Daily Volumes

  • Client Notional Cleared (USD)
    $452,892,789,548,240
    Client Notional Outstanding (USD)
    $31,017,198,645,771
    As of COB Feb 24, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,308,970,000,000,000
    Trades Compressed
    10,661,289
  • 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 Feb 24, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$977,334,361,947
$2,980,140,891,320
$19,104,068,005,707
$17,163,218,027,850
EUR
€91,170,878,487
€631,397,312,940
€4,678,143,410,857
€5,999,773,121,971
GBP
£26,354,810,917
£148,989,376,941
£987,229,840,644
£1,403,564,473,003
JPY
¥1,199,126,419,000
¥3,638,011,610,000
¥67,360,172,068,345
¥113,186,142,231,745
CHF
CHF1,954,797,838
CHF17,306,091,077
CHF94,550,638,843
CHF167,749,330,356
AUD
$97,623,049,500
$248,524,937,107
$814,910,744,479
$1,505,732,738,546
CAD
$39,992,778,039
$98,172,989,039
$708,636,770,915
$1,245,176,882,602
Other*
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$32,100,288,459
$152,618,793,431
$1,067,733,083,863
$2,484,493,662,999
CZK
CZK53,966,000,000
CZK198,097,480,000
CZK1,531,888,924,362
CZK1,754,143,834,433
DKK
DKK3,711,000,000
DKK18,830,121,356
DKK118,942,886,935
DKK632,418,711,573
HKD
HKD24,556,844,964
HKD69,994,870,964
HKD431,040,307,710
HKD1,043,063,509,248
HUF
HUF571,164,317,022
HUF3,495,134,643,476
HUF26,789,084,383,130
HUF30,364,042,508,347
MXN
MXN250,000,000
MXN1,720,000,000
MXN14,038,200,000
MXN15,513,200,000
NOK
NOK24,947,742,990
NOK53,085,695,024
NOK708,123,778,547
NOK1,006,301,939,099
NZD
NZD6,594,715,500
NZD36,937,247,862
NZD205,298,612,192
NZD1,017,453,966,986
PLN
PLN19,567,782,496
PLN83,372,517,472
PLN370,490,164,642
PLN657,612,739,179
SEK
SEK48,348,013,001
SEK388,036,292,879
SEK3,211,301,445,419
SEK4,822,440,452,625
SGD
SGD5,595,490,000
SGD21,434,531,777
SGD142,533,473,395
SGD514,282,640,372
ZAR
ZAR32,165,596,864
ZAR121,293,676,292
ZAR784,162,781,102
ZAR2,246,546,165,921
Total in USD$1,256,690,471,962$4,301,532,949,922$28,218,017,454,501$31,017,198,645,771

