Daily Volumes

  • Client Notional Cleared (USD)
    $476,955,886,560,969
    Client Notional Outstanding (USD)
    $30,358,622,166,705
    As of COB Mar 24, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,356,527,000,000,000
    Trades Compressed
    10,915,067
  • 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 Mar 24, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$349,469,412,393
$2,540,181,313,436
$36,318,097,436,962
$15,735,608,452,089
EUR
€114,065,624,061
€1,125,974,592,230
€8,833,686,590,855
€6,668,770,035,532
GBP
£21,835,203,477
£109,897,474,659
£1,575,683,542,211
£1,402,044,910,881
JPY
¥1,430,109,000,000
¥4,901,179,680,000
¥93,342,134,971,846
¥114,217,484,447,714
CHF
CHF1,045,700,000
CHF10,445,487,389
CHF161,662,536,730
CHF174,868,405,998
AUD
$14,618,165,391
$70,497,896,967
$1,386,592,874,109
$1,394,946,903,020
CAD
$12,450,341,000
$65,739,349,165
$1,044,219,581,186
$1,109,885,390,129
Other*
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$26,627,380,433
$135,053,698,662
$1,775,649,410,982
$2,577,857,014,655
CZK
CZK1,599,010,000
CZK221,856,100,556
CZK2,521,480,231,314
CZK1,844,758,940,319
DKK
DKK216,736,088
DKK10,763,736,088
DKK187,124,192,503
DKK655,422,149,027
HKD
HKD8,854,075,084
HKD64,336,397,478
HKD685,890,969,556
HKD1,113,597,767,720
HUF
HUF2,011,920,310,000
HUF3,663,937,297,668
HUF41,132,355,554,329
HUF34,726,725,197,612
MXN
MXN884,000,000
MXN2,124,000,000
MXN27,128,450,000
MXN20,144,631,276
NOK
NOK2,609,529,000
NOK63,518,037,700
NOK1,183,228,731,845
NOK1,097,388,517,004
NZD
NZD2,693,175,000
NZD23,494,919,064
NZD314,078,651,380
NZD962,728,112,362
PLN
PLN8,324,980,004
PLN33,205,238,731
PLN588,611,053,757
PLN627,445,645,014
SEK
SEK87,597,806,570
SEK400,499,604,505
SEK5,627,113,945,505
SEK5,177,099,518,076
SGD
SGD1,732,512,897
SGD20,361,110,629
SGD227,196,227,802
SGD535,526,022,257
ZAR
ZAR35,613,059,354
ZAR138,045,670,354
ZAR1,565,894,506,094
ZAR2,597,148,404,557
Total in USD$560,854,431,379$4,183,964,210,401$52,281,114,467,233$30,358,622,166,705

