Daily Volumes

  • Client Notional Cleared (USD)
    $365,613,643,885,820
    Client Notional Outstanding (USD)
    $19,623,599,187,111
    As of COB Jul 25, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,065,121,000,000,000
    Trades Compressed
    8,840,595
  • 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 Jul 25, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$162,875,678,926
$1,164,006,115,404
$35,801,139,233,545
$8,023,516,420,609
EUR
€63,164,570,239
€267,673,088,436
€20,375,231,778,484
€3,895,740,244,593
GBP
£35,612,875,082
£202,119,630,485
£7,367,441,111,270
£1,608,035,877,208
JPY
¥564,045,342,743
¥11,871,991,106,257
¥327,893,858,774,289
¥103,308,067,940,960
CHF
CHF172,347,000
CHF10,621,853,200
CHF318,720,495,307
CHF119,111,825,853
AUD
$56,381,918,000
$165,926,472,800
$5,388,005,528,592
$2,165,508,667,838
CAD
$8,000,913,000
$59,304,050,000
$2,546,919,082,102
$956,119,890,097
Other*
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$5,931,203,370
$64,691,067,088
$2,422,990,226,777
$1,765,875,453,786
CZK
CZK16,929,250,000
CZK42,979,958,300
CZK1,825,289,882,406
CZK874,440,116,224
DKK
DKK0
DKK2,815,660,000
DKK240,533,403,041
DKK427,433,857,488
HKD
HKD6,704,500,000
HKD22,705,100,000
HKD938,962,283,036
HKD681,255,829,022
HUF
HUF132,708,000,000
HUF2,928,436,996,000
HUF54,697,022,742,398
HUF21,202,606,033,604
NOK
NOK3,983,150,000
NOK20,656,391,000
NOK1,159,463,671,281
NOK417,197,585,816
NZD
NZD1,412,770,000
NZD34,474,537,253
NZD886,376,236,172
NZD1,008,033,447,629
PLN
PLN2,156,000,000
PLN19,239,076,000
PLN988,420,714,282
PLN456,440,809,682
SEK
SEK5,922,180,534
SEK59,040,105,000
SEK5,222,829,762,985
SEK2,007,651,522,359
SGD
SGD1,535,150,000
SGD6,696,325,000
SGD377,774,453,947
SGD427,041,902,509
ZAR
ZAR1,470,000,000
ZAR85,699,400,000
ZAR1,623,982,566,993
ZAR1,289,845,228,006
Total in USD$338,719,198,892$2,082,193,005,797$80,425,457,188,401$19,623,599,187,111

