Daily Volumes

  • Client Notional Cleared (USD)
    $555,080,136,377,462
    Client Notional Outstanding (USD)
    $33,163,697,804,993
    As of COB Aug 18, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,629,721,000,000,000
    Trades Compressed
    12,508,513
  • 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 Aug 18, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, SEK, NOK, PLN

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$191,713,373,408
$1,191,267,261,480
$79,823,468,800,267
$14,589,301,309,208
EUR
€134,921,207,034
€888,463,954,773
€25,320,373,058,829
€7,852,950,451,824
GBP
£39,434,880,184
£129,335,938,048
£5,873,816,664,822
£1,986,652,256,064
JPY
¥971,754,600,000
¥7,720,114,900,000
¥227,940,494,492,610
¥116,155,963,071,146
CHF
CHF775,650,000
CHF6,224,114,095
CHF488,900,915,130
CHF203,580,717,832
AUD
$4,385,880,000
$92,604,239,575
$5,653,069,813,811
$1,837,535,293,336
CAD
$17,907,130,000
$96,150,933,432
$5,050,017,281,475
$1,498,254,683,783
Other*
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$17,570,554,157
$143,459,875,754
$4,630,396,776,454
$2,857,657,185,764
CZK
CZK19,098,670,000
CZK121,019,560,734
CZK6,415,381,779,686
CZK2,455,274,646,554
DKK
DKK1,586,000,000
DKK4,971,465,535
DKK317,775,332,750
DKK700,927,038,694
HKD
HKD6,602,405,000
HKD99,187,499,563
HKD2,304,699,467,239
HKD1,591,197,507,590
HUF
HUF89,971,725,000
HUF768,606,455,000
HUF84,234,224,192,470
HUF27,964,665,874,211
MXN
MXN1,760,000,000
MXN4,626,000,000
MXN244,176,584,402
MXN134,365,825,323
NOK
NOK1,754,700,000
NOK33,872,256,338
NOK2,669,261,734,065
NOK1,015,780,974,784
NZD
NZD1,242,130,000
NZD11,828,765,000
NZD866,090,979,703
NZD716,016,715,767
PLN
PLN10,059,574,964
PLN28,110,305,216
PLN1,319,442,036,171
PLN664,455,095,673
SEK
SEK62,334,820,000
SEK594,970,453,774
SEK14,184,145,989,628
SEK5,705,213,085,614
SGD
SGD1,696,775,000
SGD17,288,310,210
SGD567,026,579,699
SGD618,865,059,856
ZAR
ZAR30,755,145,000
ZAR192,156,714,092
ZAR5,391,200,978,410
ZAR4,267,293,211,398
Total in USD$446,157,768,034$2,771,433,116,386$130,405,364,283,723$33,163,697,804,993