Figures as of COB Mar 24, 2017. Weekly figures as of COB Mar 24, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $53,769,666,713
OIS $185,616,500,000
Basis $50,236,200,000
Zeroes $0
FRAs $59,230,000,000
VNS $411,160,680
Inflation $205,885,000
Total$349,469,412,393
ProductVolume
EUR
USD
Equivalent
IRS €45,006,321,486 $48,602,326,573
OIS €57,696,520,000 $62,306,471,948
Basis €1,433,500,000 $1,548,036,650
Zeroes €0 $0
FRAs €9,100,000,000 $9,827,090,000
VNS €41,182,575 $44,473,063
Inflation €788,100,000 $851,069,190
Total€114,065,624,061$123,179,467,424
ProductVolume
GBP
USD
Equivalent
IRS £19,767,650,676 $24,652,237,158
OIS £1,356,535,000 $1,691,734,799
Basis £0 $0
Zeroes £13,947,000 $17,393,304
FRAs £0 $0
VNS £128,253,801 $159,945,316
Inflation £568,817,000 $709,371,681
Total£21,835,203,477$27,230,682,258
ProductVolume
JPY
USD
Equivalent
IRS ¥1,343,909,000,000 $12,070,316,149
OIS ¥69,800,000,000 $626,908,568
Basis ¥16,400,000,000 $147,296,569
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,430,109,000,000$12,844,521,286
ProductVolume
CHF
USD
Equivalent
IRS CHF979,800,000 $988,299,375
OIS CHF0 $0
Basis CHF65,900,000 $66,471,656
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,045,700,000$1,054,771,031
ProductVolume
AUD
USD
Equivalent
IRS $14,618,165,391 $11,141,965,661
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$14,618,165,391$11,141,965,661
ProductVolume
CAD
USD
Equivalent
IRS $8,170,341,000 $6,107,068,057
OIS $4,280,000,000 $3,199,162,836
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$12,450,341,000$9,306,230,893
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,599,010,000 $63,909,273
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,599,010,000$63,909,273
ProductVolume
DKK
USD
Equivalent
IRS DKK216,736,088 $31,463,010
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK216,736,088$31,463,010
ProductVolume
HKD
USD
Equivalent
IRS HKD7,680,075,084 $988,891,189
OIS HKD0 $0
Basis HKD1,174,000,000 $151,164,962
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,854,075,084$1,140,056,151
ProductVolume
HUF
USD
Equivalent
IRS HUF1,895,920,310,000 $6,592,785,569
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF116,000,000,000 $403,373,033
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,011,920,310,000$6,996,158,602
ProductVolume
MXN
USD
Equivalent
IRS MXN884,000,000 $47,127,816
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN884,000,000$47,127,816
ProductVolume
NOK
USD
Equivalent
IRS NOK2,609,529,000 $307,144,337
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK2,609,529,000$307,144,337
ProductVolume
NZD
USD
Equivalent
IRS NZD2,693,175,000 $1,893,032,708
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,693,175,000$1,893,032,708
ProductVolume
PLN
USD
Equivalent
IRS PLN7,823,980,004 $1,982,209,725
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN501,000,000 $126,928,631
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,324,980,004$2,109,138,356
ProductVolume
SEK
USD
Equivalent
IRS SEK34,572,806,570 $3,922,309,694
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK53,000,000,000 $6,012,888,001
VNS SEK25,000,000 $2,836,268
Inflation SEK0 $0
TotalSEK87,597,806,570$9,938,033,963
ProductVolume
SGD
USD
Equivalent
IRS SGD1,732,512,897 $1,238,438,041
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,732,512,897$1,238,438,041
ProductVolume
ZAR
USD
Equivalent
IRS ZAR35,613,059,354 $2,862,878,176
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR35,613,059,354$2,862,878,176
ProductUSD
Equivalent
IRS$177,262,069,224
OIS$253,440,778,151
Basis$52,149,169,837
Zeroes$17,393,304
FRAs$75,600,279,665
VNS$618,415,327
Inflation$1,766,325,871
Total$560,854,431,379
Show:
ProductUSD
Equivalent
IRS $471,782,071,481
OIS $1,455,773,063,301
Basis $183,518,031,952
Zeroes $0
FRAs $425,042,000,000
VNS $1,376,132,702
Inflation $2,690,014,000
Total$2,540,181,313,436
ProductVolume
EUR
USD
Equivalent
IRS €287,712,049,074 $310,201,181,670
OIS €602,381,976,287 $649,660,475,689
Basis €4,045,200,000 $4,365,446,940
Zeroes €1,000,000,002 $1,079,850,002
FRAs €221,801,100,000 $238,866,398,900
VNS €943,388,867 $1,017,061,257
Inflation €8,090,878,000 $8,731,344,189
Total€1,125,974,592,230$1,213,921,758,647
ProductVolume
GBP
USD
Equivalent
IRS £78,960,385,824 $98,368,553,537
OIS £20,608,098,000 $25,705,189,820
Basis £1,178,200,000 $1,468,665,370
Zeroes £124,297,735 $155,144,777
FRAs £4,185,000,000 $5,223,654,000
VNS £309,177,557 $385,259,256
Inflation £4,532,315,543 $5,652,213,510
Total£109,897,474,659$136,958,680,270
ProductVolume
JPY
USD
Equivalent
IRS ¥4,739,379,680,000 $42,577,745,481
OIS ¥82,800,000,000 $743,851,851
Basis ¥61,000,000,000 $548,501,984
Zeroes ¥0 $0
FRAs ¥18,000,000,000 $161,124,289
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,901,179,680,000$44,031,223,605
ProductVolume
CHF
USD
Equivalent
IRS CHF9,603,087,389 $9,658,675,873
OIS CHF0 $0
Basis CHF262,400,000 $263,247,142
Zeroes CHF0 $0
FRAs CHF580,000,000 $580,813,138
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,445,487,389$10,502,736,153
ProductVolume
AUD
USD
Equivalent
IRS $64,817,896,967 $49,696,130,288
OIS $5,440,000,000 $4,192,658,750
Basis $240,000,000 $184,449,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$70,497,896,967$54,073,238,038
ProductVolume
CAD
USD
Equivalent
IRS $52,909,349,165 $39,638,200,455
OIS $12,305,000,000 $9,210,161,614
Basis $525,000,000 $393,199,521
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$65,739,349,165$49,241,561,590
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK90,499,545,000 $3,611,715,979
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK131,356,555,556 $5,243,494,526
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK221,856,100,556$8,855,210,505
ProductVolume
DKK
USD
Equivalent
IRS DKK10,763,736,088 $1,561,351,055
