Daily Volumes

  • Client Notional Cleared (USD)
    $529,163,511,796,476
    Client Notional Outstanding (USD)
    $31,958,728,289,686
    As of COB Jun 23, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,519,899,000,000,000
    Trades Compressed
    11,806,661
  • 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 Jun 23, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$331,830,253,424
$2,294,396,562,787
$67,628,029,988,980
$15,422,698,807,645
EUR
€113,071,899,068
€640,828,659,447
€19,405,891,383,632
€7,435,878,716,311
GBP
£53,125,842,280
£334,733,336,550
£3,853,227,367,909
£1,601,665,536,184
JPY
¥1,997,886,800,000
¥8,316,825,892,337
¥177,790,116,456,261
¥112,075,569,583,667
CHF
CHF1,754,600,000
CHF17,933,093,000
CHF372,113,266,855
CHF190,042,524,400
AUD
$37,066,151,819
$168,089,841,102
$4,039,114,969,794
$1,513,982,055,227
CAD
$100,431,931,000
$396,066,395,183
$3,313,683,900,226
$1,393,115,644,429
Other*
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$14,073,571,945
$108,124,748,061
$3,554,100,558,461
$2,776,587,385,065
CZK
CZK2,747,000,000
CZK46,323,995,000
CZK4,768,905,145,564
CZK1,934,188,316,387
DKK
DKK3,085,000,000
DKK5,666,000,000
DKK281,704,319,563
DKK685,325,257,507
HKD
HKD5,678,131,900
HKD91,449,201,900
HKD1,609,373,513,540
HKD1,409,973,141,630
HUF
HUF23,500,000,000
HUF1,212,190,964,000
HUF71,030,889,302,269
HUF26,095,574,017,568
MXN
MXN4,015,000,000
MXN9,603,540,690
MXN135,641,968,790
MXN83,334,519,028
NOK
NOK19,290,810,000
NOK107,407,674,000
NOK2,289,964,242,749
NOK1,033,378,567,460
NZD
NZD8,094,836,000
NZD28,550,877,000
NZD687,958,940,150
NZD961,624,341,431
PLN
PLN5,454,688,000
PLN23,127,133,286
PLN1,016,861,357,300
PLN616,537,251,410
SEK
SEK0
SEK221,891,939,500
SEK10,985,107,121,254
SEK5,486,220,025,835
SGD
SGD3,249,600,000
SGD21,008,481,319
SGD444,628,527,041
SGD588,511,895,786
ZAR
ZAR6,297,781,496
ZAR114,036,451,388
ZAR3,851,828,206,338
ZAR3,513,637,492,244
Total in USD$663,557,344,621$4,061,453,713,651$104,488,739,702,736$31,958,728,289,686