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $287,603,363,404
OIS $528,578,290,000
Basis $12,955,188,918
Zeroes $0
FRAs $147,538,000,000
VNS $278,269,625
Inflation $381,250,000
Total$977,334,361,947
ProductVolume
EUR
USD
Equivalent
IRS €41,778,298,001 $44,130,416,178
OIS €47,426,841,000 $50,096,972,148
Basis €0 $0
Zeroes €0 $0
FRAs €0 $0
VNS €821,739,486 $868,003,419
Inflation €1,144,000,000 $1,208,407,200
Total€91,170,878,487$96,303,798,945
ProductVolume
GBP
USD
Equivalent
IRS £22,773,991,655 $28,393,474,096
OIS £565,500,000 $705,037,125
Basis £0 $0
Zeroes £0 $0
FRAs £2,148,000,000 $2,678,019,000
VNS £165,464,262 $206,292,568
Inflation £701,855,000 $875,037,721
Total£26,354,810,917$32,857,860,510
ProductVolume
JPY
USD
Equivalent
IRS ¥1,031,726,419,000 $9,196,242,259
OIS ¥0 $0
Basis ¥167,400,000,000 $1,492,111,596
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,199,126,419,000$10,688,353,855
ProductVolume
CHF
USD
Equivalent
IRS CHF1,895,797,838 $1,881,498,450
OIS CHF0 $0
Basis CHF59,000,000 $58,554,982
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,954,797,838$1,940,053,432
ProductVolume
AUD
USD
Equivalent
IRS $17,043,049,500 $13,078,836,186
OIS $80,580,000,000 $61,837,092,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$97,623,049,500$74,915,928,186
ProductVolume
CAD
USD
Equivalent
IRS $36,992,778,039 $28,258,175,876
OIS $3,000,000,000 $2,291,650,752
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$39,992,778,039$30,549,826,628
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,486,000,000 $722,250,440
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK35,480,000,000 $1,386,208,244
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK53,966,000,000$2,108,458,684
ProductVolume
DKK
USD
Equivalent
IRS DKK3,711,000,000 $527,149,402
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,711,000,000$527,149,402
ProductVolume
HKD
USD
Equivalent
IRS HKD24,556,844,964 $3,164,154,513
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD24,556,844,964$3,164,154,513
ProductVolume
HUF
USD
Equivalent
IRS HUF313,164,317,022 $1,072,829,575
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF258,000,000,000 $883,849,198
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF571,164,317,022$1,956,678,773
ProductVolume
MXN
USD
Equivalent
IRS MXN250,000,000 $12,556,347
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN250,000,000$12,556,347
ProductVolume
NOK
USD
Equivalent
IRS NOK2,947,742,990 $351,927,291
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK22,000,000,000 $2,626,552,053
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK24,947,742,990$2,978,479,344
ProductVolume
NZD
USD
Equivalent
IRS NZD6,594,715,500 $4,750,833,046
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD6,594,715,500$4,750,833,046
ProductVolume
PLN
USD
Equivalent
IRS PLN13,132,782,496 $3,214,092,632
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,435,000,000 $1,574,889,868
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,567,782,496$4,788,982,500
ProductVolume
SEK
USD
Equivalent
IRS SEK26,348,013,001 $2,914,764,423
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,000,000,000 $2,433,762,929
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK48,348,013,001$5,348,527,352
ProductVolume
SGD
USD
Equivalent
IRS SGD5,595,490,000 $3,982,555,160
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,595,490,000$3,982,555,160
ProductVolume
ZAR
USD
Equivalent
IRS ZAR32,165,596,864 $2,481,913,338
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR32,165,596,864$2,481,913,338
ProductUSD
Equivalent
IRS$435,737,032,616
OIS$643,509,042,025
Basis$14,505,855,496
Zeroes$0
FRAs$159,121,281,292
VNS$1,352,565,612
Inflation$2,464,694,921
Total$1,256,690,471,962
Show:
ProductUSD
Equivalent
IRS $681,458,214,521
OIS $1,773,678,222,813
Basis $57,115,088,918
Zeroes $40,000,000
FRAs $461,207,000,000
VNS $3,708,959,318
Inflation $2,933,405,750
Total$2,980,140,891,320
ProductVolume
EUR
USD
Equivalent
IRS €232,982,873,003 $246,196,064,876
OIS €317,073,876,000 $334,970,450,862
Basis €16,689,500,000 $17,636,558,650
Zeroes €18,830,000 $19,878,831
FRAs €58,050,000,000 $61,436,683,000
VNS €2,527,803,937 $2,670,425,321
Inflation €4,054,430,000 $4,282,284,883
Total€631,397,312,940$667,212,346,423
ProductVolume
GBP
USD
Equivalent
IRS £94,780,161,149 $118,332,769,813
OIS £31,545,200,000 $39,380,738,145
Basis £1,000,800,000 $1,246,845,080
Zeroes £118,974,361 $148,486,658
FRAs £18,625,000,000 $23,278,814,900
VNS £524,053,431 $654,623,765
Inflation £2,395,188,000 $2,987,116,318
Total£148,989,376,941$186,029,394,679
ProductVolume
JPY
USD
Equivalent
IRS ¥3,185,011,610,000 $28,241,527,083
OIS ¥64,600,000,000 $570,152,756
Basis ¥388,400,000,000 $3,450,916,472
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,638,011,610,000$32,262,596,311
ProductVolume
CHF
USD
Equivalent
IRS CHF14,520,091,077 $14,414,972,787
OIS CHF0 $0
Basis CHF859,000,000 $856,361,016
Zeroes CHF0 $0
FRAs CHF1,927,000,000 $1,907,659,110
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,306,091,077$17,178,992,913
ProductVolume
AUD
USD
Equivalent
IRS $72,793,937,107 $56,025,104,909
OIS $174,520,000,000 $134,233,569,000
Basis $1,211,000,000 $931,303,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$248,524,937,107$191,189,977,509
ProductVolume
CAD
USD
Equivalent
IRS $94,449,080,039 $72,057,029,140
OIS $3,723,909,000 $2,842,928,196
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$98,172,989,039$74,899,957,336
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK134,817,480,000 $5,273,065,813
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK63,280,000,000 $2,474,202,745
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK198,097,480,000$7,747,268,558
ProductVolume
DKK
USD
Equivalent
IRS DKK17,330,121,356 $2,463,909,543
