Daily Volumes

  • Client Notional Cleared (USD)
    $376,427,003,206,077
    Client Notional Outstanding (USD)
    $21,122,505,043,358
    As of COB Aug 26, 2016
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,099,395,000,000,000
    Trades Compressed
    9,087,103
  • 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 26, 2016. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, NOK, PLN, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$380,848,317,191
$1,254,704,103,691
$42,463,657,990,185
$9,621,142,306,136
EUR
€32,838,648,785
€235,903,771,378
€21,544,661,740,042
€3,827,234,822,973
GBP
£13,421,538,029
£174,461,695,656
£8,251,428,882,283
£1,488,764,421,711
JPY
¥902,814,390,100
¥6,594,653,930,000
¥377,791,966,557,031
¥103,225,448,588,608
CHF
CHF2,388,900,000
CHF13,622,060,000
CHF353,464,177,309
CHF130,798,364,433
AUD
$2,024,404,000
$62,548,254,000
$5,966,732,991,061
$1,840,556,705,313
CAD
$3,712,312,000
$66,599,357,500
$3,058,661,214,029
$1,075,862,842,462
Other*
Show All
Hide
$10,396,308,477
$68,718,073,801
$2,743,788,446,783
$1,894,371,365,158
CZK
CZK2,410,000,000
CZK13,779,934,783
CZK2,139,444,026,878
CZK1,088,324,325,913
DKK
DKK99,000,000
DKK8,709,820,000
DKK308,047,868,041
DKK473,222,552,488
HKD
HKD2,695,000,000
HKD32,950,210,412
HKD1,106,212,411,236
HKD729,350,009,435
HUF
HUF171,884,285,714
HUF727,430,387,002
HUF59,411,991,183,036
HUF21,702,121,853,060
NOK
NOK8,108,523,500
NOK38,737,711,500
NOK1,315,700,328,736
NOK483,897,320,405
NZD
NZD2,368,720,000
NZD18,028,334,700
NZD997,835,864,744
NZD1,022,559,289,263
PLN
PLN2,990,650,000
PLN26,744,900,000
PLN1,115,199,264,115
PLN478,055,451,765
SEK
SEK20,057,377,000
SEK123,378,378,000
SEK5,693,627,111,834
SEK2,098,799,595,477
SGD
SGD1,752,625,000
SGD12,931,375,000
SGD436,076,418,947
SGD451,167,247,115
ZAR
ZAR31,509,725,000
ZAR153,742,740,000
ZAR2,015,325,097,693
ZAR1,499,642,278,706
Total in USD$461,332,811,292$1,998,202,789,695$91,238,816,508,661$21,122,505,043,358

Figures as of COB Aug 26, 2016. Weekly figures as of COB Aug 26, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $79,145,222,375
OIS $214,208,221,000
Basis $6,760,700,000
Zeroes $228,413,194
FRAs $80,411,000,000
VNS $94,760,622
Inflation $0
Total$380,848,317,191
ProductVolume
EUR
USD
Equivalent
IRS €13,543,148,785 $15,161,555,065
OIS €13,046,100,000 $14,605,108,950
Basis €1,939,400,000 $2,171,158,300
Zeroes €0 $0
FRAs €4,220,000,000 $4,724,290,000
VNS €0 $0
Inflation €90,000,000 $100,755,000
Total€32,838,648,785$36,762,867,315
ProductVolume
GBP
USD
Equivalent
IRS £10,295,646,033 $13,526,934,540
OIS £3,025,000,000 $3,974,396,250
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £100,891,996 $132,556,949
Inflation £0 $0
Total£13,421,538,029$17,633,887,739
ProductVolume
JPY
USD
Equivalent
IRS ¥892,814,390,100 $8,766,834,153
OIS ¥10,000,000,000 $98,193,244
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥902,814,390,100$8,865,027,397
ProductVolume
CHF
USD
Equivalent
IRS CHF2,388,900,000 $2,441,140,405
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,388,900,000$2,441,140,405
ProductVolume
AUD
USD
Equivalent
IRS $1,527,904,000 $1,155,477,400
OIS $250,000,000 $189,062,500
Basis $246,500,000 $186,415,625
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,024,404,000$1,530,955,525
ProductVolume
CAD
USD
Equivalent
IRS $2,747,217,000 $2,112,268,953
OIS $965,095,000 $742,038,290
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,712,312,000$2,854,307,243
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,410,000,000 $99,863,258
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,410,000,000$99,863,258
ProductVolume
DKK
USD
Equivalent
IRS DKK99,000,000 $14,883,190
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK99,000,000$14,883,190
ProductVolume
HKD
USD
Equivalent
IRS HKD2,395,000,000 $308,747,414
OIS HKD0 $0
