Daily Volumes

  • Client Notional Cleared (USD)
    $494,767,067,709,764
    Client Notional Outstanding (USD)
    $30,758,959,030,267
    As of COB Apr 28, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,431,445,000,000,000
    Trades Compressed
    11,263,643
  • 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 Apr 28, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$274,569,377,748
$2,274,259,997,460
$45,978,680,410,487
$15,274,590,653,543
EUR
€184,041,101,225
€948,203,810,252
€13,744,591,281,527
€7,230,874,932,005
GBP
£26,526,714,176
£118,022,934,504
£2,343,790,862,477
£1,468,615,853,787
JPY
¥1,816,817,030,000
¥7,141,767,739,028
¥125,201,905,364,502
¥117,489,536,928,196
CHF
CHF1,245,650,000
CHF18,018,336,251
CHF232,475,450,924
CHF188,527,333,038
AUD
$33,685,759,000
$137,825,876,898
$2,110,372,779,008
$1,527,938,126,970
CAD
$12,529,390,000
$110,566,461,623
$1,529,522,983,980
$1,016,145,518,689
Other*
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$21,696,632,501
$124,786,279,936
$2,423,396,942,607
$2,571,395,293,484
CZK
CZK88,087,671,473
CZK213,169,706,417
CZK3,632,819,924,881
CZK1,874,667,957,264
DKK
DKK1,100,000,000
DKK5,106,000,000
DKK215,965,572,503
DKK655,889,677,539
HKD
HKD22,269,917,735
HKD75,954,992,851
HKD928,587,518,633
HKD1,201,201,886,037
HUF
HUF117,216,400,000
HUF1,233,295,320,750
HUF50,173,889,632,997
HUF31,455,588,579,022
MXN
MXN1,000,000,000
MXN2,005,000,000
MXN45,860,631,276
MXN38,704,812,552
NOK
NOK1,365,124,520
NOK57,371,561,123
NOK1,515,314,876,245
NOK976,713,245,355
NZD
NZD3,237,684,000
NZD24,073,775,000
NZD439,663,280,317
NZD970,740,801,820
PLN
PLN3,860,600,000
PLN29,672,270,581
PLN727,209,583,492
PLN623,583,765,479
SEK
SEK62,880,577,500
SEK426,222,493,003
SEK7,766,051,594,028
SEK5,055,126,928,925
SGD
SGD3,750,854,268
SGD15,045,363,041
SGD299,257,766,874
SGD541,673,713,384
ZAR
ZAR19,636,695,000
ZAR146,208,135,000
ZAR2,673,094,207,345
ZAR3,119,726,393,753
Total in USD$583,122,396,185$3,850,969,698,841$70,092,295,616,030$30,758,959,030,267