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,763,736,088$1,561,351,055
ProductVolume
HKD
USD
Equivalent
IRS HKD63,162,397,478 $8,133,308,720
OIS HKD0 $0
Basis HKD1,174,000,000 $151,164,962
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD64,336,397,478$8,284,473,682
ProductVolume
HUF
USD
Equivalent
IRS HUF3,361,937,297,668 $11,713,342,777
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF302,000,000,000 $1,052,750,694
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,663,937,297,668$12,766,093,471
ProductVolume
MXN
USD
Equivalent
IRS MXN2,124,000,000 $112,599,546
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,124,000,000$112,599,546
ProductVolume
NOK
USD
Equivalent
IRS NOK31,511,371,000 $3,719,727,176
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK32,000,000,000 $3,778,325,362
VNS NOK6,666,700 $786,576
Inflation NOK0 $0
TotalNOK63,518,037,700$7,498,839,114
ProductVolume
NZD
USD
Equivalent
IRS NZD23,494,919,064 $16,542,264,800
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,494,919,064$16,542,264,800
ProductVolume
PLN
USD
Equivalent
IRS PLN32,703,238,731 $8,259,447,825
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN502,000,000 $127,180,924
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN33,205,238,731$8,386,628,749
ProductVolume
SEK
USD
Equivalent
IRS SEK169,494,604,505 $19,228,347,651
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK230,980,000,000 $26,217,801,647
VNS SEK25,000,000 $2,836,268
Inflation SEK0 $0
TotalSEK400,499,604,505$45,448,985,566
ProductVolume
SGD
USD
Equivalent
IRS SGD20,361,110,629 $14,559,403,707
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,361,110,629$14,559,403,707
ProductVolume
ZAR
USD
Equivalent
IRS ZAR138,045,670,354 $11,037,848,467
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR138,045,670,354$11,037,848,467
ProductUSD
Equivalent
IRS$1,120,401,916,488
OIS$2,145,285,401,025
Basis$190,892,706,871
Zeroes$1,234,994,779
FRAs$706,293,543,480
VNS$2,782,076,059
Inflation$17,073,571,699
Total$4,183,964,210,401
Show:
ProductUSD
Equivalent
IRS $6,798,717,058,623
OIS $22,262,119,526,134
Basis $827,396,231,008
Zeroes $6,541,573,712
FRAs $6,355,868,235,088
VNS $20,631,446,298
Inflation $46,823,366,099
Total$36,318,097,436,962
ProductVolume
EUR
USD
Equivalent
IRS €3,326,409,898,373 $3,542,153,974,087
OIS €4,220,441,171,316 $4,495,323,381,962
Basis €71,885,713,408 $76,493,181,444
Zeroes €3,743,292,888 $3,991,552,474
FRAs €1,157,017,800,000 $1,234,194,085,450
VNS €8,926,133,926 $9,497,356,217
Inflation €45,262,580,944 $48,271,077,285
Total€8,833,686,590,855$9,409,924,608,919
ProductVolume
GBP
USD
Equivalent
IRS £771,256,521,074 $955,619,645,047
OIS £608,881,369,732 $753,045,229,758
Basis £34,536,080,400 $42,836,223,591
Zeroes £3,654,442,940 $4,527,331,488
FRAs £127,955,732,324 $158,302,802,173
VNS £3,766,383,729 $4,670,895,336
Inflation £25,633,012,012 $31,767,614,443
Total£1,575,683,542,211$1,950,769,741,836
ProductVolume
JPY
USD
Equivalent
IRS ¥80,147,282,675,215 $704,532,224,903
OIS ¥5,486,718,837,988 $48,257,010,789
Basis ¥6,506,377,173,325 $57,336,483,989
Zeroes ¥0 $0
FRAs ¥1,197,043,200,000 $10,585,354,994
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥93,342,134,971,846$820,751,910,661
ProductVolume
CHF
USD
Equivalent
IRS CHF144,782,136,730 $144,039,459,982
OIS CHF20,000,000 $19,466,615
Basis CHF9,903,400,000 $9,895,248,837
Zeroes CHF0 $0
FRAs CHF6,957,000,000 $6,928,415,093
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF161,662,536,730$160,882,590,527
ProductVolume
AUD
USD
Equivalent
IRS $646,697,118,955 $491,573,211,923
OIS $729,869,534,000 $556,905,292,777
Basis $9,966,586,000 $7,541,203,501
Zeroes $0 $0
FRAs $0 $0
VNS $59,635,154 $45,445,484
Inflation $0 $0
Total$1,386,592,874,109$1,056,065,153,685
ProductVolume
CAD
USD
Equivalent
IRS $647,866,962,872 $489,454,478,303
OIS $380,596,646,694 $287,633,680,526
Basis $15,289,500,000 $11,535,684,177
Zeroes $0 $0
FRAs $0 $0
VNS $466,471,620 $349,770,655
Inflation $0 $0
Total$1,044,219,581,186$788,973,613,661
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,553,015,675,758 $61,185,807,392
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK968,464,555,556 $38,184,475,655
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,521,480,231,314$99,370,283,047
ProductVolume
DKK
USD
Equivalent
IRS DKK173,778,192,503 $24,816,474,660
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
TotalDKK187,124,192,503$26,722,750,180
ProductVolume
HKD
USD
Equivalent
IRS HKD671,030,969,556 $86,467,194,185
OIS HKD0 $0
Basis HKD14,860,000,000 $1,915,343,803
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD685,890,969,556$88,382,537,988
ProductVolume
HUF
USD
Equivalent
IRS HUF24,954,495,554,329 $85,936,128,792
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF16,177,860,000,000 $55,711,167,553
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF41,132,355,554,329$141,647,296,345
ProductVolume
MXN
USD
Equivalent
IRS MXN27,128,450,000 $1,347,481,741
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN27,128,450,000$1,347,481,741
ProductVolume
NOK
USD
Equivalent
IRS NOK658,489,367,615 $78,109,915,291
OIS NOK0 $0
Basis NOK2,423,040,000 $284,078,238
Zeroes NOK0 $0
FRAs NOK520,245,706,000 $61,765,803,552
VNS NOK2,070,618,230 $246,597,821
Inflation NOK0 $0
TotalNOK1,183,228,731,845$140,406,394,902
ProductVolume
NZD
USD
Equivalent
IRS NZD313,363,651,380 $223,315,314,348
OIS NZD0 $0
Basis NZD715,000,000 $495,030,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD314,078,651,380$223,810,344,598
ProductVolume
PLN
USD
Equivalent
IRS PLN437,645,062,357 $107,735,032,125
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN150,927,000,000 $36,982,965,642
VNS PLN38,991,400 $9,617,414
Inflation PLN0 $0
TotalPLN588,611,053,757$144,727,615,181
ProductVolume
SEK
USD
Equivalent
IRS SEK2,298,094,894,819 $257,075,537,049