Basis HKD300,000,000 $38,673,998
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,695,000,000$347,421,412
ProductVolume
HUF
USD
Equivalent
IRS HUF131,170,000,000 $475,701,748
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF40,714,285,714 $147,654,623
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF171,884,285,714$623,356,371
ProductVolume
NOK
USD
Equivalent
IRS NOK8,108,523,500 $979,870,153
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK8,108,523,500$979,870,153
ProductVolume
NZD
USD
Equivalent
IRS NZD2,368,720,000 $1,714,005,792
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,368,720,000$1,714,005,792
ProductVolume
PLN
USD
Equivalent
IRS PLN2,990,650,000 $772,109,414
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,990,650,000$772,109,414
ProductVolume
SEK
USD
Equivalent
IRS SEK20,057,377,000 $2,363,222,344
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK20,057,377,000$2,363,222,344
ProductVolume
SGD
USD
Equivalent
IRS SGD1,752,625,000 $1,289,595,673
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,752,625,000$1,289,595,673
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,509,725,000 $2,191,980,870
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR31,509,725,000$2,191,980,870
ProductUSD
Equivalent
IRS$132,519,412,747
OIS$233,817,020,234
Basis$9,156,947,923
Zeroes$228,413,194
FRAs$85,282,944,623
VNS$227,317,571
Inflation$100,755,000
Total$461,332,811,292
Show:
ProductUSD
Equivalent
IRS $338,573,788,571
OIS $545,297,821,000
Basis $32,018,841,921
Zeroes $8,767,213,194
FRAs $329,045,000,000
VNS $381,439,005
Inflation $620,000,000
Total$1,254,704,103,691
ProductVolume
EUR
USD
Equivalent
IRS €125,119,687,971 $141,136,709,355
OIS €90,046,438,000 $101,568,304,997
Basis €8,260,400,000 $9,298,349,700
Zeroes €184,000,000 $207,257,600
FRAs €11,220,000,000 $12,648,290,000
VNS €160,736,407 $181,584,179
Inflation €912,509,000 $1,028,518,341
Total€235,903,771,378$266,069,014,172
ProductVolume
GBP
USD
Equivalent
IRS £49,996,821,377 $65,932,335,150
OIS £108,761,200,000 $143,293,289,200
Basis £732,750,000 $965,263,875
Zeroes £33,283,357 $43,965,691
FRAs £14,199,000,000 $18,724,800,800
VNS £157,083,800 $206,679,292
Inflation £581,557,122 $767,082,505
Total£174,461,695,656$229,933,416,513
ProductVolume
JPY
USD
Equivalent
IRS ¥6,136,953,930,000 $61,017,543,712
OIS ¥115,000,000,000 $1,143,437,383
Basis ¥331,100,000,000 $3,298,909,174
Zeroes ¥0 $0
FRAs ¥11,600,000,000 $115,716,495
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,594,653,930,000$65,575,606,764
ProductVolume
CHF
USD
Equivalent
IRS CHF9,669,600,000 $9,979,490,489
OIS CHF0 $0
Basis CHF1,276,000,000 $1,322,536,391
Zeroes CHF2,268,460,000 $2,353,826,597
FRAs CHF408,000,000 $423,368,268
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,622,060,000$14,079,221,745
ProductVolume
AUD
USD
Equivalent
IRS $21,410,754,000 $16,297,765,287
OIS $39,460,000,000 $30,055,949,500
Basis $1,677,500,000 $1,276,162,075
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$62,548,254,000$47,629,876,862
ProductVolume
CAD
USD
Equivalent
IRS $39,905,262,500 $30,856,023,178
OIS $23,700,095,000 $18,323,339,758
Basis $0 $0
Zeroes $2,994,000,000 $2,314,113,211
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$66,599,357,500$51,493,476,147
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,779,934,783 $574,846,406
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK13,779,934,783$574,846,406
ProductVolume
DKK
USD
Equivalent
IRS DKK8,709,820,000 $1,318,803,761
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,709,820,000$1,318,803,761
ProductVolume
HKD
USD
Equivalent
IRS HKD30,550,210,412 $3,940,103,330
OIS HKD0 $0
Basis HKD2,400,000,000 $309,481,586
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD32,950,210,412$4,249,584,916
ProductVolume
HUF
USD
Equivalent