Figures as of COB Apr 28, 2017. Weekly figures as of COB Apr 28, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $86,028,249,900
OIS $124,582,880,000
Basis $8,991,180,000
Zeroes $350,000,000
FRAs $53,630,204,543
VNS $269,810,805
Inflation $717,052,500
Total$274,569,377,748
ProductVolume
EUR
USD
Equivalent
IRS €38,679,497,434 $42,150,982,329
OIS €90,438,920,000 $98,555,813,070
Basis €0 $0
Zeroes €0 $0
FRAs €53,920,000,000 $58,759,320,000
VNS €29,823,791 $32,500,477
Inflation €972,860,000 $1,060,174,185
Total€184,041,101,225$200,558,790,061
ProductVolume
GBP
USD
Equivalent
IRS £18,545,494,500 $24,016,415,378
OIS £4,997,000,000 $6,471,115,000
Basis £2,549,850,000 $3,302,055,750
Zeroes £57,661,676 $74,671,870
FRAs £0 $0
VNS £15,000,000 $19,425,000
Inflation £361,708,000 $468,411,860
Total£26,526,714,176$34,352,094,858
ProductVolume
JPY
USD
Equivalent
IRS ¥870,317,030,000 $7,803,084,503
OIS ¥946,500,000,000 $8,486,125,431
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,816,817,030,000$16,289,209,934
ProductVolume
CHF
USD
Equivalent
IRS CHF1,205,650,000 $1,211,465,032
OIS CHF40,000,000 $40,192,926
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,245,650,000$1,251,657,958
ProductVolume
AUD
USD
Equivalent
IRS $7,785,759,000 $5,831,533,491
OIS $25,900,000,000 $19,399,100,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$33,685,759,000$25,230,633,491
ProductVolume
CAD
USD
Equivalent
IRS $10,303,390,000 $7,544,125,938
OIS $2,226,000,000 $1,629,873,696
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$12,529,390,000$9,173,999,634
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK63,087,671,473 $2,561,415,813
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK25,000,000,000 $1,015,022,330
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK88,087,671,473$3,576,438,143
ProductVolume
DKK
USD
Equivalent
IRS DKK1,100,000,000 $161,167,438
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,100,000,000$161,167,438
ProductVolume
HKD
USD
Equivalent
IRS HKD21,969,917,735 $2,824,477,751
OIS HKD0 $0
Basis HKD300,000,000 $38,568,343
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD22,269,917,735$2,863,046,094
ProductVolume
HUF
USD
Equivalent
IRS HUF117,216,400,000 $408,106,678
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF117,216,400,000$408,106,678
ProductVolume
MXN
USD
Equivalent
IRS MXN1,000,000,000 $53,161,091
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,000,000,000$53,161,091
ProductVolume
NOK
USD
Equivalent
IRS NOK1,361,140,000 $158,578,186
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK3,984,520 $464,212
Inflation NOK0 $0
TotalNOK1,365,124,520$159,042,398
ProductVolume
NZD
USD
Equivalent
IRS NZD3,237,684,000 $2,222,670,066
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,237,684,000$2,222,670,066
ProductVolume
PLN
USD
Equivalent
IRS PLN3,860,600,000 $995,012,822
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,860,600,000$995,012,822
ProductVolume
SEK
USD
Equivalent
IRS SEK28,780,577,500 $3,251,381,357
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK33,800,000,000 $3,818,432,409
VNS SEK300,000,000 $33,891,412
Inflation SEK0 $0
TotalSEK62,880,577,500$7,103,705,178
ProductVolume
SGD
USD
Equivalent
IRS SGD3,750,854,268 $2,685,415,621
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,750,854,268$2,685,415,621
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,636,695,000 $1,468,866,972
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,636,695,000$1,468,866,972
ProductUSD
Equivalent
IRS$191,376,110,366
OIS$259,165,100,123
Basis$12,331,804,093
Zeroes$424,671,870
FRAs$117,222,979,282
VNS$356,091,906
Inflation$2,245,638,545
Total$583,122,396,185
Show:
ProductUSD
Equivalent
IRS $611,669,047,810
OIS $1,204,669,071,000
Basis $90,993,704,716
Zeroes $1,937,300,000
FRAs $356,968,244,543
VNS $1,558,965,890
Inflation $6,463,663,501
Total$2,274,259,997,460
ProductVolume
EUR
USD
Equivalent
IRS €239,809,822,125 $261,254,565,074
OIS €551,610,360,000 $600,964,151,240
Basis €12,823,400,000 $13,957,537,250
Zeroes €2 $2
FRAs €138,289,670,000 $150,591,681,309
VNS €268,619,125 $292,305,876
Inflation €5,401,939,000 $5,882,754,371
Total€948,203,810,252$1,032,942,995,122
ProductVolume
GBP
USD
Equivalent
IRS £60,794,151,248 $78,381,697,716
OIS £44,352,830,000 $56,915,050,424
Basis £9,815,350,000 $12,643,863,780
Zeroes £64,759,594 $83,766,483
FRAs £1,600,000,000 $2,047,040,000
VNS £227,180,662 $292,602,942
Inflation £1,168,663,000 $1,503,780,920
Total£118,022,934,504$151,867,802,265
ProductVolume
JPY
USD
Equivalent
IRS ¥5,394,867,739,028 $48,589,811,668
OIS ¥1,251,500,000,000 $11,229,224,725
Basis ¥495,400,000,000 $4,476,239,929
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,141,767,739,028$64,295,276,322
ProductVolume
CHF
USD
Equivalent
IRS CHF9,860,536,251 $9,916,128,018
OIS CHF40,000,000 $40,192,926
Basis CHF10,000,000 $10,058,844
Zeroes CHF0 $0
FRAs CHF8,094,800,000 $8,146,940,419
VNS CHF13,000,000 $13,088,346
Inflation CHF0 $0
TotalCHF18,018,336,251$18,126,408,553
ProductVolume
AUD
USD
Equivalent
IRS $37,369,776,898 $28,040,529,735
OIS $98,712,100,000 $73,901,212,550
Basis $1,744,000,000 $1,319,708,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$137,825,876,898$103,261,450,285
ProductVolume
CAD
USD
Equivalent
IRS $54,027,715,423 $39,747,253,005
OIS $56,427,000,000 $41,599,467,061
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $111,746,200 $82,768,832
Inflation $0 $0
Total$110,566,461,623$81,429,488,898
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK172,719,706,417 $6,998,179,337
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK40,450,000,000 $1,641,539,515
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK213,169,706,417$8,639,718,852
ProductVolume
DKK
USD
Equivalent
IRS DKK5,106,000,000 $747,120,596
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,106,000,000$747,120,596