Figures as of COB Jul 25, 2016. Weekly figures as of COB Jul 22, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $50,234,548,150
OIS $43,813,200,000
Basis $22,190,700,000
Zeroes $430,000,000
FRAs $46,103,000,000
VNS $85,030,776
Inflation $19,200,000
Total$162,875,678,926
ProductVolume
EUR
USD
Equivalent
IRS €39,353,934,368 $43,267,683,141
OIS €13,014,700,000 $14,309,011,915
Basis €0 $0
Zeroes €0 $0
FRAs €10,730,000,000 $11,797,098,500
VNS €65,935,871 $72,493,193
Inflation €0 $0
Total€63,164,570,239$69,446,286,749
ProductVolume
GBP
USD
Equivalent
IRS £4,502,045,000 $5,915,236,926
OIS £26,818,350,082 $35,236,630,173
Basis £1,275,150,000 $1,675,419,585
Zeroes £0 $0
FRAs £2,925,000,000 $3,843,157,500
VNS £16,300,000 $21,416,570
Inflation £76,030,000 $99,895,817
Total£35,612,875,082$46,791,756,571
ProductVolume
JPY
USD
Equivalent
IRS ¥549,045,342,743 $5,190,200,338
OIS ¥0 $0
Basis ¥15,000,000,000 $141,797,041
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥564,045,342,743$5,331,997,379
ProductVolume
CHF
USD
Equivalent
IRS CHF172,347,000 $174,758,670
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF172,347,000$174,758,670
ProductVolume
AUD
USD
Equivalent
IRS $11,490,918,000 $8,583,141,200
OIS $44,575,000,000 $33,295,296,250
Basis $316,000,000 $236,036,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,381,918,000$42,114,473,650
ProductVolume
CAD
USD
Equivalent
IRS $3,453,913,000 $2,613,037,525
OIS $4,547,000,000 $3,440,006,052
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$8,000,913,000$6,053,043,577
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,929,250,000 $688,824,918
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK16,929,250,000$688,824,918
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD6,704,500,000 $864,327,244
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,704,500,000$864,327,244
ProductVolume
HUF
USD
Equivalent
IRS HUF56,208,000,000 $197,863,240
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF76,500,000,000 $269,295,081
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF132,708,000,000$467,158,321
ProductVolume
NOK
USD
Equivalent
IRS NOK3,983,150,000 $464,361,076
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK3,983,150,000$464,361,076
ProductVolume
NZD
USD
Equivalent
IRS NZD1,412,770,000 $988,515,169
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,412,770,000$988,515,169
ProductVolume
PLN
USD
Equivalent
IRS PLN2,156,000,000 $543,216,720
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,156,000,000$543,216,720
ProductVolume
SEK
USD
Equivalent
IRS SEK5,922,180,534 $685,120,376
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,922,180,534$685,120,376
ProductVolume
SGD
USD
Equivalent
IRS SGD1,535,150,000 $1,127,253,369
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,535,150,000$1,127,253,369
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,470,000,000 $102,426,177
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,470,000,000$102,426,177
ProductUSD
Equivalent
IRS$121,640,514,239
OIS$130,094,144,390
Basis$24,243,952,826
Zeroes$430,000,000
FRAs$62,012,551,081
VNS$178,940,539
Inflation$119,095,817
Total$338,719,198,892
Show:
ProductUSD
Equivalent
IRS $324,916,222,545
OIS $445,835,200,000
Basis $95,331,150,000
Zeroes $8,043,000,000
FRAs $288,949,000,000
VNS $931,542,859
Inflation $0
Total$1,164,006,115,404
ProductVolume
EUR
USD
Equivalent
IRS €115,488,908,500 $127,322,809,564
OIS €132,695,870,000 $146,210,701,853
Basis €3,392,500,000 $3,742,383,600
Zeroes €5,551,300,000 $6,130,234,110
FRAs €9,769,000,000 $10,786,714,750
VNS €775,509,936 $854,649,859
Inflation €0 $0
Total€267,673,088,436$295,047,493,736
ProductVolume
GBP
USD
Equivalent
IRS £32,456,931,057 $42,772,559,492
OIS £133,526,899,918 $175,767,025,371
Basis £1,474,320,000 $1,953,533,403
Zeroes £142,002,029 $187,584,253
FRAs £34,410,400,000 $45,362,529,880
VNS £41,671,390 $54,757,488
Inflation £67,406,091 $89,032,985
Total£202,119,630,485$266,187,022,872
ProductVolume
JPY
USD
Equivalent
IRS ¥11,123,491,106,257 $104,758,927,099
OIS ¥220,000,000,000 $2,066,558,901
Basis ¥20,000,000,000 $188,439,252
Zeroes ¥88,500,000,000 $834,488,176
FRAs ¥420,000,000,000 $3,957,224,290
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,871,991,106,257$111,805,637,718
ProductVolume
CHF
USD
Equivalent
IRS CHF3,464,993,200 $3,518,154,799
OIS CHF1,250,000,000 $1,266,695,943
Basis CHF91,000,000 $92,231,850
Zeroes CHF3,970,860,000 $4,032,241,693
FRAs CHF1,845,000,000 $1,875,057,209
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,621,853,200$10,784,381,494
ProductVolume
AUD
USD
Equivalent
IRS $31,359,472,800 $23,522,286,915
OIS $133,485,000,000 $99,896,515,250
Basis $924,000,000 $692,175,600
Zeroes $158,000,000 $118,136,600
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$165,926,472,800$124,229,114,365
ProductVolume
CAD
USD
Equivalent
IRS $36,842,550,000 $28,235,289,789
OIS $21,772,500,000 $16,680,426,788
Basis $0 $0
Zeroes $689,000,000 $526,456,543
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$59,304,050,000$45,442,173,120
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK42,979,958,300 $1,750,965,435
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK42,979,958,300$1,750,965,435
ProductVolume
DKK
USD
Equivalent
IRS DKK2,815,660,000 $417,348,113
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,815,660,000$417,348,113
ProductVolume
HKD
USD
Equivalent
IRS HKD19,505,100,000 $2,514,752,324
OIS HKD0 $0
Basis HKD3,200,000,000 $412,581,811
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD22,705,100,000$2,927,334,135
ProductVolume
HUF
USD
Equivalent
IRS HUF497,236,996,000 $1,743,627,162