IRS HUF257,903,556,756 $937,475,978
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF469,526,830,246 $1,711,177,916
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF727,430,387,002$2,648,653,894
ProductVolume
NOK
USD
Equivalent
IRS NOK20,537,711,500 $2,492,898,020
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK6,200,000,000 $754,862,750
FRAs NOK12,000,000,000 $1,461,058,236
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK38,737,711,500$4,708,819,006
ProductVolume
NZD
USD
Equivalent
IRS NZD18,028,334,700 $13,137,347,114
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD18,028,334,700$13,137,347,114
ProductVolume
PLN
USD
Equivalent
IRS PLN11,968,900,000 $3,121,658,435
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,776,000,000 $3,864,925,237
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN26,744,900,000$6,986,583,672
ProductVolume
SEK
USD
Equivalent
IRS SEK105,382,378,000 $12,532,232,872
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,996,000,000 $833,164,285
FRAs SEK11,000,000,000 $1,313,229,075
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK123,378,378,000$14,678,626,232
ProductVolume
SGD
USD
Equivalent
IRS SGD12,931,375,000 $9,552,224,645
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,931,375,000$9,552,224,645
ProductVolume
ZAR
USD
Equivalent
IRS ZAR153,742,740,000 $10,862,584,155
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR153,742,740,000$10,862,584,155
ProductUSD
Equivalent
IRS$722,263,830,458
OIS$839,682,141,838
Basis$48,489,544,722
Zeroes$15,274,403,328
FRAs$369,307,566,027
VNS$769,702,476
Inflation$2,415,600,846
Total$1,998,202,789,695
Show:
ProductUSD
Equivalent
IRS $12,292,963,914,876
OIS $21,562,547,000,866
Basis $1,494,351,541,759
Zeroes $219,751,338,396
FRAs $6,860,571,225,500
VNS $32,005,568,788
Inflation $1,467,400,000
Total$42,463,657,990,185
ProductVolume
EUR
USD
Equivalent
IRS €5,230,266,955,747 $5,834,603,435,265
OIS €13,579,429,851,629 $15,075,204,041,051
Basis €95,347,803,469 $106,796,685,869
Zeroes €336,793,230,000 $378,268,895,969
FRAs €2,279,728,373,425 $2,538,365,507,681
VNS €14,041,180,788 $15,690,167,091
Inflation €9,054,344,984 $10,134,929,296
Total€21,544,661,740,042$23,959,063,662,222
ProductVolume
GBP
USD
Equivalent
IRS £1,545,226,810,323 $2,163,807,363,141
OIS £5,712,368,875,170 $7,961,519,830,425
Basis £143,415,570,000 $203,512,669,320
Zeroes £68,994,277,439 $97,680,885,995
FRAs £764,361,100,000 $1,067,995,148,870
VNS £4,491,201,651 $6,199,552,008
Inflation £12,571,047,700 $17,350,384,093
Total£8,251,428,882,283$11,518,065,833,852
ProductVolume
JPY
USD
Equivalent
IRS ¥322,941,390,522,581 $2,937,275,441,934
OIS ¥20,931,370,000,000 $188,427,962,854
Basis ¥25,919,026,034,450 $232,848,071,404
Zeroes ¥3,063,540,000,000 $27,646,490,453
FRAs ¥4,936,640,000,000 $47,428,063,973
VNS ¥0 $0
Inflation ¥0 $0
Total¥377,791,966,557,031$3,433,626,030,618
ProductVolume
CHF
USD
Equivalent
IRS CHF247,574,137,309 $253,936,952,769
OIS CHF8,660,000,000 $8,978,333,605
Basis CHF35,487,400,000 $36,299,834,510
Zeroes CHF32,363,710,000 $33,191,421,497
FRAs CHF29,378,930,000 $29,868,824,169
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF353,464,177,309$362,275,366,550
ProductVolume
AUD
USD
Equivalent
IRS $1,278,940,956,286 $946,673,308,118
OIS $4,564,102,094,000 $3,394,537,862,996
Basis $77,164,857,401 $57,016,517,987
Zeroes $46,525,083,374 $34,659,861,340
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$5,966,732,991,061$4,432,887,550,441
ProductVolume
CAD
USD
Equivalent
IRS $1,424,794,419,899 $1,083,651,915,260
OIS $1,482,719,394,130 $1,124,926,206,254
Basis $11,146,500,000 $8,614,813,335
Zeroes $140,000,900,000 $108,258,693,161
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$3,058,661,214,029$2,325,451,628,010
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,782,674,026,878 $73,457,301,123