ProductVolume
HKD
USD
Equivalent
IRS HKD75,554,992,851 $9,712,000,174
OIS HKD0 $0
Basis HKD400,000,000 $51,421,318
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD75,954,992,851$9,763,421,492
ProductVolume
HUF
USD
Equivalent
IRS HUF998,295,320,750 $3,487,182,044
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF235,000,000,000 $819,514,917
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,233,295,320,750$4,306,696,961
ProductVolume
MXN
USD
Equivalent
IRS MXN2,005,000,000 $105,650,170
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,005,000,000$105,650,170
ProductVolume
NOK
USD
Equivalent
IRS NOK34,330,045,000 $4,004,153,004
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK22,986,501,373 $2,686,395,758
VNS NOK55,014,750 $6,415,151
Inflation NOK0 $0
TotalNOK57,371,561,123$6,696,963,913
ProductVolume
NZD
USD
Equivalent
IRS NZD24,073,775,000 $16,645,435,182
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD24,073,775,000$16,645,435,182
ProductVolume
PLN
USD
Equivalent
IRS PLN28,672,270,581 $7,398,102,036
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $258,802,521
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,672,270,581$7,656,904,557
ProductVolume
SEK
USD
Equivalent
IRS SEK202,432,493,003 $22,977,137,043
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK223,490,000,000 $25,321,510,938
VNS SEK300,000,000 $33,891,412
Inflation SEK0 $0
TotalSEK426,222,493,003$48,332,539,393
ProductVolume
SGD
USD
Equivalent
IRS SGD14,825,363,041 $10,624,161,284
OIS SGD0 $0
Basis SGD220,000,000 $157,886,763
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD15,045,363,041$10,782,048,047
ProductVolume
ZAR
USD
Equivalent
IRS ZAR146,208,135,000 $11,109,780,773
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR146,208,135,000$11,109,780,773
ProductUSD
Equivalent
IRS$1,171,407,934,669
OIS$1,989,318,369,926
Basis$123,610,420,600
Zeroes$2,021,066,485
FRAs$548,481,669,920
VNS$2,280,038,449
Inflation$13,850,198,792
Total$3,850,969,698,841
Show:
ProductUSD
Equivalent
IRS $9,092,286,219,068
OIS $27,604,072,473,215
Basis $1,268,762,865,354
Zeroes $8,789,373,712
FRAs $7,902,709,839,631
VNS $29,540,538,907
Inflation $72,519,100,600
Total$45,978,680,410,487
ProductVolume
EUR
USD
Equivalent
IRS €4,708,252,888,232 $5,023,764,358,858
OIS €7,174,926,069,772 $7,663,112,499,967
Basis €97,748,413,408 $104,397,858,949
Zeroes €33,161,634,890 $35,374,004,641
FRAs €1,642,875,570,000 $1,757,423,200,334
VNS €13,197,280,191 $14,078,923,639
Inflation €74,429,425,034 $79,576,755,209
Total€13,744,591,281,527$14,677,727,601,597
ProductVolume
GBP
USD
Equivalent
IRS £1,035,897,328,707 $1,289,882,452,120
OIS £1,044,093,566,062 $1,300,889,328,530
Basis £59,248,905,400 $74,057,571,271
Zeroes £4,429,502,902 $5,503,511,791
FRAs £157,742,732,324 $195,583,062,373
VNS £5,545,501,859 $6,903,523,395
Inflation £36,833,325,223 $45,816,675,336
Total£2,343,790,862,477$2,918,636,124,816
ProductVolume
JPY
USD
Equivalent
IRS ¥106,343,633,067,871 $941,919,855,410
OIS ¥8,147,718,837,988 $72,276,195,761
Basis ¥9,488,797,173,325 $84,514,814,152
Zeroes ¥0 $0
FRAs ¥1,217,043,200,000 $10,769,085,645
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥125,201,905,364,502$1,109,520,786,954
ProductVolume
CHF
USD
Equivalent
IRS CHF205,095,850,924 $204,479,149,630
OIS CHF60,000,000 $59,659,541
Basis CHF11,844,800,000 $11,829,483,103
Zeroes CHF0 $0
FRAs CHF15,461,800,000 $15,486,898,799
VNS CHF13,000,000 $13,088,346
Inflation CHF0 $0
TotalCHF232,475,450,924$231,868,279,419
ProductVolume
AUD
USD
Equivalent
IRS $938,327,223,854 $712,006,443,979
OIS $1,153,534,634,000 $876,060,399,127
Basis $18,451,286,000 $13,949,335,171
Zeroes $0 $0
FRAs $0 $0
VNS $59,635,154 $45,445,484
Inflation $0 $0
Total$2,110,372,779,008$1,602,061,623,761
ProductVolume
CAD
USD
Equivalent
IRS $995,430,608,570 $748,452,496,683
OIS $517,000,646,694 $389,067,273,879
Basis $16,388,500,000 $12,358,055,411
Zeroes $0 $0
FRAs $0 $0
VNS $703,228,716 $526,020,416
Inflation $0 $0
Total$1,529,522,983,980$1,150,403,846,389
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,361,600,948,273 $93,414,328,723
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,271,218,976,608 $50,262,551,760
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,632,819,924,881$143,676,880,483
ProductVolume
DKK
USD
Equivalent
IRS DKK202,619,572,503 $28,975,842,928
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK10,196,000,000 $1,459,327,536
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK215,965,572,503$30,882,118,448
ProductVolume
HKD
USD
Equivalent
IRS HKD906,249,518,633 $116,725,065,139
OIS HKD0 $0
Basis HKD22,338,000,000 $2,877,550,077
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD928,587,518,633$119,602,615,216
ProductVolume
HUF
USD
Equivalent
IRS HUF31,816,929,632,997 $109,644,241,448
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF2,000,000,000 $6,918,021
FRAs HUF18,354,960,000,000 $63,230,239,680
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF50,173,889,632,997$172,881,399,149
ProductVolume
MXN
USD
Equivalent
IRS MXN45,860,631,276 $2,338,709,031
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN45,860,631,276$2,338,709,031
ProductVolume
NOK
USD
Equivalent
IRS NOK814,128,683,555 $96,261,494,273
OIS NOK0 $0
Basis NOK2,423,040,000 $284,078,238
Zeroes NOK0 $0
FRAs NOK696,315,701,710 $82,318,233,567
VNS NOK2,447,450,980 $290,316,823
Inflation NOK0 $0
TotalNOK1,515,314,876,245$179,154,122,901
ProductVolume
NZD
USD
Equivalent
IRS NZD438,873,280,317 $310,941,374,727
OIS NZD0 $0
Basis NZD790,000,000 $547,875,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD439,663,280,317$311,489,249,977
ProductVolume
PLN
USD
Equivalent
IRS PLN555,115,592,092 $137,525,465,551
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN172,055,000,000 $42,302,743,024
VNS PLN38,991,400 $9,617,414