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,326,959,000,000 $372,217,261,637
VNS SEK2,060,050,686 $232,244,178
Inflation SEK0 $0
TotalSEK5,627,113,945,505$629,525,042,864
ProductVolume
SGD
USD
Equivalent
IRS SGD226,872,227,802 $160,224,066,214
OIS SGD0 $0
Basis SGD324,000,000 $229,019,236
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD227,196,227,802$160,453,085,450
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,565,894,506,094 $119,256,578,686
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,565,894,506,094$119,256,578,686
ProductUSD
Equivalent
IRS$14,331,559,583,351
OIS$28,403,303,588,561
Basis$1,036,404,676,058
Zeroes$15,060,457,674
FRAs$8,332,199,894,373
VNS$35,724,209,389
Inflation$126,862,057,827
Total$52,281,114,467,233
Show:
ProductUSD
Equivalent
IRS $6,318,822,602,974
OIS $6,522,989,688,470
Basis $1,302,672,217,194
Zeroes $19,247,001,985
FRAs $1,408,973,253,008
VNS $118,002,451,358
Inflation $44,901,237,099
Total$15,735,608,452,088
ProductVolume
EUR
USD
Equivalent
IRS €3,326,649,794,337 $3,592,449,112,904
OIS €2,627,944,755,795 $2,837,917,541,783
Basis €116,375,771,646 $125,674,195,801
Zeroes €53,728,526,004 $58,021,435,231
FRAs €441,909,830,000 $477,218,425,417
VNS €57,255,284,856 $61,829,982,116
Inflation €44,906,072,896 $48,494,068,120
Total€6,668,770,035,534$7,201,604,761,372
ProductVolume
GBP
USD
Equivalent
IRS £733,333,586,064 $914,540,315,180
OIS £406,684,241,438 $507,175,917,497
Basis £92,406,045,000 $115,239,578,720
Zeroes £20,440,609,135 $25,491,483,652
FRAs £90,828,091,726 $113,271,713,191
VNS £21,174,115,314 $26,406,239,208
Inflation £37,178,222,205 $46,364,960,912
Total£1,402,044,910,882$1,748,490,208,360
ProductVolume
JPY
USD
Equivalent
IRS ¥86,553,468,604,621 $777,379,815,023
OIS ¥6,501,340,000,000 $58,391,772,948
Basis ¥20,839,262,757,775 $187,167,799,154
Zeroes ¥116,000,000,000 $1,041,853,781
FRAs ¥202,700,000,000 $1,820,549,668
VNS ¥4,713,085,318 $42,330,567
Inflation ¥0 $0
Total¥114,217,484,447,714$1,025,844,121,141
ProductVolume
CHF
USD
Equivalent
IRS CHF135,343,855,998 $136,517,910,024
OIS CHF270,000,000 $272,342,142
Basis CHF30,490,150,000 $30,754,639,903
Zeroes CHF2,542,400,000 $2,564,454,307
FRAs CHF6,222,000,000 $6,275,973,371
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF174,868,405,998$176,385,319,747
ProductVolume
AUD
USD
Equivalent
IRS $676,574,478,311 $515,685,067,369
OIS $647,313,180,246 $493,382,105,984
Basis $70,660,090,000 $53,857,120,598
Zeroes $137,083,374 $104,484,948
FRAs $0 $0
VNS $262,071,089 $199,750,584
Inflation $0 $0
Total$1,394,946,903,020$1,063,228,529,483
ProductVolume
CAD
USD
Equivalent
IRS $729,279,424,898 $545,112,998,392
OIS $340,386,654,406 $254,428,115,563
Basis $29,602,300,000 $22,126,770,565
Zeroes $7,778,000,000 $5,813,805,733
FRAs $0 $0
VNS $2,839,010,824 $2,122,069,607
Inflation $0 $0
Total$1,109,885,390,128$829,603,759,860
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,398,837,408,155 $55,908,769,311
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK445,921,532,164 $17,822,603,204
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,844,758,940,319$73,731,372,515
ProductVolume
DKK
USD
Equivalent
IRS DKK637,990,149,027 $92,615,357,116
OIS DKK0 $0
Basis DKK6,950,000,000 $1,008,913,277
Zeroes DKK750,000,000 $108,875,533
FRAs DKK9,732,000,000 $1,412,768,923
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK655,422,149,027$95,145,914,849
ProductVolume
HKD
USD
Equivalent
IRS HKD1,051,543,767,720 $135,397,421,919
OIS HKD0 $0
Basis HKD61,511,000,000 $7,920,194,171
Zeroes HKD543,000,000 $69,917,014
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,113,597,767,720$143,387,533,104
ProductVolume
HUF
USD
Equivalent
IRS HUF23,482,845,197,612 $81,658,159,428
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF43,800,000,000 $152,308,094
FRAs HUF11,200,080,000,000 $38,946,640,007
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF34,726,725,197,612$120,757,107,529
ProductVolume
MXN
USD
Equivalent
IRS MXN20,144,631,276 $1,073,950,754
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN20,144,631,276$1,073,950,754
ProductVolume
NOK
USD
Equivalent
IRS NOK671,674,466,405 $79,056,798,579
OIS NOK0 $0
Basis NOK10,583,040,000 $1,245,635,056
Zeroes NOK5,300,000,000 $623,815,633
FRAs NOK403,832,628,084 $47,531,529,535
VNS NOK5,998,382,515 $706,015,997
Inflation NOK0 $0
TotalNOK1,097,388,517,004$129,163,794,800
ProductVolume
NZD
USD
Equivalent
IRS NZD953,673,112,362 $670,336,830,680
OIS NZD0 $0
Basis NZD2,655,000,000 $1,866,199,500
Zeroes NZD6,400,000,000 $4,498,560,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD962,728,112,362$676,701,590,180
ProductVolume
PLN
USD
Equivalent
IRS PLN503,706,143,422 $127,614,234,101
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,455,000,000 $368,625,067
FRAs PLN121,251,710,192 $30,719,188,820
VNS PLN1,032,791,400 $261,658,281
Inflation PLN0 $0
TotalPLN627,445,645,014$158,963,706,269
ProductVolume
SEK
USD
Equivalent
IRS SEK2,898,769,408,905 $328,867,467,883
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK793,811,710 $90,058,508
FRAs SEK2,274,708,094,628 $258,067,264,321
VNS SEK2,828,202,833 $320,861,639
Inflation SEK0 $0
TotalSEK5,177,099,518,076$587,345,652,351
ProductVolume
SGD
USD
Equivalent
IRS SGD532,722,022,257 $380,801,331,182
OIS SGD0 $0
Basis SGD636,000,000 $454,626,684
Zeroes SGD2,168,000,000 $1,549,733,729
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD535,526,022,257$382,805,691,595
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,597,148,404,557 $208,780,700,710
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,597,148,404,557$208,780,700,710
ProductUSD
Equivalent
IRS$14,962,618,843,529
OIS$10,674,557,484,387
Basis$1,849,987,890,623
Zeroes$119,746,413,215
FRAs$2,402,059,909,465
VNS$209,891,359,357
Inflation$139,760,266,131
Total$30,358,622,166,707