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $137,757,436,711
OIS $148,939,300,000
Basis $26,726,300,000
Zeroes $29,000,000
FRAs $17,415,000,000
VNS $418,336,713
Inflation $544,880,000
Total$331,830,253,424
ProductVolume
EUR
USD
Equivalent
IRS €43,158,328,416 $48,309,274,912
OIS €68,302,031,498 $76,453,878,957
Basis €0 $0
Zeroes €0 $0
FRAs €615,000,000 $688,400,250
VNS €224,259,154 $251,024,485
Inflation €772,280,000 $864,451,618
Total€113,071,899,068$126,567,030,222
ProductVolume
GBP
USD
Equivalent
IRS £22,794,412,092 $28,988,793,578
OIS £11,351,700,000 $14,436,524,475
Basis £1,008,200,000 $1,282,178,350
Zeroes £0 $0
FRAs £17,520,000,000 $22,281,060,000
VNS £56,833,188 $72,277,607
Inflation £394,697,000 $501,955,910
Total£53,125,842,280$67,562,789,920
ProductVolume
JPY
USD
Equivalent
IRS ¥1,645,886,800,000 $14,789,170,635
OIS ¥252,000,000,000 $2,264,354,389
Basis ¥100,000,000,000 $898,553,329
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,997,886,800,000$17,952,078,353
ProductVolume
CHF
USD
Equivalent
IRS CHF1,347,600,000 $1,390,138,230
OIS CHF0 $0
Basis CHF407,000,000 $419,847,328
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,754,600,000$1,809,985,558
ProductVolume
AUD
USD
Equivalent
IRS $19,816,151,819 $14,998,845,312
OIS $17,250,000,000 $13,056,525,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$37,066,151,819$28,055,370,312
ProductVolume
CAD
USD
Equivalent
IRS $28,569,282,000 $21,535,716,870
OIS $71,862,649,000 $54,170,548,017
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$100,431,931,000$75,706,264,887
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,747,000,000 $117,070,468
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,747,000,000$117,070,468
ProductVolume
DKK
USD
Equivalent
IRS DKK3,085,000,000 $464,356,674
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,085,000,000$464,356,674
ProductVolume
HKD
USD
Equivalent
IRS HKD5,178,131,900 $663,858,809
OIS HKD0 $0
Basis HKD500,000,000 $64,102,153
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,678,131,900$727,960,962
ProductVolume
HUF
USD
Equivalent
IRS HUF23,500,000,000 $84,934,131
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF23,500,000,000$84,934,131
ProductVolume
MXN
USD
Equivalent
IRS MXN4,015,000,000 $223,060,512
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,015,000,000$223,060,512
ProductVolume
NOK
USD
Equivalent
IRS NOK9,290,810,000 $1,099,699,355
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $1,183,642,067
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK19,290,810,000$2,283,341,422
ProductVolume
NZD
USD
Equivalent
IRS NZD8,094,836,000 $5,897,897,510
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD8,094,836,000$5,897,897,510
ProductVolume
PLN
USD
Equivalent
IRS PLN4,954,688,000 $1,313,282,884
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN500,000,000 $132,529,322
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,454,688,000$1,445,812,206
ProductVolume
SEK
USD
Equivalent
IRS SEK0 $0
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK0$0
ProductVolume
SGD
USD
Equivalent
IRS SGD3,249,600,000 $2,342,138,455
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,249,600,000$2,342,138,455
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,297,781,496 $486,999,605
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,297,781,496$486,999,605
ProductUSD
Equivalent
IRS$280,462,674,651
OIS$309,321,130,838
Basis$29,390,981,160
Zeroes$29,000,000
FRAs$41,700,631,639
VNS$741,638,805
Inflation$1,911,287,528
Total$663,557,344,621
Show:
ProductUSD
Equivalent
IRS $655,592,226,391
OIS $1,372,782,659,000
Basis $131,002,600,000
Zeroes $89,616,000
FRAs $131,549,400,000
VNS $1,566,023,396
Inflation $1,814,038,000
Total$2,294,396,562,787
ProductVolume
EUR
USD
Equivalent
IRS €237,154,122,155 $264,669,025,713
OIS €301,112,379,156 $336,035,956,072
Basis €3,421,200,000 $3,814,561,540
Zeroes €0 $0
FRAs €94,849,500,000 $105,742,494,300
VNS €1,675,595,136 $1,870,660,066
Inflation €2,615,863,000 $2,919,658,328
Total€640,828,659,447$715,052,356,019
ProductVolume
GBP
USD
Equivalent
IRS £110,213,361,795 $139,795,348,408
OIS £173,802,520,000 $220,613,088,203
Basis £3,460,000,000 $4,391,905,140
Zeroes £19,663,519 $24,931,883
FRAs £44,900,000,000 $57,015,203,000
VNS £171,880,236 $218,292,022
Inflation £2,165,911,000 $2,745,251,897
Total£334,733,336,550$424,804,020,553
ProductVolume
JPY
USD
Equivalent
IRS ¥7,771,125,892,337 $69,739,680,856
OIS ¥435,800,000,000 $3,912,470,551
Basis ¥109,900,000,000 $987,322,663
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,316,825,892,337$74,639,474,070
ProductVolume
CHF
USD
Equivalent
IRS CHF14,392,093,000 $14,788,355,165
OIS CHF0 $0
Basis CHF591,000,000 $608,930,182
Zeroes CHF0 $0
FRAs CHF2,950,000,000 $3,024,343,965
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,933,093,000$18,421,629,312
ProductVolume
AUD
USD
Equivalent
IRS $60,004,104,290 $45,429,947,995
OIS $107,650,000,000 $81,517,469,500
Basis $245,000,000 $185,018,500
Zeroes $0 $0
FRAs $0 $0
VNS $190,736,812 $144,588,040
Inflation $0 $0
Total$168,089,841,102$127,277,024,035
ProductVolume
CAD
USD
Equivalent
IRS $125,413,202,183 $94,547,623,595
OIS $269,778,393,000 $203,531,874,054
Basis $344,000,000 $260,231,485
Zeroes $530,800,000 $398,169,680
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$396,066,395,183$298,737,898,814
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK46,323,995,000 $1,966,681,864
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK46,323,995,000$1,966,681,864
ProductVolume
DKK
USD
Equivalent
IRS DKK5,666,000,000 $851,147,669
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,666,000,000$851,147,669
ProductVolume
HKD
USD
Equivalent
IRS HKD87,678,201,900 $11,240,527,048
OIS HKD0 $0