Inflation PLN0 $0
TotalPLN727,209,583,492$179,837,825,989
ProductVolume
SEK
USD
Equivalent
IRS SEK3,155,142,793,104 $353,140,539,217
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK4,608,277,095,238 $515,519,155,518
VNS SEK2,631,705,686 $296,627,238
Inflation SEK0 $0
TotalSEK7,766,051,594,028$868,956,321,973
ProductVolume
SGD
USD
Equivalent
IRS SGD298,713,766,874 $211,635,458,887
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD299,257,766,874$212,022,364,885
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,673,094,207,345 $202,555,334,555
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,673,094,207,345$202,555,334,555
ProductUSD
Equivalent
IRS$19,675,948,830,227
OIS$37,905,537,830,020
Basis$1,574,413,340,958
Zeroes$49,673,808,165
FRAs$10,637,064,337,867
VNS$51,744,937,648
Inflation$197,912,531,145
Total$70,092,295,616,030
Show:
ProductUSD
Equivalent
IRS $6,553,856,103,149
OIS $5,598,070,154,676
Basis $1,501,955,108,293
Zeroes $18,761,301,985
FRAs $1,422,270,570,301
VNS $123,797,001,539
Inflation $55,880,413,600
Total$15,274,590,653,543
ProductVolume
EUR
USD
Equivalent
IRS €3,281,814,016,625 $3,576,356,824,618
OIS €3,097,443,754,111 $3,375,439,331,043
Basis €129,834,471,646 $141,487,115,477
Zeroes €39,719,768,006 $43,284,617,184
FRAs €565,681,114,084 $616,450,994,073
VNS €60,683,430,547 $66,129,768,438
Inflation €55,698,376,986 $60,697,306,320
Total€7,230,874,932,005$7,879,845,957,153
ProductVolume
GBP
USD
Equivalent
IRS £782,223,555,502 $1,012,979,504,376
OIS £399,470,875,108 $517,314,783,264
Basis £111,231,370,000 $144,044,624,150
Zeroes £20,319,210,227 $26,313,377,245
FRAs £93,890,091,726 $121,587,668,785
VNS £22,926,061,944 $29,689,250,217
Inflation £38,554,689,280 $49,928,322,618
Total£1,468,615,853,787$1,901,857,530,655
ProductVolume
JPY
USD
Equivalent
IRS ¥87,614,201,085,103 $785,531,008,967
OIS ¥8,156,740,000,000 $73,131,662,707
Basis ¥21,375,182,757,775 $191,645,517,172
Zeroes ¥116,000,000,000 $1,040,032,277
FRAs ¥222,700,000,000 $1,996,682,656
VNS ¥4,713,085,318 $42,256,559
Inflation ¥0 $0
Total¥117,489,536,928,196$1,053,387,160,338
ProductVolume
CHF
USD
Equivalent
IRS CHF139,855,083,038 $140,529,625,239
OIS CHF40,000,000 $40,192,926
Basis CHF32,220,050,000 $32,375,452,170
Zeroes CHF2,542,400,000 $2,554,662,379
FRAs CHF13,856,800,000 $13,923,633,441
VNS CHF13,000,000 $13,062,701
Inflation CHF0 $0
TotalCHF188,527,333,038$189,436,628,856
ProductVolume
AUD
USD
Equivalent
IRS $646,511,602,262 $484,237,190,094
OIS $811,793,580,246 $608,033,391,604
Basis $69,233,790,000 $51,856,108,710
Zeroes $137,083,374 $102,675,447
FRAs $0 $0
VNS $262,071,089 $196,291,246
Inflation $0 $0
Total$1,527,938,126,971$1,144,425,657,101
ProductVolume
CAD
USD
Equivalent
IRS $737,106,296,362 $539,708,069,824
OIS $240,551,654,406 $176,131,542,673
Basis $28,857,800,000 $21,129,635,731
Zeroes $6,554,000,000 $4,798,828,483
FRAs $0 $0
VNS $3,075,767,920 $2,252,072,429
Inflation $0 $0
Total$1,016,145,518,688$744,020,149,140
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,576,241,957,264 $63,996,831,395
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK298,426,000,000 $12,116,362,160
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,874,667,957,264$76,113,193,555
ProductVolume
DKK
USD
Equivalent
IRS DKK646,589,677,539 $94,735,638,156
OIS DKK0 $0
Basis DKK6,950,000,000 $1,018,285,178
Zeroes DKK0 $0
FRAs DKK2,350,000,000 $344,312,255
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK655,889,677,539$96,098,235,589
ProductVolume
HKD
USD
Equivalent
IRS HKD1,132,712,886,037 $145,622,864,090
OIS HKD0 $0
Basis HKD68,489,000,000 $8,805,024,169
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,201,201,886,037$154,427,888,259
ProductVolume
HUF
USD
Equivalent
IRS HUF24,158,638,579,022 $84,111,964,971
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF45,800,000,000 $159,459,648
FRAs HUF7,251,150,000,000 $25,245,978,692
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF31,455,588,579,022$109,517,403,311
ProductVolume
MXN
USD
Equivalent
IRS MXN38,704,812,552 $2,057,590,078
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN38,704,812,552$2,057,590,078
ProductVolume
NOK
USD
Equivalent
IRS NOK683,247,942,722 $79,601,083,804
OIS NOK0 $0
Basis NOK10,583,040,000 $1,232,965,958
Zeroes NOK1,300,000,000 $151,455,134
FRAs NOK275,207,047,368 $32,062,707,944
VNS NOK6,375,215,265 $742,737,757
Inflation NOK0 $0
TotalNOK976,713,245,355$113,790,950,597
ProductVolume
NZD
USD
Equivalent
IRS NZD961,610,801,820 $660,145,815,450
OIS NZD0 $0
Basis NZD2,730,000,000 $1,874,145,000
Zeroes NZD6,400,000,000 $4,393,600,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD970,740,801,820$666,413,560,450
ProductVolume
PLN
USD
Equivalent
IRS PLN493,903,263,887 $127,296,296,057
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $373,716,156
FRAs PLN127,197,710,192 $32,783,337,464
VNS PLN1,032,791,400 $266,186,781
Inflation PLN0 $0
TotalPLN623,583,765,479$160,719,536,458
ProductVolume
SEK
USD
Equivalent
IRS SEK3,074,722,064,214 $347,355,573,354
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK793,811,710 $89,677,999
FRAs SEK1,976,211,195,168 $223,255,292,163
VNS SEK3,399,857,833 $384,086,608
Inflation SEK0 $0
TotalSEK5,055,126,928,925$571,084,630,124
ProductVolume
SGD
USD
Equivalent
IRS SGD540,517,713,384 $386,982,433,065
OIS SGD0 $0
Basis SGD856,000,000 $612,851,262
Zeroes SGD300,000,000 $214,784,321
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD541,673,713,384$387,810,068,648
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,119,726,393,753 $233,362,236,416
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,119,726,393,753$233,362,236,416
ProductUSD
Equivalent
IRS$15,318,466,653,103
OIS$10,348,161,058,893
Basis$2,098,036,833,270
Zeroes$102,238,188,258
FRAs$2,502,037,539,934
VNS$223,512,714,275
Inflation$166,506,042,538
Total$30,758,959,030,271