Figures as of COB Mar 24, 2017.

Notional Outstanding by Product

As of COB Mar 24, 2017

Daily Notional by Tenor
 

As of COB Mar 24, 2017

Notional Outstanding by Tenor
 

As of COB Mar 24, 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
$1,149,049,044,747
$9,884,898,168,965
$132,993,355,952,381
$109,226,491,443,731
EUR
€483,531,744,123
€7,938,266,126,833
€56,761,951,491,684
€80,253,806,928,461
GBP
£105,520,888,407
£1,401,020,104,995
£10,155,846,877,437
£20,754,813,113,255
JPY
¥4,483,638,000,000
¥29,852,113,522,400
¥486,244,989,442,710
¥1,444,129,763,883,380
CHF
CHF3,737,400,000
CHF143,275,886,357
CHF1,024,152,769,226
CHF3,482,257,698,529
AUD
$54,387,239,391
$391,318,217,938
$6,393,028,381,634
$18,341,610,105,397
CAD
$38,943,758,000
$252,854,788,526
$3,668,067,427,079
$9,796,606,707,137
Other*
Show All
Hide
$120,811,095,084
$668,233,529,567
$7,660,258,058,304
$17,683,553,893,272
CZK
CZK4,562,020,000
CZK622,704,201,112
CZK9,047,824,180,815
CZK16,418,040,773,574
DKK
DKK1,266,944,352
DKK27,144,944,352
DKK771,337,330,492
DKK4,127,274,637,879
HKD
HKD64,478,729,094
HKD283,960,773,882
HKD2,758,867,621,593
HKD10,104,598,052,074
HUF
HUF4,982,830,536,000
HUF10,966,566,915,818
HUF152,926,664,126,126
HUF275,136,971,896,455
MXN
MXN3,094,000,000
MXN5,574,000,000
MXN71,675,400,000
MXN74,534,601,276
NOK
NOK57,010,116,000
NOK236,977,754,076
NOK8,826,010,855,896
NOK15,122,489,912,843
NZD
NZD5,760,350,000
NZD66,567,736,928
NZD1,041,856,413,398
NZD4,388,169,601,332
PLN
PLN23,323,160,008
PLN140,303,794,574
PLN1,935,337,692,588
PLN5,300,349,069,017
SEK
SEK523,635,613,140
SEK3,166,926,672,610
SEK25,948,930,851,509
SEK39,826,009,736,196
SGD
SGD10,298,781,588
SGD79,482,997,052
SGD929,255,360,742
SGD3,192,728,523,652
ZAR
ZAR139,495,709,416
ZAR470,279,841,324
ZAR6,263,809,780,846
ZAR14,413,388,748,566
Total in USD$2,038,223,941,849$21,766,923,051,049$226,680,114,173,898$277,244,997,297,072