Figures as of COB Aug 18, 2017. Weekly figures as of COB Aug 18, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $78,965,635,292
OIS $105,327,900,000
Basis $4,493,900,000
Zeroes $0
FRAs $2,670,000,000
VNS $139,381,116
Inflation $116,557,000
Total$191,713,373,408
ProductVolume
EUR
USD
Equivalent
IRS €30,692,892,564 $36,100,980,234
OIS €81,299,040,000 $95,623,930,848
Basis €58,000,000 $68,219,600
Zeroes €0 $0
FRAs €22,220,000,000 $26,135,164,000
VNS €24,834,470 $29,210,304
Inflation €626,440,000 $736,818,728
Total€134,921,207,034$158,694,323,714
ProductVolume
GBP
USD
Equivalent
IRS £3,592,109,319 $4,624,661,143
OIS £23,360,000,000 $30,074,832,000
Basis £3,203,000,000 $4,123,702,350
Zeroes £0 $0
FRAs £8,000,000,000 $10,299,600,000
VNS £434,727,010 $559,689,288
Inflation £845,043,855 $1,087,951,711
Total£39,434,880,184$50,770,436,492
ProductVolume
JPY
USD
Equivalent
IRS ¥657,254,600,000 $6,019,090,618
OIS ¥200,000,000 $1,831,586
Basis ¥314,300,000,000 $2,878,336,920
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥971,754,600,000$8,899,259,124
ProductVolume
CHF
USD
Equivalent
IRS CHF775,650,000 $803,782,383
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF775,650,000$803,782,383
ProductVolume
AUD
USD
Equivalent
IRS $4,385,880,000 $3,478,222,134
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$4,385,880,000$3,478,222,134
ProductVolume
CAD
USD
Equivalent
IRS $13,741,130,000 $10,917,789,608
OIS $3,650,000,000 $2,900,047,672
Basis $516,000,000 $409,979,342
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,907,130,000$14,227,816,622
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,648,670,000 $209,810,665
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK14,450,000,000 $652,178,819
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK19,098,670,000$861,989,484
ProductVolume
DKK
USD
Equivalent
IRS DKK1,586,000,000 $250,826,335
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,586,000,000$250,826,335
ProductVolume
HKD
USD
Equivalent
IRS HKD6,602,405,000 $843,946,570
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD6,602,405,000$843,946,570
ProductVolume
HUF
USD
Equivalent
IRS HUF89,971,725,000 $348,491,237
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF89,971,725,000$348,491,237
ProductVolume
MXN
USD
Equivalent
IRS MXN1,760,000,000 $99,374,954
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,760,000,000$99,374,954
ProductVolume
NOK
USD
Equivalent
IRS NOK1,733,500,000 $219,247,211
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK21,200,000 $2,681,304
Inflation NOK0 $0
TotalNOK1,754,700,000$221,928,515
ProductVolume
NZD
USD
Equivalent
IRS NZD1,242,130,000 $908,493,882
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,242,130,000$908,493,882
ProductVolume
PLN
USD
Equivalent
IRS PLN10,059,574,964 $2,768,677,657
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN10,059,574,964$2,768,677,657
ProductVolume
SEK
USD
Equivalent
IRS SEK58,784,820,000 $7,247,542,843
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,550,000,000 $437,677,228
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK62,334,820,000$7,685,220,071
ProductVolume
SGD
USD
Equivalent
IRS SGD1,696,775,000 $1,244,836,947
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,696,775,000$1,244,836,947
ProductVolume
ZAR
USD
Equivalent
IRS ZAR30,755,145,000 $2,336,768,505
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR30,755,145,000$2,336,768,505
ProductUSD
Equivalent
IRS$157,388,178,218
OIS$233,928,542,106
Basis$11,974,138,212
Zeroes$0
FRAs$40,194,620,047
VNS$730,962,012
Inflation$1,941,327,439
Total$446,157,768,034
Show:
ProductUSD
Equivalent
IRS $419,863,018,396
OIS $610,806,485,000
Basis $49,757,709,699
Zeroes $0
FRAs $107,447,800,000
VNS $1,885,584,385
Inflation $1,506,664,000
Total$1,191,267,261,480
ProductVolume
EUR
USD
Equivalent
IRS €338,057,765,061 $397,449,865,204
OIS €361,352,492,462 $424,849,810,583
Basis €50,624,900,000 $59,555,399,330
Zeroes €8,005,000 $9,419,484
FRAs €135,842,000,000 $159,743,205,600
VNS €713,702,250 $837,401,312
Inflation €1,865,090,000 $2,191,103,116
Total€888,463,954,773$1,044,636,204,629
ProductVolume
GBP
USD
Equivalent
IRS £36,345,143,632 $46,844,783,163
OIS £54,059,800,000 $69,638,673,804
Basis £3,579,400,000 $4,610,492,415
Zeroes £15,415,943 $19,935,679
FRAs £32,920,000,000 $42,449,535,500
VNS £824,036,598 $1,060,876,672
Inflation £1,592,141,875 $2,050,886,268
Total£129,335,938,048$166,675,183,501
ProductVolume
JPY
USD
Equivalent
IRS ¥6,498,738,400,000 $59,139,478,320
OIS ¥446,967,700,000 $4,073,149,378
Basis ¥774,408,800,000 $7,057,614,774
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,720,114,900,000$70,270,242,472
ProductVolume
CHF
USD
Equivalent
IRS CHF6,004,114,095 $6,217,068,614
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF220,000,000 $226,279,249
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,224,114,095$6,443,347,863
ProductVolume
AUD
USD
Equivalent
IRS $45,948,239,575 $36,189,189,389
OIS $45,410,000,000 $35,688,693,500
Basis $1,246,000,000 $979,709,350
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$92,604,239,575$72,857,592,239
ProductVolume
CAD
USD
Equivalent
IRS $59,299,212,400 $46,819,145,751
OIS $35,702,500,000 $28,095,000,318
Basis $1,119,000,000 $885,568,900
Zeroes $0 $0
FRAs $0 $0
VNS $30,221,032 $23,693,479
Inflation $0 $0
Total$96,150,933,432$75,823,408,448
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK82,469,560,734 $3,714,346,701
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK38,550,000,000 $1,739,862,722
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK121,019,560,734$5,454,209,423
ProductVolume
DKK
USD
Equivalent
IRS DKK4,321,465,535 $683,463,154
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK650,000,000 $102,839,965
