Daily Volumes

  • Client Notional Cleared (USD)
    $415,889,923,355,482
    Client Notional Outstanding (USD)
    $25,629,618,513,814
    As of COB Dec 5, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,233,884,000,000,000
    Trades Compressed
    10,086,720
  • 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 Dec 5, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$730,020,265,381
$1,614,539,730,340
$66,818,684,534,842
$12,527,450,823,189
EUR
€103,934,009,916
€1,139,029,872,169
€28,091,661,412,239
€5,374,436,403,224
GBP
£18,822,979,217
£110,718,416,118
£10,159,314,862,781
£1,394,654,866,687
JPY
¥859,459,335,200
¥10,990,865,008,808
¥499,171,914,604,687
¥119,183,205,045,156
CHF
CHF1,265,772,566
CHF17,479,134,208
CHF541,006,056,781
CHF148,323,823,870
AUD
$17,064,149,000
$161,733,146,000
$8,182,765,681,453
$1,771,710,817,834
CAD
$11,165,712,532
$70,865,882,522
$4,582,374,727,539
$1,212,497,574,467
Other*
Show All
Hide
$28,839,783,281
$137,088,943,227
$4,102,317,836,923
$2,109,738,409,842
CZK
CZK2,858,992,814
CZK124,042,393,000
CZK3,000,904,353,026
CZK1,110,852,192,208
DKK
DKK170,375,000
DKK10,992,592,874
DKK413,264,436,234
DKK522,466,394,085
HKD
HKD14,047,540,122
HKD40,073,627,090
HKD1,608,336,097,148
HKD897,397,571,712
HUF
HUF1,636,186,000,000
HUF2,306,872,369,476
HUF81,794,790,090,796
HUF24,246,264,362,696
MXN
MXN0
MXN1,250,000,000
MXN1,400,000,000
MXN1,300,000,000
NOK
NOK17,587,176,236
NOK64,790,284,249
NOK1,944,881,815,068
NOK654,156,611,638
NZD
NZD10,683,810,000
NZD65,189,365,103
NZD1,523,847,046,174
NZD1,039,751,687,075
PLN
PLN14,029,300,000
PLN36,958,025,814
PLN1,579,529,853,993
PLN522,589,510,250
SEK
SEK54,736,460,000
SEK340,769,500,400
SEK8,807,654,343,452
SEK3,282,903,461,116
SGD
SGD2,132,327,500
SGD9,903,197,158
SGD649,334,245,347
SGD497,495,380,856
ZAR
ZAR9,343,500,000
ZAR149,962,498,191
ZAR3,256,690,645,055
ZAR1,845,337,807,549
Total in USD$924,670,922,404$3,390,152,927,388$130,701,736,658,061$25,629,618,513,814