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK16,040,000,000 $648,595,919
FRAs CZK340,730,000,000 $13,906,405,546
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,139,444,026,878$88,012,302,588
ProductVolume
DKK
USD
Equivalent
IRS DKK298,347,868,041 $44,746,504,415
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK4,700,000,000 $711,524,059
FRAs DKK5,000,000,000 $745,755,643
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK308,047,868,041$46,203,784,117
ProductVolume
HKD
USD
Equivalent
IRS HKD1,064,271,411,236 $137,039,331,164
OIS HKD0 $0
Basis HKD30,791,000,000 $3,965,866,726
Zeroes HKD11,150,000,000 $1,435,147,721
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,106,212,411,236$142,440,345,611
ProductVolume
HUF
USD
Equivalent
IRS HUF24,591,365,305,170 $87,837,872,119
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,930,000,000 $160,159,149
FRAs HUF34,775,695,877,866 $124,384,247,327
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF59,411,991,183,036$212,382,278,595
ProductVolume
NOK
USD
Equivalent
IRS NOK656,830,528,736 $77,926,771,956
OIS NOK0 $0
Basis NOK3,495,000,000 $399,567,405
Zeroes NOK9,188,800,000 $1,111,510,437
FRAs NOK646,186,000,000 $76,420,462,504
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,315,700,328,736$155,858,312,302
ProductVolume
NZD
USD
Equivalent
IRS NZD979,375,864,744 $670,059,744,862
OIS NZD0 $0
Basis NZD1,840,000,000 $1,311,948,800
Zeroes NZD16,620,000,000 $11,223,070,500
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD997,835,864,744$682,594,764,162
ProductVolume
PLN
USD
Equivalent
IRS PLN604,858,264,115 $154,083,284,169
OIS PLN0 $0
Basis PLN850,000,000 $219,465,279
Zeroes PLN2,484,000,000 $615,360,945
FRAs PLN507,007,000,000 $129,949,365,440
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,115,199,264,115$284,867,475,833
ProductVolume
SEK
USD
Equivalent
IRS SEK3,965,598,424,872 $473,812,949,113
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK163,303,009,833 $19,426,638,347
FRAs SEK1,564,725,677,129 $186,589,223,148
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK5,693,627,111,834$679,828,810,608
ProductVolume
SGD
USD
Equivalent
IRS SGD397,547,418,947 $288,650,841,825
OIS SGD0 $0
Basis SGD108,000,000 $77,314,053
Zeroes SGD38,421,000,000 $28,322,632,467
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD436,076,418,947$317,050,788,345
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,015,325,097,693 $134,549,584,622
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,015,325,097,693$134,549,584,622
ProductUSD
Equivalent
IRS$27,655,076,516,731
OIS$49,316,141,238,051
Basis$2,145,414,296,447
Zeroes$963,112,226,355
FRAs$11,076,224,229,801
VNS$53,895,287,887
Inflation$28,952,713,389
Total$91,238,816,508,661
Show:
ProductUSD
Equivalent
IRS $4,554,525,775,782
OIS $2,290,004,952,677
Basis $972,437,483,211
Zeroes $104,648,478,971
FRAs $1,621,834,253,605
VNS $76,243,961,890
Inflation $1,447,400,000
Total$9,621,142,306,136
ProductVolume
EUR
USD
Equivalent
IRS €2,096,486,399,346 $2,347,016,524,068
OIS €1,261,208,590,261 $1,411,923,016,797
Basis €103,643,346,352 $116,028,726,241
Zeroes €113,593,516,003 $127,167,941,165
FRAs €223,242,410,000 $249,919,877,995
VNS €22,735,172,910 $25,452,026,073
Inflation €6,325,388,102 $7,081,271,980
Total€3,827,234,822,974$4,284,589,384,319
ProductVolume
GBP
USD
Equivalent
IRS £484,996,769,092 $637,213,005,072
OIS £702,386,790,227 $922,830,884,340
Basis £68,732,220,000 $90,303,827,247
Zeroes £21,270,575,576 $27,946,345,721
FRAs £186,048,000,000 $244,439,164,800
VNS £12,049,723,108 $15,831,528,705
Inflation £13,280,343,708 $17,448,379,581
Total£1,488,764,421,711$1,956,013,135,466
ProductVolume
JPY
USD
Equivalent
IRS ¥79,624,687,173,058 $781,860,636,028
OIS ¥4,507,328,000,000 $44,258,915,947
Basis ¥18,139,643,415,550 $178,119,043,750