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,971,465,535$786,303,119
ProductVolume
HKD
USD
Equivalent
IRS HKD96,541,099,563 $12,341,196,192
OIS HKD0 $0
Basis HKD2,646,400,000 $338,342,418
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD99,187,499,563$12,679,538,610
ProductVolume
HUF
USD
Equivalent
IRS HUF580,106,455,000 $2,240,954,263
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF2,500,000,000 $9,679,418
FRAs HUF186,000,000,000 $717,475,081
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF768,606,455,000$2,968,108,762
ProductVolume
MXN
USD
Equivalent
IRS MXN4,626,000,000 $261,558,789
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,626,000,000$261,558,789
ProductVolume
NOK
USD
Equivalent
IRS NOK25,431,056,338 $3,201,906,014
OIS NOK0 $0
Basis NOK3,920,000,000 $492,897,935
Zeroes NOK0 $0
FRAs NOK4,500,000,000 $565,665,419
VNS NOK21,200,000 $2,681,304
Inflation NOK0 $0
TotalNOK33,872,256,338$4,263,150,672
ProductVolume
NZD
USD
Equivalent
IRS NZD11,828,765,000 $8,596,456,896
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,828,765,000$8,596,456,896
ProductVolume
PLN
USD
Equivalent
IRS PLN28,110,305,216 $7,723,929,292
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN28,110,305,216$7,723,929,292
ProductVolume
SEK
USD
Equivalent
IRS SEK257,500,453,774 $31,792,452,508
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK337,470,000,000 $41,734,453,442
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK594,970,453,774$73,526,905,950
ProductVolume
SGD
USD
Equivalent
IRS SGD17,288,310,210 $12,674,391,619
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD17,288,310,210$12,674,391,619
ProductVolume
ZAR
USD
Equivalent
IRS ZAR192,156,714,092 $14,525,322,622
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR192,156,714,092$14,525,322,622
ProductUSD
Equivalent
IRS$1,110,278,526,887
OIS$1,173,151,812,583
Basis$123,677,734,821
Zeroes$39,034,581
FRAs$354,727,116,978
VNS$3,810,237,152
Inflation$5,748,653,384
Total$2,771,433,116,386
Show:
ProductUSD
Equivalent
IRS $18,155,169,722,898
OIS $47,434,159,251,971
Basis $2,962,019,558,523
Zeroes $16,922,829,712
FRAs $11,070,308,304,631
VNS $50,245,035,756
Inflation $134,644,096,776
Total$79,823,468,800,267
ProductVolume
EUR
USD
Equivalent
IRS €9,045,717,388,355 $9,942,381,272,496
OIS €13,169,750,289,573 $14,450,745,033,054
Basis €266,332,613,408 $296,358,144,007
Zeroes €48,358,782,703 $52,795,441,136
FRAs €2,628,421,970,000 $2,874,620,734,072
VNS €27,035,091,589 $29,827,008,261
Inflation €134,756,923,201 $148,193,115,323
Total€25,320,373,058,829$27,794,920,748,349
ProductVolume
GBP
USD
Equivalent
IRS £2,362,241,114,640 $3,002,254,816,933
OIS £2,661,032,065,548 $3,392,239,363,182
Basis £172,152,705,400 $219,888,171,706
Zeroes £44,168,938,136 $56,836,090,065
FRAs £548,408,582,324 $699,714,012,518
VNS £10,889,521,696 $13,808,846,221
Inflation £74,923,737,078 $95,039,778,059
Total£5,873,816,664,822$7,479,781,078,684
ProductVolume
JPY
USD
Equivalent
IRS ¥198,163,182,695,979 $1,764,480,588,905
OIS ¥12,623,296,537,988 $112,417,870,424
Basis ¥15,912,258,973,325 $142,268,462,680
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¥227,940,494,492,610$2,030,157,880,074
ProductVolume
CHF
USD
Equivalent
IRS CHF408,810,315,130 $414,411,694,005
OIS CHF560,000,000 $572,637,893
Basis CHF51,399,450,000 $52,546,154,493
Zeroes CHF0 $0
FRAs CHF27,899,150,000 $28,326,100,417
VNS CHF232,000,000 $238,611,913
Inflation CHF0 $0
TotalCHF488,900,915,130$496,095,198,721
ProductVolume
AUD
USD
Equivalent
IRS $1,994,396,251,942 $1,518,447,539,137
OIS $3,600,185,274,000 $2,747,506,327,190
Basis $58,070,686,000 $44,145,760,572
Zeroes $0 $0
FRAs $0 $0
VNS $417,601,869 $317,206,974
Inflation $0 $0
Total$5,653,069,813,811$4,310,416,833,873
ProductVolume
CAD
USD
Equivalent
IRS $2,434,194,884,905 $1,843,316,143,429
OIS $2,590,391,504,694 $1,977,399,417,776
Basis $23,177,500,000 $17,710,625,154
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,031,841,876 $770,837,879
Inflation $0 $0
Total$5,050,017,281,475$3,840,126,967,301
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,085,040,863,188 $167,596,432,854
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,329,413,976,608 $96,851,160,451
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK6,415,381,779,686$264,486,776,611
ProductVolume
DKK
USD
Equivalent
IRS DKK294,494,010,386 $42,950,934,603
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK18,446,000,000 $2,705,765,350
VNS DKK1,685,322,364 $252,870,010
Inflation DKK0 $0
TotalDKK317,775,332,750$46,356,517,947
ProductVolume
HKD
USD
Equivalent
IRS HKD2,235,350,467,239 $287,063,199,340
OIS HKD0 $0
Basis HKD69,349,000,000 $8,903,736,828
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,304,699,467,239$295,966,936,168
ProductVolume
HUF
USD
Equivalent
IRS HUF58,653,964,192,470 $208,144,309,707
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF25,574,360,000,000 $89,465,575,031
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF84,234,224,192,470$297,631,585,892
ProductVolume
MXN
USD
Equivalent
IRS MXN244,176,584,402 $13,240,026,949
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN244,176,584,402$13,240,026,949
ProductVolume
NOK
USD
Equivalent
IRS NOK1,546,325,480,000 $184,099,209,170
OIS NOK0 $0
Basis NOK9,358,040,000 $1,149,975,458
Zeroes NOK0 $0
FRAs NOK1,110,263,139,555 $131,598,019,149
VNS NOK3,315,074,510 $394,051,138
Inflation NOK0 $0
TotalNOK2,669,261,734,065$317,241,254,915
ProductVolume
NZD
USD
Equivalent
IRS NZD864,990,979,703 $616,864,287,735
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD866,090,979,703$617,626,907,985
ProductVolume
PLN
USD
Equivalent
IRS PLN1,020,057,363,179 $262,736,669,656
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN299,208,710,192 $76,403,846,393
VNS PLN150,962,800 $40,476,462
Inflation PLN0 $0