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $213,068,182
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,830,121,356$2,676,977,725
ProductVolume
HKD
USD
Equivalent
IRS HKD69,994,870,964 $9,019,267,860
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD69,994,870,964$9,019,267,860
ProductVolume
HUF
USD
Equivalent
IRS HUF2,244,294,643,476 $7,692,616,102
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,250,840,000,000 $4,285,655,374
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,495,134,643,476$11,978,271,476
ProductVolume
MXN
USD
Equivalent
IRS MXN1,720,000,000 $87,165,673
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,720,000,000$87,165,673
ProductVolume
NOK
USD
Equivalent
IRS NOK27,492,569,774 $3,291,828,307
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK25,560,744,000 $3,052,665,849
VNS NOK32,381,250 $3,882,646
Inflation NOK0 $0
TotalNOK53,085,695,024$6,348,376,802
ProductVolume
NZD
USD
Equivalent
IRS NZD36,937,247,862 $26,590,178,714
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD36,937,247,862$26,590,178,714
ProductVolume
PLN
USD
Equivalent
IRS PLN50,157,517,472 $12,303,411,625
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN33,215,000,000 $8,149,216,856
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN83,372,517,472$20,452,628,481
ProductVolume
SEK
USD
Equivalent
IRS SEK214,240,292,879 $23,856,138,886
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK173,796,000,000 $19,337,971,168
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK388,036,292,879$43,194,110,054
ProductVolume
SGD
USD
Equivalent
IRS SGD21,434,531,777 $15,185,921,633
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,434,531,777$15,185,921,633
ProductVolume
ZAR
USD
Equivalent
IRS ZAR121,293,676,292 $9,338,626,455
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR121,293,676,292$9,338,626,455
ProductUSD
Equivalent
IRS$1,331,827,813,740
OIS$2,285,676,061,772
Basis$81,237,073,736
Zeroes$208,365,489
FRAs$585,342,937,184
VNS$7,037,891,050
Inflation$10,202,806,951
Total$4,301,532,949,922
Show:
ProductUSD
Equivalent
IRS $4,291,248,993,054
OIS $10,771,990,180,670
Basis $410,932,757,130
Zeroes $1,520,573,712
FRAs $3,580,783,762,885
VNS $13,040,518,856
Inflation $34,551,219,400
Total$19,104,068,005,707
ProductVolume
EUR
USD
Equivalent
IRS €1,966,158,852,247 $2,091,745,048,752
OIS €2,103,849,259,248 $2,237,237,127,222
Basis €55,690,500,000 $59,247,218,340
Zeroes €743,292,886 $795,402,472
FRAs €518,328,600,000 $550,794,916,935
VNS €6,101,766,532 $6,483,562,129
Inflation €27,271,139,944 $29,023,122,099
Total€4,678,143,410,857$4,975,326,397,949
ProductVolume
GBP
USD
Equivalent
IRS £467,117,522,712 $581,067,325,989
OIS £375,582,016,514 $466,367,135,594
Basis £29,403,580,400 $36,493,376,391
Zeroes £3,111,182,684 $3,859,754,309
FRAs £94,516,000,000 $117,239,508,000
VNS £2,728,182,625 $3,392,628,303
Inflation £14,771,355,709 $18,352,150,428
Total£987,229,840,644$1,226,771,879,014
ProductVolume
JPY
USD
Equivalent
IRS ¥57,532,447,771,714 $505,195,509,929
OIS ¥3,056,390,837,988 $26,920,224,335
Basis ¥5,690,277,173,325 $50,126,229,877
Zeroes ¥0 $0
FRAs ¥1,076,343,200,000 $9,527,170,678
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥67,360,172,068,345$591,809,970,805
ProductVolume
CHF
USD
Equivalent
IRS CHF82,336,438,843 $81,995,253,977
OIS CHF20,000,000 $19,466,615
Basis CHF9,467,200,000 $9,459,773,127
Zeroes CHF0 $0
FRAs CHF2,727,000,000 $2,699,934,426
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF94,550,638,843$94,174,428,145
ProductVolume
AUD
USD
Equivalent
IRS $377,649,644,479 $286,461,946,478
OIS $432,615,806,000 $330,100,662,969
Basis $4,645,294,000 $3,509,922,276
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$814,910,744,479$620,072,531,723
ProductVolume
CAD
USD
Equivalent
IRS $394,891,848,282 $300,388,836,831
OIS $305,730,146,694 $231,560,735,162
Basis $7,858,500,000 $5,992,744,284
Zeroes $0 $0
FRAs $0 $0
VNS $156,275,939 $118,841,018
Inflation $0 $0
Total$708,636,770,915$538,061,157,295
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,002,260,924,362 $39,498,098,463
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK529,628,000,000 $20,878,024,266
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,531,888,924,362$60,376,122,729
ProductVolume
DKK
USD
Equivalent
IRS DKK108,746,886,935 $15,531,438,776
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,196,000,000 $1,459,327,536
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK118,942,886,935$16,990,766,312
ProductVolume
HKD
USD
Equivalent
IRS HKD419,354,307,710 $54,053,413,163
OIS HKD0 $0
Basis HKD11,686,000,000 $1,506,622,366
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD431,040,307,710$55,560,035,529
ProductVolume
HUF
USD
Equivalent
IRS HUF14,721,624,383,130 $50,747,728,650
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF12,067,460,000,000 $41,653,310,938
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF26,789,084,383,130$92,401,039,588
ProductVolume
MXN
USD
Equivalent
IRS MXN14,038,200,000 $680,760,412
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN14,038,200,000$680,760,412
ProductVolume
NOK
USD
Equivalent
IRS NOK413,055,743,767 $49,295,200,650
OIS NOK0 $0
Basis NOK395,000,000 $47,902,013
Zeroes NOK0 $0
FRAs NOK292,660,074,000 $34,987,068,915
VNS NOK2,012,960,780 $239,796,960
Inflation NOK0 $0
TotalNOK708,123,778,547$84,569,968,538
ProductVolume
NZD
USD
Equivalent
IRS NZD205,298,612,192 $147,532,987,852
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD205,298,612,192$147,532,987,852
ProductVolume
PLN
USD
Equivalent
IRS PLN273,969,912,642 $67,253,013,987
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN96,503,000,000 $23,608,517,774
VNS PLN17,252,000 $4,279,141
Inflation PLN0 $0
TotalPLN370,490,164,642$90,865,810,902
ProductVolume
SEK
USD
Equivalent
IRS SEK1,373,280,894,733 $153,914,491,969