Zeroes ¥894,540,000,000 $8,783,778,476
FRAs ¥59,250,000,000 $581,794,973
VNS ¥0 $0
Inflation ¥0 $0
Total¥103,225,448,588,608$1,013,604,169,174
ProductVolume
CHF
USD
Equivalent
IRS CHF76,573,634,433 $78,248,144,730
OIS CHF3,985,000,000 $4,072,143,879
Basis CHF31,589,250,000 $32,280,042,918
Zeroes CHF16,607,710,000 $16,970,886,981
FRAs CHF2,042,770,000 $2,087,441,243
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF130,798,364,433$133,658,659,751
ProductVolume
AUD
USD
Equivalent
IRS $765,335,904,365 $578,785,277,676
OIS $934,828,000,000 $706,963,675,000
Basis $100,439,717,574 $75,957,536,415
Zeroes $39,953,083,374 $30,214,519,302
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,840,556,705,313$1,391,921,008,393
ProductVolume
CAD
USD
Equivalent
IRS $566,765,747,462 $435,772,526,112
OIS $402,587,295,000 $309,539,670,152
Basis $15,641,800,000 $12,026,603,106
Zeroes $90,868,000,000 $69,866,215,593
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,075,862,842,462$827,205,014,963
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK995,324,325,913 $41,243,290,346
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK93,000,000,000 $3,853,644,387
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,088,324,325,913$45,096,934,733
ProductVolume
DKK
USD
Equivalent
IRS DKK461,172,552,488 $69,330,489,866
OIS DKK0 $0
Basis DKK3,800,000,000 $571,273,941
Zeroes DKK1,750,000,000 $263,086,683
FRAs DKK6,500,000,000 $977,179,109
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK473,222,552,488$71,142,029,599
ProductVolume
HKD
USD
Equivalent
IRS HKD686,317,009,435 $88,475,407,777
OIS HKD0 $0
Basis HKD31,883,000,000 $4,110,143,545
Zeroes HKD11,150,000,000 $1,437,383,575
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD729,350,009,435$94,022,934,897
ProductVolume
HUF
USD
Equivalent
IRS HUF9,478,746,763,996 $34,375,668,253
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF34,600,000,000 $125,480,525
FRAs HUF12,188,775,089,064 $44,203,869,910
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF21,702,121,853,060$78,705,018,688
ProductVolume
NOK
USD
Equivalent
IRS NOK374,388,001,209 $45,242,716,246
OIS NOK0 $0
Basis NOK5,360,000,000 $647,726,311
Zeroes NOK8,150,000,000 $984,882,358
FRAs NOK95,999,319,197 $11,600,985,994
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK483,897,320,406$58,476,310,909
ProductVolume
NZD
USD
Equivalent
IRS NZD1,009,699,289,263 $730,618,405,710
OIS NZD0 $0
Basis NZD1,940,000,000 $1,403,784,000
Zeroes NZD10,920,000,000 $7,901,712,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,022,559,289,263$739,923,901,710
ProductVolume
PLN
USD
Equivalent
IRS PLN344,864,451,765 $89,035,189,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,654,000,000 $427,020,538
FRAs PLN131,537,000,000 $33,959,492,429
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN478,055,451,765$123,421,702,600
ProductVolume
SEK
USD
Equivalent
IRS SEK1,589,249,344,831 $187,250,285,112
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK90,420,811,710 $10,653,660,376
FRAs SEK419,129,438,936 $49,383,129,963
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,098,799,595,477$247,287,075,451
ProductVolume
SGD
USD
Equivalent
IRS SGD420,876,247,115 $309,684,152,249
OIS SGD0 $0
Basis SGD388,000,000 $285,493,543
Zeroes SGD29,903,000,000 $22,002,869,652
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD451,167,247,115$331,972,515,444
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,499,642,278,706 $104,322,941,127
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,499,642,278,706$104,322,941,127
ProductUSD
Equivalent
IRS$11,113,000,435,787
OIS$5,689,593,258,792
Basis$1,484,171,684,228
Zeroes$429,394,261,916
FRAs$2,262,840,834,408
VNS$117,527,516,668
Inflation$25,977,051,561
Total$21,122,505,043,360

Figures as of COB Aug 26, 2016.