TotalPLN1,319,442,036,171$339,187,878,710
ProductVolume
SEK
USD
Equivalent
IRS SEK6,423,671,535,780 $737,113,191,515
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK7,754,382,266,620 $885,066,638,234
VNS SEK3,914,187,228 $444,635,162
Inflation SEK0 $0
TotalSEK14,184,145,989,628$1,622,873,686,808
ProductVolume
SGD
USD
Equivalent
IRS SGD566,482,579,699 $405,643,252,315
OIS SGD0 $0
Basis SGD544,000,000 $386,905,998
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD567,026,579,699$406,030,158,313
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,391,200,978,410 $409,755,046,156
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,391,200,978,410$409,755,046,156
ProductUSD
Equivalent
IRS$39,975,668,337,803
OIS$70,115,039,901,490
Basis$3,746,587,063,653
Zeroes$127,762,113,226
FRAs$15,966,010,278,325
VNS$96,419,599,068
Inflation$377,876,990,158
Total$130,405,364,283,723
Show:
ProductUSD
Equivalent
IRS $6,811,407,414,823
OIS $4,463,804,162,788
Basis $1,749,402,950,078
Zeroes $10,737,290,831
FRAs $1,360,475,434,260
VNS $139,433,594,841
Inflation $54,040,461,588
Total$14,589,301,309,209
ProductVolume
EUR
USD
Equivalent
IRS €3,886,246,684,158 $4,571,003,349,906
OIS €3,064,980,870,280 $3,605,030,499,623
Basis €173,827,371,646 $204,455,754,530
Zeroes €15,186,604,819 $17,862,484,588
FRAs €578,155,979,270 $680,027,062,817
VNS €73,973,192,498 $87,007,269,016
Inflation €60,579,749,153 $71,253,900,953
Total€7,852,950,451,824$9,236,640,321,433
ProductVolume
GBP
USD
Equivalent
IRS £845,966,909,381 $1,089,140,097,482
OIS £698,857,867,710 $899,744,561,783
Basis £133,465,070,000 $171,829,604,372
Zeroes £23,116,541,055 $29,761,390,781
FRAs £209,719,250,000 $270,003,048,413
VNS £26,188,043,329 $33,715,796,384
Inflation £49,338,574,590 $63,520,947,856
Total£1,986,652,256,065$2,557,715,447,071
ProductVolume
JPY
USD
Equivalent
IRS ¥89,618,486,704,537 $820,719,691,419
OIS ¥6,082,260,723,516 $55,700,908,682
Basis ¥20,330,502,557,775 $186,185,288,317
Zeroes ¥20,000,000,000 $183,158,570
FRAs ¥100,000,000,000 $915,792,848
VNS ¥4,713,085,318 $43,162,098
Inflation ¥0 $0
Total¥116,155,963,071,146$1,063,748,001,934
ProductVolume
CHF
USD
Equivalent
IRS CHF156,577,217,832 $162,256,184,282
OIS CHF0 $0
Basis CHF37,423,500,000 $38,780,829,016
Zeroes CHF841,900,000 $872,435,233
FRAs CHF8,506,100,000 $8,814,611,399
VNS CHF232,000,000 $240,414,508
Inflation CHF0 $0
TotalCHF203,580,717,832$210,964,474,438
ProductVolume
AUD
USD
Equivalent
IRS $777,240,375,663 $616,390,479,920
OIS $992,104,566,496 $786,788,526,460
Basis $67,433,230,000 $53,477,923,052
Zeroes $137,083,374 $108,713,970
FRAs $0 $0
VNS $620,037,803 $491,720,980
Inflation $0 $0
Total$1,837,535,293,336$1,457,257,364,382
ProductVolume
CAD
USD
Equivalent
IRS $905,442,388,097 $719,404,408,150
OIS $562,128,187,604 $446,629,737,489
Basis $23,489,800,000 $18,663,435,563
Zeroes $3,794,550,000 $3,014,897,505
FRAs $0 $0
VNS $3,399,758,081 $2,701,222,057
Inflation $0 $0
Total$1,498,254,683,782$1,190,413,700,764
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,823,082,706,664 $82,282,071,025
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK631,265,000,000 $28,491,187,688
VNS CZK926,939,890 $41,836,025
Inflation CZK0 $0
TotalCZK2,455,274,646,554$110,815,094,738
ProductVolume
DKK
USD
Equivalent
IRS DKK690,416,716,330 $109,189,593,132
OIS DKK0 $0
Basis DKK6,950,000,000 $1,099,144,407
Zeroes DKK0 $0
FRAs DKK1,875,000,000 $296,531,764
VNS DKK1,685,322,364 $266,534,194
Inflation DKK0 $0
TotalDKK700,927,038,694$110,851,803,497
ProductVolume
HKD
USD
Equivalent
IRS HKD1,490,991,507,590 $190,584,668,468
OIS HKD0 $0
Basis HKD100,206,000,000 $12,808,743,169
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,591,197,507,590$203,393,411,637
ProductVolume
HUF
USD
Equivalent
IRS HUF22,989,465,874,211 $89,046,057,419
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $173,913,043
FRAs HUF4,930,300,000,000 $19,096,736,710
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF27,964,665,874,211$108,316,707,172
ProductVolume
MXN
USD
Equivalent
IRS MXN134,365,825,323 $7,586,703,254
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN134,365,825,323$7,586,703,254
ProductVolume
NOK
USD
Equivalent
IRS NOK669,960,851,834 $84,734,380,370
OIS NOK0 $0
Basis NOK17,518,040,000 $2,215,622,391
Zeroes NOK0 $0
FRAs NOK321,059,244,155 $40,606,486,246
VNS NOK7,242,838,795 $916,049,730
Inflation NOK0 $0
TotalNOK1,015,780,974,784$128,472,538,737
ProductVolume
NZD
USD
Equivalent
IRS NZD714,542,715,767 $522,616,542,312
OIS NZD0 $0
Basis NZD1,474,000,000 $1,078,083,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD716,016,715,767$523,694,625,912
ProductVolume
PLN
USD
Equivalent
IRS PLN573,569,332,873 $157,862,395,000
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,475,000,000 $405,961,441
FRAs PLN88,266,000,000 $24,293,283,058
VNS PLN1,144,762,800 $315,070,885
Inflation PLN0 $0
TotalPLN664,455,095,673$182,876,710,384
ProductVolume
SEK
USD
Equivalent
IRS SEK3,451,412,125,819 $425,522,392,531
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $300,556,246
FRAs SEK2,246,680,808,710 $276,991,839,318
VNS SEK4,682,339,375 $577,282,625
Inflation SEK0 $0
TotalSEK5,705,213,085,614$703,392,070,720
ProductVolume
SGD
USD
Equivalent
IRS SGD618,149,059,856 $453,504,317,418
OIS SGD0 $0
Basis SGD716,000,000 $525,292,542
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD618,865,059,856$454,029,609,960
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,267,293,211,398 $324,227,909,751
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR4,267,293,211,398$324,227,909,751
ProductUSD
Equivalent
IRS$17,237,478,656,662
OIS$10,257,698,396,825
Basis$2,440,522,671,037
Zeroes$63,420,802,208
FRAs$2,710,012,014,521
VNS$265,749,953,343
Inflation$188,815,310,397
Total$33,163,697,804,993