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,837,263,000,000 $205,863,747,260
VNS SEK757,550,686 $85,591,560
Inflation SEK0 $0
TotalSEK3,211,301,445,419$359,863,830,789
ProductVolume
SGD
USD
Equivalent
IRS SGD142,425,473,395 $100,204,055,227
OIS SGD0 $0
Basis SGD108,000,000 $76,136,764
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD142,533,473,395$100,280,191,991
ProductVolume
ZAR
USD
Equivalent
IRS ZAR784,162,781,102 $58,611,569,221
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR784,162,781,102$58,611,569,221
ProductUSD
Equivalent
IRS$8,875,425,673,380
OIS$14,064,195,532,567
Basis$577,392,682,568
Zeroes$6,175,730,493
FRAs$4,589,495,289,613
VNS$23,406,053,953
Inflation$81,926,491,927
Total$28,218,017,454,501
Show:
ProductUSD
Equivalent
IRS $6,284,143,046,283
OIS $7,392,044,722,872
Basis $1,212,802,971,072
Zeroes $18,851,781,928
FRAs $2,105,085,262,113
VNS $112,576,677,182
Inflation $37,713,566,400
Total$17,163,218,027,850
ProductVolume
EUR
USD
Equivalent
IRS €3,330,247,792,836 $3,517,740,743,573
OIS €1,994,238,023,385 $2,106,513,624,101
Basis €109,594,558,238 $115,764,731,867
Zeroes €80,180,526,002 $84,694,689,615
FRAs €389,811,330,000 $411,757,707,879
VNS €54,634,975,614 $57,710,924,741
Inflation €41,065,915,896 $43,377,926,960
Total€5,999,773,121,971$6,337,560,348,736
ProductVolume
GBP
USD
Equivalent
IRS £709,757,948,175 $884,890,721,887
OIS £440,633,270,062 $549,359,529,449
Basis £92,848,745,000 $115,759,172,829
Zeroes £21,028,603,949 $26,217,411,973
FRAs £87,785,400,000 $109,446,447,450
VNS £20,163,984,210 $25,139,447,314
Inflation £31,346,521,608 $39,081,275,815
Total£1,403,564,473,004$1,749,894,006,717
ProductVolume
JPY
USD
Equivalent
IRS ¥86,288,468,388,652 $769,127,982,785
OIS ¥4,913,848,000,000 $43,799,340,405
Basis ¥21,189,962,757,775 $188,875,681,948
Zeroes ¥198,000,000,000 $1,764,863,179
FRAs ¥591,150,000,000 $5,269,186,202
VNS ¥4,713,085,318 $42,009,852
Inflation ¥0 $0
Total¥113,186,142,231,745$1,008,879,064,371
ProductVolume
CHF
USD
Equivalent
IRS CHF125,071,580,356 $124,128,205,990
OIS CHF295,000,000 $292,774,911
Basis CHF31,443,450,000 $31,206,282,255
Zeroes CHF7,822,400,000 $7,763,398,174
FRAs CHF3,116,900,000 $3,093,390,234
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF167,749,330,356$166,484,051,564
ProductVolume
AUD
USD
Equivalent
IRS $743,798,271,418 $570,790,793,486
OIS $680,065,180,246 $521,882,019,321
Basis $80,007,767,574 $61,397,960,836
Zeroes $1,659,083,374 $1,273,180,581
FRAs $0 $0
VNS $202,435,934 $155,349,336
Inflation $0 $0
Total$1,505,732,738,546$1,155,499,303,560
ProductVolume
CAD
USD
Equivalent
IRS $755,763,401,053 $577,315,255,559
OIS $446,905,366,406 $341,383,673,062
Basis $23,543,300,000 $17,984,340,387
Zeroes $16,436,000,000 $12,555,190,589
FRAs $0 $0
VNS $2,528,815,143 $1,931,720,375
Inflation $0 $0
Total$1,245,176,882,602$951,170,179,972
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,419,947,834,433 $55,477,547,741
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK334,196,000,000 $13,057,081,461
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,754,143,834,433$68,534,629,202
ProductVolume
DKK
USD
Equivalent
IRS DKK602,390,711,573 $85,569,901,143
OIS DKK0 $0
Basis DKK3,800,000,000 $539,791,896
Zeroes DKK750,000,000 $106,537,874
FRAs DKK25,478,000,000 $3,619,162,612
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK632,418,711,573$89,835,393,525
ProductVolume
HKD
USD
Equivalent
IRS HKD982,783,509,248 $126,631,856,828
OIS HKD0 $0
Basis HKD59,537,000,000 $7,671,354,667
Zeroes HKD743,000,000 $95,735,702
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,043,063,509,248$134,398,947,197
ProductVolume
HUF
USD
Equivalent
IRS HUF20,680,562,508,347 $70,846,893,710
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF43,800,000,000 $150,048,817
FRAs HUF9,639,680,000,000 $33,023,346,637
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF30,364,042,508,347$104,020,289,164
ProductVolume
MXN
USD
Equivalent
IRS MXN15,513,200,000 $779,156,465
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN15,513,200,000$779,156,465
ProductVolume
NOK
USD
Equivalent
IRS NOK670,036,006,642 $79,994,747,689
OIS NOK0 $0
Basis NOK8,555,000,000 $1,021,370,583
Zeroes NOK6,400,000,000 $764,087,870
FRAs NOK315,370,207,392 $37,651,648,447
VNS NOK5,940,725,065 $709,255,619
Inflation NOK0 $0
TotalNOK1,006,301,939,099$120,141,110,208
ProductVolume
NZD
USD
Equivalent
IRS NZD1,009,113,966,986 $726,965,701,817
OIS NZD0 $0
Basis NZD1,940,000,000 $1,397,576,000
Zeroes NZD6,400,000,000 $4,610,560,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,017,453,966,986$732,973,837,817
ProductVolume
PLN
USD
Equivalent
IRS PLN515,946,687,179 $126,271,827,503
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $404,796,867
FRAs PLN139,001,000,000 $34,018,844,836
VNS PLN1,011,052,000 $247,442,976
Inflation PLN0 $0
TotalPLN657,612,739,179$160,942,912,182
ProductVolume
SEK
USD
Equivalent
IRS SEK2,820,643,647,330 $312,035,361,174
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK1,043,811,710 $115,472,284
FRAs SEK1,999,227,290,752 $221,165,693,982
VNS SEK1,525,702,833 $168,781,773
Inflation SEK0 $0
TotalSEK4,822,440,452,625$533,485,309,213
ProductVolume
SGD
USD
Equivalent
IRS SGD507,224,640,372 $361,013,978,912
OIS SGD0 $0
Basis SGD636,000,000 $452,669,039
Zeroes SGD6,422,000,000 $4,570,818,505
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD514,282,640,372$366,037,466,456
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,246,546,165,921 $173,344,611,568
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,246,546,165,921$173,344,611,568
ProductUSD
Equivalent
IRS$14,847,068,334,113
OIS$10,955,275,684,121
Basis$1,754,873,903,379
Zeroes$163,938,573,958
FRAs$2,977,187,771,853
VNS$198,681,609,168
Inflation$120,172,769,175
Total$31,017,198,645,767