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,431,200,000,000 $8,512,477,430
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,928,436,996,000$10,256,104,592
ProductVolume
NOK
USD
Equivalent
IRS NOK17,656,391,000 $2,076,362,360
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,000,000,000 $352,891,357
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK20,656,391,000$2,429,253,717
ProductVolume
NZD
USD
Equivalent
IRS NZD34,474,537,253 $24,241,694,598
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD34,474,537,253$24,241,694,598
ProductVolume
PLN
USD
Equivalent
IRS PLN11,665,076,000 $2,941,722,938
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,574,000,000 $1,916,329,144
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,239,076,000$4,858,052,082
ProductVolume
SEK
USD
Equivalent
IRS SEK45,010,105,000 $5,230,709,222
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK14,030,000,000 $1,639,653,437
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK59,040,105,000$6,870,362,659
ProductVolume
SGD
USD
Equivalent
IRS SGD6,613,325,000 $4,883,111,131
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD83,000,000 $61,191,389
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,696,325,000$4,944,302,520
ProductVolume
ZAR
USD
Equivalent
IRS ZAR85,699,400,000 $5,995,649,237
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR85,699,400,000$5,995,649,237
ProductUSD
Equivalent
IRS$706,842,192,723
OIS$887,723,124,106
Basis$102,412,495,516
Zeroes$19,933,332,764
FRAs$363,351,877,497
VNS$1,840,950,206
Inflation$89,032,985
Total$2,082,193,005,797
Show:
ProductUSD
Equivalent
IRS $10,822,615,391,410
OIS $18,466,477,652,168
Basis $1,118,400,880,403
Zeroes $193,669,671,343
FRAs $5,171,325,825,500
VNS $28,254,212,721
Inflation $395,600,000
Total$35,801,139,233,545
ProductVolume
EUR
USD
Equivalent
IRS €4,676,063,054,550 $5,213,698,804,865
OIS €13,174,760,933,640 $14,621,091,075,896
Basis €70,019,903,469 $78,304,146,624
Zeroes €291,005,730,000 $326,924,458,899
FRAs €2,144,383,373,425 $2,387,114,743,431
VNS €11,724,736,416 $13,115,303,955
Inflation €7,274,046,984 $8,136,929,594
Total€20,375,231,778,484$22,648,385,463,264
ProductVolume
GBP
USD
Equivalent
IRS £1,284,381,842,682 $1,821,848,040,824
OIS £5,198,946,455,170 $7,286,312,726,502
Basis £132,623,220,000 $189,310,563,640
Zeroes £65,313,441,756 $92,871,606,476
FRAs £674,209,700,000 $949,984,247,120
VNS £3,171,114,956 $4,462,273,110
Inflation £8,795,336,706 $12,404,067,709
Total£7,367,441,111,270$10,357,193,525,381
ProductVolume
JPY
USD
Equivalent
IRS ¥280,617,422,739,839 $2,521,613,685,293
OIS ¥19,129,620,000,000 $170,644,251,649
Basis ¥24,533,276,034,450 $219,226,704,925
Zeroes ¥2,488,500,000,000 $21,990,301,532
FRAs ¥1,125,040,000,000 $10,234,048,386
VNS ¥0 $0
Inflation ¥0 $0
Total¥327,893,858,774,289$2,943,708,991,785
ProductVolume
CHF
USD
Equivalent
IRS CHF223,061,215,307 $228,696,543,592
OIS CHF6,990,000,000 $7,228,176,405
Basis CHF33,194,700,000 $33,936,841,375
Zeroes CHF26,908,650,000 $27,577,881,337
FRAs CHF28,565,930,000 $29,033,409,915
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF318,720,495,307$326,472,852,624
ProductVolume
AUD
USD
Equivalent
IRS $1,176,677,577,191 $868,844,496,244
OIS $4,091,111,594,000 $3,035,895,754,096
Basis $74,241,357,401 $54,797,954,312
Zeroes $45,975,000,000 $34,240,097,350
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,388,005,528,592$3,993,778,302,002
ProductVolume
CAD
USD
Equivalent
IRS $1,240,581,982,972 $942,251,883,923
OIS $1,179,517,699,130 $891,295,029,912
Basis $9,702,500,000 $7,504,415,811
Zeroes $117,116,900,000 $90,737,263,377
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,546,919,082,102$1,931,788,593,023
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,545,519,882,406 $63,662,243,640
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK263,730,000,000 $10,704,621,765
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,825,289,882,406$75,015,461,324
ProductVolume
DKK
USD
Equivalent
IRS DKK233,583,403,041 $35,011,997,025
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK1,950,000,000 $294,320,084
FRAs DKK5,000,000,000 $745,755,643
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK240,533,403,041$36,052,072,752
ProductVolume
HKD
USD
Equivalent
IRS HKD902,016,283,036 $116,118,557,589
OIS HKD0 $0
Basis HKD25,996,000,000 $3,347,611,990
Zeroes HKD10,950,000,000 $1,409,351,921
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD938,962,283,036$120,875,521,500
ProductVolume
HUF
USD
Equivalent
IRS HUF22,155,223,694,778 $79,104,021,039
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,930,000,000 $160,159,149
FRAs HUF32,496,869,047,620 $116,240,998,171
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF54,697,022,742,398$195,505,178,359
ProductVolume
NOK
USD
Equivalent
IRS NOK550,293,871,281 $65,123,215,035
OIS NOK0 $0
Basis NOK3,495,000,000 $399,567,405
Zeroes NOK2,788,800,000 $333,119,106
FRAs NOK602,886,000,000 $71,194,056,006
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,159,463,671,281$137,049,957,552
ProductVolume
NZD
USD
Equivalent
IRS NZD869,456,236,172 $590,863,973,531
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD15,080,000,000 $10,119,765,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD886,376,236,172$602,295,687,831
ProductVolume
PLN
USD
Equivalent
IRS PLN533,562,714,282 $135,594,191,290
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,479,000,000 $614,065,289
FRAs PLN451,529,000,000 $115,475,117,834
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN988,420,714,282$251,902,839,692
ProductVolume
SEK
USD
Equivalent
IRS SEK3,596,326,076,023 $430,251,720,586