Figures as of COB Aug 18, 2017.

Notional Outstanding by Product

As of COB Aug 18, 2017

Daily Notional by Tenor
 

As of COB Aug 18, 2017

Notional Outstanding by Tenor
 

As of COB Aug 18, 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
$608,298,763,855
$4,961,544,737,548
$302,224,249,927,180
$113,037,845,480,127
EUR
€528,930,883,081
€3,481,065,173,030
€143,099,547,380,509
€82,654,089,771,908
GBP
£112,207,460,153
£687,908,025,964
£31,464,012,486,565
£23,985,422,679,906
JPY
¥2,705,129,200,000
¥31,849,266,244,592
¥1,161,418,773,343,870
¥1,478,753,669,197,070
CHF
CHF5,479,740,000
CHF35,852,348,190
CHF3,067,336,623,246
CHF3,515,369,612,887
AUD
$52,372,260,000
$458,640,979,150
$23,887,732,813,929
$21,137,608,855,818
CAD
$68,793,699,579
$363,914,497,397
$15,433,749,735,942
$12,660,608,709,905
Other*
Show All
Hide
$68,603,875,818
$571,897,798,937
$19,442,952,477,604
$19,917,022,849,710
CZK
CZK57,145,280,000
CZK796,999,061,468
CZK24,076,665,554,385
CZK23,119,556,207,356
DKK
DKK7,236,000,000
DKK23,689,862,140
DKK1,225,981,699,761
DKK3,990,695,639,623
HKD
HKD18,982,810,000
HKD290,076,868,866
HKD8,814,997,045,920
HKD10,624,507,414,175
HUF
HUF464,736,741,240
HUF4,167,332,069,760
HUF318,704,301,796,852
HUF286,551,927,500,247
MXN
MXN7,040,000,000
MXN12,772,000,000
MXN577,168,268,405
MXN417,931,755,011
NOK
NOK4,596,400,000
NOK191,650,930,276
NOK17,175,833,603,432
NOK15,125,188,691,437
NZD
NZD13,874,860,000
NZD92,186,594,000
NZD2,995,793,979,338
NZD4,213,101,235,453
PLN
PLN25,089,089,928
PLN66,206,470,432
PLN4,584,973,572,766
PLN3,840,914,167,870
SEK
SEK219,991,040,000
SEK2,022,359,988,348
SEK63,555,708,884,895
SEK48,320,729,429,387
SGD
SGD8,252,950,000
SGD86,881,440,420
SGD2,391,370,709,050
SGD2,878,112,958,748
ZAR
ZAR124,300,690,000
ZAR732,288,884,184
ZAR21,438,486,963,090
ZAR21,457,285,037,208
Total in USD$1,570,137,232,887$11,486,398,754,588$562,040,031,358,030$305,060,291,381,585