Figures as of COB Feb 24, 2017.

Notional Outstanding by Product

As of COB Feb 24, 2017

Daily Notional by Tenor
 

As of COB Feb 24, 2017

Notional Outstanding by Tenor
 

As of COB Feb 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
$2,803,826,635,030
$10,305,330,423,218
$74,712,345,966,446
$112,842,002,206,702
EUR
€562,881,981,170
€3,823,172,737,735
€32,795,164,906,317
€77,323,674,418,107
GBP
£104,892,772,784
£795,176,766,610
£6,564,666,182,844
£22,358,294,726,748
JPY
¥3,183,774,238,000
¥32,664,585,378,000
¥332,662,579,622,308
¥1,454,660,064,928,240
CHF
CHF7,182,595,676
CHF53,732,812,496
CHF590,617,566,170
CHF3,470,368,008,148
AUD
$232,581,146,000
$785,346,174,548
$3,806,804,541,711
$18,370,723,822,951
CAD
$78,825,836,623
$271,578,878,213
$2,400,013,474,058
$10,138,921,089,608
Other*
Show All
Hide
$96,555,336,565
$594,525,647,609
$4,732,325,873,076
$17,089,096,982,763
CZK
CZK116,138,000,000
CZK607,484,960,000
CZK5,602,193,208,087
CZK15,438,387,054,775
DKK
DKK10,922,000,000
DKK54,985,545,424
DKK552,767,748,032
DKK4,200,705,954,269
HKD
HKD73,963,689,928
HKD238,425,439,636
HKD1,754,026,306,095
HKD9,927,244,027,551
HUF
HUF1,536,346,694,044
HUF10,907,690,884,952
HUF101,071,546,101,722
HUF258,856,126,244,914
MXN
MXN500,000,000
MXN3,440,000,000
MXN39,246,400,000
MXN50,564,420,000
NOK
NOK92,711,485,980
NOK278,892,391,048
NOK5,936,934,085,300
NOK15,333,095,550,989
NZD
NZD21,181,031,000
NZD102,357,275,724
NZD666,538,795,222
NZD4,370,499,762,359
PLN
PLN66,938,364,992
PLN275,053,333,182
PLN1,205,601,905,262
PLN5,298,304,417,090
SEK
SEK142,358,306,001
SEK2,105,779,225,757
SEK15,441,944,730,709
SEK38,509,847,807,063
SGD
SGD15,464,980,000
SGD84,611,541,554
SGD610,233,659,650
SGD3,138,167,233,283
ZAR
ZAR80,123,193,728
ZAR334,352,492,584
ZAR2,842,816,003,448
ZAR12,327,632,209,609
Total in USD$3,899,932,640,247$17,086,210,468,952$130,735,472,824,715$277,736,181,751,424