Figures as of COB Dec 5, 2016. Weekly figures as of COB Dec 2, 2016. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $108,652,065,239
OIS $498,083,124,000
Basis $6,401,000,000
Zeroes $0
FRAs $116,215,000,000
VNS $569,076,142
Inflation $100,000,000
Total$730,020,265,381
ProductVolume
EUR
USD
Equivalent
IRS €41,825,795,000 $45,021,285,738
OIS €42,796,140,683 $46,065,765,831
Basis €300,000,000 $322,920,000
Zeroes €0 $0
FRAs €18,050,000,000 $19,429,020,000
VNS €959,574,233 $1,032,885,705
Inflation €2,500,000 $2,691,000
Total€103,934,009,916$111,874,568,274
ProductVolume
GBP
USD
Equivalent
IRS £11,562,743,217 $14,721,684,664
OIS £7,019,500,000 $8,937,227,400
Basis £150,000,000 $190,980,000
Zeroes £22,550,000 $28,710,660
FRAs £0 $0
VNS £13,696,000 $17,437,747
Inflation £54,490,000 $69,376,668
Total£18,822,979,217$23,965,417,139
ProductVolume
JPY
USD
Equivalent
IRS ¥810,459,335,200 $7,118,659,071
OIS ¥49,000,000,000 $430,390,865
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥859,459,335,200$7,549,049,936
ProductVolume
CHF
USD
Equivalent
IRS CHF1,072,772,566 $1,065,738,691
OIS CHF0 $0
Basis CHF193,000,000 $191,734,552
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,265,772,566$1,257,473,243
ProductVolume
AUD
USD
Equivalent
IRS $12,714,149,000 $9,499,376,425
OIS $4,350,000,000 $3,250,102,500
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,064,149,000$12,749,478,925
ProductVolume
CAD
USD
Equivalent
IRS $9,617,869,000 $7,248,375,160
OIS $1,500,000,000 $1,130,454,443
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $47,843,532 $36,056,622
Inflation $0 $0
Total$11,165,712,532$8,414,886,225
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,858,992,814 $113,786,230
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,858,992,814$113,786,230
ProductVolume
DKK
USD
Equivalent
IRS DKK170,375,000 $24,649,517
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK170,375,000$24,649,517
ProductVolume
HKD
USD
Equivalent
IRS HKD14,047,540,122 $1,811,440,524
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,047,540,122$1,811,440,524
ProductVolume
HUF
USD
Equivalent
IRS HUF504,786,000,000 $1,732,159,769
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,131,400,000,000 $3,882,369,089
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,636,186,000,000$5,614,528,858
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK12,412,560,936 $1,482,619,064
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $597,225,291
VNS NOK174,615,300 $20,856,935
Inflation NOK0 $0
TotalNOK17,587,176,236$2,100,701,290
ProductVolume
NZD
USD
Equivalent
IRS NZD10,683,810,000 $7,630,377,102
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD10,683,810,000$7,630,377,102
ProductVolume
PLN
USD
Equivalent
IRS PLN7,829,300,000 $1,873,239,942
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,200,000,000 $1,483,413,286
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN14,029,300,000$3,356,653,228
ProductVolume
SEK
USD
Equivalent
IRS SEK41,736,460,000 $4,578,022,749
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK13,000,000,000 $1,425,954,567
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK54,736,460,000$6,003,977,316
ProductVolume
SGD
USD
Equivalent
IRS SGD2,132,327,500 $1,502,909,149
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,132,327,500$1,502,909,149
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,343,500,000 $680,760,067
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,343,500,000$680,760,067
ProductUSD
Equivalent
IRS$214,757,149,101
OIS$557,897,065,039
Basis$7,106,634,552
Zeroes$28,710,660
FRAs$143,032,982,233
VNS$1,676,313,151
Inflation$172,067,668
Total$924,670,922,404
Show:
ProductUSD
Equivalent
IRS $561,979,569,505
OIS $624,770,273,400
Basis $30,632,250,000
Zeroes $1,127,000,000
FRAs $390,965,700,000
VNS $1,843,185,435
Inflation $3,221,752,000
Total$1,614,539,730,340
ProductVolume
EUR
USD
Equivalent
IRS €570,968,098,581 $607,170,256,091
OIS €395,069,800,730 $420,586,761,791
Basis €3,721,840,000 $3,957,707,444
Zeroes €78,960,000 $84,270,060
FRAs €166,922,000,000 $177,773,629,350
VNS €1,110,172,858 $1,181,504,536
Inflation €1,159,000,000 $1,232,429,950
Total€1,139,029,872,169$1,211,986,559,222
ProductVolume
GBP
USD
Equivalent
IRS £59,758,967,429 $74,982,861,587
OIS £30,154,870,000 $37,693,491,424
Basis £2,995,500,000 $3,760,822,159
Zeroes £527,514,177 $660,036,920
FRAs £14,670,800,000 $18,256,846,500
VNS £1,033,399,943 $1,296,083,939
Inflation £1,577,364,569 $1,973,580,186
Total£110,718,416,118$138,623,722,715
ProductVolume
JPY
USD
Equivalent
IRS ¥9,889,265,008,808 $87,337,757,028
OIS ¥20,700,000,000 $184,028,141
Basis ¥1,080,900,000,000 $9,508,902,362
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,990,865,008,808$97,030,687,531
ProductVolume
CHF
USD
Equivalent
IRS CHF16,183,934,208 $15,958,578,123
OIS CHF0 $0
Basis CHF1,295,200,000 $1,279,652,225
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,479,134,208$17,238,230,348
ProductVolume
AUD
USD
Equivalent
IRS $60,493,146,000 $45,013,584,914
OIS $101,020,000,000 $75,414,700,000
Basis $220,000,000 $162,776,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$161,733,146,000$120,591,060,914
ProductVolume
CAD
USD
Equivalent
IRS $53,898,882,522 $40,323,138,508
OIS $16,967,000,000 $12,730,854,583
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$70,865,882,522$53,053,993,091
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK98,742,393,000 $3,884,821,793
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK25,300,000,000 $997,485,980
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK124,042,393,000$4,882,307,773
ProductVolume
DKK
USD
Equivalent
IRS DKK5,992,592,874 $857,276,008
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK5,000,000,000 $715,656,081
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,992,592,874$1,572,932,089
ProductVolume
HKD
USD
Equivalent
IRS HKD35,909,627,090 $4,629,714,781
OIS HKD0 $0
Basis HKD4,164,000,000 $536,842,013