Figures as of COB Aug 18, 2017. Weekly figures as of COB Aug 18, 2017. *Other: CZK, DKK, HKD, HUF, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $259,183,637,984
OIS $286,113,600,000
Basis $21,267,400,000
Zeroes $0
FRAs $40,510,000,000
VNS $359,294,371
Inflation $864,831,500
Total$608,298,763,855
ProductVolume
EUR
USD
Equivalent
IRS €216,716,813,505 $254,902,316,045
OIS €205,360,880,000 $241,545,467,056
Basis €232,000,000 $272,878,400
Zeroes €0 $0
FRAs €102,440,000,000 $120,489,928,000
VNS €1,879,309,576 $2,210,443,923
Inflation €2,301,880,000 $2,707,471,256
Total€528,930,883,081$622,128,504,680
ProductVolume
GBP
USD
Equivalent
IRS £18,401,154,216 $23,690,565,995
OIS £56,306,596,000 $72,491,927,020
Basis £7,695,000,000 $9,906,927,750
Zeroes £15,229,000 $19,606,576
FRAs £26,000,000,000 $33,473,700,000
VNS £1,485,594,019 $1,912,628,020
Inflation £2,303,886,918 $2,966,139,213
Total£112,207,460,153$144,461,494,574
ProductVolume
JPY
USD
Equivalent
IRS ¥1,722,929,200,000 $15,778,462,384
OIS ¥40,400,000,000 $369,980,310
Basis ¥941,800,000,000 $8,624,937,039
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,705,129,200,000$24,773,379,733
ProductVolume
CHF
USD
Equivalent
IRS CHF4,979,740,000 $5,160,352,332
OIS CHF300,000,000 $310,880,829
Basis CHF200,000,000 $207,253,886
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF5,479,740,000$5,678,487,047
ProductVolume
AUD
USD
Equivalent
IRS $20,724,760,000 $16,435,770,918
OIS $30,540,000,000 $24,219,747,000
Basis $1,107,500,000 $878,302,875
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$52,372,260,000$41,533,820,793
ProductVolume
CAD
USD
Equivalent
IRS $48,792,660,000 $38,767,408,231
OIS $18,300,000,000 $14,539,965,041
Basis $1,032,000,000 $819,958,684
Zeroes $0 $0
FRAs $0 $0
VNS $669,039,579 $531,574,431
Inflation $0 $0
Total$68,793,699,579$54,658,906,387
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK18,245,280,000 $823,473,021
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK38,900,000,000 $1,755,692,460
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK57,145,280,000$2,579,165,481
ProductVolume
DKK
USD
Equivalent
IRS DKK7,236,000,000 $1,144,375,385
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,236,000,000$1,144,375,385
ProductVolume
HKD
USD
Equivalent
IRS HKD17,982,810,000 $2,298,636,756
OIS HKD0 $0
Basis HKD1,000,000,000 $127,824,114
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD18,982,810,000$2,426,460,870
ProductVolume
HUF
USD
Equivalent
IRS HUF464,736,741,240 $1,800,084,211
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF464,736,741,240$1,800,084,211
ProductVolume
MXN
USD
Equivalent
IRS MXN7,040,000,000 $397,499,816
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,040,000,000$397,499,816
ProductVolume
NOK
USD
Equivalent
IRS NOK4,554,000,000 $575,974,502
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK42,400,000 $5,362,608
Inflation NOK0 $0
TotalNOK4,596,400,000$581,337,110
ProductVolume
NZD
USD
Equivalent
IRS NZD13,874,860,000 $10,148,072,604
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,874,860,000$10,148,072,604
ProductVolume
PLN
USD
Equivalent
IRS PLN24,089,089,928 $6,629,994,338
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $275,228,095
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN25,089,089,928$6,905,222,433
ProductVolume
SEK
USD
Equivalent
IRS SEK184,891,040,000 $22,795,098,015
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,100,000,000 $4,327,456,541
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK219,991,040,000$27,122,554,556
ProductVolume
SGD
USD
Equivalent
IRS SGD8,252,950,000 $6,054,766,883
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,252,950,000$6,054,766,883
ProductVolume
ZAR
USD
Equivalent
IRS ZAR124,300,690,000 $9,444,336,469
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR124,300,690,000$9,444,336,469
ProductUSD
Equivalent
IRS$676,030,825,889
OIS$639,591,567,256
Basis$42,105,482,748
Zeroes$19,606,576
FRAs$200,832,005,096
VNS$5,019,303,353
Inflation$6,538,441,969
Total$1,570,137,232,887
Show:
ProductUSD
Equivalent
IRS $1,397,498,684,312
OIS $1,588,377,816,000
Basis $176,483,619,398
Zeroes $0
FRAs $1,786,743,600,000
VNS $4,480,035,038
Inflation $7,960,982,800
Total$4,961,544,737,548
ProductVolume
EUR
USD
Equivalent
IRS €1,438,835,288,541 $1,691,455,115,469
OIS €1,167,202,667,940 $1,371,894,080,030
Basis €102,365,800,000 $120,420,687,860
Zeroes €29,176,000 $34,288,610
FRAs €761,206,000,000 $894,421,367,100
VNS €3,620,460,549 $4,253,233,756
Inflation €7,805,780,000 $9,171,500,041
Total€3,481,065,173,030$4,091,650,272,866
ProductVolume
GBP
USD
Equivalent
IRS £145,534,461,145 $187,579,658,526
OIS £243,284,596,000 $313,451,939,188
Basis £28,103,659,604 $36,188,320,400
Zeroes £71,963,018 $92,905,778
FRAs £262,184,120,000 $337,750,634,568
VNS £2,346,203,239 $3,020,891,939
Inflation £6,383,022,958 $8,218,882,645
Total£687,908,025,964$886,303,233,044
ProductVolume
JPY
USD
Equivalent
IRS ¥25,737,413,244,592 $234,143,206,961
OIS ¥3,181,835,400,000 $28,923,095,677
Basis ¥2,030,017,600,000 $18,510,062,159
Zeroes ¥0 $0
FRAs ¥900,000,000,000 $8,157,630,960
VNS ¥0 $0
Inflation ¥0 $0
Total¥31,849,266,244,592$289,733,995,757
ProductVolume
CHF
USD
Equivalent
IRS CHF28,089,348,190 $29,077,425,940
OIS CHF1,326,000,000 $1,372,916,447
Basis CHF1,997,000,000 $2,061,792,233
Zeroes CHF0 $0
FRAs CHF4,440,000,000 $4,565,034,723
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF35,852,348,190$37,077,169,343
ProductVolume
AUD
USD
Equivalent
IRS $193,563,979,150 $152,604,222,543
OIS $249,504,000,000 $196,208,441,800
Basis $15,573,000,000 $12,256,275,275
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$458,640,979,150$361,068,939,618
ProductVolume
CAD
USD
Equivalent
IRS $213,804,211,200 $168,948,717,018
OIS $143,949,600,000 $113,308,519,011
Basis $2,238,000,000 $1,771,137,799
Zeroes $49,220,000 $38,765,835
FRAs $0 $0
VNS $3,873,466,197 $3,055,467,812
Inflation $0 $0
Total$363,914,497,397$287,122,607,475
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK380,039,061,468 $17,112,516,584
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK416,960,000,000 $18,801,022,477
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK796,999,061,468$35,913,539,061
ProductVolume
DKK
USD
Equivalent
IRS DKK19,789,862,140 $3,128,206,726
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,900,000,000 $617,561,119