Basis HKD3,771,000,000 $483,430,375
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD91,449,201,900$11,723,957,423
ProductVolume
HUF
USD
Equivalent
IRS HUF1,063,190,964,000 $3,839,251,414
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF149,000,000,000 $537,135,922
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,212,190,964,000$4,376,387,336
ProductVolume
MXN
USD
Equivalent
IRS MXN9,603,540,690 $530,736,242
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,603,540,690$530,736,242
ProductVolume
NOK
USD
Equivalent
IRS NOK53,811,216,000 $6,328,807,036
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK53,551,600,000 $6,301,794,118
VNS NOK44,858,000 $5,279,807
Inflation NOK0 $0
TotalNOK107,407,674,000$12,635,880,961
ProductVolume
NZD
USD
Equivalent
IRS NZD28,550,877,000 $20,705,013,721
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,550,877,000$20,705,013,721
ProductVolume
PLN
USD
Equivalent
IRS PLN22,377,133,286 $5,895,029,930
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN750,000,000 $198,601,341
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN23,127,133,286$6,093,631,271
ProductVolume
SEK
USD
Equivalent
IRS SEK86,691,939,500 $9,906,426,553
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK135,200,000,000 $15,455,987,625
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK221,891,939,500$25,362,414,178
ProductVolume
SGD
USD
Equivalent
IRS SGD21,008,481,319 $15,126,889,746
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,008,481,319$15,126,889,746
ProductVolume
ZAR
USD
Equivalent
IRS ZAR114,036,451,388 $8,752,007,650
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR114,036,451,388$8,752,007,650
ProductUSD
Equivalent
IRS$1,369,704,726,996
OIS$2,218,393,517,380
Basis$141,733,999,885
Zeroes$512,717,563
FRAs$319,824,960,271
VNS$3,804,843,331
Inflation$7,478,948,225
Total$4,061,453,713,651
Show:
ProductUSD
Equivalent
IRS $14,295,677,660,439
OIS $40,860,201,453,171
Basis $2,412,847,980,758
Zeroes $14,704,789,712
FRAs $9,889,095,204,631
VNS $39,420,306,989
Inflation $116,082,593,280
Total$67,628,029,988,980
ProductVolume
EUR
USD
Equivalent
IRS €6,943,894,893,630 $7,512,268,969,712
OIS €10,038,967,427,745 $10,842,538,172,025
Basis €160,633,036,908 $173,905,666,562
Zeroes €40,183,241,190 $43,224,161,561
FRAs €2,099,845,890,000 $2,262,380,462,603
VNS €19,773,762,934 $21,411,738,092
Inflation €102,593,131,225 $110,870,004,986
Total€19,405,891,383,632$20,966,599,175,541
ProductVolume
GBP
USD
Equivalent
IRS £1,717,431,944,808 $2,164,981,464,704
OIS £1,618,718,332,548 $2,037,273,741,590
Basis £119,480,205,400 $151,648,302,758
Zeroes £7,565,383,960 $9,545,586,773
FRAs £328,373,282,324 $414,579,801,728
VNS £7,544,458,006 $9,479,274,246
Inflation £54,113,760,863 $68,027,157,740
Total£3,853,227,367,909$4,855,535,329,539
ProductVolume
JPY
USD
Equivalent
IRS ¥153,638,549,159,630 $1,366,706,460,168
OIS ¥10,159,528,837,988 $90,377,425,210
Basis ¥12,750,282,173,325 $113,801,612,893
Zeroes ¥0 $0
FRAs ¥1,237,043,200,000 $10,950,122,079
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥177,790,116,456,261$1,581,876,456,336
ProductVolume
CHF
USD
Equivalent
IRS CHF300,819,866,855 $302,108,486,522
OIS CHF560,000,000 $572,637,893
Basis CHF47,923,950,000 $48,929,102,869
Zeroes CHF0 $0
FRAs CHF22,603,950,000 $22,833,414,989
VNS CHF205,500,000 $210,844,134
Inflation CHF0 $0
TotalCHF372,113,266,855$374,654,486,407
ProductVolume
AUD
USD
Equivalent
IRS $1,532,053,255,925 $1,157,049,183,050
OIS $2,462,677,134,000 $1,853,978,094,260
Basis $43,966,978,000 $33,048,920,002
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$4,039,114,969,794$3,044,393,404,286
ProductVolume
CAD
USD
Equivalent
IRS $1,790,288,792,688 $1,339,357,971,676
OIS $1,504,467,136,694 $1,129,933,290,175
Basis $17,412,500,000 $13,128,612,058
Zeroes $561,550,000 $420,565,892
FRAs $0 $0
VNS $953,920,844 $709,863,385
Inflation $0 $0
Total$3,313,683,900,226$2,483,550,303,186
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,304,309,229,066 $132,948,886,572
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,463,668,976,608 $58,357,135,839
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK4,768,905,145,564$191,345,205,717
ProductVolume
DKK
USD
Equivalent
IRS DKK259,678,997,199 $37,536,251,348
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK17,196,000,000 $2,510,746,743
VNS DKK1,679,322,364 $251,930,381
Inflation DKK0 $0
TotalDKK281,704,319,563$40,745,876,456
ProductVolume
HKD
USD
Equivalent
IRS HKD1,560,390,513,540 $200,681,007,035
OIS HKD0 $0
Basis HKD48,983,000,000 $6,296,868,496
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,609,373,513,540$206,977,875,531
ProductVolume
HUF
USD
Equivalent
IRS HUF47,751,429,302,269 $167,126,163,814
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF3,400,000,000 $12,021,736
FRAs HUF23,276,060,000,000 $80,760,946,734
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF71,030,889,302,269$247,899,132,284
ProductVolume
MXN
USD
Equivalent
IRS MXN135,641,968,790 $7,172,899,748
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN135,641,968,790$7,172,899,748
ProductVolume
NOK
USD
Equivalent
IRS NOK1,260,045,126,999 $148,768,566,737
OIS NOK0 $0
Basis NOK2,423,040,000 $284,078,238
Zeroes NOK0 $0
FRAs NOK1,024,463,311,710 $120,989,978,802
VNS NOK3,032,764,040 $359,791,364
Inflation NOK0 $0
TotalNOK2,289,964,242,749$270,402,415,141
ProductVolume
NZD
USD
Equivalent
IRS NZD686,858,940,150 $486,054,799,266
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD687,958,940,150$486,817,419,516
ProductVolume
PLN
USD
Equivalent
IRS PLN776,391,684,308 $196,164,832,391
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN240,418,710,192 $60,433,832,254
VNS PLN50,962,800 $12,732,978
Inflation PLN0 $0
TotalPLN1,016,861,357,300$256,611,397,623
ProductVolume