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD40,073,627,090$5,166,556,794
ProductVolume
HUF
USD
Equivalent
IRS HUF2,110,372,369,476 $7,184,839,221
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF196,500,000,000 $665,087,155
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,306,872,369,476$7,849,926,376
ProductVolume
MXN
USD
Equivalent
IRS MXN1,250,000,000 $60,581,094
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,250,000,000$60,581,094
ProductVolume
NOK
USD
Equivalent
IRS NOK31,204,825,619 $3,685,151,195
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,000,000,000 $3,882,459,061
VNS NOK585,458,630 $68,907,873
Inflation NOK0 $0
TotalNOK64,790,284,249$7,636,518,129
ProductVolume
NZD
USD
Equivalent
IRS NZD65,189,365,103 $46,294,915,788
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD65,189,365,103$46,294,915,788
ProductVolume
PLN
USD
Equivalent
IRS PLN28,315,525,814 $6,744,464,802
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,642,500,000 $2,065,254,858
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN36,958,025,814$8,809,719,660
ProductVolume
SEK
USD
Equivalent
IRS SEK121,025,500,400 $13,142,609,255
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK219,494,000,000 $23,866,105,597
VNS SEK250,000,000 $27,083,830
Inflation SEK0 $0
TotalSEK340,769,500,400$37,035,798,682
ProductVolume
SGD
USD
Equivalent
IRS SGD9,903,197,158 $6,946,054,696
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD9,903,197,158$6,946,054,696
ProductVolume
ZAR
USD
Equivalent
IRS ZAR149,962,498,191 $10,833,632,146
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR149,962,498,191$10,833,632,146
ProductUSD
Equivalent
IRS$1,537,029,806,535
OIS$1,171,380,109,339
Basis$49,838,952,203
Zeroes$1,871,306,980
FRAs$619,188,224,582
VNS$4,416,765,613
Inflation$6,427,762,136
Total$3,390,152,927,388
Show:
ProductUSD
Equivalent
IRS $18,405,072,986,806
OIS $33,109,554,351,933
Basis $2,297,079,396,440
Zeroes $240,573,634,396
FRAs $12,688,160,622,050
VNS $54,897,461,717
Inflation $23,346,081,500
Total$66,818,684,534,842
ProductVolume
EUR
USD
Equivalent
IRS €8,363,648,945,388 $9,260,175,388,296
OIS €16,060,730,051,106 $17,794,087,876,051
Basis €204,744,615,355 $227,007,823,864
Zeroes €399,984,767,000 $447,777,517,983
FRAs €2,996,119,792,564 $3,319,177,978,921
VNS €34,366,680,292 $37,863,201,253
Inflation €32,066,560,534 $35,357,631,656
Total€28,091,661,412,239$31,121,447,418,024
ProductVolume
GBP
USD
Equivalent
IRS £2,294,594,075,754 $3,110,564,323,034
OIS £6,689,573,784,514 $9,197,715,692,935
Basis £171,269,645,000 $238,395,479,475
Zeroes £72,683,422,217 $102,341,260,340
FRAs £879,251,800,000 $1,213,937,278,755
VNS £9,091,483,202 $12,010,922,457
Inflation £42,850,652,094 $55,318,769,717
Total£10,159,314,862,781$13,930,283,726,713
ProductVolume
JPY
USD
Equivalent
IRS ¥430,146,590,570,237 $3,958,248,238,129
OIS ¥25,691,800,000,000 $234,638,656,453
Basis ¥33,804,044,034,450 $307,494,367,454
Zeroes ¥3,524,940,000,000 $32,087,966,362
FRAs ¥6,004,540,000,000 $57,675,064,719
VNS ¥0 $0
Inflation ¥0 $0
Total¥499,171,914,604,687$4,590,144,293,117
ProductVolume
CHF
USD
Equivalent
IRS CHF388,047,096,781 $395,690,152,351
OIS CHF11,150,000,000 $11,514,779,053
Basis CHF41,614,600,000 $42,508,163,480
Zeroes CHF59,030,430,000 $60,202,030,730
FRAs CHF41,163,930,000 $41,784,661,753
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF541,006,056,781$551,699,787,367
ProductVolume
AUD
USD
Equivalent
IRS $1,894,549,510,744 $1,412,049,614,761
OIS $6,155,872,794,000 $4,600,742,315,281
Basis $85,615,857,401 $63,383,687,387
Zeroes $46,525,083,374 $34,659,861,340
FRAs $0 $0
VNS $202,435,934 $151,581,402
Inflation $0 $0
Total$8,182,765,681,453$6,110,987,060,171
ProductVolume
CAD
USD
Equivalent
IRS $2,189,687,985,211 $1,661,297,038,720
OIS $2,227,800,249,130 $1,687,654,564,398
Basis $20,486,500,000 $15,614,446,200
Zeroes $142,640,900,000 $110,274,268,058
FRAs $0 $0
VNS $1,759,093,198 $1,331,683,528
Inflation $0 $0
Total$4,582,374,727,539$3,476,172,000,904
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,618,834,353,026 $107,431,520,011
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK366,030,000,000 $14,903,891,525
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,000,904,353,026$122,984,007,455
ProductVolume
DKK
USD
Equivalent
IRS DKK381,520,436,234 $57,088,982,532
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,700,000,000 $711,524,059
FRAs DKK27,044,000,000 $3,902,421,479
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK413,264,436,234$61,702,928,070
ProductVolume
HKD
USD
Equivalent
IRS HKD1,548,977,097,148 $199,527,526,354
OIS HKD0 $0
Basis HKD48,209,000,000 $6,211,551,271
Zeroes HKD11,150,000,000 $1,435,147,721
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,608,336,097,148$207,174,225,346
ProductVolume
HUF
USD
Equivalent
IRS HUF39,866,264,212,930 $141,739,712,847
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF48,430,000,000 $172,741,157
FRAs HUF41,880,095,877,866 $149,723,442,137
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF81,794,790,090,796$291,635,896,141
ProductVolume
MXN
USD
Equivalent
IRS MXN1,400,000,000 $68,248,844
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,400,000,000$68,248,844
ProductVolume
NOK
USD
Equivalent
IRS NOK1,115,416,429,104 $133,358,264,235
OIS NOK0 $0
Basis NOK7,795,000,000 $921,952,932
Zeroes NOK9,188,800,000 $1,111,510,437
FRAs NOK809,685,503,100 $96,017,289,079
VNS NOK2,796,082,864 $332,741,205
Inflation NOK0 $0
TotalNOK1,944,881,815,068$231,741,757,888
ProductVolume
NZD
USD
Equivalent
IRS NZD1,498,987,046,174 $1,043,634,370,549
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
TotalNZD1,523,847,046,174$1,060,938,029,849
ProductVolume
PLN
USD
Equivalent
IRS PLN920,055,053,993 $233,428,007,537
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,484,000,000 $615,360,945
FRAs PLN655,147,000,000 $167,457,497,395
VNS PLN993,800,000 $252,897,939
Inflation PLN0 $0
TotalPLN1,579,529,853,993$401,973,229,095