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK23,689,862,140$3,745,767,845
ProductVolume
HKD
USD
Equivalent
IRS HKD282,384,068,866 $36,098,419,792
OIS HKD0 $0
Basis HKD7,692,800,000 $983,447,182
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD290,076,868,866$37,081,866,974
ProductVolume
HUF
USD
Equivalent
IRS HUF3,149,332,069,760 $12,170,357,757
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $19,358,835
FRAs HUF1,013,000,000,000 $3,907,654,515
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,167,332,069,760$16,097,371,107
ProductVolume
MXN
USD
Equivalent
IRS MXN12,772,000,000 $721,867,487
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN12,772,000,000$721,867,487
ProductVolume
NOK
USD
Equivalent
IRS NOK86,768,530,276 $10,924,151,974
OIS NOK0 $0
Basis NOK7,840,000,000 $985,795,869
Zeroes NOK0 $0
FRAs NOK97,000,000,000 $12,190,355,812
VNS NOK42,400,000 $5,362,608
Inflation NOK0 $0
TotalNOK191,650,930,276$24,105,666,263
ProductVolume
NZD
USD
Equivalent
IRS NZD92,186,594,000 $66,927,269,086
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD92,186,594,000$66,927,269,086
ProductVolume
PLN
USD
Equivalent
IRS PLN65,206,470,432 $17,918,687,676
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,000,000,000 $275,228,095
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN66,206,470,432$18,193,915,771
ProductVolume
SEK
USD
Equivalent
IRS SEK761,579,988,348 $94,053,332,352
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,260,780,000,000 $155,925,377,634
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,022,359,988,348$249,978,709,986
ProductVolume
SGD
USD
Equivalent
IRS SGD86,881,440,420 $63,707,208,470
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD86,881,440,420$63,707,208,470
ProductVolume
ZAR
USD
Equivalent
IRS ZAR732,288,884,184 $55,424,616,887
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR732,288,884,184$55,424,616,887
ProductUSD
Equivalent
IRS$4,239,493,665,560
OIS$3,613,536,808,153
Basis$369,661,138,175
Zeroes$185,319,058
FRAs$3,223,355,467,003
VNS$14,814,991,153
Inflation$25,351,365,486
Total$11,486,398,754,588
Show:
ProductUSD
Equivalent
IRS $62,653,792,241,229
OIS $127,665,900,957,644
Basis $12,012,476,977,069
Zeroes $48,127,859,310
FRAs $98,937,806,535,716
VNS $188,400,088,508
Inflation $717,745,267,704
Total$302,224,249,927,180
ProductVolume
EUR
USD
Equivalent
IRS €51,590,406,705,716 $56,710,377,339,693
OIS €45,257,173,422,393 $49,616,803,557,867
Basis €568,618,826,816 $632,137,289,164
Zeroes €103,435,469,080 $113,138,902,321
FRAs €44,660,723,362,052 $48,903,571,371,708
VNS €114,830,415,358 $126,409,544,714
Inflation €804,359,179,094 $881,522,581,935
Total€143,099,547,380,509$156,983,960,587,402
ProductVolume
GBP
USD
Equivalent
IRS £8,567,540,896,601 $10,878,275,652,691
OIS £10,292,001,601,788 $13,126,549,642,297
Basis £1,167,312,754,744 $1,486,641,746,464
Zeroes £109,290,338,774 $140,186,485,914
FRAs £10,839,292,683,037 $13,740,480,220,806
VNS £35,777,278,452 $45,384,420,719
Inflation £452,796,933,169 $576,117,247,116
Total£31,464,012,486,565$39,993,635,416,007
ProductVolume
JPY
USD
Equivalent
IRS ¥1,045,534,256,768,608 $9,311,645,364,639
OIS ¥53,558,269,673,976 $477,435,926,326
Basis ¥56,861,057,946,650 $507,310,146,297
Zeroes ¥0 $0
FRAs ¥5,390,086,400,000 $48,058,492,559
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,161,418,773,343,870$10,345,121,317,439
ProductVolume
CHF
USD
Equivalent
IRS CHF1,382,567,492,580 $1,402,685,635,322
OIS CHF14,182,000,000 $14,563,665,675
Basis CHF194,975,600,000 $198,544,351,855
Zeroes CHF0 $0
FRAs CHF1,474,762,563,918 $1,493,798,458,269
VNS CHF848,966,748 $870,087,126
Inflation CHF0 $0
TotalCHF3,067,336,623,246$3,110,462,198,247
ProductVolume
AUD
USD
Equivalent
IRS $9,531,254,851,246 $7,250,208,555,527
OIS $13,780,840,824,000 $10,511,200,399,013
Basis $572,339,256,968 $435,278,853,767
Zeroes $1,000,000,000 $767,600,000
FRAs $0 $0
VNS $2,297,881,715 $1,740,813,264
Inflation $0 $0
Total$23,887,732,813,929$18,199,196,221,571
ProductVolume
CAD
USD
Equivalent
IRS $8,345,934,623,302 $6,325,665,576,289
OIS $6,787,148,409,388 $5,186,867,495,407
Basis $208,016,583,600 $157,406,074,703
Zeroes $17,793,334,200 $13,838,312,838
FRAs $0 $0
VNS $74,856,785,452 $56,675,753,343
Inflation $0 $0
Total$15,433,749,735,942$11,740,453,212,580
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,499,339,721,389 $554,652,592,318
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,575,471,953,216 $441,011,949,468
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK24,076,665,554,385$995,742,908,399
ProductVolume
DKK
USD
Equivalent
IRS DKK1,016,552,559,770 $148,369,429,583
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK200,418,000,000 $28,884,293,835
VNS DKK2,711,139,991 $407,544,140
Inflation DKK0 $0
TotalDKK1,225,981,699,761$178,555,163,526
ProductVolume
HKD
USD
Equivalent
IRS HKD8,599,103,045,920 $1,104,417,089,430
OIS HKD0 $0
Basis HKD215,894,000,000 $27,717,687,143
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,814,997,045,920$1,132,134,776,573
ProductVolume
HUF
USD
Equivalent
IRS HUF189,120,921,796,852 $670,199,123,081
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF129,517,380,000,000 $455,000,483,548
VNS HUF54,200,000,000 $206,909,129
Inflation HUF0 $0
TotalHUF318,704,301,796,852$1,125,449,918,066
ProductVolume
MXN
USD
Equivalent
IRS MXN577,168,268,405 $31,285,863,097
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN577,168,268,405$31,285,863,097
ProductVolume
NOK
USD
Equivalent
IRS NOK5,073,895,749,242 $603,832,934,686
OIS NOK0 $0
Basis NOK19,696,080,000 $2,423,554,073
Zeroes NOK0 $0
FRAs NOK12,075,138,975,170 $1,434,100,516,874
VNS NOK7,102,799,020 $844,834,432
Inflation NOK0 $0
TotalNOK17,175,833,603,432$2,041,201,840,065
ProductVolume
NZD
USD
Equivalent
IRS NZD2,993,677,431,634 $2,135,852,386,891
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
TotalNZD2,995,793,979,338$2,137,327,451,061
ProductVolume
PLN
USD
Equivalent
IRS PLN3,165,038,776,104 $814,482,208,724
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN1,419,398,789,224 $363,974,154,618
VNS PLN486,007,438 $126,398,089
Inflation PLN0 $0
TotalPLN4,584,973,572,766$1,178,596,533,828
ProductVolume
SEK
USD
Equivalent
IRS SEK21,578,430,337,552 $2,477,016,529,049
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK41,949,663,093,276 $4,798,253,809,846