SEK
USD
Equivalent
IRS SEK4,754,832,342,406 $536,170,377,424
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK6,224,491,266,620 $699,936,513,633
VNS SEK3,605,512,228 $408,241,414
Inflation SEK0 $0
TotalSEK10,985,107,121,254$1,236,764,354,368
ProductVolume
SGD
USD
Equivalent
IRS SGD444,084,527,041 $316,244,202,935
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD444,628,527,041$316,631,108,933
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,851,828,206,338 $292,732,873,144
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,851,828,206,338$292,732,873,144
ProductUSD
Equivalent
IRS$30,659,751,056,685
OIS$56,814,874,814,324
Basis$2,955,487,618,866
Zeroes$68,156,347,571
FRAs$13,622,828,160,035
VNS$72,661,949,249
Inflation$294,979,756,006
Total$104,488,739,702,736
Show:
ProductUSD
Equivalent
IRS $6,622,684,451,776
OIS $5,905,475,321,618
Basis $1,657,390,842,551
Zeroes $11,631,317,985
FRAs $1,031,676,088,762
VNS $131,688,131,673
Inflation $62,152,653,280
Total$15,422,698,807,645
ProductVolume
EUR
USD
Equivalent
IRS €3,663,509,348,429 $4,100,749,189,165
OIS €3,049,265,708,093 $3,413,195,570,354
Basis €117,066,748,146 $131,038,664,538
Zeroes €22,321,374,306 $24,985,430,329
FRAs €467,907,014,678 $523,751,716,880
VNS €67,123,835,482 $75,135,065,247
Inflation €48,684,687,177 $54,495,204,591
Total€7,435,878,716,311$8,323,350,841,104
ProductVolume
GBP
USD
Equivalent
IRS £797,083,313,770 $1,013,690,704,287
OIS £448,159,173,930 $569,946,429,445
Basis £109,426,870,000 $139,163,621,923
Zeroes £20,546,047,789 $26,129,436,276
FRAs £161,733,950,002 $205,685,150,915
VNS £23,217,904,737 $29,527,370,349
Inflation £41,498,275,957 $52,775,432,448
Total£1,601,665,536,185$2,036,918,145,643
ProductVolume
JPY
USD
Equivalent
IRS ¥87,878,198,740,574 $789,632,480,372
OIS ¥5,633,750,000,000 $50,622,248,180
Basis ¥18,438,907,757,775 $165,683,419,515
Zeroes ¥20,000,000,000 $179,710,666
FRAs ¥100,000,000,000 $898,553,329
VNS ¥4,713,085,318 $42,349,585
Inflation ¥0 $0
Total¥112,075,569,583,667$1,007,058,761,647
ProductVolume
CHF
USD
Equivalent
IRS CHF145,828,574,400 $150,431,787,085
OIS CHF540,000,000 $557,045,595
Basis CHF36,962,400,000 $38,129,152,053
Zeroes CHF841,900,000 $868,475,346
FRAs CHF5,664,150,000 $5,842,944,089
VNS CHF205,500,000 $211,986,796
Inflation CHF0 $0
TotalCHF190,042,524,400$196,041,390,964
ProductVolume
AUD
USD
Equivalent
IRS $674,762,509,080 $510,727,743,122
OIS $772,521,534,970 $584,721,549,819
Basis $65,940,890,000 $49,910,659,641
Zeroes $137,083,374 $103,758,406
FRAs $0 $0
VNS $620,037,803 $469,306,613
Inflation $0 $0
Total$1,513,982,055,227$1,145,933,017,601
ProductVolume
CAD
USD
Equivalent
IRS $864,716,934,201 $651,829,439,319
OIS $495,906,900,180 $373,817,955,812
Basis $26,030,800,000 $19,622,192,070
Zeroes $3,134,550,000 $2,362,844,867
FRAs $0 $0
VNS $3,326,460,048 $2,507,507,951
Inflation $0 $0
Total$1,393,115,644,429$1,050,139,940,019
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,662,071,376,497 $70,833,445,268
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK271,190,000,000 $11,557,459,140
VNS CZK926,939,890 $39,503,927
Inflation CZK0 $0
TotalCZK1,934,188,316,387$82,430,408,335
ProductVolume
DKK
USD
Equivalent
IRS DKK675,932,935,143 $101,741,967,479
OIS DKK0 $0
Basis DKK6,950,000,000 $1,046,119,574
Zeroes DKK0 $0
FRAs DKK763,000,000 $114,847,372
VNS DKK1,679,322,364 $252,772,949
Inflation DKK0 $0
TotalDKK685,325,257,507$103,155,707,374
ProductVolume
HKD
USD
Equivalent
IRS HKD1,319,839,141,630 $169,209,061,689
OIS HKD0 $0
Basis HKD90,134,000,000 $11,555,566,951
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,409,973,141,630$180,764,628,640
ProductVolume
HUF
USD
Equivalent
IRS HUF22,474,174,017,568 $81,226,571,797
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF42,400,000,000 $153,242,857
FRAs HUF3,579,000,000,000 $12,935,287,421
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF26,095,574,017,568$94,315,102,075
ProductVolume
MXN
USD
Equivalent
IRS MXN83,334,519,028 $4,629,798,386
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN83,334,519,028$4,629,798,386
ProductVolume
NOK
USD
Equivalent
IRS NOK676,181,759,377 $80,035,717,509
OIS NOK0 $0
Basis NOK10,583,040,000 $1,252,653,134
Zeroes NOK200,000,000 $23,672,841
FRAs NOK339,453,239,758 $40,179,113,423
VNS NOK6,960,528,325 $823,877,413
Inflation NOK0 $0
TotalNOK1,033,378,567,460$122,315,034,320
ProductVolume
NZD
USD
Equivalent
IRS NZD952,184,341,431 $693,761,511,167
OIS NZD0 $0
Basis NZD3,040,000,000 $2,214,944,000
Zeroes NZD6,400,000,000 $4,663,040,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD961,624,341,431$700,639,495,167
ProductVolume
PLN
USD
Equivalent
IRS PLN517,412,488,608 $137,144,652,736
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,450,000,000 $384,335,034
FRAs PLN96,630,000,002 $25,612,616,792
VNS PLN1,044,762,800 $276,923,411
Inflation PLN0 $0
TotalPLN616,537,251,410$163,418,527,973
ProductVolume
SEK
USD
Equivalent
IRS SEK3,241,501,099,852 $371,667,843,817
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,971,811,710 $340,745,481
FRAs SEK2,237,373,449,898 $256,535,395,276
VNS SEK4,373,664,375 $501,480,752
Inflation SEK0 $0
TotalSEK5,486,220,025,835$629,045,465,326
ProductVolume
SGD
USD
Equivalent
IRS SGD587,655,895,786 $423,551,043,847
OIS SGD0 $0
Basis SGD856,000,000 $616,959,170
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD588,511,895,786$424,168,003,017
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,513,637,492,244 $271,705,214,451
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,513,637,492,244$271,705,214,451
ProductUSD
Equivalent
IRS$16,245,252,623,272
OIS$10,898,336,120,823
Basis$2,217,624,795,120
Zeroes$71,826,010,088
FRAs$2,114,789,173,399
VNS$241,476,276,666
Inflation$169,423,290,319
Total$31,958,728,289,687