ProductVolume
SEK
USD
Equivalent
IRS SEK5,694,305,814,343 $669,906,501,898
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK163,303,009,833 $19,426,638,347
FRAs SEK2,949,493,677,129 $340,663,832,555
VNS SEK551,842,147 $60,430,989
Inflation SEK0 $0
TotalSEK8,807,654,343,452$1,030,057,403,789
ProductVolume
SGD
USD
Equivalent
IRS SGD610,665,245,347 $442,532,778,849
OIS SGD0 $0
Basis SGD248,000,000 $176,737,923
Zeroes SGD38,421,000,000 $28,322,632,467
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD649,334,245,347$471,032,149,239
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,256,690,645,055 $223,009,961,207
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,256,690,645,055$223,009,961,207
ProductUSD
Equivalent
IRS$41,454,823,616,960
OIS$66,635,908,236,104
Basis$3,200,325,020,505
Zeroes$1,096,352,400,761
FRAs$18,093,403,980,368
VNS$106,900,920,490
Inflation$114,022,482,873
Total$130,701,736,658,061
Show:
ProductUSD
Equivalent
IRS $5,379,303,837,956
OIS $3,727,291,571,967
Basis $1,223,458,005,892
Zeroes $51,900,773,607
FRAs $2,033,709,425,200
VNS $93,903,199,067
Inflation $17,884,009,500
Total$12,527,450,823,189
ProductVolume
EUR
USD
Equivalent
IRS €2,769,569,055,404 $2,981,164,131,237
OIS €1,894,534,657,752 $2,039,277,105,604
Basis €88,176,958,238 $94,913,677,848
Zeroes €89,171,053,116 $95,983,721,574
FRAs €471,136,329,139 $507,131,144,685
VNS €41,889,643,623 $45,090,012,396
Inflation €19,958,705,952 $21,483,551,086
Total€5,374,436,403,224$5,785,043,344,430
ProductVolume
GBP
USD
Equivalent
IRS £574,402,542,582 $731,329,317,216
OIS £573,544,818,100 $730,237,262,404
Basis £84,917,695,000 $108,117,209,274
Zeroes £19,012,388,230 $24,206,572,695
FRAs £107,292,900,000 $136,605,320,280
VNS £16,290,302,982 $20,740,813,756
Inflation £19,194,219,794 $24,438,080,642
Total£1,394,654,866,688$1,775,674,576,267
ProductVolume
JPY
USD
Equivalent
IRS ¥90,366,821,629,606 $793,735,807,023
OIS ¥6,790,508,000,000 $59,644,339,043
Basis ¥20,770,785,415,550 $182,439,924,599
Zeroes ¥339,540,000,000 $2,982,345,191
FRAs ¥915,550,000,000 $8,041,721,563
VNS ¥0 $0
Inflation ¥0 $0
Total¥119,183,205,045,156$1,046,844,137,419
ProductVolume
CHF
USD
Equivalent
IRS CHF109,092,023,870 $108,376,737,404
OIS CHF2,555,000,000 $2,538,247,566
Basis CHF25,033,750,000 $24,869,610,570
Zeroes CHF10,117,050,000 $10,050,715,279
FRAs CHF1,526,000,000 $1,515,994,437
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF148,323,823,870$147,351,305,256
ProductVolume
AUD
USD
Equivalent
IRS $784,041,550,705 $585,796,644,609
OIS $884,601,280,246 $660,929,846,536
Basis $88,982,467,574 $66,483,250,648
Zeroes $13,883,083,374 $10,372,745,743
FRAs $0 $0
VNS $202,435,934 $151,250,008
Inflation $0 $0
Total$1,771,710,817,833$1,323,733,737,544
ProductVolume
CAD
USD
Equivalent
IRS $646,494,370,775 $487,221,622,409
OIS $505,662,310,494 $381,085,470,265
Basis $17,516,800,000 $13,201,296,254
Zeroes $41,065,000,000 $30,948,074,459
FRAs $0 $0
VNS $1,759,093,198 $1,325,716,481
Inflation $0 $0
Total$1,212,497,574,467$913,782,179,868
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,049,552,192,208 $41,771,559,031
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK61,300,000,000 $2,439,703,892
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,110,852,192,208$44,211,262,923
ProductVolume
DKK
USD
Equivalent
IRS DKK493,872,394,085 $71,452,479,649
OIS DKK0 $0
Basis DKK3,800,000,000 $549,776,472
Zeroes DKK1,750,000,000 $253,186,533
FRAs DKK23,044,000,000 $3,333,960,271
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK522,466,394,085$75,589,402,925
ProductVolume
HKD
USD
Equivalent
IRS HKD846,888,571,712 $109,206,897,795
OIS HKD0 $0
Basis HKD48,971,000,000 $6,314,846,097
Zeroes HKD1,538,000,000 $198,326,220
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD897,397,571,712$115,720,070,112
ProductVolume
HUF
USD
Equivalent
IRS HUF14,810,864,362,696 $50,823,088,198
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,100,000,000 $130,739,139
FRAs HUF9,397,300,000,000 $32,246,585,684
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF24,246,264,362,696$83,200,413,021
ProductVolume
MXN
USD
Equivalent
IRS MXN1,300,000,000 $63,131,313
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,300,000,000$63,131,313
ProductVolume
NOK
USD
Equivalent
IRS NOK508,577,766,998 $60,747,101,008
OIS NOK0 $0
Basis NOK8,160,000,000 $974,671,675
Zeroes NOK8,150,000,000 $973,477,225
FRAs NOK126,488,307,776 $15,108,403,291
VNS NOK2,780,536,864 $332,121,388
Inflation NOK0 $0
TotalNOK654,156,611,638$78,135,774,587
ProductVolume
NZD
USD
Equivalent
IRS NZD1,028,921,687,075 $734,855,868,909
OIS NZD0 $0
Basis NZD1,940,000,000 $1,385,548,000
Zeroes NZD8,890,000,000 $6,349,238,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,039,751,687,075$742,590,654,909
ProductVolume
PLN
USD
Equivalent
IRS PLN400,905,710,250 $95,920,783,398
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $395,736,383
FRAs PLN119,036,000,000 $28,480,578,053
VNS PLN993,800,000 $237,776,794
Inflation PLN0 $0
TotalPLN522,589,510,250$125,034,874,628
ProductVolume
SEK
USD
Equivalent
IRS SEK2,067,322,875,105 $226,762,191,923
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK60,689,811,710 $6,656,993,398
FRAs SEK1,154,338,932,154 $126,618,067,081
VNS SEK551,842,147 $60,530,910
Inflation SEK0 $0
TotalSEK3,282,903,461,116$360,097,783,312
ProductVolume
SGD
USD
Equivalent
IRS SGD474,929,380,856 $334,740,189,495
OIS SGD0 $0
Basis SGD528,000,000 $372,145,475
Zeroes SGD22,038,000,000 $15,532,844,657
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD497,495,380,856$350,645,179,627
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,845,337,807,549 $134,449,862,482
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,845,337,807,549$134,449,862,482
ProductUSD
Equivalent
IRS$12,927,721,251,055
OIS$7,601,003,843,385
Basis$1,723,079,962,804
Zeroes$256,935,490,103
FRAs$2,895,230,904,437
VNS$161,841,420,800
Inflation$63,805,641,228
Total$25,629,618,513,812