Figures as of COB Mar 24, 2017. Weekly figures as of COB Mar 24, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $220,791,088,094
OIS $625,192,600,000
Basis $135,856,800,000
Zeroes $0
FRAs $164,460,000,000
VNS $1,180,786,653
Inflation $1,567,770,000
Total$1,149,049,044,747
ProductVolume
EUR
USD
Equivalent
IRS €228,894,554,972 $247,183,229,914
OIS €187,868,840,000 $202,879,560,316
Basis €3,167,000,000 $3,420,043,300
Zeroes €0 $0
FRAs €55,998,000,000 $60,472,240,200
VNS €208,549,151 $225,212,228
Inflation €7,394,800,000 $7,985,644,520
Total€483,531,744,123$522,165,930,478
ProductVolume
GBP
USD
Equivalent
IRS £65,420,006,306 $81,585,289,864
OIS £8,272,070,000 $10,316,098,497
Basis £4,903,200,000 $6,114,780,720
Zeroes £109,102,698 $136,061,975
FRAs £24,360,000,000 $30,379,356,000
VNS £256,507,603 $319,890,632
Inflation £2,200,001,800 $2,743,622,245
Total£105,520,888,407$131,595,099,933
ProductVolume
JPY
USD
Equivalent
IRS ¥4,075,638,000,000 $36,605,335,010
OIS ¥279,200,000,000 $2,507,634,273
Basis ¥128,800,000,000 $1,156,816,957
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,483,638,000,000$40,269,786,240
ProductVolume
CHF
USD
Equivalent
IRS CHF2,345,600,000 $2,365,947,145
OIS CHF0 $0
Basis CHF1,131,800,000 $1,141,617,914
Zeroes CHF0 $0
FRAs CHF260,000,000 $262,255,396
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,737,400,000$3,769,820,455
ProductVolume
AUD
USD
Equivalent
IRS $38,665,739,391 $29,471,026,564
OIS $13,000,000,000 $9,908,600,000
Basis $2,721,500,000 $2,074,327,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$54,387,239,391$41,453,953,864
ProductVolume
CAD
USD
Equivalent
IRS $26,378,822,000 $19,717,324,065
OIS $12,560,000,000 $9,388,197,481
Basis $0 $0
Zeroes $4,936,000 $3,689,502
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$38,943,758,000$29,109,211,048
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,562,020,000 $182,334,932
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,562,020,000$182,334,932
ProductVolume
DKK
USD
Equivalent
IRS DKK1,266,944,352 $183,918,990
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,266,944,352$183,918,990
ProductVolume
HKD
USD
Equivalent
IRS HKD60,330,729,094 $7,768,221,764
OIS HKD0 $0
Basis HKD4,148,000,000 $534,099,030
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD64,478,729,094$8,302,320,794
ProductVolume
HUF
USD
Equivalent
IRS HUF4,390,830,536,000 $15,268,470,959
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF592,000,000,000 $2,058,593,410
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,982,830,536,000$17,327,064,369
ProductVolume
MXN
USD
Equivalent
IRS MXN3,094,000,000 $164,947,354
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,094,000,000$164,947,354
ProductVolume
NOK
USD
Equivalent
IRS NOK25,010,116,000 $2,943,717,235
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK32,000,000,000 $3,766,434,011
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK57,010,116,000$6,710,151,246
ProductVolume
NZD
USD
Equivalent
IRS NZD5,760,350,000 $4,048,950,015
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,760,350,000$4,048,950,015
ProductVolume
PLN
USD
Equivalent
IRS PLN22,321,160,008 $5,655,078,414
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,002,000,000 $253,857,262
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,323,160,008$5,908,935,676
ProductVolume
SEK
USD
Equivalent
IRS SEK123,585,613,140 $14,020,876,423
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK400,000,000,000 $45,380,286,803
VNS SEK50,000,000 $5,672,536
Inflation SEK0 $0
TotalSEK523,635,613,140$59,406,835,762
ProductVolume
SGD
USD
Equivalent
IRS SGD10,298,781,588 $7,361,793,908
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,298,781,588$7,361,793,908
ProductVolume
ZAR
USD
Equivalent
IRS ZAR139,495,709,416 $11,213,842,038
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR139,495,709,416$11,213,842,038
ProductUSD
Equivalent
IRS$706,531,392,688
OIS$860,192,690,567
Basis$150,298,485,221
Zeroes$139,751,477
FRAs$307,033,023,082
VNS$1,731,562,049
Inflation$12,297,036,765
Total$2,038,223,941,849
Show:
ProductUSD
Equivalent
IRS $1,743,764,660,410
OIS $4,139,608,022,602
Basis $548,322,263,904
Zeroes $0
FRAs $3,429,016,800,000
VNS $5,136,928,049
Inflation $19,049,494,000
Total$9,884,898,168,965
ProductVolume
EUR
USD
Equivalent
IRS €1,520,435,291,271 $1,639,753,050,208
OIS €2,076,885,600,548 $2,239,773,152,014
Basis €8,500,400,000 $9,173,647,380
Zeroes €3,238,300,004 $3,498,258,259
FRAs €4,267,488,200,000 $4,603,425,660,000
VNS €3,080,608,548 $3,321,488,106
Inflation €58,637,726,462 $63,287,891,834
Total€7,938,266,126,833$8,562,233,147,801
ProductVolume
GBP
USD
Equivalent
IRS £298,383,299,332 $371,774,505,372
OIS £304,861,796,000 $379,816,907,521
Basis £35,634,300,000 $44,495,058,870
Zeroes £371,783,127 $463,952,564
FRAs £741,984,000,000 $928,066,998,300
VNS £1,174,979,696 $1,466,752,640
Inflation £18,609,946,840 $23,212,746,796
Total£1,401,020,104,995$1,749,296,922,063
ProductVolume
JPY
USD
Equivalent
IRS ¥25,437,553,522,400 $228,622,955,616
OIS ¥2,735,200,000,000 $24,610,159,874
Basis ¥1,203,360,000,000 $10,824,719,626
Zeroes ¥0 $0
FRAs ¥476,000,000,000 $4,260,842,322
VNS ¥0 $0
Inflation ¥0 $0
Total¥29,852,113,522,400$268,318,677,438
ProductVolume
CHF
USD
Equivalent
IRS CHF26,986,086,357 $27,145,018,035
OIS CHF0 $0
Basis CHF3,217,800,000 $3,238,301,072
Zeroes CHF0 $0
FRAs CHF113,072,000,000 $114,047,224,887
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF143,275,886,357$144,430,543,994
ProductVolume
AUD
USD
Equivalent
IRS $298,590,717,938 $228,952,332,451
OIS $80,780,000,000 $62,026,417,500
Basis $11,947,500,000 $9,150,690,375
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$391,318,217,938$300,129,440,326
ProductVolume
CAD
USD
Equivalent
IRS $190,839,634,660 $142,953,820,248
OIS $47,204,000,000 $35,336,922,025
Basis $11,142,000,000 $8,344,183,502
Zeroes $2,057,846,000 $1,540,994,131
FRAs $0 $0
VNS $1,611,307,866 $1,206,700,989
Inflation $0 $0
Total$252,854,788,526$189,382,620,895
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK260,791,090,000 $10,410,156,443
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK361,913,111,112 $14,452,601,326
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK622,704,201,112$24,862,757,769
ProductVolume
DKK
USD
Equivalent