Figures as of COB Jun 23, 2017.

Notional Outstanding by Product

As of COB Jun 23, 2017

Daily Notional by Tenor
 

As of COB Jun 23, 2017

Notional Outstanding by Tenor
 

As of COB Jun 23, 2017

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$930,472,522,448
$8,996,506,734,456
$251,968,462,323,384
$114,508,975,714,900
EUR
€592,565,833,651
€5,907,035,795,354
€112,938,984,524,062
€84,217,264,780,161
GBP
£284,907,800,730
£1,774,919,009,787
£22,098,283,120,577
£21,739,967,643,567
JPY
¥5,839,463,600,000
¥35,628,721,111,204
¥916,157,608,294,340
¥1,406,631,058,457,020
CHF
CHF4,794,200,000
CHF59,816,705,580
CHF2,342,620,223,712
CHF3,319,422,757,996
AUD
$144,842,953,638
$768,942,212,304
$17,132,482,429,089
$22,199,198,909,079
CAD
$253,387,210,975
$1,233,978,703,298
$10,184,873,113,065
$10,847,951,044,634
Other*
Show All
Hide
$41,324,621,056
$456,679,684,979
$14,909,835,101,986
$18,264,925,771,702
CZK
CZK26,121,013,044
CZK407,668,273,044
CZK17,554,166,063,585
CZK19,717,769,813,229
DKK
DKK8,170,000,000
DKK14,726,000,000
DKK1,090,750,883,699
DKK3,995,740,980,155
HKD
HKD25,752,263,800
HKD370,518,803,800
HKD6,248,364,427,250
HKD11,821,367,688,806
HUF
HUF195,637,112,800
HUF5,438,795,334,600
HUF266,470,241,128,004
HUF274,985,562,376,153
MXN
MXN8,030,000,000
MXN19,207,081,381
MXN308,129,897,579
MXN254,949,382,911
NOK
NOK37,355,120,000
NOK887,270,793,000
NOK15,294,013,768,154
NOK15,559,515,516,924
NZD
NZD16,029,672,000
NZD79,545,305,238
NZD2,268,185,250,974
NZD4,463,083,047,720
PLN
PLN19,844,376,000
PLN95,828,146,572
PLN3,574,187,186,199
PLN3,621,773,228,487
SEK
SEK0
SEK748,188,668,000
SEK49,238,166,698,478
SEK43,281,609,839,956
SGD
SGD13,468,600,000
SGD83,392,842,638
SGD1,820,389,309,084
SGD2,589,111,934,033
ZAR
ZAR44,728,562,992
ZAR474,431,032,776
ZAR14,946,913,576,014
ZAR18,329,352,411,830
Total in USD$2,355,470,047,885$20,187,866,983,999$447,883,610,735,245$295,733,666,347,806