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK136,153,009,833 $16,230,289,711
FRAs SEK1,490,350,677,129 $177,760,020,426
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,222,829,762,985$624,242,030,723
ProductVolume
SGD
USD
Equivalent
IRS SGD339,803,453,947 $245,764,820,031
OIS SGD0 $0
Basis SGD108,000,000 $77,314,053
Zeroes SGD37,863,000,000 $27,907,649,002
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD377,774,453,947$273,749,783,086
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,623,982,566,993 $106,301,693,958
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,623,982,566,993$106,301,693,958
ProductUSD
Equivalent
IRS$24,287,365,279,875
OIS$44,478,944,666,628
Basis$1,706,837,414,617
Zeroes$845,728,595,995
FRAs$9,039,812,844,197
VNS$45,831,789,786
Inflation$20,936,597,303
Total$80,425,457,188,401
Show:
ProductUSD
Equivalent
IRS $4,457,314,153,028
OIS $1,527,032,632,009
Basis $858,252,213,855
Zeroes $94,163,233,918
FRAs $1,013,065,494,216
VNS $73,313,093,582
Inflation $375,600,000
Total$8,023,516,420,608
ProductVolume
EUR
USD
Equivalent
IRS €2,078,547,460,711 $2,285,259,005,679
OIS €1,308,794,268,887 $1,438,953,858,928
Basis €78,315,446,352 $86,103,917,492
Zeroes €114,653,616,003 $126,055,918,114
FRAs €290,045,410,000 $318,890,426,025
VNS €20,495,952,538 $22,534,275,018
Inflation €4,888,090,102 $5,374,210,662
Total€3,895,740,244,593$4,283,171,611,918
ProductVolume
GBP
USD
Equivalent
IRS £464,485,378,420 $610,287,338,706
OIS £870,790,243,608 $1,144,131,301,076
Basis £70,381,870,000 $92,474,738,993
Zeroes £18,515,261,873 $24,327,202,575
FRAs £162,812,600,000 $213,919,475,140
VNS £10,745,636,412 $14,118,691,682
Inflation £10,304,886,896 $13,539,590,893
Total£1,608,035,877,209$2,112,798,339,065
ProductVolume
JPY
USD
Equivalent
IRS ¥79,315,146,525,410 $749,776,873,143
OIS ¥5,489,378,000,000 $51,891,837,217
Basis ¥17,495,393,415,550 $165,386,334,693
Zeroes ¥440,500,000,000 $4,164,106,442
FRAs ¥567,650,000,000 $5,366,072,695
VNS ¥0 $0
Inflation ¥0 $0
Total¥103,308,067,940,960$976,585,224,190
ProductVolume
CHF
USD
Equivalent
IRS CHF66,819,255,853 $67,754,264,706
OIS CHF2,315,000,000 $2,347,394,038
Basis CHF30,379,950,000 $30,805,059,826
Zeroes CHF16,227,850,000 $16,454,928,006
FRAs CHF3,369,770,000 $3,416,923,545
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF119,111,825,853$120,778,570,121
ProductVolume
AUD
USD
Equivalent
IRS $783,492,450,264 $585,229,685,725
OIS $1,240,106,000,000 $926,297,176,700
Basis $99,970,217,574 $74,672,754,017
Zeroes $41,940,000,000 $31,327,083,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,165,508,667,838$1,617,526,699,442
ProductVolume
CAD
USD
Equivalent
IRS $552,399,090,097 $417,914,276,061
OIS $299,617,000,000 $226,673,475,564
Basis $14,197,800,000 $10,741,261,916
Zeroes $89,906,000,000 $68,017,854,441
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$956,119,890,097$723,346,867,982
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK851,770,116,224 $34,657,204,550
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK22,670,000,000 $922,407,129
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK874,440,116,224$35,579,611,679
ProductVolume
DKK
USD
Equivalent
IRS DKK415,383,857,488 $61,382,846,048
OIS DKK0 $0
Basis DKK3,800,000,000 $561,540,394
Zeroes DKK1,750,000,000 $258,604,129
FRAs DKK6,500,000,000 $960,529,621
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK427,433,857,488$63,163,520,192
ProductVolume
HKD
USD
Equivalent
IRS HKD642,717,829,022 $82,857,562,818
OIS HKD0 $0
Basis HKD27,588,000,000 $3,556,575,436
Zeroes HKD10,950,000,000 $1,411,646,405
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD681,255,829,022$87,825,784,659
ProductVolume
HUF
USD
Equivalent
IRS HUF9,304,356,033,604 $32,753,167,416
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF34,600,000,000 $121,798,821
FRAs HUF11,863,650,000,000 $41,762,386,694
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,202,606,033,604$74,637,352,931
ProductVolume
NOK
USD
Equivalent
IRS NOK323,892,549,372 $37,759,836,480
OIS NOK0 $0
Basis NOK5,360,000,000 $624,876,132
Zeroes NOK1,750,000,000 $204,017,394
FRAs NOK86,195,036,444 $10,048,735,260
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK417,197,585,816$48,637,465,266
ProductVolume
NZD
USD
Equivalent
IRS NZD995,613,447,629 $696,630,729,306
OIS NZD0 $0
Basis NZD1,940,000,000 $1,357,418,000
Zeroes NZD10,480,000,000 $7,332,856,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,008,033,447,629$705,321,003,306
ProductVolume
PLN
USD
Equivalent
IRS PLN324,294,809,682 $81,707,960,464
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,649,000,000 $415,475,126
FRAs PLN130,497,000,000 $32,879,476,940
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN456,440,809,682$115,002,912,530
ProductVolume
SEK
USD
Equivalent
IRS SEK1,569,365,466,237 $181,555,468,098
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK70,178,811,710 $8,118,788,953
FRAs SEK368,107,244,413 $42,585,289,728
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,007,651,522,360$232,259,546,779
ProductVolume
SGD
USD
Equivalent
IRS SGD397,308,902,509 $291,742,043,917
OIS SGD0 $0
Basis SGD388,000,000 $284,906,561
Zeroes SGD29,345,000,000 $21,547,894,408
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD427,041,902,509$313,574,844,886
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,289,845,228,006 $89,873,411,559
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,289,845,228,006$89,873,411,559
ProductUSD
Equivalent
IRS$10,764,455,827,704
OIS$5,317,327,675,532
Basis$1,324,821,597,315
Zeroes$403,921,407,732
FRAs$1,683,817,216,993
VNS$109,966,060,282
Inflation$19,289,401,555
Total$19,623,599,187,113