VNS SEK24,727,414,067 $2,787,307,737
Inflation SEK0 $0
TotalSEK63,555,708,884,895$7,278,388,814,823
ProductVolume
SGD
USD
Equivalent
IRS SGD2,390,082,709,050 $1,712,236,637,184
OIS SGD0 $0
Basis SGD1,288,000,000 $917,289,166
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,391,370,709,050$1,713,153,926,350
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,438,486,963,090 $1,631,115,281,816
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR21,438,486,963,090$1,631,115,281,816
ProductUSD
Equivalent
IRS$166,416,110,441,249
OIS$206,599,321,644,229
Basis$15,463,026,444,569
Zeroes$316,447,503,279
FRAs$170,644,940,287,247
VNS$424,799,940,702
Inflation$2,175,385,096,755
Total$562,040,031,358,030
Show:
ProductUSD
Equivalent
IRS $40,576,655,794,033
OIS $20,845,801,377,501
Basis $18,250,884,495,010
Zeroes $137,133,039,622
FRAs $31,895,664,359,575
VNS $718,660,022,326
Inflation $613,046,392,060
Total$113,037,845,480,127
ProductVolume
EUR
USD
Equivalent
IRS €41,240,359,571,304 $48,506,910,927,768
OIS €18,372,449,899,119 $21,609,675,571,343
Basis €1,282,556,579,366 $1,508,543,048,650
Zeroes €539,810,068,609 $634,924,602,698
FRAs €19,772,348,044,649 $23,256,235,770,116
VNS €432,273,210,610 $508,439,750,320
Inflation €1,014,292,398,251 $1,193,010,718,823
Total€82,654,089,771,908$97,217,740,389,718
ProductVolume
GBP
USD
Equivalent
IRS £8,077,723,478,918 $10,399,665,092,933
OIS £5,355,412,274,179 $6,894,825,532,392
Basis £4,038,315,908,203 $5,199,129,816,016
Zeroes £302,962,012,431 $390,048,442,904
FRAs £5,349,758,015,645 $6,887,545,957,242
VNS £149,126,231,455 $191,992,566,686
Inflation £712,124,759,076 $916,825,021,073
Total£23,985,422,679,907$30,880,032,429,246
ProductVolume
JPY
USD
Equivalent
IRS ¥1,202,234,290,556,320 $11,009,975,645,005
OIS ¥58,166,302,622,669 $532,682,839,165
Basis ¥215,362,281,125,550 $1,972,272,367,101
Zeroes ¥1,915,692,337,894 $17,543,773,414
FRAs ¥1,000,000,000,000 $9,157,928,477
VNS ¥75,102,554,636 $687,783,824
Inflation ¥0 $0
Total¥1,478,753,669,197,069$13,542,320,336,986
ProductVolume
CHF
USD
Equivalent
IRS CHF2,043,054,896,924 $2,117,155,333,600
OIS CHF13,980,279,070 $14,487,335,824
Basis CHF527,797,262,000 $546,940,167,876
Zeroes CHF10,212,980,159 $10,583,399,128
FRAs CHF919,475,227,986 $952,824,070,452
VNS CHF848,966,748 $879,758,288
Inflation CHF0 $0
TotalCHF3,515,369,612,887$3,642,870,065,168
ProductVolume
AUD
USD
Equivalent
IRS $11,640,643,810,140 $9,231,612,573,632
OIS $7,289,778,500,976 $5,781,158,840,199
Basis $2,187,432,884,275 $1,734,743,648,875
Zeroes $5,260,965,031 $4,172,208,318
FRAs $0 $0
VNS $14,492,695,395 $11,493,432,083
Inflation $0 $0
Total$21,137,608,855,817$16,763,180,703,107
ProductVolume
CAD
USD
Equivalent
IRS $8,968,848,068,308 $7,126,051,222,237
OIS $3,074,795,699,194 $2,443,028,523,116
Basis $484,439,260,532 $384,903,273,901
Zeroes $34,399,443,558 $27,331,514,030
FRAs $0 $0
VNS $98,126,238,313 $77,964,594,242
Inflation $0 $0
Total$12,660,608,709,905$10,059,279,127,526
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,781,818,457,194 $757,421,905,860
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK52,290,000,000 $2,360,029,788
FRAs CZK6,283,593,870,382 $283,600,472,565
VNS CZK1,853,879,780 $83,672,050
Inflation CZK0 $0
TotalCZK23,119,556,207,356$1,043,466,080,263
ProductVolume
DKK
USD
Equivalent
IRS DKK3,903,648,499,632 $617,363,081,342
OIS DKK0 $0
Basis DKK13,900,000,000 $2,198,288,814
Zeroes DKK15,500,000,000 $2,451,329,253
FRAs DKK54,936,000,000 $8,688,143,474
VNS DKK2,711,139,991 $428,767,534
Inflation DKK0 $0
TotalDKK3,990,695,639,623$631,129,610,417
ProductVolume
HKD
USD
Equivalent
IRS HKD10,299,731,414,175 $1,316,554,042,652
OIS HKD0 $0
Basis HKD324,776,000,000 $41,514,204,455
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,624,507,414,175$1,358,068,247,107
ProductVolume
HUF
USD
Equivalent
IRS HUF229,563,268,168,071 $889,176,985,254
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $699,970,950
FRAs HUF56,753,744,332,176 $219,826,646,004
VNS HUF54,200,000,000 $209,935,122
Inflation HUF0 $0
TotalHUF286,551,927,500,247$1,109,913,537,330
ProductVolume
MXN
USD
Equivalent
IRS MXN417,931,755,011 $23,597,698,285
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN417,931,755,011$23,597,698,285
ProductVolume
NOK
USD
Equivalent
IRS NOK7,179,916,055,689 $908,091,474,931
OIS NOK0 $0
Basis NOK43,617,880,000 $5,516,641,793
Zeroes NOK15,790,147,412 $1,997,084,387
FRAs NOK7,870,948,872,234 $995,490,966,058
VNS NOK14,915,736,102 $1,886,491,805
Inflation NOK0 $0
TotalNOK15,125,188,691,437$1,912,982,658,974
ProductVolume
NZD
USD
Equivalent
IRS NZD4,192,272,687,749 $3,066,228,243,820
OIS NZD0 $0
Basis NZD4,878,000,000 $3,567,769,200
Zeroes NZD15,680,000,000 $11,468,352,000
FRAs NZD0 $0
VNS NZD270,547,704 $197,878,591
Inflation NZD0 $0
TotalNZD4,213,101,235,453$3,081,462,243,611
ProductVolume
PLN
USD
Equivalent
IRS PLN3,001,231,624,716 $826,023,263,577
OIS PLN0 $0
Basis PLN674,000,000 $185,503,736
Zeroes PLN7,560,000,000 $2,080,724,400
FRAs PLN827,126,757,316 $227,648,521,974
VNS PLN4,321,785,838 $1,189,476,884
Inflation PLN0 $0
TotalPLN3,840,914,167,870$1,057,127,490,571
ProductVolume
SEK
USD
Equivalent
IRS SEK26,909,985,893,035 $3,317,714,941,812
OIS SEK0 $0
Basis SEK500,000,000 $61,644,680
Zeroes SEK151,026,330,049 $18,619,939,594
FRAs SEK21,231,911,344,760 $2,617,668,763,995
VNS SEK27,305,861,542 $3,366,522,197
Inflation SEK0 $0
TotalSEK48,320,729,429,386$5,957,431,812,278
ProductVolume
SGD
USD
Equivalent
IRS SGD2,876,264,958,748 $2,110,168,342,136
OIS SGD0 $0
Basis SGD1,848,000,000 $1,355,782,987
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,878,112,958,748$2,111,524,125,123
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,457,285,037,208 $1,630,319,345,754
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR21,457,285,037,208$1,630,319,345,754
ProductUSD
Equivalent
IRS$144,430,685,914,631
OIS$58,121,660,019,540
Basis$29,651,816,653,094
Zeroes$1,261,414,410,486
FRAs$67,354,351,599,932
VNS$1,517,480,651,952
Inflation$2,722,882,131,956
Total$305,060,291,381,591

Figures as of COB Aug 18, 2017.

Notional Outstanding by Product

As of COB Aug 18, 2017

Daily Notional by Tenor

As of COB Aug 18, 2017

Notional Outstanding by Currency

As of COB Aug 18, 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.