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $425,667,219,292
OIS $369,174,400,000
Basis $75,946,600,000
Zeroes $58,000,000
FRAs $54,830,000,000
VNS $1,281,799,356
Inflation $3,514,503,800
Total$930,472,522,448
ProductVolume
EUR
USD
Equivalent
IRS €339,099,939,802 $379,571,517,617
OIS €233,264,024,996 $261,104,086,379
Basis €0 $0
Zeroes €170,490,544 $190,838,590
FRAs €15,230,000,000 $17,047,700,500
VNS €462,518,309 $517,719,869
Inflation €4,338,860,000 $4,856,702,941
Total€592,565,833,651$663,288,565,896
ProductVolume
GBP
USD
Equivalent
IRS £68,327,767,184 $86,895,837,916
OIS £144,723,400,000 $184,051,983,950
Basis £5,684,800,000 $7,229,644,400
Zeroes £0 $0
FRAs £63,840,000,000 $81,188,520,000
VNS £516,039,546 $656,273,292
Inflation £1,815,794,000 $2,309,236,020
Total£284,907,800,730$362,331,495,578
ProductVolume
JPY
USD
Equivalent
IRS ¥4,820,063,600,000 $43,310,841,944
OIS ¥772,000,000,000 $6,936,831,701
Basis ¥247,400,000,000 $2,223,020,936
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,839,463,600,000$52,470,694,581
ProductVolume
CHF
USD
Equivalent
IRS CHF3,780,200,000 $3,899,525,480
OIS CHF0 $0
Basis CHF1,014,000,000 $1,046,007,840
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,794,200,000$4,945,533,320
ProductVolume
AUD
USD
Equivalent
IRS $70,512,953,638 $53,371,254,609
OIS $69,000,000,000 $52,226,100,000
Basis $5,330,000,000 $4,034,277,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$144,842,953,638$109,631,631,609
ProductVolume
CAD
USD
Equivalent
IRS $72,417,464,000 $54,588,771,295
OIS $180,593,298,000 $136,132,442,334
Basis $0 $0
Zeroes $8,170,000 $6,158,601
FRAs $0 $0
VNS $368,278,975 $277,611,167
Inflation $0 $0
Total$253,387,210,975$191,004,983,397
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK8,121,013,044 $346,097,852
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK18,000,000,000 $767,116,282
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK26,121,013,044$1,113,214,134
ProductVolume
DKK
USD
Equivalent
IRS DKK8,170,000,000 $1,229,754,952
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,170,000,000$1,229,754,952
ProductVolume
HKD
USD
Equivalent
IRS HKD24,352,263,800 $3,122,065,089
OIS HKD0 $0
Basis HKD1,400,000,000 $179,486,029
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD25,752,263,800$3,301,551,118
ProductVolume
HUF
USD
Equivalent
IRS HUF195,637,112,800 $707,075,240
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF195,637,112,800$707,075,240
ProductVolume
MXN
USD
Equivalent
IRS MXN8,030,000,000 $446,121,025
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,030,000,000$446,121,025
ProductVolume
NOK
USD
Equivalent
IRS NOK17,355,120,000 $2,054,225,010
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK20,000,000,000 $2,367,284,133
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK37,355,120,000$4,421,509,143
ProductVolume
NZD
USD
Equivalent
IRS NZD16,029,672,000 $11,679,219,019
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD16,029,672,000$11,679,219,019
ProductVolume
PLN
USD
Equivalent
IRS PLN11,244,376,000 $2,980,419,058
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,600,000,000 $2,279,504,340
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,844,376,000$5,259,923,398
ProductVolume
SEK
USD
Equivalent
IRS SEK0 $0
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK0$0
ProductVolume
SGD
USD
Equivalent
IRS SGD13,468,600,000 $9,707,448,917
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,468,600,000$9,707,448,917
ProductVolume
ZAR
USD
Equivalent
IRS ZAR44,728,562,992 $3,458,804,110
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR44,728,562,992$3,458,804,110
ProductUSD
Equivalent
IRS$1,083,036,198,425
OIS$1,009,625,844,364
Basis$90,659,036,205
Zeroes$254,997,191
FRAs$158,480,125,255
VNS$2,733,403,684
Inflation$10,680,442,761
Total$2,355,470,047,885
Show:
ProductUSD
Equivalent
IRS $2,107,534,547,450
OIS $3,503,574,442,148
Basis $386,223,306,000
Zeroes $179,232,000
FRAs $2,965,555,600,000
VNS $7,076,650,158
Inflation $26,362,956,700
Total$8,996,506,734,456
ProductVolume
EUR
USD
Equivalent
IRS €1,755,639,212,783 $1,959,192,374,866
OIS €1,163,541,117,134 $1,298,369,969,535
Basis €8,350,400,000 $9,310,283,280
Zeroes €2,759,285,246 $3,077,787,807
FRAs €2,948,120,000,000 $3,286,733,687,100
VNS €3,765,338,191 $4,203,407,299
Inflation €24,860,442,000 $27,738,805,767
Total€5,907,035,795,354$6,588,626,315,654
ProductVolume
GBP
USD
Equivalent
IRS £407,706,967,006 $517,055,621,053
OIS £797,890,640,000 $1,013,019,753,936
Basis £38,108,107,336 $48,335,911,703
Zeroes £161,918,088 $204,942,098
FRAs £512,704,000,000 $650,195,623,800
VNS £1,486,527,032 $1,886,924,354
Inflation £16,860,850,325 $21,365,054,978
Total£1,774,919,009,787$2,252,063,831,922
ProductVolume
JPY
USD
Equivalent
IRS ¥33,447,281,111,204 $300,137,562,969
OIS ¥1,700,340,000,000 $15,262,174,718
Basis ¥481,100,000,000 $4,321,745,742
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥35,628,721,111,204$319,721,483,429
ProductVolume
CHF
USD
Equivalent
IRS CHF45,202,105,580 $46,453,848,306
OIS CHF400,000,000 $410,235,373
Basis CHF4,764,600,000 $4,901,238,410
Zeroes CHF0 $0
FRAs CHF9,450,000,000 $9,687,474,317
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF59,816,705,580$61,452,796,406
ProductVolume
AUD
USD
Equivalent
IRS $266,791,738,680 $201,989,585,498
OIS $485,534,000,000 $367,675,237,300
Basis $16,085,000,000 $12,185,530,650
Zeroes $0 $0
FRAs $0 $0
VNS $531,473,624 $402,471,081
Inflation $0 $0
Total$768,942,212,304$582,252,824,529
ProductVolume
CAD
USD
Equivalent
IRS $469,807,980,086 $354,050,336,653
OIS $758,532,786,000 $572,264,581,802
Basis $3,224,000,000 $2,434,528,319
Zeroes $1,133,638,000 $850,643,394
FRAs $0 $0
VNS $1,280,299,212 $963,222,456
Inflation $0 $0
Total$1,233,978,703,298$930,563,312,624
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK167,428,273,044 $7,110,544,460
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK240,240,000,000 $10,186,260,574
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK407,668,273,044$17,296,805,034
ProductVolume
DKK
USD
Equivalent
IRS DKK14,726,000,000 $2,212,886,634
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK14,726,000,000$2,212,886,634
ProductVolume
HKD
USD
Equivalent
IRS HKD360,512,803,800 $46,218,115,595
OIS HKD0 $0
Basis HKD10,006,000,000 $1,282,712,224