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

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $732,726,083,662
OIS $1,585,062,380,000
Basis $49,447,977,836
Zeroes $0
FRAs $432,276,000,000
VNS $1,896,693,532
Inflation $2,417,500,000
Total$2,803,826,635,030
ProductVolume
EUR
USD
Equivalent
IRS €234,858,345,892 $248,080,870,766
OIS €258,719,944,000 $273,285,876,847
Basis €0 $0
Zeroes €0 $0
FRAs €63,200,000,000 $66,758,160,000
VNS €1,739,491,278 $1,837,424,637
Inflation €4,364,200,000 $4,609,904,460
Total€562,881,981,170$594,572,236,710
ProductVolume
GBP
USD
Equivalent
IRS £73,068,060,404 $91,097,604,308
OIS £4,241,000,000 $5,287,466,750
Basis £1,384,000,000 $1,725,502,000
Zeroes £83,239,574 $103,778,939
FRAs £21,662,000,000 $27,007,098,500
VNS £340,528,524 $424,553,937
Inflation £4,113,944,282 $5,129,060,034
Total£104,892,772,784$130,775,064,468
ProductVolume
JPY
USD
Equivalent
IRS ¥2,844,474,238,000 $25,354,080,025
OIS ¥0 $0
Basis ¥339,300,000,000 $3,024,333,720
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,183,774,238,000$28,378,413,745
ProductVolume
CHF
USD
Equivalent
IRS CHF4,864,595,676 $4,827,903,609
OIS CHF0 $0
Basis CHF318,000,000 $315,601,429
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $1,984,914,649
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,182,595,676$7,128,419,687
ProductVolume
AUD
USD
Equivalent
IRS $47,722,146,000 $36,621,974,840
OIS $183,513,000,000 $140,827,876,200
Basis $1,346,000,000 $1,032,920,400
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$232,581,146,000$178,482,771,440
ProductVolume
CAD
USD
Equivalent
IRS $70,453,682,156 $53,818,411,241
OIS $6,000,000,000 $4,583,301,505
Basis $2,200,000,000 $1,680,543,885
Zeroes $0 $0
FRAs $0 $0
VNS $172,154,467 $131,505,971
Inflation $0 $0
Total$78,825,836,623$60,213,762,602
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK45,178,000,000 $1,765,110,373
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK70,960,000,000 $2,772,416,488
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK116,138,000,000$4,537,526,861
ProductVolume
DKK
USD
Equivalent
IRS DKK9,922,000,000 $1,409,425,051
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,000,000,000 $142,050,499
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,922,000,000$1,551,475,550
ProductVolume
HKD
USD
Equivalent
IRS HKD73,963,689,928 $9,530,236,624
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD73,963,689,928$9,530,236,624
ProductVolume
HUF
USD
Equivalent
IRS HUF841,346,694,044 $2,882,262,017
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF695,000,000,000 $2,380,911,598
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,536,346,694,044$5,263,173,615
ProductVolume
MXN
USD
Equivalent
IRS MXN500,000,000 $25,112,693
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN500,000,000$25,112,693
ProductVolume
NOK
USD
Equivalent
IRS NOK24,711,485,980 $2,950,272,920
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK68,000,000,000 $8,118,433,620
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK92,711,485,980$11,068,706,540
ProductVolume
NZD
USD
Equivalent
IRS NZD21,181,031,000 $15,258,814,732
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD21,181,031,000$15,258,814,732
ProductVolume
PLN
USD
Equivalent
IRS PLN36,684,364,992 $8,978,062,896
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN30,254,000,000 $7,404,307,391
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN66,938,364,992$16,382,370,287
ProductVolume
SEK
USD
Equivalent
IRS SEK82,358,306,001 $9,110,936,003
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK60,000,000,000 $6,637,535,262
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK142,358,306,001$15,748,471,265
ProductVolume
SGD
USD
Equivalent
IRS SGD15,464,980,000 $11,007,103,203
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD15,464,980,000$11,007,103,203
ProductVolume
ZAR
USD
Equivalent
IRS ZAR80,123,193,728 $6,182,345,195
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR80,123,193,728$6,182,345,195
ProductUSD
Equivalent
IRS$1,261,626,610,158
OIS$2,009,046,901,302
Basis$57,226,879,270
Zeroes$103,778,939
FRAs$555,481,828,007
VNS$4,290,178,077
Inflation$12,156,464,494
Total$3,899,932,640,247
Show:
ProductUSD
Equivalent
IRS $1,992,118,090,907
OIS $5,146,461,031,626
Basis $220,097,007,836
Zeroes $80,000,000
FRAs $2,915,900,000,000
VNS $12,523,056,749
Inflation $18,151,236,100
Total$10,305,330,423,218
ProductVolume
EUR
USD
Equivalent
IRS €1,464,076,066,330 $1,547,359,140,944
OIS €1,307,266,318,000 $1,381,177,490,432
Basis €35,373,400,000 $37,374,802,900
Zeroes €37,660,000 $39,757,662
FRAs €987,948,000,000 $1,043,775,151,000
VNS €7,455,633,405 $7,872,245,330
Inflation €21,015,660,000 $22,191,245,106
Total€3,823,172,737,735$4,039,789,833,374
ProductVolume
GBP
USD
Equivalent
IRS £290,074,263,686 $362,032,064,002
OIS £124,059,160,000 $154,974,121,626
Basis £27,938,000,000 $34,834,060,640
Zeroes £609,001,228 $760,052,819
FRAs £338,200,000,000 $422,884,984,200
VNS £1,064,917,534 $1,330,201,547
Inflation £13,231,424,162 $16,507,687,429
Total£795,176,766,610$993,323,172,263
ProductVolume
JPY
USD
Equivalent
IRS ¥30,866,805,378,000 $272,837,913,512
OIS ¥489,200,000,000 $4,309,900,252
Basis ¥1,308,580,000,000 $11,604,176,105
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥32,664,585,378,000$288,751,989,869
ProductVolume
CHF
USD
Equivalent
IRS CHF40,142,312,496 $39,842,995,294
OIS CHF0 $0
Basis CHF2,936,500,000 $2,919,443,963
Zeroes CHF0 $0
FRAs CHF10,654,000,000 $10,573,046,138
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF53,732,812,496$53,335,485,395
ProductVolume
AUD
USD
Equivalent
IRS $281,433,674,548 $216,626,048,049
OIS $488,593,000,000 $375,722,277,200
Basis $14,319,500,000 $11,019,696,925
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$785,346,174,548$604,135,622,174
ProductVolume
CAD
USD
Equivalent
IRS $246,638,968,021 $188,014,855,611
OIS $20,147,818,000 $15,350,479,980
Basis $3,400,000,000 $2,593,681,655
Zeroes $2,492,000 $1,901,564
FRAs $0 $0
VNS $1,389,600,192 $1,057,376,240
Inflation $0 $0
Total$271,578,878,213$207,018,295,050
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK386,394,960,000 $15,116,213,158
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK221,090,000,000 $8,656,165,249
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK607,484,960,000$23,772,378,407