Figures as of COB Apr 28, 2017.

Notional Outstanding by Product

As of COB Apr 28, 2017

Daily Notional by Tenor
 

As of COB Apr 28, 2017

Notional Outstanding by Tenor
 

As of COB Apr 28, 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
$846,775,933,387
$8,354,568,531,339
$169,621,270,819,436
$113,326,787,929,140
EUR
€857,024,362,263
€5,494,457,885,513
€78,471,025,372,545
€83,573,507,078,096
GBP
£133,525,389,664
£923,670,716,239
£13,956,239,310,102
£21,605,334,855,088
JPY
¥4,275,225,860,000
¥39,891,658,244,984
¥633,213,468,126,204
¥1,485,231,360,319,840
CHF
CHF4,911,300,000
CHF58,926,056,922
CHF1,563,878,026,034
CHF3,356,950,437,926
AUD
$96,196,918,000
$512,521,753,796
$9,174,894,768,528
$19,457,505,871,937
CAD
$38,750,720,000
$316,609,726,994
$5,174,779,274,826
$9,089,064,308,980
Other*
Show All
Hide
$65,462,364,681
$497,637,868,834
$10,255,831,412,805
$18,330,877,945,936
CZK
CZK203,306,285,892
CZK764,742,896,712
CZK12,751,413,209,757
CZK17,946,131,930,654
DKK
DKK2,500,000,000
DKK21,218,000,000
DKK887,424,690,492
DKK4,073,968,920,131
HKD
HKD54,166,035,470
HKD294,901,298,526
HKD3,663,451,016,427
HKD10,605,350,315,833
HUF
HUF1,406,290,540,000
HUF6,683,663,901,500
HUF193,419,984,718,428
HUF278,156,786,841,082
MXN
MXN2,000,000,000
MXN4,180,000,000
MXN109,849,762,552
MXN112,536,963,828
NOK
NOK9,562,249,040
NOK555,282,887,246
NOK10,730,845,925,000
NOK15,451,581,510,248
NZD
NZD10,601,974,000
NZD89,068,110,000
NZD1,434,991,482,272
NZD4,509,049,468,111
PLN
PLN11,457,200,000
PLN96,711,541,162
PLN2,530,641,265,558
PLN5,435,199,956,754
SEK
SEK179,980,067,000
SEK1,554,262,394,370
SEK34,926,455,629,843
SEK42,356,936,949,107
SGD
SGD13,457,308,536
SGD56,736,177,628
SGD1,212,179,880,227
SGD3,259,144,070,997
ZAR
ZAR47,631,390,000
ZAR448,413,270,000
ZAR10,496,367,853,348
ZAR16,744,314,109,671
Total in USD$2,162,786,472,899$17,063,985,161,885$299,106,229,418,283$288,628,896,477,116