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD370,518,803,800$47,500,827,819
ProductVolume
HUF
USD
Equivalent
IRS HUF3,838,795,334,600 $13,857,165,864
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,600,000,000,000 $5,784,476,683
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,438,795,334,600$19,641,642,547
ProductVolume
MXN
USD
Equivalent
IRS MXN19,207,081,381 $1,061,472,484
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN19,207,081,381$1,061,472,484
ProductVolume
NOK
USD
Equivalent
IRS NOK140,189,877,000 $16,480,955,201
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK746,991,200,000 $87,626,611,514
VNS NOK89,716,000 $10,559,613
Inflation NOK0 $0
TotalNOK887,270,793,000$104,118,126,328
ProductVolume
NZD
USD
Equivalent
IRS NZD79,274,757,534 $57,460,208,739
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD79,545,305,238$57,656,694,009
ProductVolume
PLN
USD
Equivalent
IRS PLN83,128,146,572 $21,902,526,950
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,700,000,000 $3,360,507,278
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN95,828,146,572$25,263,034,228
ProductVolume
SEK
USD
Equivalent
IRS SEK291,388,668,000 $33,276,253,176
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK456,800,000,000 $52,220,164,026
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK748,188,668,000$85,496,417,202
ProductVolume
SGD
USD
Equivalent
IRS SGD83,392,842,638 $60,041,700,568
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD83,392,842,638$60,041,700,568
ProductVolume
ZAR
USD
Equivalent
IRS ZAR474,431,032,776 $36,390,078,126
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR474,431,032,776$36,390,078,126
ProductUSD
Equivalent
IRS$5,782,425,784,592
OIS$6,770,576,394,812
Basis$468,995,256,328
Zeroes$4,312,605,299
FRAs$7,071,350,405,292
VNS$14,739,720,231
Inflation$75,466,817,445
Total$20,187,866,983,999
Show:
ProductUSD
Equivalent
IRS $49,542,090,378,954
OIS $110,431,750,377,170
Basis $9,901,584,235,539
Zeroes $42,433,064,582
FRAs $81,291,627,335,716
VNS $151,331,654,403
Inflation $607,645,277,020
Total$251,968,462,323,384
ProductVolume
EUR
USD
Equivalent
IRS €39,606,192,615,108 $42,847,194,667,959
OIS €35,394,485,336,496 $38,242,829,791,354
Basis €350,714,673,816 $379,677,481,314
Zeroes €85,827,051,654 $92,544,195,353
FRAs €36,778,856,760,000 $39,777,860,989,660
VNS €80,518,509,648 $86,954,644,331
Inflation €642,389,577,340 $693,844,674,603
Total€112,938,984,524,062$122,120,906,444,574
ProductVolume
GBP
USD
Equivalent
IRS £6,327,038,467,494 $7,968,502,251,748
OIS £6,524,545,969,096 $8,230,901,021,145
Basis £823,969,060,890 $1,041,429,508,352
Zeroes £30,275,504,360 $38,036,861,525
FRAs £8,049,823,663,037 $10,125,994,764,428
VNS £23,743,765,316 $29,799,000,825
Inflation £318,886,690,384 $401,958,324,162
Total£22,098,283,120,577$27,836,621,732,185
ProductVolume
JPY
USD
Equivalent
IRS ¥825,993,800,719,078 $7,345,481,606,886
OIS ¥39,654,234,273,976 $352,890,748,020
Basis ¥46,144,384,346,650 $411,125,131,345
Zeroes ¥0 $0
FRAs ¥4,310,086,400,000 $38,282,884,070
VNS ¥55,102,554,636 $492,840,102
Inflation ¥0 $0
Total¥916,157,608,294,340$8,148,273,210,423
ProductVolume
CHF
USD
Equivalent
IRS CHF1,005,034,793,046 $1,010,131,105,107
OIS CHF5,050,000,000 $5,071,093,256
Basis CHF168,573,300,000 $171,146,587,066
Zeroes CHF0 $0
FRAs CHF1,163,166,163,918 $1,169,792,571,795
VNS CHF795,966,748 $814,551,568
Inflation CHF0 $0
TotalCHF2,342,620,223,712$2,356,955,908,792
ProductVolume
AUD
USD
Equivalent
IRS $7,196,710,882,406 $5,427,833,356,660
OIS $9,506,684,544,000 $7,159,042,780,553
Basis $425,789,120,968 $320,483,769,831
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $2,297,881,715 $1,740,813,264
Inflation $0 $0
Total$17,132,482,429,089$12,909,868,320,308
ProductVolume
CAD
USD
Equivalent
IRS $6,069,998,246,103 $4,541,871,782,997
OIS $3,882,800,273,388 $2,917,030,064,355
Basis $167,889,540,000 $125,768,880,206
Zeroes $6,718,543,200 $5,067,953,308
FRAs $0 $0
VNS $57,466,510,374 $42,949,012,727
Inflation $0 $0
Total$10,184,873,113,065$7,632,687,693,593
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK10,660,166,230,589 $428,481,929,733
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,892,145,953,216 $277,119,119,018
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK17,554,166,063,585$705,679,415,364
ProductVolume
DKK
USD
Equivalent
IRS DKK892,433,743,708 $129,034,818,977
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK189,318,000,000 $27,167,448,397
VNS DKK2,699,139,991 $405,664,882
Inflation DKK0 $0
TotalDKK1,090,750,883,699$157,501,828,224
ProductVolume
HKD
USD
Equivalent
IRS HKD6,100,320,427,250 $784,587,057,040
OIS HKD0 $0
Basis HKD148,044,000,000 $19,031,474,201
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,248,364,427,250$803,618,531,241
ProductVolume
HUF
USD
Equivalent
IRS HUF153,187,861,128,004 $534,729,943,578
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,800,000,000 $24,043,472
FRAs HUF113,275,580,000,000 $393,817,688,565
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF266,470,241,128,004$928,571,675,615
ProductVolume
MXN
USD
Equivalent
IRS MXN308,129,897,579 $16,233,573,182
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN308,129,897,579$16,233,573,182
ProductVolume
NOK
USD
Equivalent
IRS NOK4,217,298,190,594 $498,274,173,168
OIS NOK0 $0
Basis NOK4,846,080,000 $568,156,475
Zeroes NOK0 $0
FRAs NOK11,065,331,319,480 $1,309,459,306,144
VNS NOK6,538,178,080 $776,314,884
Inflation NOK0 $0
TotalNOK15,294,013,768,154$1,809,077,950,671
ProductVolume
NZD
USD
Equivalent
IRS NZD2,266,068,703,270 $1,601,722,099,573
OIS NZD0 $0
Basis NZD1,846,000,000 $1,278,578,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD2,268,185,250,974$1,603,197,163,743
ProductVolume
PLN
USD
Equivalent
IRS PLN2,476,698,389,537 $626,645,486,305
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,097,202,789,224 $276,375,563,934
VNS PLN286,007,438 $70,911,122
Inflation PLN0 $0
TotalPLN3,574,187,186,199$903,091,961,361
ProductVolume
SEK
USD
Equivalent
IRS SEK16,049,753,501,135 $1,811,757,565,549
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK33,161,415,093,276 $3,733,773,623,343
VNS SEK24,110,064,067 $2,714,520,241
Inflation SEK0 $0
TotalSEK49,238,166,698,478$5,548,576,877,324
ProductVolume
SGD
USD
Equivalent
IRS SGD1,819,101,309,084 $1,295,426,798,984
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,820,389,309,084$1,296,344,088,150