ProductVolume
DKK
USD
Equivalent
IRS DKK50,985,545,424 $7,247,945,369
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK4,000,000,000 $568,186,863
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK54,985,545,424$7,816,132,232
ProductVolume
HKD
USD
Equivalent
IRS HKD238,425,439,636 $30,722,743,576
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD238,425,439,636$30,722,743,576
ProductVolume
HUF
USD
Equivalent
IRS HUF6,544,410,884,952 $22,431,047,881
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,363,280,000,000 $14,951,567,043
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,907,690,884,952$37,382,614,924
ProductVolume
MXN
USD
Equivalent
IRS MXN3,440,000,000 $174,331,346
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,440,000,000$174,331,346
ProductVolume
NOK
USD
Equivalent
IRS NOK127,706,140,548 $15,286,611,327
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK151,121,488,000 $18,073,891,938
VNS NOK64,762,500 $7,765,291
Inflation NOK0 $0
TotalNOK278,892,391,048$33,368,268,556
ProductVolume
NZD
USD
Equivalent
IRS NZD102,357,275,724 $73,664,452,060
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD102,357,275,724$73,664,452,060
ProductVolume
PLN
USD
Equivalent
IRS PLN146,794,672,944 $36,012,212,708
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN128,114,000,000 $31,425,951,826
VNS PLN144,660,238 $35,464,633
Inflation PLN0 $0
TotalPLN275,053,333,182$67,473,629,167
ProductVolume
SEK
USD
Equivalent
IRS SEK615,399,225,757 $68,537,728,544
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,490,380,000,000 $165,906,726,495
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,105,779,225,757$234,444,455,039
ProductVolume
SGD
USD
Equivalent
IRS SGD84,611,541,554 $59,975,269,281
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD84,611,541,554$59,975,269,281
ProductVolume
ZAR
USD
Equivalent
IRS ZAR334,352,492,584 $25,731,373,021
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR334,352,492,584$25,731,373,021
ProductUSD
Equivalent
IRS$4,973,731,036,590
OIS$7,077,995,301,116
Basis$320,442,870,024
Zeroes$1,649,312,045
FRAs$4,632,715,670,752
VNS$22,826,109,790
Inflation$56,850,168,635
Total$17,086,210,468,952
Show:
ProductUSD
Equivalent
IRS $15,337,929,001,478
OIS $30,209,913,955,340
Basis $2,203,916,373,448
Zeroes $4,460,732,298
FRAs $26,765,950,033,140
VNS $48,819,408,622
Inflation $141,356,462,120
Total$74,712,345,966,446
ProductVolume
EUR
USD
Equivalent
IRS €12,505,044,231,632 $13,309,345,447,040
OIS €8,421,924,339,306 $8,960,868,813,543
Basis €123,993,000,000 $131,939,043,870
Zeroes €2,420,216,146 $2,591,757,956
FRAs €11,531,414,200,000 $12,285,645,199,070
VNS €25,627,335,987 $27,292,332,497
Inflation €184,741,583,246 $196,662,470,870
Total€32,795,164,906,317$34,914,345,064,846
ProductVolume
GBP
USD
Equivalent
IRS £1,855,184,760,671 $2,305,104,286,856
OIS £1,444,831,863,028 $1,793,668,039,524
Basis £233,788,402,800 $290,263,418,146
Zeroes £15,547,710,019 $19,341,180,043
FRAs £2,922,661,249,284 $3,628,234,283,597
VNS £8,246,470,558 $10,265,525,305
Inflation £84,405,726,484 $105,003,757,754
Total£6,564,666,182,844$8,151,880,491,225
ProductVolume
JPY
USD
Equivalent
IRS ¥296,040,891,029,046 $2,601,694,092,097
OIS ¥12,749,881,675,976 $112,105,558,746
Basis ¥20,833,694,346,650 $183,253,006,115
Zeroes ¥0 $0
FRAs ¥3,028,686,400,000 $26,880,311,785
VNS ¥9,426,170,636 $81,671,972
Inflation ¥0 $0
Total¥332,662,579,622,308$2,924,014,640,715
ProductVolume
CHF
USD
Equivalent
IRS CHF275,030,266,170 $273,860,720,060
OIS CHF240,000,000 $240,424,263
Basis CHF42,561,300,000 $42,433,484,250
Zeroes CHF0 $0
FRAs CHF272,786,000,000 $273,345,807,076
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF590,617,566,170$589,880,435,649
ProductVolume
AUD
USD
Equivalent
IRS $2,053,723,518,575 $1,553,908,933,382
OIS $1,661,031,612,000 $1,263,696,247,188
Basis $89,969,992,968 $68,086,276,440
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $1,079,418,168 $817,497,349
Inflation $0 $0
Total$3,806,804,541,711$2,887,276,554,359
ProductVolume
CAD
USD
Equivalent
IRS $1,507,652,977,697 $1,146,768,593,291
OIS $821,611,293,388 $622,837,607,554
Basis $48,750,000,000 $37,054,824,121
Zeroes $2,287,018,000 $1,754,889,777
FRAs $0 $0
VNS $19,712,184,973 $14,987,883,656
Inflation $0 $0
Total$2,400,013,474,058$1,823,403,798,399
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,591,779,208,087 $141,609,114,562
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,010,414,000,000 $79,197,360,274
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK5,602,193,208,087$220,806,474,836
ProductVolume
DKK
USD
Equivalent
IRS DKK388,149,748,032 $55,471,168,274
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK164,618,000,000 $23,571,986,194
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK552,767,748,032$79,043,154,468
ProductVolume
HKD
USD
Equivalent
IRS HKD1,723,314,306,095 $222,128,420,777
OIS HKD0 $0
Basis HKD30,712,000,000 $3,959,265,375
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,754,026,306,095$226,087,686,152
ProductVolume
HUF
USD
Equivalent
IRS HUF48,393,166,101,722 $166,893,602,537
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF52,678,380,000,000 $181,829,638,585
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF101,071,546,101,722$348,723,241,122
ProductVolume
MXN
USD
Equivalent
IRS MXN39,246,400,000 $1,904,605,248
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN39,246,400,000$1,904,605,248
ProductVolume
NOK
USD
Equivalent
IRS NOK1,347,634,936,130 $160,750,612,021
OIS NOK0 $0
Basis NOK790,000,000 $95,804,026
Zeroes NOK0 $0
FRAs NOK4,584,010,577,610 $547,392,930,487
VNS NOK4,498,571,560 $536,326,075
Inflation NOK0 $0
TotalNOK5,936,934,085,300$708,775,672,609
ProductVolume
NZD
USD
Equivalent
IRS NZD666,538,795,222 $478,923,302,437
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD666,538,795,222$478,923,302,437
ProductVolume
PLN
USD
Equivalent
IRS PLN819,164,741,024 $201,021,858,415
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN386,258,000,000 $94,589,556,928
VNS PLN179,164,238 $44,022,916
Inflation PLN0 $0
TotalPLN1,205,601,905,262$295,655,438,259
ProductVolume
SEK
USD
Equivalent
IRS SEK4,458,382,523,389 $499,924,775,902
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,978,642,000,000 $1,229,623,583,789