Figures as of COB Apr 28, 2017. Weekly figures as of COB Apr 28, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $313,636,026,625
OIS $304,161,080,000
Basis $39,313,920,000
Zeroes $700,000,000
FRAs $181,034,186,752
VNS $727,479,710
Inflation $7,203,240,300
Total$846,775,933,387
ProductVolume
EUR
USD
Equivalent
IRS €351,668,346,680 $383,230,580,795
OIS €339,981,280,000 $370,494,599,880
Basis €500,000,000 $544,875,000
Zeroes €0 $0
FRAs €159,840,000,000 $174,185,640,000
VNS €87,215,583 $95,043,181
Inflation €4,947,520,000 $5,391,559,920
Total€857,024,362,263$933,942,298,776
ProductVolume
GBP
USD
Equivalent
IRS £52,302,368,900 $67,731,567,726
OIS £41,022,000,000 $53,123,490,000
Basis £23,122,100,000 $29,943,119,500
Zeroes £116,304,764 $150,614,669
FRAs £15,700,000,000 $20,331,500,000
VNS £30,000,000 $38,850,000
Inflation £1,232,616,000 $1,596,237,720
Total£133,525,389,664$172,915,379,615
ProductVolume
JPY
USD
Equivalent
IRS ¥2,285,125,860,000 $20,487,971,130
OIS ¥1,893,000,000,000 $16,972,250,863
Basis ¥97,100,000,000 $870,578,742
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,275,225,860,000$38,330,800,735
ProductVolume
CHF
USD
Equivalent
IRS CHF4,271,300,000 $4,291,901,125
OIS CHF160,000,000 $160,771,704
Basis CHF480,000,000 $482,315,113
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,911,300,000$4,934,987,942
ProductVolume
AUD
USD
Equivalent
IRS $29,454,918,000 $22,061,733,582
OIS $64,402,000,000 $48,237,098,000
Basis $2,340,000,000 $1,752,660,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$96,196,918,000$72,051,491,582
ProductVolume
CAD
USD
Equivalent
IRS $33,098,720,000 $24,234,830,679
OIS $5,652,000,000 $4,138,385,502
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$38,750,720,000$28,373,216,181
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK143,306,285,892 $5,818,363,211
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK60,000,000,000 $2,436,053,593
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK203,306,285,892$8,254,416,804
ProductVolume
DKK
USD
Equivalent
IRS DKK2,500,000,000 $366,289,633
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,500,000,000$366,289,633
ProductVolume
HKD
USD
Equivalent
IRS HKD53,566,035,470 $6,886,510,782
OIS HKD0 $0
Basis HKD600,000,000 $77,136,686
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD54,166,035,470$6,963,647,468
ProductVolume
HUF
USD
Equivalent
IRS HUF1,006,290,540,000 $3,503,553,165
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF400,000,000,000 $1,392,660,678
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,406,290,540,000$4,896,213,843
ProductVolume
MXN
USD
Equivalent
IRS MXN2,000,000,000 $106,322,183
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,000,000,000$106,322,183
ProductVolume
NOK
USD
Equivalent
IRS NOK5,554,280,000 $647,095,557
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,000,000,000 $466,015,798
VNS NOK7,969,040 $928,425
Inflation NOK0 $0
TotalNOK9,562,249,040$1,114,039,780
ProductVolume
NZD
USD
Equivalent
IRS NZD10,601,974,000 $7,278,255,151
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD10,601,974,000$7,278,255,151
ProductVolume
PLN
USD
Equivalent
IRS PLN10,457,200,000 $2,695,189,371
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $257,735,280
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN11,457,200,000$2,952,924,651
ProductVolume
SEK
USD
Equivalent
IRS SEK106,780,067,000 $12,063,090,784
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK72,600,000,000 $8,201,721,684
VNS SEK600,000,000 $67,782,824
Inflation SEK0 $0
TotalSEK179,980,067,000$20,332,595,292
ProductVolume
SGD
USD
Equivalent
IRS SGD13,457,308,536 $9,634,729,577
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,457,308,536$9,634,729,577
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,631,390,000 $3,562,930,299
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,631,390,000$3,562,930,299
ProductUSD
Equivalent
IRS$888,236,941,375
OIS$797,287,675,949
Basis$72,984,605,041
Zeroes$850,614,669
FRAs$388,305,513,785
VNS$930,084,140
Inflation$14,191,037,940
Total$2,162,786,472,899
Show:
ProductUSD
Equivalent
IRS $2,353,290,183,416
OIS $3,229,909,902,000
Basis $302,425,169,432
Zeroes $4,147,491,426
FRAs $2,434,184,746,752
VNS $5,783,751,711
Inflation $24,827,286,602
Total$8,354,568,531,339
ProductVolume
EUR
USD
Equivalent
IRS €1,618,454,536,478 $1,763,263,998,505
OIS €2,404,250,180,000 $2,619,300,179,365
Basis €27,086,800,000 $29,485,392,500
Zeroes €48,012,004 $52,344,354
FRAs €1,417,882,680,000 $1,546,374,995,234
VNS €1,368,209,031 $1,490,583,308
Inflation €25,367,468,000 $27,632,384,737
Total€5,494,457,885,513$5,987,599,878,003
ProductVolume
GBP
USD
Equivalent
IRS £211,775,826,262 $272,747,267,013
OIS £281,575,660,000 $361,203,575,648
Basis £63,128,800,000 $81,408,501,740
Zeroes £144,673,428 $187,036,249
FRAs £359,914,554,000 $463,283,625,268
VNS £734,928,249 $946,521,556
Inflation £6,396,274,300 $8,232,792,147
Total£923,670,716,239$1,188,009,319,621
ProductVolume
JPY
USD
Equivalent
IRS ¥35,269,658,244,984 $318,433,405,596
OIS ¥2,858,000,000,000 $25,653,883,103
Basis ¥1,723,560,000,000 $15,586,454,134
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥40,440,000,000 $364,143,893
Inflation ¥0 $0
Total¥39,891,658,244,984$360,037,886,726
ProductVolume
CHF
USD
Equivalent
IRS CHF36,303,256,922 $36,515,110,053
OIS CHF160,000,000 $160,771,704
Basis CHF747,200,000 $750,774,260
Zeroes CHF0 $0
FRAs CHF21,689,600,000 $21,821,171,601
VNS CHF26,000,000 $26,176,693
Inflation CHF0 $0
TotalCHF58,926,056,922$59,274,004,311
ProductVolume
AUD
USD
Equivalent
IRS $167,413,053,796 $125,459,086,936
OIS $331,946,200,000 $248,463,659,100
Basis $13,162,500,000 $9,894,588,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$512,521,753,796$383,817,334,336
ProductVolume
CAD
USD
Equivalent
IRS $189,092,806,004 $139,029,364,400
OIS $123,054,000,000 $90,731,392,967
Basis $873,800,000 $641,462,340
Zeroes $32,948,000 $24,266,418
FRAs $0 $0
VNS $3,556,172,990 $2,613,852,590
Inflation $0 $0
Total$316,609,726,994$233,040,338,715
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK533,842,896,712 $21,622,290,433
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK230,900,000,000 $9,349,701,465
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK764,742,896,712$30,971,991,898
ProductVolume
DKK
USD
Equivalent