Figures as of COB Jul 25, 2016.

Notional Outstanding by Product

As of COB Jul 25, 2016

Daily Notional by Tenor
 

As of COB Jul 25, 2016

Notional Outstanding by Tenor
 

As of COB Jul 25, 2016

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$605,147,922,494
$5,499,689,881,975
$162,240,960,581,042
$100,531,134,989,647
EUR
€218,830,467,058
€2,568,210,766,742
€109,845,299,038,786
€82,683,978,010,480
GBP
£121,847,374,164
£1,394,256,328,170
£35,192,406,499,412
£27,719,829,812,091
JPY
¥2,269,410,685,486
¥46,684,932,412,514
¥1,553,903,297,690,178
¥1,781,840,715,303,340
CHF
CHF503,694,000
CHF32,036,986,400
CHF2,081,747,638,720
CHF2,902,609,404,390
AUD
$138,756,536,000
$723,079,506,694
$21,475,540,773,754
$20,570,384,560,669
CAD
$27,780,826,000
$260,197,050,610
$8,642,374,915,103
$10,059,931,759,562
Other*
Show All
Hide
$19,167,424,386
$344,391,857,997
$10,630,238,194,544
$15,860,039,198,722
CZK
CZK49,838,500,000
CZK830,351,716,600
CZK7,167,499,352,407
CZK14,521,282,431,130
DKK
DKK0
DKK7,811,320,000
DKK1,582,093,228,939
DKK4,054,428,879,086
HKD
HKD14,789,000,000
HKD123,763,642,000
HKD4,197,231,317,215
HKD7,693,662,225,596
HUF
HUF715,416,000,000
HUF15,771,863,192,000
HUF243,101,243,652,796
HUF293,032,753,190,374
NOK
NOK18,553,950,000
NOK123,370,782,000
NOK10,683,834,660,653
NOK13,622,614,179,357
NZD
NZD2,859,540,000
NZD117,208,590,506
NZD2,409,097,915,407
NZD4,576,375,359,293
PLN
PLN9,367,960,000
PLN93,023,352,000
PLN4,300,980,796,917
PLN4,549,609,108,565
SEK
SEK18,965,967,068
SEK636,824,256,000
SEK26,408,476,556,663
SEK33,916,069,702,291
SGD
SGD4,771,500,000
SGD34,993,017,914
SGD1,589,276,502,253
SGD2,591,515,322,962
ZAR
ZAR7,070,000,000
ZAR254,517,800,000
ZAR5,793,458,970,633
ZAR12,680,484,361,162
Total in USD$1,171,629,173,821$11,724,610,461,164$383,264,326,259,504$286,482,197,707,403