VNS SEK4,920,207,320 $554,810,422
Inflation SEK0 $0
TotalSEK15,441,944,730,709$1,730,103,170,113
ProductVolume
SGD
USD
Equivalent
IRS SGD610,017,659,650 $429,224,410,042
OIS SGD0 $0
Basis SGD216,000,000 $152,273,528
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD610,233,659,650$429,376,683,570
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,842,816,003,448 $212,926,444,262
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,842,816,003,448$212,926,444,262
ProductUSD
Equivalent
IRS$39,099,389,388,681
OIS$42,963,330,646,158
Basis$2,961,153,769,319
Zeroes$28,916,160,074
FRAs$45,136,260,690,925
VNS$103,399,478,814
Inflation$443,022,690,744
Total$130,735,472,824,715
Show:
ProductUSD
Equivalent
IRS $39,709,679,604,124
OIS $23,270,527,663,704
Basis $17,422,025,624,415
Zeroes $227,655,214,688
FRAs $31,320,284,222,610
VNS $618,430,845,240
Inflation $273,399,031,920
Total$112,842,002,206,701
ProductVolume
EUR
USD
Equivalent
IRS €39,983,150,752,108 $42,234,202,139,452
OIS €14,842,787,400,169 $15,678,436,330,798
Basis €1,155,983,212,550 $1,221,065,067,417
Zeroes €1,262,100,501,167 $1,333,156,759,383
FRAs €19,075,589,467,996 $20,149,545,155,044
VNS €370,291,524,808 $391,138,937,655
Inflation €633,771,559,309 $669,452,898,098
Total€77,323,674,418,107$81,676,997,287,847
ProductVolume
GBP
USD
Equivalent
IRS £7,869,175,600,318 $9,810,894,679,696
OIS £3,503,338,156,604 $4,367,786,846,746
Basis £3,754,958,164,522 $4,681,494,091,618
Zeroes £323,849,369,961 $403,759,201,999
FRAs £6,359,667,777,989 $7,928,915,802,208
VNS £128,476,394,483 $160,177,944,822
Inflation £418,829,262,871 $522,175,383,484
Total£22,358,294,726,748$27,875,203,950,573
ProductVolume
JPY
USD
Equivalent
IRS ¥1,140,918,697,715,950 $10,169,522,218,700
OIS ¥50,924,248,236,102 $453,910,760,639
Basis ¥235,929,292,805,550 $2,102,944,048,539
Zeroes ¥25,576,100,000,000 $227,971,298,690
FRAs ¥1,302,300,000,000 $11,607,986,452
VNS ¥9,426,170,636 $84,019,704
Inflation ¥0 $0
Total¥1,454,660,064,928,238$12,966,040,332,724
ProductVolume
CHF
USD
Equivalent
IRS CHF1,955,776,527,275 $1,941,024,739,257
OIS CHF39,982,279,070 $39,680,705,707
Basis CHF489,801,062,000 $486,106,651,449
Zeroes CHF63,683,808,159 $63,203,461,849
FRAs CHF921,124,331,644 $914,176,589,563
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,470,368,008,148$3,444,192,147,825
ProductVolume
AUD
USD
Equivalent
IRS $12,004,444,726,173 $9,212,210,882,865
OIS $4,281,733,168,282 $3,285,802,033,340
Basis $1,964,332,290,479 $1,507,428,599,714
Zeroes $106,939,406,169 $82,065,300,294
FRAs $0 $0
VNS $13,274,231,848 $10,186,645,520
Inflation $0 $0
Total$18,370,723,822,951$14,097,693,461,733
ProductVolume
CAD
USD
Equivalent
IRS $7,799,764,947,732 $5,958,112,403,737
OIS $1,742,593,441,470 $1,331,138,523,772
Basis $412,609,273,932 $315,185,451,021
Zeroes $136,606,627,430 $104,351,560,179
FRAs $0 $0
VNS $47,346,799,044 $36,167,442,551
Inflation $0 $0
Total$10,138,921,089,608$7,744,955,381,260
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,748,115,054,775 $498,070,523,726
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,042,977,144
FRAs CZK2,637,982,000,000 $103,066,302,012
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK15,438,387,054,775$603,179,802,882
ProductVolume
DKK
USD
Equivalent
IRS DKK3,760,929,954,269 $534,241,976,529
OIS DKK0 $0
Basis DKK8,480,000,000 $1,204,588,231
Zeroes DKK17,000,000,000 $2,414,858,482
FRAs DKK414,296,000,000 $58,850,953,514
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,200,705,954,269$596,712,376,756
ProductVolume
HKD
USD
Equivalent
IRS HKD9,722,368,027,551 $1,252,729,115,321
OIS HKD0 $0
Basis HKD191,982,000,000 $24,736,920,094
Zeroes HKD12,894,000,000 $1,661,394,546
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,927,244,027,551$1,279,127,429,961
ProductVolume
HUF
USD
Equivalent
IRS HUF180,432,156,088,560 $618,119,443,273
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF445,315,000,000 $1,525,547,695
FRAs HUF77,978,655,156,354 $267,137,099,934
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF258,856,126,244,914$886,782,090,902
ProductVolume
MXN
USD
Equivalent
IRS MXN50,564,420,000 $2,539,617,534
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN50,564,420,000$2,539,617,534
ProductVolume
NOK
USD
Equivalent
IRS NOK6,424,812,579,657 $767,050,212,471
OIS NOK0 $0
Basis NOK27,321,400,000 $3,261,867,240
Zeroes NOK32,705,005,656 $3,904,609,080
FRAs NOK8,836,086,919,546 $1,054,929,192,878
VNS NOK12,169,646,130 $1,452,918,592
Inflation NOK0 $0
TotalNOK15,333,095,550,989$1,830,598,800,261
ProductVolume
NZD
USD
Equivalent
IRS NZD4,351,367,762,359 $3,134,725,336,004
OIS NZD0 $0
Basis NZD3,232,000,000 $2,328,332,800
Zeroes NZD15,900,000,000 $11,454,360,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,370,499,762,359$3,148,508,028,804
ProductVolume
PLN
USD
Equivalent
IRS PLN4,115,731,510,188 $1,007,276,434,212
OIS PLN0 $0
Basis PLN2,374,000,000 $581,008,321
Zeroes PLN10,950,000,000 $2,679,882,526
FRAs PLN1,165,194,542,664 $285,167,533,692
VNS PLN4,054,364,238 $992,257,523
Inflation PLN0 $0
TotalPLN5,298,304,417,090$1,296,697,116,274
ProductVolume
SEK
USD
Equivalent
IRS SEK20,529,814,398,568 $2,271,122,783,181
OIS SEK0 $0
Basis SEK500,000,000 $55,312,794
Zeroes SEK240,481,176,710 $26,603,371,504
FRAs SEK17,731,542,662,319 $1,961,562,327,819
VNS SEK7,509,569,467 $830,750,536
Inflation SEK0 $0
TotalSEK38,509,847,807,064$4,260,174,545,834
ProductVolume
SGD
USD
Equivalent
IRS SGD3,050,631,233,283 $2,171,267,781,696
OIS SGD0 $0
Basis SGD1,272,000,000 $905,338,078
Zeroes SGD86,264,000,000 $61,397,864,769
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,138,167,233,283$2,233,570,984,543
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,327,632,209,609 $951,206,189,013
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,327,632,209,609$951,206,189,013
ProductUSD
Equivalent
IRS$132,243,996,080,791
OIS$48,427,282,864,706
Basis$27,769,322,901,731
Zeroes$2,555,847,662,828
FRAs$64,055,243,165,726
VNS$1,219,461,762,143
Inflation$1,465,027,313,502
Total$277,736,181,751,427

Figures as of COB Feb 24, 2017.

Notional Outstanding by Product

As of COB Feb 24, 2017

Daily Notional by Tenor

As of COB Feb 24, 2017

Notional Outstanding by Currency

As of COB Feb 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.