IRS DKK21,218,000,000 $3,107,900,958
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK21,218,000,000$3,107,900,958
ProductVolume
HKD
USD
Equivalent
IRS HKD292,901,298,526 $37,649,699,870
OIS HKD0 $0
Basis HKD2,000,000,000 $257,089,073
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD294,901,298,526$37,906,788,943
ProductVolume
HUF
USD
Equivalent
IRS HUF5,093,663,901,500 $17,783,988,272
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,590,000,000,000 $5,543,727,453
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,683,663,901,500$23,327,715,725
ProductVolume
MXN
USD
Equivalent
IRS MXN4,180,000,000 $220,375,235
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,180,000,000$220,375,235
ProductVolume
NOK
USD
Equivalent
IRS NOK94,891,855,000 $11,071,616,298
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK460,281,002,746 $53,639,102,108
VNS NOK110,029,500 $12,830,302
Inflation NOK0 $0
TotalNOK555,282,887,246$64,723,548,708
ProductVolume
NZD
USD
Equivalent
IRS NZD89,068,110,000 $61,436,254,085
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD89,068,110,000$61,436,254,085
ProductVolume
PLN
USD
Equivalent
IRS PLN81,361,541,162 $20,983,335,432
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,350,000,000 $3,965,773,305
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN96,711,541,162$24,949,108,737
ProductVolume
SEK
USD
Equivalent
IRS SEK760,191,429,370 $86,293,291,142
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK792,260,000,000 $89,800,005,688
VNS SEK1,810,965,000 $204,480,646
Inflation SEK0 $0
TotalSEK1,554,262,394,370$176,297,777,476
ProductVolume
SGD
USD
Equivalent
IRS SGD56,096,177,628 $40,200,987,854
OIS SGD0 $0
Basis SGD640,000,000 $459,250,695
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,736,177,628$40,660,238,549
ProductVolume
ZAR
USD
Equivalent
IRS ZAR448,413,270,000 $34,036,168,520
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR448,413,270,000$34,036,168,520
ProductUSD
Equivalent
IRS$5,343,144,324,018
OIS$6,575,423,363,887
Basis$440,908,682,474
Zeroes$4,411,138,447
FRAs$4,627,962,848,874
VNS$11,442,340,699
Inflation$60,692,463,486
Total$17,063,985,161,885
Show:
ProductUSD
Equivalent
IRS $32,609,762,094,899
OIS $75,321,983,203,110
Basis $5,606,034,839,531
Zeroes $19,934,513,742
FRAs $55,583,819,964,296
VNS $109,382,067,798
Inflation $370,354,136,060
Total$169,621,270,819,436
ProductVolume
EUR
USD
Equivalent
IRS €26,996,482,866,453 $28,812,751,565,046
OIS €25,355,905,423,442 $27,095,353,669,702
Basis €216,909,826,816 $231,692,272,788
Zeroes €67,200,403,002 $71,724,822,722
FRAs €25,300,281,480,000 $27,042,646,372,584
VNS €57,869,664,302 $61,772,220,219
Inflation €476,375,708,530 $509,205,194,611
Total€78,471,025,372,545$83,825,146,117,672
ProductVolume
GBP
USD
Equivalent
IRS £3,956,780,262,885 $4,924,979,045,229
OIS £3,770,129,612,124 $4,698,742,603,510
Basis £503,181,253,294 $628,917,525,611
Zeroes £21,687,997,063 $26,989,900,387
FRAs £5,490,434,163,037 $6,836,082,400,298
VNS £17,689,743,791 $22,019,559,710
Inflation £196,336,277,908 $244,254,213,268
Total£13,956,239,310,102$17,381,985,248,013
ProductVolume
JPY
USD
Equivalent
IRS ¥562,700,316,934,942 $4,983,845,144,363
OIS ¥30,839,754,273,976 $273,515,583,913
Basis ¥35,353,444,346,650 $314,049,796,895
Zeroes ¥0 $0
FRAs ¥4,270,086,400,000 $37,920,811,203
VNS ¥49,866,170,636 $445,815,865
Inflation ¥0 $0
Total¥633,213,468,126,204$5,609,777,152,239
ProductVolume
CHF
USD
Equivalent
IRS CHF651,269,226,034 $649,321,511,577
OIS CHF400,000,000 $401,195,967
Basis CHF62,857,200,000 $62,721,192,341
Zeroes CHF0 $0
FRAs CHF849,325,600,000 $848,924,367,536
VNS CHF26,000,000 $26,176,693
Inflation CHF0 $0
TotalCHF1,563,878,026,034$1,561,394,444,114
ProductVolume
AUD
USD
Equivalent
IRS $4,501,514,624,845 $3,410,982,827,033
OIS $4,453,152,268,000 $3,380,313,976,104
Basis $217,929,136,968 $165,084,060,107
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $1,298,738,715 $985,020,963
Inflation $0 $0
Total$9,174,894,768,528$6,958,133,484,207
ProductVolume
CAD
USD
Equivalent
IRS $3,594,651,095,034 $2,703,063,139,762
OIS $1,415,036,293,388 $1,065,353,679,169
Basis $124,711,340,000 $93,836,459,217
Zeroes $5,032,157,200 $3,808,803,317
FRAs $0 $0
VNS $35,348,389,204 $26,628,658,332
Inflation $0 $0
Total$5,174,779,274,826$3,892,690,739,797
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK7,759,041,256,541 $306,932,878,214
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,992,371,953,216 $197,401,384,397
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK12,751,413,209,757$504,334,262,611
ProductVolume
DKK
USD
Equivalent
IRS DKK699,806,690,492 $100,131,343,043
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK181,318,000,000 $25,969,041,699
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK887,424,690,492$126,994,280,710
ProductVolume
HKD
USD
Equivalent
IRS HKD3,592,337,016,427 $462,707,557,498
OIS HKD0 $0
Basis HKD71,114,000,000 $9,159,174,937
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD3,663,451,016,427$471,866,732,435
ProductVolume
HUF
USD
Equivalent
IRS HUF107,227,804,718,428 $369,551,739,416
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $13,836,043
FRAs HUF86,188,180,000,000 $296,953,407,203
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF193,419,984,718,428$666,518,982,662
ProductVolume
MXN
USD
Equivalent
IRS MXN109,849,762,552 $5,577,442,884
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN109,849,762,552$5,577,442,884
ProductVolume
NOK
USD
Equivalent
IRS NOK2,484,283,718,748 $293,881,504,001
OIS NOK0 $0
Basis NOK4,846,080,000 $568,156,475
Zeroes NOK0 $0
FRAs NOK8,236,348,574,292 $976,013,507,328
VNS NOK5,367,551,960 $637,365,801
Inflation NOK0 $0
TotalNOK10,730,845,925,000$1,271,100,533,605
ProductVolume
NZD
USD
Equivalent
IRS NZD1,433,801,482,272 $1,015,056,150,951
OIS NZD0 $0
Basis NZD1,190,000,000 $825,734,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,434,991,482,272$1,015,881,884,951
ProductVolume
PLN
USD
Equivalent
IRS PLN1,742,871,143,720 $432,080,601,789
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN787,532,000,000 $194,269,989,366
VNS PLN238,121,838 $58,482,895
Inflation PLN0 $0
TotalPLN2,530,641,265,558$626,409,074,050
ProductVolume
SEK
USD
Equivalent
IRS SEK10,376,662,827,151 $1,162,005,831,551
