Equivalent
IRS €40,741,232,091,217 $47,870,947,707,180
OIS €17,239,974,458,296 $20,256,969,988,498
Basis €1,226,983,168,172 $1,441,705,222,602
Zeroes €463,405,896,085 $544,501,927,900
FRAs €18,969,696,397,169 $22,289,393,266,673
VNS €450,196,889,826 $528,981,345,545
Inflation €1,151,055,243,767 $1,352,489,911,426
Total€80,242,544,144,532$94,284,989,369,824
ProductVolume
GBP
USD
Equivalent
IRS £8,554,078,920,869 $11,289,245,655,817
OIS £7,176,925,328,883 $9,471,747,202,793
Basis £3,815,178,117,278 $5,035,081,320,277
Zeroes £299,244,240,844 $394,927,586,854
FRAs £5,781,419,360,706 $7,630,028,201,292
VNS £156,738,402,335 $206,855,506,481
Inflation £811,985,629,581 $1,071,618,034,640
Total£26,595,570,000,496$35,099,503,508,154
ProductVolume
JPY
USD
Equivalent
IRS ¥1,196,407,247,342,280 $10,557,310,808,227
OIS ¥56,581,923,822,882 $499,288,981,451
Basis ¥215,586,987,525,550 $1,902,378,005,961
Zeroes ¥1,603,524,309,488 $14,149,784,333
FRAs ¥5,092,160,000,000 $44,934,127,509
VNS ¥75,102,554,636 $662,718,329
Inflation ¥0 $0
Total¥1,475,346,945,554,836$13,018,724,425,810
ProductVolume
CHF
USD
Equivalent
IRS CHF1,717,591,276,136 $1,743,481,983,592
OIS CHF2,330,000,000 $2,365,122,063
Basis CHF523,407,262,000 $531,297,022,788
Zeroes CHF8,732,080,159 $8,863,706,196
FRAs CHF1,087,092,149,520 $1,103,478,809,846
VNS CHF961,216,748 $975,705,982
Inflation CHF0 $0
TotalCHF3,340,113,984,563$3,390,462,350,467
ProductVolume
AUD
USD
Equivalent
IRS $12,742,853,648,302 $9,949,620,128,595
OIS $7,007,592,791,336 $5,471,528,451,475
Basis $2,258,652,864,102 $1,763,556,156,291
Zeroes $3,337,041,539 $2,605,562,034
FRAs $0 $0
VNS $14,690,801,522 $11,470,577,828
Inflation $0 $0
Total$22,027,127,146,801$17,198,780,876,223
ProductVolume
CAD
USD
Equivalent
IRS $8,608,173,104,916 $6,807,839,855,206
OIS $3,363,540,133,836 $2,660,081,564,187
Basis $495,805,591,978 $392,111,662,761
Zeroes $22,938,451,799 $18,141,050,891
FRAs $0 $0
VNS $118,018,980,916 $93,336,218,052
Inflation $0 $0
Total$12,608,476,263,445$9,971,510,351,097
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,917,129,570,437 $683,050,028,410
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK45,890,000,000 $2,101,286,689
FRAs CZK7,606,302,209,294 $348,289,858,020
VNS CZK1,853,879,780 $84,888,492
Inflation CZK0 $0
TotalCZK22,571,175,659,511$1,033,526,061,611
ProductVolume
DKK
USD
Equivalent
IRS DKK3,940,498,995,720 $621,922,189,981
OIS DKK0 $0
Basis DKK13,900,000,000 $2,193,813,131
Zeroes DKK15,500,000,000 $2,446,338,384
FRAs DKK251,538,000,000 $39,699,810,606
VNS DKK4,210,139,991 $664,479,165
Inflation DKK0 $0
TotalDKK4,225,647,135,711$666,926,631,267
ProductVolume
HKD
USD
Equivalent
IRS HKD12,218,483,530,055 $1,566,201,174,163
OIS HKD0 $0
Basis HKD365,926,000,000 $46,905,471,489
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD12,584,409,530,055$1,613,106,645,652
ProductVolume
HUF
USD
Equivalent
IRS HUF165,882,400,229,812 $632,897,368,294
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $689,488,745
FRAs HUF50,710,460,810,281 $193,477,530,753
VNS HUF200,087,904,000 $763,402,915
Inflation HUF0 $0
TotalHUF216,973,663,944,093$827,827,790,707
ProductVolume
MXN
USD
Equivalent
IRS MXN551,292,468,681 $28,892,978,102
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN551,292,468,681$28,892,978,102
ProductVolume
NOK
USD
Equivalent
IRS NOK7,446,613,938,090 $930,838,377,741
OIS NOK0 $0
Basis NOK88,668,880,000 $11,083,748,547
Zeroes NOK7,041,827,412 $880,239,429
FRAs NOK7,941,745,054,425 $992,730,540,935
VNS NOK16,248,234,454 $2,031,054,695
Inflation NOK0 $0
TotalNOK15,500,317,934,381$1,937,563,961,347
ProductVolume
NZD
USD
Equivalent
IRS NZD4,488,707,548,445 $3,124,140,453,718
OIS NZD0 $0
Basis NZD18,878,000,000 $13,139,088,000
Zeroes NZD14,780,000,000 $10,286,880,000
FRAs NZD0 $0
VNS NZD270,547,704 $188,301,202
Inflation NZD0 $0
TotalNZD4,522,636,096,149$3,147,754,722,920
ProductVolume
PLN
USD
Equivalent
IRS PLN3,374,527,948,233 $938,281,092,238
OIS PLN0 $0
Basis PLN674,000,000 $187,404,421
Zeroes PLN7,060,000,000 $1,963,019,602
FRAs PLN871,476,935,717 $242,312,508,193
VNS PLN4,488,385,838 $1,247,987,165
Inflation PLN0 $0
TotalPLN4,258,227,269,788$1,183,992,011,619
ProductVolume
SEK
USD
Equivalent
IRS SEK22,344,161,760,145 $2,724,299,758,607
OIS SEK0 $0
Basis SEK500,000,000 $60,962,228
Zeroes SEK130,940,871,118 $15,964,894,428
FRAs SEK21,057,878,146,208 $2,567,470,329,221
VNS SEK28,836,911,542 $3,515,924,741
Inflation SEK0 $0
TotalSEK43,562,317,689,013$5,311,311,869,225
ProductVolume
SGD
USD
Equivalent
IRS SGD3,194,912,440,911 $2,346,525,974,743
OIS SGD0 $0
Basis SGD2,387,400,000 $1,753,442,767
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,197,299,840,911$2,348,279,417,510
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,612,872,299,998 $1,796,428,895,701
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR24,612,872,299,998$1,796,428,895,701
ProductUSD
Equivalent
IRS$145,657,637,308,025
OIS$61,936,727,357,741
Basis$29,615,218,096,748
Zeroes$1,148,450,606,550
FRAs$67,356,567,163,128
VNS$1,623,085,763,861
Inflation$3,079,237,912,028
Total$310,416,924,208,081

Figures as of COB Oct 23, 2017.

Notional Outstanding by Product

As of COB Oct 23, 2017

Daily Notional by Tenor

As of COB Oct 23, 2017

Notional Outstanding by Currency

As of COB Oct 23, 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.