IRS DKK27,144,944,352 $3,937,145,454
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,144,944,352$3,937,145,454
ProductVolume
HKD
USD
Equivalent
IRS HKD279,612,773,882 $36,004,673,066
OIS HKD0 $0
Basis HKD4,348,000,000 $559,854,635
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD283,960,773,882$36,564,527,701
ProductVolume
HUF
USD
Equivalent
IRS HUF8,494,566,915,818 $29,605,910,771
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,472,000,000,000 $8,639,186,720
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,966,566,915,818$38,245,097,491
ProductVolume
MXN
USD
Equivalent
IRS MXN5,574,000,000 $295,890,816
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,574,000,000$295,890,816
ProductVolume
NOK
USD
Equivalent
IRS NOK106,964,420,676 $12,616,080,225
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK130,000,000,000 $15,335,114,268
VNS NOK13,333,400 $1,573,151
Inflation NOK0 $0
TotalNOK236,977,754,076$27,952,767,644
ProductVolume
NZD
USD
Equivalent
IRS NZD66,567,736,928 $46,876,108,895
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD66,567,736,928$46,876,108,895
ProductVolume
PLN
USD
Equivalent
IRS PLN97,871,794,574 $24,718,000,995
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN42,432,000,000 $10,700,259,018
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN140,303,794,574$35,418,260,013
ProductVolume
SEK
USD
Equivalent
IRS SEK543,220,672,610 $61,645,892,661
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,623,656,000,000 $298,013,662,800
VNS SEK50,000,000 $5,672,536
Inflation SEK0 $0
TotalSEK3,166,926,672,610$359,665,227,997
ProductVolume
SGD
USD
Equivalent
IRS SGD79,482,997,052 $56,823,726,001
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD79,482,997,052$56,823,726,001
ProductVolume
ZAR
USD
Equivalent
IRS ZAR470,279,841,324 $37,592,019,786
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR470,279,841,324$37,592,019,786
ProductUSD
Equivalent
IRS$4,703,491,947,453
OIS$6,881,171,581,536
Basis$634,108,719,364
Zeroes$5,503,204,954
FRAs$9,425,958,349,641
VNS$11,139,115,471
Inflation$105,550,132,630
Total$21,766,923,051,049
Show:
ProductUSD
Equivalent
IRS $23,998,814,545,416
OIS $61,462,924,972,268
Basis $3,966,460,038,726
Zeroes $14,627,932,298
FRAs $43,229,095,777,545
VNS $79,242,683,970
Inflation $242,190,002,158
Total$132,993,355,952,381
ProductVolume
EUR
USD
Equivalent
IRS €20,037,765,353,773 $21,339,534,100,511
OIS €15,593,691,621,679 $16,613,253,210,987
Basis €159,502,426,816 $169,765,017,678
Zeroes €7,671,642,750 $8,220,175,493
FRAs €20,608,635,600,000 $22,000,199,059,000
VNS €41,903,942,958 $44,583,978,273
Inflation €312,780,903,708 $333,725,178,476
Total€56,761,951,491,684$60,509,280,720,418
ProductVolume
GBP
USD
Equivalent
IRS £2,946,613,636,802 $3,649,995,002,587
OIS £2,422,867,289,464 $2,999,873,577,733
Basis £315,213,912,494 $391,084,181,967
Zeroes £17,805,227,070 $22,114,750,911
FRAs £4,302,138,713,931 $5,336,626,289,442
VNS £11,789,190,080 $14,631,335,110
Inflation £139,418,907,596 $172,811,388,127
Total£10,155,846,877,437$12,587,136,525,877
ProductVolume
JPY
USD
Equivalent
IRS ¥434,233,214,849,448 $3,820,125,216,046
OIS ¥22,612,137,675,976 $199,265,165,311
Basis ¥25,360,124,346,650 $223,268,965,981
Zeroes ¥0 $0
FRAs ¥4,030,086,400,000 $35,755,154,316
VNS ¥9,426,170,636 $81,671,972
Inflation ¥0 $0
Total¥486,244,989,442,710$4,278,496,173,626
ProductVolume
CHF
USD
Equivalent
IRS CHF457,045,269,226 $454,738,177,676
OIS CHF240,000,000 $240,424,263
Basis CHF50,003,500,000 $49,876,160,286
Zeroes CHF0 $0
FRAs CHF516,864,000,000 $517,287,804,362
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,024,152,769,226$1,022,142,566,587
ProductVolume
AUD
USD
Equivalent
IRS $3,253,248,837,951 $2,468,077,383,134
OIS $2,986,059,068,000 $2,274,418,457,254
Basis $151,421,736,968 $114,845,287,967
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $1,298,738,715 $985,020,963
Inflation $0 $0
Total$6,393,028,381,634$4,859,093,749,318
ProductVolume
CAD
USD
Equivalent
IRS $2,459,086,035,946 $1,857,039,082,227
OIS $1,083,778,293,388 $818,848,328,718
Basis $94,998,340,000 $71,591,094,646
Zeroes $4,581,814,000 $3,472,692,494
FRAs $0 $0
VNS $25,622,943,745 $19,399,229,302
Inflation $0 $0
Total$3,668,067,427,079$2,770,350,427,387
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,391,293,069,703 $212,499,297,158
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,656,531,111,112 $144,031,652,144
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK9,047,824,180,815$356,530,949,302
ProductVolume
DKK
USD
Equivalent
IRS DKK599,719,330,492 $85,680,913,566
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK165,318,000,000 $23,673,094,047
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK771,337,330,492$110,247,903,581
ProductVolume
HKD
USD
Equivalent
IRS HKD2,716,487,621,593 $350,041,063,097
OIS HKD0 $0
Basis HKD42,380,000,000 $5,461,860,818
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,758,867,621,593$355,502,923,915
ProductVolume
HUF
USD
Equivalent
IRS HUF80,049,684,126,126 $275,630,752,138
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF72,876,980,000,000 $250,951,383,282
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF152,926,664,126,126$526,582,135,420
ProductVolume
MXN
USD
Equivalent
IRS MXN71,675,400,000 $3,556,868,269
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN71,675,400,000$3,556,868,269
ProductVolume
NOK
USD
Equivalent
IRS NOK2,054,926,306,564 $243,812,384,341
OIS NOK0 $0
Basis NOK4,846,080,000 $568,156,475
Zeroes NOK0 $0
FRAs NOK6,761,624,582,872 $803,704,631,926
VNS NOK4,613,886,460 $549,927,798
Inflation NOK0 $0
TotalNOK8,826,010,855,896$1,048,635,100,540
ProductVolume
NZD
USD
Equivalent
IRS NZD1,040,816,413,398 $741,001,748,956
OIS NZD0 $0
Basis NZD1,040,000,000 $720,044,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,041,856,413,398$741,721,792,956
ProductVolume
PLN
USD
Equivalent
IRS PLN1,285,355,570,750 $316,382,631,713
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN649,744,000,000 $159,530,011,159
VNS PLN238,121,838 $58,482,895
Inflation PLN0 $0
TotalPLN1,935,337,692,588$475,971,125,767
ProductVolume
SEK
USD
Equivalent
IRS SEK7,398,839,514,293 $828,213,229,827
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK18,538,504,000,000 $2,077,026,280,618