Figures as of COB Jul 25, 2016. Weekly figures as of COB Jul 22, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $224,101,062,942
OIS $133,749,170,000
Basis $105,263,600,000
Zeroes $14,804,000,000
FRAs $127,006,000,000
VNS $185,689,552
Inflation $38,400,000
Total$605,147,922,494
ProductVolume
EUR
USD
Equivalent
IRS €151,350,848,736 $166,402,690,643
OIS €39,797,900,000 $43,755,801,155
Basis €984,000,000 $1,081,858,800
Zeroes €3,563,524,000 $3,917,916,462
FRAs €22,260,000,000 $24,473,757,000
VNS €422,194,322 $464,181,547
Inflation €452,000,000 $496,951,400
Total€218,830,467,058$240,593,157,007
ProductVolume
GBP
USD
Equivalent
IRS £21,723,314,000 $28,542,262,265
OIS £80,636,700,164 $105,948,560,345
Basis £4,978,500,000 $6,541,251,150
Zeroes £0 $0
FRAs £14,026,000,000 $18,428,761,400
VNS £330,800,000 $434,638,120
Inflation £152,060,000 $199,791,634
Total£121,847,374,164$160,095,264,914
ProductVolume
JPY
USD
Equivalent
IRS ¥2,009,410,685,486 $18,995,232,646
OIS ¥100,000,000,000 $945,313,608
Basis ¥100,000,000,000 $945,313,608
Zeroes ¥60,000,000,000 $567,188,165
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,269,410,685,486$21,453,048,027
ProductVolume
CHF
USD
Equivalent
IRS CHF503,694,000 $510,742,243
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF503,694,000$510,742,243
ProductVolume
AUD
USD
Equivalent
IRS $33,797,336,000 $25,244,920,125
OIS $100,950,000,000 $75,404,602,500
Basis $4,009,200,000 $2,994,671,940
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$138,756,536,000$103,644,194,565
ProductVolume
CAD
USD
Equivalent
IRS $16,686,826,000 $12,624,319,867
OIS $9,094,000,000 $6,880,012,105
Basis $2,000,000,000 $1,513,088,213
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$27,780,826,000$21,017,420,185
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK49,838,500,000 $2,027,851,243
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK49,838,500,000$2,027,851,243
ProductVolume
DKK
USD
Equivalent
IRS DKK0 $0
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK0$0
ProductVolume
HKD
USD
Equivalent
IRS HKD14,789,000,000 $1,906,560,611
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,789,000,000$1,906,560,611
ProductVolume
HUF
USD
Equivalent
IRS HUF114,416,000,000 $402,766,875
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF601,000,000,000 $2,115,638,476
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF715,416,000,000$2,518,405,351
ProductVolume
NOK
USD
Equivalent
IRS NOK12,553,950,000 $1,463,556,664
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,000,000,000 $699,488,208
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK18,553,950,000$2,163,044,872
ProductVolume
NZD
USD
Equivalent
IRS NZD2,859,540,000 $2,000,820,138
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,859,540,000$2,000,820,138
ProductVolume
PLN
USD
Equivalent
IRS PLN8,367,960,000 $2,108,356,114
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $251,955,807
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,367,960,000$2,360,311,921
ProductVolume
SEK
USD
Equivalent
IRS SEK18,965,967,068 $2,194,119,281
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK18,965,967,068$2,194,119,281
ProductVolume
SGD
USD
Equivalent
IRS SGD4,771,500,000 $3,503,689,834
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,771,500,000$3,503,689,834
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,070,000,000 $492,621,135
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,070,000,000$492,621,135
ProductUSD
Equivalent
IRS$492,521,572,626
OIS$366,683,459,713
Basis$118,339,783,711
Zeroes$19,289,104,627
FRAs$172,975,600,891
VNS$1,084,509,219
Inflation$735,143,034
Total$1,171,629,173,821
Show:
ProductUSD
Equivalent
IRS $1,250,326,613,697
OIS $1,212,711,846,000
Basis $371,591,000,000
Zeroes $18,211,755,672
FRAs $2,643,536,000,000
VNS $3,312,666,606
Inflation $0
Total$5,499,689,881,975
ProductVolume
EUR
USD
Equivalent
IRS €812,233,260,311 $895,312,371,383
OIS €664,089,046,560 $731,789,846,588
Basis €11,485,000,000 $12,674,747,200
Zeroes €48,939,066,000 $53,980,800,519
FRAs €1,021,624,000,000 $1,126,074,362,900
VNS €5,340,453,871 $5,889,833,490
Inflation €4,499,940,000 $4,954,172,715
Total€2,568,210,766,742$2,830,676,134,795
ProductVolume
GBP
USD
Equivalent
IRS £185,845,446,736 $244,727,270,006
OIS £530,432,599,836 $698,942,715,633
Basis £20,315,140,000 $26,805,712,021
Zeroes £8,864,428,900 $11,735,108,697
FRAs £644,642,800,000 $849,701,425,560
VNS £1,447,375,500 $1,917,284,156
Inflation £2,708,537,198 $3,571,303,797
Total£1,394,256,328,170$1,837,400,819,870
ProductVolume
JPY
USD
Equivalent
IRS ¥40,538,452,412,514 $381,462,120,424
OIS ¥3,969,900,000,000 $37,266,982,221
Basis ¥431,580,000,000 $4,059,430,546
Zeroes ¥905,000,000,000 $8,501,456,710
FRAs ¥840,000,000,000 $7,914,448,580
VNS ¥0 $0
Inflation ¥0 $0
Total¥46,684,932,412,514$439,204,438,481
ProductVolume
CHF
USD
Equivalent
IRS CHF13,407,766,400 $13,604,593,255
OIS CHF2,500,000,000 $2,533,391,886
Basis CHF2,497,500,000 $2,539,787,989
Zeroes CHF7,941,720,000 $8,064,483,385
FRAs CHF5,690,000,000 $5,779,335,198
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF32,036,986,400$32,521,591,713
ProductVolume
AUD
USD
Equivalent
IRS $296,579,806,694 $222,132,962,298
OIS $396,810,000,000 $297,110,382,500
Basis $28,373,700,000 $21,253,678,545
Zeroes $1,316,000,000 $983,973,200
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$723,079,506,694$541,480,996,543
ProductVolume
CAD
USD
Equivalent
IRS $184,753,070,000 $141,503,699,709
OIS $66,815,000,000 $51,148,257,535
Basis $7,117,787,500 $5,437,074,257
Zeroes $1,511,193,110 $1,155,708,289
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$260,197,050,610$199,244,739,790
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK213,539,716,600 $8,693,313,644
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK616,812,000,000 $25,142,048,282
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK830,351,716,600$33,835,361,926
ProductVolume
DKK
USD
Equivalent
IRS DKK7,811,320,000 $1,157,769,273
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,811,320,000$1,157,769,273
ProductVolume
HKD
USD
Equivalent
IRS HKD112,563,642,000 $14,513,151,867
OIS HKD0 $0
Basis HKD11,200,000,000 $1,444,031,353