Figures as of COB Dec 5, 2016.

Notional Outstanding by Product

As of COB Dec 5, 2016

Daily Notional by Tenor
 

As of COB Dec 5, 2016

Notional Outstanding by Tenor
 

As of COB Dec 5, 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
$2,453,846,755,992
$8,325,632,851,105
$288,935,879,009,758
$109,577,487,080,547
EUR
€562,833,292,164
€6,729,864,759,021
€165,221,168,007,200
€78,836,564,252,625
GBP
£77,853,842,157
£909,458,330,140
£53,503,737,603,456
£24,396,653,471,665
JPY
¥17,739,462,270,400
¥35,398,712,211,616
¥2,503,209,060,717,256
¥1,592,259,534,457,320
CHF
CHF11,684,145,132
CHF178,124,447,310
CHF3,708,783,899,209
CHF3,383,330,309,198
AUD
$72,087,526,000
$705,626,896,359
$32,777,784,874,088
$19,657,601,390,932
CAD
$28,985,053,064
$274,947,706,197
$14,930,091,586,980
$10,053,361,293,622
Other*
Show All
Hide
$92,074,096,212
$735,430,440,884
$17,858,658,512,084
$15,384,341,903,285
CZK
CZK27,723,985,628
CZK384,673,786,000
CZK11,377,008,863,055
CZK11,610,809,050,492
DKK
DKK11,082,750,000
DKK58,641,672,128
DKK2,708,342,767,467
DKK4,220,854,389,530
HKD
HKD51,469,080,244
HKD210,270,007,616
HKD6,894,518,435,607
HKD8,929,552,032,139
HUF
HUF3,615,073,772,244
HUF11,057,934,874,744
HUF350,993,474,867,628
HUF223,351,664,882,682
MXN
MXN0
MXN2,500,000,000
MXN2,810,020,000
MXN2,710,020,000
NOK
NOK119,328,334,344
NOK206,828,881,844
NOK17,480,321,112,716
NOK15,146,742,686,118
NZD
NZD23,740,610,000
NZD158,271,359,206
NZD4,306,201,211,167
NZD4,323,360,157,187
PLN
PLN36,417,390,000
PLN133,988,152,428
PLN6,466,419,216,467
PLN4,769,245,586,201
SEK
SEK191,730,520,000
SEK3,917,621,084,800
SEK46,380,243,346,843
SEK31,767,513,681,835
SGD
SGD8,803,405,000
SGD36,626,163,356
SGD2,676,378,745,951
SGD3,005,775,111,970
ZAR
ZAR43,478,221,602
ZAR385,723,996,382
ZAR10,904,145,540,339
ZAR10,327,207,909,092
Total in USD$3,494,004,375,204$18,583,964,809,370$625,698,362,336,882$280,493,818,516,453