VNS SEK11,587,337,216 $1,298,096,331
Inflation SEK0 $0
TotalSEK25,948,930,851,509$2,906,537,606,776
ProductVolume
SGD
USD
Equivalent
IRS SGD928,607,360,742 $655,671,636,818
OIS SGD0 $0
Basis SGD648,000,000 $458,038,472
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD929,255,360,742$656,129,675,290
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,263,809,780,846 $478,841,976,488
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,263,809,780,846$478,841,976,488
ProductUSD
Equivalent
IRS$61,779,656,009,968
OIS$84,368,824,136,534
Basis$4,994,992,742,984
Zeroes$49,203,151,196
FRAs$74,577,881,137,841
VNS$160,830,426,614
Inflation$748,726,568,761
Total$226,680,114,173,898
Show:
ProductUSD
Equivalent
IRS $40,182,198,117,117
OIS $23,456,653,670,333
Basis $15,674,323,215,535
Zeroes $191,714,434,745
FRAs $28,716,517,671,743
VNS $642,860,355,800
Inflation $362,223,978,458
Total$109,226,491,443,731
ProductVolume
EUR
USD
Equivalent
IRS €41,082,071,538,543 $44,364,529,054,473
OIS €15,198,650,876,151 $16,413,023,081,156
Basis €1,166,764,639,366 $1,259,989,134,051
Zeroes €959,253,694,771 $1,035,898,064,983
FRAs €20,738,121,097,480 $22,395,096,973,169
VNS €381,521,861,717 $412,005,458,468
Inflation €727,423,220,433 $785,544,335,746
Total€80,253,806,928,461$86,666,086,102,046
ProductVolume
GBP
USD
Equivalent
IRS £7,508,680,331,262 $9,364,075,241,117
OIS £2,997,273,702,261 $3,737,900,034,090
Basis £3,712,696,745,191 $4,630,104,110,927
Zeroes £269,918,518,062 $336,615,383,875
FRAs £5,670,741,083,308 $7,071,981,204,994
VNS £131,826,313,262 $164,400,595,269
Inflation £463,676,419,909 $578,250,863,268
Total£20,754,813,113,255$25,883,327,433,540
ProductVolume
JPY
USD
Equivalent
IRS ¥1,150,207,763,403,300 $10,330,588,857,583
OIS ¥54,283,471,503,906 $487,546,896,927
Basis ¥227,528,202,805,550 $2,043,544,124,354
Zeroes ¥10,815,500,000,000 $97,139,392,851
FRAs ¥1,285,400,000,000 $11,544,817,676
VNS ¥9,426,170,636 $84,661,134
Inflation ¥0 $0
Total¥1,444,129,763,883,392$12,970,448,750,525
ProductVolume
CHF
USD
Equivalent
IRS CHF2,011,562,282,560 $2,029,011,783,901
OIS CHF28,790,279,070 $29,040,023,270
Basis CHF486,328,662,000 $490,547,369,377
Zeroes CHF44,931,408,159 $45,321,170,223
FRAs CHF910,645,066,740 $918,544,549,869
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,482,257,698,529$3,512,464,896,640
ProductVolume
AUD
USD
Equivalent
IRS $12,205,956,289,458 $9,303,379,883,825
OIS $4,070,066,114,896 $3,102,204,392,774
Basis $1,985,117,742,479 $1,513,056,743,318
Zeroes $66,976,406,169 $51,049,416,782
FRAs $0 $0
VNS $13,493,552,394 $10,284,785,635
Inflation $0 $0
Total$18,341,610,105,396$13,979,975,222,334
ProductVolume
CAD
USD
Equivalent
IRS $7,881,371,245,648 $5,891,072,426,392
OIS $1,368,695,539,228 $1,023,056,052,045
Basis $433,665,613,932 $324,151,148,433
Zeroes $60,028,517,958 $44,869,393,399
FRAs $0 $0
VNS $52,845,790,371 $39,500,534,717
Inflation $0 $0
Total$9,796,606,707,137$7,322,649,554,986
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,276,760,652,658 $530,645,909,379
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,089,928,058
FRAs CZK3,088,990,120,916 $123,460,836,168
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK16,418,040,773,574$656,196,673,605
ProductVolume
DKK
USD
Equivalent
IRS DKK3,837,602,637,879 $557,094,712,696
OIS DKK0 $0
Basis DKK14,780,000,000 $2,145,573,847
Zeroes DKK17,000,000,000 $2,467,845,426
FRAs DKK257,892,000,000 $37,437,505,444
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,127,274,637,879$599,145,637,413
ProductVolume
HKD
USD
Equivalent
IRS HKD9,891,662,052,074 $1,273,656,486,261
OIS HKD0 $0
Basis HKD201,250,000,000 $25,913,073,709
Zeroes HKD11,686,000,000 $1,504,696,543
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,104,598,052,074$1,301,074,256,513
ProductVolume
HUF
USD
Equivalent
IRS HUF194,968,427,193,889 $677,974,188,277
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF445,315,000,000 $1,548,517,778
FRAs HUF79,723,229,702,566 $277,225,870,477
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF275,136,971,896,455$956,748,576,532
ProductVolume
MXN
USD
Equivalent
IRS MXN74,534,601,276 $3,973,589,299
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN74,534,601,276$3,973,589,299
ProductVolume
NOK
USD
Equivalent
IRS NOK6,605,691,887,371 $777,496,955,941
OIS NOK0 $0
Basis NOK30,937,880,000 $3,641,421,358
Zeroes NOK29,015,005,656 $3,415,097,004
FRAs NOK8,444,560,178,786 $993,933,708,264
VNS NOK12,284,961,030 $1,445,952,970
Inflation NOK0 $0
TotalNOK15,122,489,912,843$1,779,933,135,537
ProductVolume
NZD
USD
Equivalent
IRS NZD4,368,217,601,332 $3,070,420,151,977
OIS NZD0 $0
Basis NZD4,272,000,000 $3,002,788,800
Zeroes NZD15,680,000,000 $11,021,472,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,388,169,601,332$3,084,444,412,777
ProductVolume
PLN
USD
Equivalent
IRS PLN4,163,111,149,413 $1,054,726,545,923
OIS PLN0 $0
Basis PLN2,374,000,000 $601,454,232
Zeroes PLN9,121,000,000 $2,310,810,468
FRAs PLN1,121,645,076,566 $284,169,409,583
VNS PLN4,097,843,038 $1,038,190,833
Inflation PLN0 $0
TotalPLN5,300,349,069,017$1,342,846,411,039
ProductVolume
SEK
USD
Equivalent
IRS SEK21,692,627,399,800 $2,461,044,132,306
OIS SEK0 $0
Basis SEK500,000,000 $56,725,359
Zeroes SEK212,861,176,710 $24,149,253,121
FRAs SEK17,905,844,460,324 $2,031,430,892,667
VNS SEK14,176,699,363 $1,608,356,708
Inflation SEK0 $0
TotalSEK39,826,009,736,197$4,518,289,360,161
ProductVolume
SGD
USD
Equivalent
IRS SGD3,144,636,523,652 $2,247,854,836,593
OIS SGD0 $0
Basis SGD1,488,000,000 $1,063,654,884
Zeroes SGD46,604,000,000 $33,313,556,596
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,192,728,523,652$2,282,232,048,073
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,413,388,748,566 $1,158,669,792,322
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR14,413,388,748,566$1,158,669,792,322
ProductUSD
Equivalent
IRS$135,278,412,665,382
OIS$48,249,424,150,595
Basis$25,972,140,538,184
Zeroes$1,884,428,433,852
FRAs$62,861,343,440,054
VNS$1,273,228,891,534
Inflation$1,726,019,177,472
Total$277,244,997,297,073

Figures as of COB Mar 24, 2017.

Notional Outstanding by Product

As of COB Mar 24, 2017

Daily Notional by Tenor

As of COB Mar 24, 2017

Notional Outstanding by Currency

As of COB Mar 24, 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.