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD123,763,642,000$15,957,183,220
ProductVolume
HUF
USD
Equivalent
IRS HUF1,721,463,192,000 $6,033,999,855
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,050,400,000,000 $49,250,206,319
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,771,863,192,000$55,284,206,174
ProductVolume
NOK
USD
Equivalent
IRS NOK80,770,782,000 $9,495,765,279
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK42,600,000,000 $5,012,859,414
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK123,370,782,000$14,508,624,693
ProductVolume
NZD
USD
Equivalent
IRS NZD115,208,590,506 $81,022,892,172
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD2,000,000,000 $1,399,400,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD117,208,590,506$82,422,292,172
ProductVolume
PLN
USD
Equivalent
IRS PLN33,475,352,000 $8,443,979,224
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN59,548,000,000 $15,042,827,234
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN93,023,352,000$23,486,806,458
ProductVolume
SEK
USD
Equivalent
IRS SEK185,734,256,000 $21,581,645,403
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK451,090,000,000 $52,481,359,078
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK636,824,256,000$74,063,004,481
ProductVolume
SGD
USD
Equivalent
IRS SGD34,827,017,914 $25,745,730,298
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD166,000,000 $122,382,778
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD34,993,017,914$25,868,113,076
ProductVolume
ZAR
USD
Equivalent
IRS ZAR254,517,800,000 $17,808,496,524
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR254,517,800,000$17,808,496,524
ProductUSD
Equivalent
IRS$3,343,566,374,311
OIS$3,031,503,422,363
Basis$445,805,461,911
Zeroes$104,155,069,250
FRAs$4,779,934,872,565
VNS$11,119,784,252
Inflation$8,525,476,512
Total$11,724,610,461,164
Show:
ProductUSD
Equivalent
IRS $39,970,669,898,372
OIS $49,643,618,505,320
Basis $5,630,718,730,631
Zeroes $871,466,911,194
FRAs $66,004,874,535,488
VNS $118,764,800,037
Inflation $847,200,000
Total$162,240,960,581,042
ProductVolume
EUR
USD
Equivalent
IRS €30,723,820,551,248 $34,277,211,796,254
OIS €42,211,891,485,346 $46,892,421,707,874
Basis €274,871,102,389 $306,605,622,770
Zeroes €1,532,241,854,052 $1,712,444,960,989
FRAs €34,840,868,746,850 $38,776,701,326,563
VNS €87,141,558,740 $97,647,647,826
Inflation €174,463,740,161 $194,004,188,556
Total€109,845,299,038,786$122,257,037,250,832
ProductVolume
GBP
USD
Equivalent
IRS £5,510,047,513,477 $7,810,957,747,043
OIS £16,337,040,023,796 $22,886,144,024,059
Basis £913,566,394,466 $1,298,701,127,503
Zeroes £208,796,991,639 $295,756,924,981
FRAs £12,130,355,700,000 $17,186,072,224,310
VNS £29,121,596,547 $41,279,060,858
Inflation £63,478,279,487 $89,284,488,175
Total£35,192,406,499,412$49,608,195,596,929
ProductVolume
JPY
USD
Equivalent
IRS ¥1,289,369,136,511,680 $11,593,933,342,088
OIS ¥87,352,317,243,782 $788,518,251,935
Basis ¥99,432,445,188,900 $887,754,668,182
Zeroes ¥74,529,318,745,816 $671,586,297,604
FRAs ¥3,220,080,000,000 $29,321,981,597
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,553,903,297,690,178$13,971,114,541,406
ProductVolume
CHF
USD
Equivalent
IRS CHF718,815,416,720 $734,546,470,694
OIS CHF54,686,000,000 $56,108,374,817
Basis CHF132,476,462,000 $134,985,872,756
Zeroes CHF56,215,900,000 $57,556,001,304
FRAs CHF1,119,553,860,000 $1,136,308,347,780
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,081,747,638,720$2,119,505,067,351
ProductVolume
AUD
USD
Equivalent
IRS $6,516,398,342,429 $4,815,584,669,999
OIS $13,694,700,188,000 $10,146,661,837,642
Basis $561,827,662,204 $414,141,848,704
Zeroes $702,614,581,121 $527,020,685,682
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$21,475,540,773,754$15,903,409,042,027
ProductVolume
CAD
USD
Equivalent
IRS $4,403,184,789,660 $3,327,865,004,396
OIS $3,301,712,694,956 $2,485,757,695,116
Basis $119,376,028,485 $90,392,807,282
Zeroes $818,101,402,002 $629,850,478,579
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$8,642,374,915,103$6,533,865,985,373
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,826,963,352,407 $198,680,861,661
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK34,280,000,000 $1,389,078,568
FRAs CZK2,306,256,000,000 $94,508,087,323
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,167,499,352,407$294,578,027,552
ProductVolume
DKK
USD
Equivalent
IRS DKK834,047,228,939 $124,673,004,813
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK3,900,000,000 $588,640,169
FRAs DKK744,146,000,000 $111,279,769,254
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,582,093,228,939$236,541,414,236
ProductVolume
HKD
USD
Equivalent
IRS HKD3,934,245,317,215 $506,421,970,657
OIS HKD0 $0
Basis HKD77,142,000,000 $9,932,248,084
Zeroes HKD185,844,000,000 $23,937,085,431
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,197,231,317,215$540,291,304,172
ProductVolume
HUF
USD
Equivalent
IRS HUF77,663,645,557,556 $277,323,574,427
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF89,860,000,000 $320,318,298
FRAs HUF165,347,738,095,240 $591,577,191,472
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF243,101,243,652,796$869,221,084,197
ProductVolume
NOK
USD
Equivalent
IRS NOK2,490,431,060,653 $294,737,004,048
OIS NOK0 $0
Basis NOK10,740,000,000 $1,240,215,281
Zeroes NOK11,577,600,000 $1,388,751,112
FRAs NOK8,171,086,000,000 $963,899,454,146
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK10,683,834,660,653$1,261,265,424,587
ProductVolume
NZD
USD
Equivalent
IRS NZD2,373,265,915,407 $1,617,156,365,641
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD33,400,000,000 $22,652,653,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,409,097,915,407$1,641,543,418,641
ProductVolume
PLN
USD
Equivalent
IRS PLN1,810,326,796,917 $460,140,548,947
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,268,000,000 $2,317,930,396
FRAs PLN2,479,686,000,000 $634,071,957,112
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,300,980,796,917$1,096,969,367,014
ProductVolume
SEK
USD
Equivalent
IRS SEK11,010,641,498,619 $1,317,204,252,143
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK298,662,036,946 $35,611,483,326