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,946,913,576,014 $1,137,942,037,111
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR14,946,913,576,014$1,137,942,037,111
ProductUSD
Equivalent
IRS$127,547,940,633,511
OIS$167,339,515,875,853
Basis$12,373,904,988,363
Zeroes$179,204,886,431
FRAs$138,421,271,295,070
VNS$318,324,780,232
Inflation$1,703,448,275,785
Total$447,883,610,735,245
Show:
ProductUSD
Equivalent
IRS $41,278,787,327,166
OIS $24,208,305,451,650
Basis $17,485,742,387,724
Zeroes $142,833,334,636
FRAs $30,079,911,052,817
VNS $691,854,578,046
Inflation $621,541,582,860
Total$114,508,975,714,899
ProductVolume
EUR
USD
Equivalent
IRS €42,469,559,233,773 $47,538,301,128,324
OIS €18,248,856,270,223 $20,426,857,266,074
Basis €1,196,656,779,366 $1,339,477,765,983
Zeroes €663,043,560,934 $742,177,809,931
FRAs €20,303,006,042,916 $22,726,169,814,138
VNS €409,906,167,526 $458,828,468,620
Inflation €926,236,725,423 $1,036,783,078,602
Total€84,217,264,780,161$94,268,595,331,672
ProductVolume
GBP
USD
Equivalent
IRS £7,834,187,345,497 $9,963,127,756,636
OIS £3,955,412,401,412 $5,030,295,721,496
Basis £3,874,927,104,471 $4,927,938,545,110
Zeroes £261,428,632,493 $332,471,863,373
FRAs £5,070,210,727,914 $6,448,040,493,224
VNS £140,229,664,685 $178,337,076,063
Inflation £603,571,767,096 $767,592,394,804
Total£21,739,967,643,568$27,647,803,850,706
ProductVolume
JPY
USD
Equivalent
IRS ¥1,135,690,412,768,020 $10,204,784,012,652
OIS ¥51,882,793,056,637 $466,194,564,261
Basis ¥215,133,266,525,550 $1,933,087,128,453
Zeroes ¥3,649,483,552,169 $32,792,555,954
FRAs ¥220,000,000,000 $1,976,817,324
VNS ¥55,102,554,636 $495,125,839
Inflation ¥0 $0
Total¥1,406,631,058,457,012$12,639,330,204,483
ProductVolume
CHF
USD
Equivalent
IRS CHF1,877,450,680,082 $1,936,714,132,538
OIS CHF15,940,279,070 $16,443,448,597
Basis CHF531,858,362,000 $548,646,958,944
Zeroes CHF12,343,480,159 $12,733,113,430
FRAs CHF881,033,989,937 $908,844,635,792
VNS CHF795,966,748 $821,092,168
Inflation CHF0 $0
TotalCHF3,319,422,757,996$3,424,203,381,469
ProductVolume
AUD
USD
Equivalent
IRS $12,845,594,178,986 $9,722,830,234,074
OIS $7,227,569,493,392 $5,470,547,349,548
Basis $2,100,449,576,275 $1,589,830,284,283
Zeroes $11,092,965,031 $8,396,265,232
FRAs $0 $0
VNS $14,492,695,395 $10,969,521,144
Inflation $0 $0
Total$22,199,198,909,079$16,802,573,654,281
ProductVolume
CAD
USD
Equivalent
IRS $8,207,360,995,202 $6,186,763,904,118
OIS $2,063,254,259,014 $1,555,294,933,676
Basis $470,810,216,932 $354,899,907,230
Zeroes $24,300,891,558 $18,318,175,455
FRAs $0 $0
VNS $82,224,681,928 $61,981,518,112
Inflation $0 $0
Total$10,847,951,044,634$8,177,258,438,591
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK15,355,105,341,403 $654,397,295,549
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,228,472,799
FRAs CZK4,308,520,592,046 $183,618,683,204
VNS CZK1,853,879,780 $79,007,854
Inflation CZK0 $0
TotalCZK19,717,769,813,229$840,323,459,406
ProductVolume
DKK
USD
Equivalent
IRS DKK3,887,695,840,164 $585,179,095,696
OIS DKK0 $0
Basis DKK13,900,000,000 $2,092,239,147
Zeroes DKK15,500,000,000 $2,333,072,431
FRAs DKK75,946,000,000 $11,431,452,827
VNS DKK2,699,139,991 $406,276,716
Inflation DKK0 $0
TotalDKK3,995,740,980,155$601,442,136,817
ProductVolume
HKD
USD
Equivalent
IRS HKD11,526,853,688,806 $1,477,792,281,948
OIS HKD0 $0
Basis HKD294,514,000,000 $37,757,963,090
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD11,821,367,688,806$1,515,550,245,038
ProductVolume
HUF
USD
Equivalent
IRS HUF217,169,690,931,803 $784,898,678,757
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF442,515,000,000 $1,599,345,826
FRAs HUF57,373,356,444,350 $207,359,836,798
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF274,985,562,376,153$993,857,861,381
ProductVolume
MXN
USD
Equivalent
IRS MXN254,949,382,911 $14,164,169,365
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN254,949,382,911$14,164,169,365
ProductVolume
NOK
USD
Equivalent
IRS NOK7,099,971,091,150 $840,382,445,541
OIS NOK0 $0
Basis NOK30,737,880,000 $3,638,264,781
Zeroes NOK16,190,147,412 $1,916,333,954
FRAs NOK8,398,407,145,712 $994,070,799,043
VNS NOK14,209,252,650 $1,681,866,917
Inflation NOK0 $0
TotalNOK15,559,515,516,924$1,841,689,710,236
ProductVolume
NZD
USD
Equivalent
IRS NZD4,442,054,500,016 $3,236,480,908,711
OIS NZD0 $0
Basis NZD5,078,000,000 $3,699,830,800
Zeroes NZD15,680,000,000 $11,424,448,000
FRAs NZD0 $0
VNS NZD270,547,704 $197,121,057
Inflation NZD0 $0
TotalNZD4,463,083,047,720$3,251,802,308,568
ProductVolume
PLN
USD
Equivalent
IRS PLN2,775,304,752,463 $735,618,514,999
OIS PLN0 $0
Basis PLN2,374,000,000 $629,249,221
Zeroes PLN7,510,000,000 $1,990,590,418
FRAs PLN832,462,690,186 $220,651,432,029
VNS PLN4,121,785,838 $1,092,514,966
Inflation PLN0 $0
TotalPLN3,621,773,228,487$959,982,301,633
ProductVolume
SEK
USD
Equivalent
IRS SEK24,532,501,439,133 $2,812,876,390,430
OIS SEK0 $0
Basis SEK500,000,000 $57,329,588
Zeroes SEK172,575,330,049 $19,787,345,072
FRAs SEK18,549,333,644,560 $2,126,851,303,624
VNS SEK26,699,426,214 $3,061,334,199
Inflation SEK0 $0
TotalSEK43,281,609,839,956$4,962,633,702,913
ProductVolume
SGD
USD
Equivalent
IRS SGD2,580,835,934,033 $1,860,128,966,113
OIS SGD0 $0
Basis SGD2,128,000,000 $1,533,748,964
Zeroes SGD6,148,000,000 $4,431,150,672
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,589,111,934,033$1,866,093,865,749
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,329,352,411,830 $1,417,386,010,596
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR18,329,352,411,830$1,417,386,010,596
ProductUSD
Equivalent
IRS$141,250,613,253,213
OIS$57,173,938,735,302
Basis$28,229,031,603,318
Zeroes$1,335,433,877,183
FRAs$63,908,926,320,820
VNS$1,409,805,501,701
Inflation$2,425,917,056,266
Total$295,733,666,347,803

Figures as of COB Jun 23, 2017.

Notional Outstanding by Product

As of COB Jun 23, 2017

Daily Notional by Tenor

As of COB Jun 23, 2017

Notional Outstanding by Currency

As of COB Jun 23, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.

  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.

  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.

  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.

  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.

  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.