Figures as of COB Dec 5, 2016. Weekly figures as of COB Dec 2, 2016. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $352,328,816,509
OIS $1,709,602,048,000
Basis $43,861,400,000
Zeroes $0
FRAs $344,090,000,000
VNS $1,814,252,283
Inflation $2,150,239,200
Total$2,453,846,755,992
ProductVolume
EUR
USD
Equivalent
IRS €222,398,491,393 $239,389,736,136
OIS €202,910,950,392 $218,413,347,002
Basis €600,000,000 $645,840,000
Zeroes €0 $0
FRAs €133,360,000,000 $143,548,704,000
VNS €2,187,650,379 $2,354,786,868
Inflation €1,376,200,000 $1,481,341,680
Total€562,833,292,164$605,833,755,686
ProductVolume
GBP
USD
Equivalent
IRS £45,757,938,434 $58,259,007,214
OIS £18,039,000,000 $22,967,254,800
Basis £3,066,700,000 $3,904,522,440
Zeroes £157,343,744 $200,330,055
FRAs £10,080,000,000 $12,833,856,000
VNS £124,694,697 $158,761,289
Inflation £628,165,282 $799,780,037
Total£77,853,842,157$99,123,511,835
ProductVolume
JPY
USD
Equivalent
IRS ¥17,590,762,270,400 $154,508,232,502
OIS ¥125,500,000,000 $1,102,327,624
Basis ¥23,200,000,000 $203,776,899
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥17,739,462,270,400$155,814,337,025
ProductVolume
CHF
USD
Equivalent
IRS CHF6,198,145,132 $6,157,505,595
OIS CHF0 $0
Basis CHF486,000,000 $482,813,431
Zeroes CHF0 $0
FRAs CHF5,000,000,000 $4,967,216,372
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF11,684,145,132$11,607,535,398
ProductVolume
AUD
USD
Equivalent
IRS $59,061,526,000 $44,127,819,151
OIS $11,300,000,000 $8,442,795,000
Basis $1,726,000,000 $1,289,580,900
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$72,087,526,000$53,860,195,051
ProductVolume
CAD
USD
Equivalent
IRS $25,889,366,000 $19,511,165,875
OIS $3,000,000,000 $2,260,908,885
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $95,687,064 $72,113,245
Inflation $0 $0
Total$28,985,053,064$21,844,188,005
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK27,723,985,628 $1,103,398,298
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK27,723,985,628$1,103,398,298
ProductVolume
DKK
USD
Equivalent
IRS DKK5,082,750,000 $735,362,201
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK6,000,000,000 $868,068,114
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,082,750,000$1,603,430,315
ProductVolume
HKD
USD
Equivalent
IRS HKD51,469,080,244 $6,636,975,363
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD51,469,080,244$6,636,975,363
ProductVolume
HUF
USD
Equivalent
IRS HUF1,352,273,772,244 $4,640,291,580
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,262,800,000,000 $7,764,738,179
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,615,073,772,244$12,405,029,759
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK40,979,103,744 $4,894,751,434
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK78,000,000,000 $9,316,714,544
VNS NOK349,230,600 $41,713,869
Inflation NOK0 $0
TotalNOK119,328,334,344$14,253,179,847
ProductVolume
NZD
USD
Equivalent
IRS NZD23,740,610,000 $16,955,543,662
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,740,610,000$16,955,543,662
ProductVolume
PLN
USD
Equivalent
IRS PLN23,017,390,000 $5,507,145,506
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN13,400,000,000 $3,206,086,780
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN36,417,390,000$8,713,232,286
ProductVolume
SEK
USD
Equivalent
IRS SEK115,730,520,000 $12,694,343,348
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK76,000,000,000 $8,336,349,776
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK191,730,520,000$21,030,693,124
ProductVolume
SGD
USD
Equivalent
IRS SGD8,803,405,000 $6,204,824,500
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,803,405,000$6,204,824,500
ProductVolume
ZAR
USD
Equivalent
IRS ZAR43,478,221,602 $3,167,789,058
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR43,478,221,602$3,167,789,058
ProductUSD
Equivalent
IRS$936,822,707,932
OIS$1,962,788,681,311
Basis$50,387,933,670
Zeroes$200,330,055
FRAs$534,931,733,765
VNS$4,441,627,554
Inflation$4,431,360,917
Total$3,494,004,375,204
Show:
ProductUSD
Equivalent
IRS $2,056,938,321,594
OIS $1,835,840,200,800
Basis $217,766,100,000
Zeroes $2,922,275,174
FRAs $4,192,503,400,000
VNS $8,062,294,837
Inflation $11,600,258,700
Total$8,325,632,851,105
ProductVolume
EUR
USD
Equivalent
IRS €2,231,313,305,848 $2,373,359,695,834
OIS €1,331,825,063,460 $1,417,621,790,236
Basis €11,115,360,000 $11,820,525,436
Zeroes €157,920,000 $168,540,120
FRAs €3,128,164,000,000 $3,332,163,362,200
VNS €9,757,077,323 $10,385,608,227
Inflation €17,532,032,390 $18,646,725,721
Total€6,729,864,759,021$7,164,166,247,774
ProductVolume
GBP
USD
Equivalent
IRS £232,337,515,516 $291,516,602,583
OIS £180,148,340,000 $225,660,300,997
Basis £36,719,500,000 $46,239,201,843
Zeroes £4,453,714,668 $5,589,227,668
FRAs £443,093,200,000 $554,336,995,300
VNS £2,239,249,356 $2,809,020,369
Inflation £10,466,810,600 $13,145,119,237
Total£909,458,330,140$1,139,296,467,997
ProductVolume
JPY
USD
Equivalent
IRS ¥32,519,672,211,616 $287,586,909,237
OIS ¥585,300,000,000 $5,136,083,476
Basis ¥2,293,740,000,000 $20,184,575,178
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥35,398,712,211,616$312,907,567,891
ProductVolume
CHF
USD
Equivalent
IRS CHF67,078,847,310 $66,204,939,696
OIS CHF498,000,000 $492,752,189
Basis CHF5,749,600,000 $5,678,391,662
Zeroes CHF0 $0
FRAs CHF104,798,000,000 $103,323,562,162
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF178,124,447,310$175,699,645,709
ProductVolume
AUD
USD
Equivalent
IRS $369,874,143,370 $274,821,187,773
OIS $323,540,000,000 $241,262,845,000
Basis $11,585,500,000 $8,638,580,150
Zeroes $0 $0
FRAs $0 $0
VNS $627,252,989 $465,108,091
Inflation $0 $0
Total$705,626,896,359$525,187,721,014
ProductVolume
CAD
USD
Equivalent
IRS $216,114,169,284 $161,528,883,351
OIS $52,934,000,000 $39,704,840,595
Basis $4,100,000,000 $3,061,977,552
Zeroes $19,190,000 $14,420,221
FRAs $0 $0
VNS $1,780,346,913 $1,333,745,277
Inflation $0 $0
Total$274,947,706,197$205,643,866,996
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK308,073,786,000 $12,115,429,325
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK76,600,000,000 $3,012,624,313
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK384,673,786,000$15,128,053,638
ProductVolume
DKK
USD
Equivalent
IRS DKK44,641,672,128 $6,370,758,710
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK14,000,000,000 $2,004,156,973
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK58,641,672,128$8,374,915,683