FRAs SEK15,099,173,021,098 $1,802,635,546,778
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK26,408,476,556,663$3,155,451,282,247
ProductVolume
SGD
USD
Equivalent
IRS SGD1,341,288,502,253 $972,422,081,712
OIS SGD0 $0
Basis SGD216,000,000 $154,628,105
Zeroes SGD247,772,000,000 $182,673,664,788
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,589,276,502,253$1,155,250,374,605
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,793,458,970,633 $379,126,497,293
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,793,458,970,633$379,126,497,293
ProductUSD
Equivalent
IRS$108,678,655,090,188
OIS$132,899,230,396,763
Basis$8,776,801,099,857
Zeroes$5,036,561,865,421
FRAs$127,331,250,421,823
VNS$257,691,508,721
Inflation$284,135,876,731
Total$383,264,326,259,504
Show:
ProductUSD
Equivalent
IRS $39,312,644,592,731
OIS $17,069,875,297,972
Basis $13,731,047,948,118
Zeroes $630,457,255,059
FRAs $29,359,966,525,573
VNS $426,030,770,193
Inflation $1,112,600,000
Total$100,531,134,989,646
ProductVolume
EUR
USD
Equivalent
IRS €42,288,307,798,717 $46,493,880,009,299
OIS €18,277,085,394,517 $20,094,741,537,002
Basis €958,400,860,778 $1,053,713,826,382
Zeroes €1,993,004,185,628 $2,191,208,451,889
FRAs €18,644,368,301,618 $20,498,550,729,213
VNS €252,735,993,244 $277,870,587,772
Inflation €270,075,475,979 $296,934,482,065
Total€82,683,978,010,481$90,906,899,623,622
ProductVolume
GBP
USD
Equivalent
IRS £7,612,444,774,967 $10,001,991,189,829
OIS £8,905,249,169,491 $11,700,606,883,794
Basis £3,553,375,995,754 $4,668,780,720,821
Zeroes £365,097,459,210 $479,701,551,657
FRAs £7,043,977,239,255 $9,255,081,694,657
VNS £96,725,477,431 $127,087,604,797
Inflation £142,959,695,983 $187,834,744,552
Total£27,719,829,812,091$36,421,084,390,107
ProductVolume
JPY
USD
Equivalent
IRS ¥1,425,837,942,210,550 $13,478,640,092,740
OIS ¥66,920,117,522,784 $632,604,977,292
Basis ¥215,455,755,570,000 $2,036,732,576,169
Zeroes ¥71,791,600,000,000 $678,655,764,050
FRAs ¥1,835,300,000,000 $17,349,340,644
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,781,840,715,303,334$16,843,982,750,895
ProductVolume
CHF
USD
Equivalent
IRS CHF1,615,194,506,443 $1,637,796,092,520
OIS CHF55,736,000,000 $56,515,919,692
Basis CHF471,642,262,000 $478,242,001,622
Zeroes CHF60,906,531,459 $61,758,802,940
FRAs CHF699,130,104,488 $708,913,105,342
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,902,609,404,390$2,943,225,922,116
ProductVolume
AUD
USD
Equivalent
IRS $11,003,266,746,725 $8,218,890,096,466
OIS $7,021,470,440,897 $5,244,687,345,828
Basis $1,856,332,741,511 $1,386,587,741,272
Zeroes $689,314,631,535 $514,883,564,025
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,570,384,560,668$15,365,048,747,591
ProductVolume
CAD
USD
Equivalent
IRS $7,393,352,792,039 $5,593,397,482,251
OIS $1,560,839,393,486 $1,180,843,844,368
Basis $339,120,473,932 $256,559,595,954
Zeroes $766,619,100,106 $579,981,162,132
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,059,931,759,563$7,610,782,084,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK12,683,234,431,130 $516,061,131,592
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK47,690,000,000 $1,940,432,111
FRAs CZK1,790,358,000,000 $72,846,889,368
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,521,282,431,130$590,848,453,071
ProductVolume
DKK
USD
Equivalent
IRS DKK3,350,503,024,342 $495,116,523,229
OIS DKK0 $0
Basis DKK8,480,000,000 $1,253,121,721
Zeroes DKK7,500,000,000 $1,108,303,409
FRAs DKK687,945,854,744 $101,660,364,816
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,054,428,879,086$599,138,313,175
ProductVolume
HKD
USD
Equivalent
IRS HKD7,432,898,225,596 $958,230,507,754
OIS HKD0 $0
Basis HKD92,202,000,000 $11,886,449,484
Zeroes HKD168,562,000,000 $21,730,588,250
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,693,662,225,596$991,847,545,488
ProductVolume
HUF
USD
Equivalent
IRS HUF179,487,923,190,374 $631,832,872,271
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF470,130,000,000 $1,654,950,277
FRAs HUF113,074,700,000,000 $398,045,234,533
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF293,032,753,190,374$1,031,533,057,081
ProductVolume
NOK
USD
Equivalent
IRS NOK7,354,132,561,473 $857,354,834,218
OIS NOK0 $0
Basis NOK20,931,400,000 $2,440,211,245
Zeroes NOK51,077,998,734 $5,954,742,965
FRAs NOK6,196,472,219,150 $722,393,207,870
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK13,622,614,179,357$1,588,142,996,298
ProductVolume
NZD
USD
Equivalent
IRS NZD4,544,103,359,293 $3,179,509,120,498
OIS NZD0 $0
Basis NZD4,832,000,000 $3,380,950,400
Zeroes NZD27,440,000,000 $19,199,768,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,576,375,359,293$3,202,089,838,898
ProductVolume
PLN
USD
Equivalent
IRS PLN3,053,106,701,406 $769,247,962,662
OIS PLN0 $0
Basis PLN2,374,000,000 $598,143,086
Zeroes PLN21,010,000,000 $5,293,591,504
FRAs PLN1,473,118,407,159 $371,160,737,011
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,549,609,108,565$1,146,300,434,263
ProductVolume
SEK
USD
Equivalent
IRS SEK23,093,383,736,260 $2,671,608,484,065
OIS SEK0 $0
Basis SEK500,000,000 $57,843,591
Zeroes SEK424,024,859,684 $49,054,241,055
FRAs SEK10,398,161,106,348 $1,202,933,954,922
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK33,916,069,702,292$3,923,654,523,633
ProductVolume
SGD
USD
Equivalent
IRS SGD2,344,453,322,962 $1,721,520,962,633
OIS SGD0 $0
Basis SGD776,000,000 $569,813,122
Zeroes SGD246,286,000,000 $180,846,642,435
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,591,515,322,962$1,902,937,418,190
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,680,484,361,162 $883,546,618,624
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,680,484,361,162$883,546,618,624
ProductUSD
Equivalent
IRS$137,421,268,573,382
OIS$55,979,875,805,948
Basis$23,631,850,942,987
Zeroes$5,423,429,811,758
FRAs$62,708,901,783,949
VNS$830,988,962,762
Inflation$485,881,826,617
Total$286,482,197,707,403

Figures as of COB Jul 25, 2016.

Notional Outstanding by Product

As of COB Jul 25, 2016

Daily Notional by Tenor

As of COB Jul 25, 2016

Notional Outstanding by Currency

As of COB Jul 25, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

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.