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK24,531,606,190,476 $2,746,600,133,268
VNS SEK18,186,612,216 $2,034,014,215
Inflation SEK0 $0
TotalSEK34,926,455,629,843$3,910,639,979,034
ProductVolume
SGD
USD
Equivalent
IRS SGD1,210,891,880,227 $857,675,960,659
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,212,179,880,227$858,593,249,825
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,496,367,853,348 $797,914,990,038
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,496,367,853,348$797,914,990,038
ProductUSD
Equivalent
IRS$83,898,221,327,953
OIS$111,835,663,911,475
Basis$7,114,700,397,036
Zeroes$123,239,476,211
FRAs$94,786,601,379,178
VNS$223,989,382,491
Inflation$1,123,813,543,939
Total$299,106,229,418,283
Show:
ProductUSD
Equivalent
IRS $41,813,033,160,266
OIS $23,496,216,341,846
Basis $16,579,331,414,792
Zeroes $177,573,308,940
FRAs $30,133,555,333,329
VNS $665,589,965,807
Inflation $461,488,404,160
Total$113,326,787,929,140
ProductVolume
EUR
USD
Equivalent
IRS €41,769,739,072,589 $45,518,573,154,353
OIS €18,649,814,021,492 $20,323,634,829,921
Basis €1,185,692,039,366 $1,292,107,899,899
Zeroes €916,370,238,499 $998,614,467,404
FRAs €19,814,951,564,219 $21,593,343,467,108
VNS €393,316,500,676 $428,616,656,612
Inflation €843,623,641,255 $919,338,863,058
Total€83,573,507,078,096$91,074,229,338,355
ProductVolume
GBP
USD
Equivalent
IRS £7,894,996,043,533 $10,224,019,876,376
OIS £3,360,207,925,623 $4,351,469,263,682
Basis £3,788,057,022,875 $4,905,533,844,623
Zeroes £271,246,630,409 $351,264,386,380
FRAs £5,646,824,641,854 $7,312,637,911,201
VNS £137,074,338,661 $177,511,268,566
Inflation £506,928,252,133 $656,472,086,513
Total£21,605,334,855,088$27,978,908,637,341
ProductVolume
JPY
USD
Equivalent
IRS ¥1,188,024,163,241,740 $10,651,581,685,047
OIS ¥58,406,188,101,906 $523,657,937,884
Basis ¥231,240,242,805,550 $2,073,252,726,100
Zeroes ¥6,305,500,000,000 $56,533,823,463
FRAs ¥1,205,400,000,000 $10,807,369,884
VNS ¥49,866,170,636 $447,089,888
Inflation ¥0 $0
Total¥1,485,231,360,319,832$13,316,280,632,266
ProductVolume
CHF
USD
Equivalent
IRS CHF1,791,426,495,854 $1,800,066,816,574
OIS CHF21,310,279,070 $21,413,061,766
Basis CHF485,466,462,000 $487,807,940,113
Zeroes CHF44,441,392,269 $44,655,739,820
FRAs CHF1,014,279,808,733 $1,019,171,833,534
VNS CHF26,000,000 $26,125,402
Inflation CHF0 $0
TotalCHF3,356,950,437,926$3,373,141,517,209
ProductVolume
AUD
USD
Equivalent
IRS $12,412,750,036,473 $9,297,149,777,319
OIS $4,981,279,175,558 $3,730,978,102,493
Basis $2,009,782,142,479 $1,505,326,824,717
Zeroes $40,200,965,031 $30,110,522,809
FRAs $0 $0
VNS $13,493,552,394 $10,106,670,743
Inflation $0 $0
Total$19,457,505,871,935$14,573,671,898,081
ProductVolume
CAD
USD
Equivalent
IRS $7,382,920,954,099 $5,405,763,100,201
OIS $1,142,101,822,360 $836,245,156,405
Basis $454,098,816,932 $332,490,438,903
Zeroes $47,594,972,158 $34,848,963,689
FRAs $0 $0
VNS $62,347,743,431 $45,650,919,590
Inflation $0 $0
Total$9,089,064,308,980$6,654,998,578,788
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK14,453,075,140,078 $586,807,760,458
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,123,020,706
FRAs CZK3,440,766,790,576 $139,698,205,058
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK17,946,131,930,654$728,628,986,222
ProductVolume
DKK
USD
Equivalent
IRS DKK3,848,634,095,077 $563,885,907,384
OIS DKK0 $0
Basis DKK14,780,000,000 $2,165,504,308
Zeroes DKK15,500,000,000 $2,270,995,722
FRAs DKK195,054,825,054 $28,578,624,078
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,073,968,920,131$596,901,031,492
ProductVolume
HKD
USD
Equivalent
IRS HKD10,367,166,315,833 $1,332,814,758,284
OIS HKD0 $0
Basis HKD227,584,000,000 $29,258,459,323
Zeroes HKD10,600,000,000 $1,362,748,123
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,605,350,315,833$1,363,435,965,730
ProductVolume
HUF
USD
Equivalent
IRS HUF210,286,970,024,694 $732,145,985,742
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF449,315,000,000 $1,564,358,332
FRAs HUF67,420,501,816,388 $234,734,704,465
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF278,156,786,841,082$968,445,048,539
ProductVolume
MXN
USD
Equivalent
IRS MXN112,536,963,828 $5,982,587,820
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN112,536,963,828$5,982,587,820
ProductVolume
NOK
USD
Equivalent
IRS NOK6,654,315,272,732 $775,254,010,384
OIS NOK0 $0
Basis NOK30,737,880,000 $3,581,084,419
Zeroes NOK21,015,005,656 $2,448,331,157
FRAs NOK8,732,474,725,330 $1,017,367,794,269
VNS NOK13,038,626,530 $1,519,051,487
Inflation NOK0 $0
TotalNOK15,451,581,510,248$1,800,170,271,716
ProductVolume
NZD
USD
Equivalent
IRS NZD4,488,947,468,111 $3,081,662,436,858
OIS NZD0 $0
Basis NZD4,422,000,000 $3,035,703,000
Zeroes NZD15,680,000,000 $10,764,320,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,509,049,468,111$3,095,462,459,858
ProductVolume
PLN
USD
Equivalent
IRS PLN4,324,987,526,694 $1,114,701,871,595
OIS PLN0 $0
Basis PLN2,374,000,000 $611,863,555
Zeroes PLN9,035,000,000 $2,328,638,256
FRAs PLN1,094,705,587,022 $282,144,251,091
VNS PLN4,097,843,038 $1,056,158,723
Inflation PLN0 $0
TotalPLN5,435,199,956,754$1,400,842,783,220
ProductVolume
SEK
USD
Equivalent
IRS SEK22,987,021,376,390 $2,596,875,367,314
OIS SEK0 $0
Basis SEK500,000,000 $56,485,687
Zeroes SEK212,315,290,049 $23,985,549,837
FRAs SEK19,136,324,308,304 $2,161,856,832,317
VNS SEK20,775,974,363 $2,347,090,350
Inflation SEK0 $0
TotalSEK42,356,936,949,106$4,785,121,325,505
ProductVolume
SGD
USD
Equivalent
IRS SGD3,234,693,070,997 $2,315,871,180,238
OIS SGD0 $0
Basis SGD2,128,000,000 $1,523,536,782
Zeroes SGD22,323,000,000 $15,982,101,307
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,259,144,070,997$2,333,376,818,327
ProductVolume
ZAR
USD
Equivalent
IRS ZAR16,744,314,109,671 $1,252,510,667,510
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR16,744,314,109,671$1,252,510,667,510
ProductUSD
Equivalent
IRS$139,068,700,103,723
OIS$53,283,614,693,997
Basis$27,216,083,726,221
Zeroes$1,756,431,275,945
FRAs$63,933,896,326,334
VNS$1,332,870,997,168
Inflation$2,037,299,353,731
Total$288,628,896,477,119

Figures as of COB Apr 28, 2017.

Notional Outstanding by Product

As of COB Apr 28, 2017

Daily Notional by Tenor

As of COB Apr 28, 2017

Notional Outstanding by Currency

As of COB Apr 28, 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.