ProductVolume
HKD
USD
Equivalent
IRS HKD199,082,007,616 $25,667,314,125
OIS HKD0 $0
Basis HKD11,188,000,000 $1,442,413,399
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD210,270,007,616$27,109,727,524
ProductVolume
HUF
USD
Equivalent
IRS HUF8,334,934,874,744 $28,368,693,491
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,723,000,000,000 $9,234,304,002
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,057,934,874,744$37,602,997,493
ProductVolume
MXN
USD
Equivalent
IRS MXN2,500,000,000 $121,162,188
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,500,000,000$121,162,188
ProductVolume
NOK
USD
Equivalent
IRS NOK113,657,964,584 $13,436,809,391
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK92,000,000,000 $10,832,233,367
VNS NOK1,170,917,260 $137,815,747
Inflation NOK0 $0
TotalNOK206,828,881,844$24,406,858,505
ProductVolume
NZD
USD
Equivalent
IRS NZD158,271,359,206 $112,418,134,504
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD158,271,359,206$112,418,134,504
ProductVolume
PLN
USD
Equivalent
IRS PLN89,743,152,428 $21,383,531,654
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN44,245,000,000 $10,562,002,498
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN133,988,152,428$31,945,534,152
ProductVolume
SEK
USD
Equivalent
IRS SEK521,673,084,800 $56,635,934,047
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,395,448,000,000 $368,123,917,591
VNS SEK500,000,000 $54,167,660
Inflation SEK0 $0
TotalSEK3,917,621,084,800$424,814,019,298
ProductVolume
SGD
USD
Equivalent
IRS SGD36,626,163,356 $25,686,438,956
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD36,626,163,356$25,686,438,956
ProductVolume
ZAR
USD
Equivalent
IRS ZAR385,723,996,382 $27,822,598,943
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR385,723,996,382$27,822,598,943
ProductUSD
Equivalent
IRS$5,841,983,345,402
OIS$3,765,718,813,293
Basis$314,831,765,220
Zeroes$8,694,463,183
FRAs$8,586,096,558,406
VNS$23,247,760,208
Inflation$43,392,103,658
Total$18,583,964,809,370
Show:
ProductUSD
Equivalent
IRS $68,140,017,344,177
OIS $90,259,187,528,652
Basis $11,059,313,548,619
Zeroes $1,100,921,731,439
FRAs $117,983,905,627,034
VNS $259,015,481,337
Inflation $133,517,748,500
Total$288,935,879,009,758
ProductVolume
EUR
USD
Equivalent
IRS €53,307,049,278,555 $59,138,623,403,278
OIS €53,756,928,147,306 $59,595,943,150,436
Basis €629,003,206,161 $697,031,615,748
Zeroes €1,862,258,353,855 $2,079,463,673,006
FRAs €55,086,989,185,128 $61,078,986,893,941
VNS €174,846,174,224 $193,828,116,002
Inflation €404,093,661,971 $446,225,675,039
Total€165,221,168,007,200$183,230,102,527,450
ProductVolume
GBP
USD
Equivalent
IRS £9,591,179,357,036 $13,015,769,067,797
OIS £22,290,182,780,822 $30,534,035,869,182
Basis £1,455,162,671,518 $1,991,069,521,250
Zeroes £252,620,967,729 $351,936,495,955
FRAs £19,609,610,830,140 $26,734,674,464,365
VNS £50,245,666,750 $68,363,791,692
Inflation £254,735,329,461 $330,670,949,800
Total£53,503,737,603,456$73,026,520,160,041
ProductVolume
JPY
USD
Equivalent
IRS ¥2,152,469,687,938,758 $19,892,300,065,113
OIS ¥117,616,846,843,782 $1,083,819,104,887
Basis ¥133,218,547,188,900 $1,213,413,496,770
Zeroes ¥86,174,898,745,816 $786,286,757,447
FRAs ¥13,729,080,000,000 $131,507,914,519
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,503,209,060,717,256$23,107,327,338,736
ProductVolume
CHF
USD
Equivalent
IRS CHF1,300,452,117,209 $1,323,041,400,192
OIS CHF99,014,000,000 $101,161,901,737
Basis CHF198,760,462,000 $202,421,942,827
Zeroes CHF120,823,460,000 $123,182,737,476
FRAs CHF1,989,733,860,000 $2,019,176,165,735
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,708,783,899,209$3,768,984,147,967
ProductVolume
AUD
USD
Equivalent
IRS $11,372,237,154,450 $8,494,733,721,178
OIS $19,891,463,588,000 $14,846,413,623,662
Basis $784,547,962,204 $583,145,585,764
Zeroes $717,341,355,754 $538,277,575,900
FRAs $0 $0
VNS $12,194,813,680 $9,153,604,156
Inflation $0 $0
Total$32,777,784,874,088$24,471,724,110,660
ProductVolume
CAD
USD
Equivalent
IRS $7,792,359,380,833 $5,894,096,283,591
OIS $6,041,020,394,956 $4,564,021,044,248
Basis $188,648,028,485 $142,642,351,394
Zeroes $885,298,693,002 $681,290,249,557
FRAs $0 $0
VNS $22,765,089,704 $17,116,601,396
Inflation $0 $0
Total$14,930,091,586,980$11,299,166,530,186
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,083,074,863,055 $331,359,637,833
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK39,080,000,000 $1,587,253,705
FRAs CZK3,254,854,000,000 $133,436,922,974
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,377,008,863,055$466,383,814,512
ProductVolume
DKK
USD
Equivalent
IRS DKK1,388,132,767,467 $206,805,776,210
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK24,900,000,000 $3,695,708,744
FRAs DKK1,295,310,000,000 $192,766,668,508
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,708,342,767,467$403,268,153,462
ProductVolume
HKD
USD
Equivalent
IRS HKD6,545,356,435,607 $843,063,367,096
OIS HKD0 $0
Basis HKD151,510,000,000 $19,520,415,971
Zeroes HKD197,652,000,000 $25,459,837,021
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,894,518,435,607$888,043,620,088
ProductVolume
HUF
USD
Equivalent
IRS HUF139,830,023,111,896 $496,811,884,256
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,860,000,000 $647,450,499
FRAs HUF210,982,591,755,732 $754,027,025,374
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF350,993,474,867,628$1,251,486,360,129
ProductVolume
MXN
USD
Equivalent
IRS MXN2,810,020,000 $137,000,924
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,810,020,000$137,000,924
ProductVolume
NOK
USD
Equivalent
IRS NOK4,547,146,340,788 $543,070,315,812
OIS NOK0 $0
Basis NOK19,340,000,000 $2,284,986,334
Zeroes NOK24,377,600,000 $2,945,533,774
FRAs NOK12,883,865,006,200 $1,535,621,762,460
VNS NOK5,592,165,728 $665,482,411
Inflation NOK0 $0
TotalNOK17,480,321,112,716$2,084,588,080,791
ProductVolume
NZD
USD
Equivalent
IRS NZD4,250,689,211,167 $2,967,904,979,363
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
TotalNZD4,306,201,211,167$3,006,817,129,363
ProductVolume
PLN
USD
Equivalent
IRS PLN3,015,377,916,467 $765,488,353,064
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,578,000,000 $2,398,581,658
FRAs PLN3,435,888,100,000 $878,473,711,056
VNS PLN3,875,200,000 $985,875,231
Inflation PLN0 $0
TotalPLN6,466,419,216,467$1,647,785,451,568
ProductVolume
SEK
USD
Equivalent
IRS SEK17,830,197,546,652 $2,095,222,056,882
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK355,150,036,946 $42,259,961,385
FRAs SEK28,193,339,021,098 $3,282,246,468,879
VNS SEK1,556,742,147 $170,017,102
Inflation SEK0 $0
TotalSEK46,380,243,346,843$5,419,898,504,248
ProductVolume
SGD
USD
Equivalent
IRS SGD2,426,994,745,951 $1,761,464,188,819
OIS SGD0 $0
Basis SGD496,000,000 $353,475,845
Zeroes SGD248,888,000,000 $183,503,631,719
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,676,378,745,951$1,945,321,296,383
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,904,145,540,339 $744,929,100,616
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,904,145,540,339$744,929,100,616
ProductUSD
Equivalent
IRS$186,654,837,946,201
OIS$200,984,582,222,804
Basis$15,913,370,271,081
Zeroes$5,961,034,929,285
FRAs$214,724,823,624,845
VNS$549,298,969,327
Inflation$910,414,373,339
Total$625,698,362,336,882
Show:
ProductUSD
Equivalent
IRS $41,707,681,351,782
OIS $17,280,749,912,564
Basis $16,538,958,096,037
Zeroes $385,034,685,675
FRAs $32,987,488,223,626
VNS $551,857,276,163
Inflation $125,717,534,700
Total$109,577,487,080,547
ProductVolume
EUR
USD
Equivalent
IRS €41,209,278,451,422 $44,357,667,325,110
OIS €14,849,954,358,606 $15,984,490,871,604
Basis €1,098,391,364,550 $1,182,308,464,802
Zeroes €1,557,396,642,097 $1,676,381,745,553
FRAs €19,357,025,471,854 $20,835,902,217,903
VNS €322,000,148,145 $346,600,959,463
Inflation €442,517,815,951 $476,326,177,090
Total€78,836,564,252,625$84,859,677,761,525
ProductVolume
GBP
USD
Equivalent
IRS £7,732,039,370,979 $9,844,432,527,130
OIS £4,804,572,392,199 $6,117,181,569,747
Basis £3,752,837,956,306 $4,778,113,285,969
Zeroes £325,149,604,695 $413,980,476,697
FRAs £7,363,184,032,671 $9,374,805,910,396
VNS £115,989,132,968 $147,677,364,094
Inflation £302,880,981,849 $385,628,066,090
Total£24,396,653,471,667$31,061,819,200,123
ProductVolume
JPY
USD
Equivalent
IRS ¥1,251,354,980,298,490 $10,991,260,257,343
OIS ¥59,698,412,588,830 $524,360,233,543
Basis ¥231,423,261,570,000 $2,032,703,219,763
Zeroes ¥47,481,780,000,000 $417,055,599,473
FRAs ¥2,301,100,000,000 $20,211,682,038
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,592,259,534,457,320$13,985,590,992,160
ProductVolume
CHF
USD
Equivalent
IRS CHF1,885,783,881,461 $1,873,419,313,989
OIS CHF67,040,000,000 $66,600,437,115
Basis CHF475,152,262,000 $472,036,818,995
Zeroes CHF77,667,511,459 $77,158,266,897
FRAs CHF877,686,654,278 $871,931,903,713
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,383,330,309,198$3,361,146,740,709
ProductVolume
AUD
USD
Equivalent
IRS $11,755,465,903,222 $8,783,096,349,592
OIS $5,638,220,726,350 $4,212,596,615,692
Basis $1,937,651,541,511 $1,447,716,349,240
Zeroes $314,068,406,169 $234,656,209,669
FRAs $0 $0
VNS $12,194,813,680 $9,111,355,041
Inflation $0 $0
Total$19,657,601,390,932$14,687,176,879,234
ProductVolume
CAD
USD
Equivalent
IRS $7,051,397,482,764 $5,314,189,074,356
OIS $2,233,995,859,841 $1,683,620,363,133
Basis $371,799,473,932 $280,201,578,063
Zeroes $373,403,387,381 $281,410,345,452
FRAs $0 $0
VNS $22,765,089,704 $17,156,597,863
Inflation $0 $0
Total$10,053,361,293,622$7,576,577,958,867
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,279,289,596,172 $409,109,671,105
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,081,111,200
FRAs CZK1,279,229,454,320 $50,912,578,776
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK11,610,809,050,492$462,103,361,081
ProductVolume
DKK
USD
Equivalent
IRS DKK3,532,491,423,441 $511,073,861,520
OIS DKK0 $0
Basis DKK8,480,000,000 $1,226,869,602
Zeroes DKK25,750,000,000 $3,725,458,991
FRAs DKK654,132,966,090 $94,638,661,741
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,220,854,389,531$610,664,851,854
ProductVolume
HKD
USD
Equivalent
IRS HKD8,745,340,032,139 $1,127,717,963,112
OIS HKD0 $0
Basis HKD164,910,000,000 $21,265,264,542
Zeroes HKD19,302,000,000 $2,489,006,950
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,929,552,032,139$1,151,472,234,604
ProductVolume
HUF
USD
Equivalent
IRS HUF144,979,987,817,338 $497,494,982,559
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF433,915,000,000 $1,488,967,813
FRAs HUF77,937,762,065,344 $267,441,363,205
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF223,351,664,882,682$766,425,313,577
ProductVolume
MXN
USD
Equivalent
IRS MXN2,710,020,000 $131,605,478
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,710,020,000$131,605,478
ProductVolume
NOK
USD
Equivalent
IRS NOK7,994,703,441,742 $954,927,818,365
OIS NOK0 $0
Basis NOK26,531,400,000 $3,169,044,619
Zeroes NOK52,171,005,656 $6,231,568,810
FRAs NOK7,067,760,218,992 $844,209,031,120
VNS NOK5,576,619,728 $666,099,668
Inflation NOK0 $0
TotalNOK15,146,742,686,118$1,809,203,562,582
ProductVolume
NZD
USD
Equivalent
IRS NZD4,292,446,157,187 $3,065,665,045,463
OIS NZD0 $0
Basis NZD4,832,000,000 $3,451,014,400
Zeroes NZD26,082,000,000 $18,627,764,400
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,323,360,157,187$3,087,743,824,263
ProductVolume
PLN
USD
Equivalent
IRS PLN3,498,723,726,023 $837,105,364,459
OIS PLN0 $0
Basis PLN2,374,000,000 $568,003,732
Zeroes PLN15,329,000,000 $3,667,619,720
FRAs PLN1,248,943,660,178 $298,822,519,213
VNS PLN3,875,200,000 $927,181,156
Inflation PLN0 $0
TotalPLN4,769,245,586,201$1,141,090,688,280
ProductVolume
SEK
USD
Equivalent
IRS SEK17,465,896,850,630 $1,915,813,490,696
OIS SEK0 $0
Basis SEK500,000,000 $54,844,406
Zeroes SEK394,158,859,684 $43,234,817,388
FRAs SEK13,905,401,229,375 $1,525,266,952,886
VNS SEK1,556,742,147 $170,757,198
Inflation SEK0 $0
TotalSEK31,767,513,681,836$3,484,540,862,574
ProductVolume
SGD
USD
Equivalent
IRS SGD2,823,492,111,970 $1,990,056,464,597
OIS SGD0 $0
Basis SGD1,056,000,000 $744,290,950
Zeroes SGD181,227,000,000 $127,732,590,922
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,005,775,111,970$2,118,533,346,469
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,327,207,909,092 $752,432,252,522
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,327,207,909,092$752,432,252,522
ProductUSD
Equivalent
IRS$134,933,274,719,178
OIS$45,869,600,003,398
Basis$26,762,517,145,120
Zeroes$3,694,956,235,610
FRAs$67,171,631,044,617
VNS$1,074,167,590,646
Inflation$987,671,777,880
Total$280,493,818,516,449

Figures as of COB Dec 5, 2016.

Notional Outstanding by Product

As of COB Dec 5, 2016

Daily Notional by Tenor

As of COB Dec 5, 2016

Notional Outstanding by Currency

As of COB Dec 5, 2016. *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.