Notional Outstanding by Product

As of COB Aug 26, 2016

Daily Notional by Tenor
 

As of COB Aug 26, 2016

Notional Outstanding by Tenor
 

As of COB Aug 26, 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
$1,097,932,986,904
$5,992,697,153,101
$193,049,988,304,355
$103,499,613,164,284
EUR
€212,879,741,570
€1,961,787,488,696
€119,033,211,177,154
€72,986,908,993,808
GBP
£65,801,928,190
£885,703,458,777
£40,100,732,178,063
£25,399,636,272,773
JPY
¥5,055,244,300,400
¥90,635,369,380,200
¥1,845,477,869,901,216
¥1,945,731,230,129,190
CHF
CHF5,550,600,000
CHF37,906,620,000
CHF2,505,997,681,124
CHF3,126,806,730,571
AUD
$51,125,908,000
$496,822,394,000
$24,269,698,474,388
$20,051,135,287,220
CAD
$20,376,624,000
$231,840,059,000
$10,105,317,884,179
$10,598,563,339,194
Other*
Show All
Hide
$31,357,490,283
$280,239,832,422
$12,075,221,896,370
$15,597,278,729,636
CZK
CZK4,820,000,000
CZK33,449,869,565
CZK8,201,209,641,351
CZK14,926,274,151,138
DKK
DKK396,000,000
DKK27,828,712,180
DKK1,747,715,631,119
DKK3,991,776,064,080
HKD
HKD20,882,000,000
HKD140,324,701,237
HKD4,927,277,454,028
HKD8,117,978,775,915
HUF
HUF384,168,571,428
HUF2,574,540,774,004
HUF260,842,666,534,072
HUF200,491,818,199,719
NOK
NOK41,612,067,000
NOK357,485,207,118
NOK12,254,970,515,680
NOK14,271,795,538,025
NZD
NZD4,766,640,000
NZD78,395,809,400
NZD2,764,988,282,551
NZD3,710,741,604,762
PLN
PLN8,264,500,000
PLN119,743,100,000
PLN4,791,426,496,583
PLN4,596,739,905,744
SEK
SEK60,084,754,000
SEK378,248,756,000
SEK29,575,813,238,034
SEK34,536,239,878,430
SGD
SGD5,651,750,000
SGD56,659,616,772
SGD1,833,053,984,763
SGD2,714,918,082,167
ZAR
ZAR74,227,450,000
ZAR400,387,480,000
ZAR7,057,140,582,789
ZAR13,537,036,192,190
Total in USD$1,563,705,338,580$11,152,943,626,092$438,795,352,466,122$279,790,649,516,973

Figures as of COB Aug 26, 2016. Weekly figures as of COB Aug 26, 2016. *Other: CZK, DKK, HKD, HUF, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $300,618,776,249
OIS $554,973,442,000
Basis $37,375,400,000
Zeroes $1,330,826,389
FRAs $203,222,000,000
VNS $312,542,266
Inflation $100,000,000
Total$1,097,932,986,904
ProductVolume
EUR
USD
Equivalent
IRS €123,900,161,570 $138,706,230,877
OIS €61,195,380,000 $68,508,227,910
Basis €3,878,800,000 $4,342,316,600
Zeroes €500,000,000 $559,750,000
FRAs €22,140,000,000 $24,785,730,000
VNS €0 $0
Inflation €1,265,400,000 $1,416,615,300
Total€212,879,741,570$238,318,870,687
ProductVolume
GBP
USD
Equivalent
IRS £29,643,758,066 $38,947,451,535
OIS £17,114,400,000 $22,485,754,440
Basis £1,329,000,000 $1,746,106,650
Zeroes £0 $0
FRAs £17,400,000,000 $22,860,990,000
VNS £201,783,992 $265,113,898
Inflation £112,986,132 $148,446,830
Total£65,801,928,190$86,453,863,353
ProductVolume
JPY
USD
Equivalent
IRS ¥4,820,424,300,400 $47,333,310,098
OIS ¥26,000,000,000 $255,302,435
Basis ¥208,820,000,000 $2,050,471,328
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,055,244,300,400$49,639,083,861
ProductVolume
CHF
USD
Equivalent
IRS CHF5,416,200,000 $5,534,641,324
OIS CHF0 $0
Basis CHF134,400,000 $137,339,056
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF5,550,600,000$5,671,980,380
ProductVolume
AUD
USD
Equivalent
IRS $24,606,908,000 $18,608,974,175
OIS $18,808,000,000 $14,223,550,000
Basis $5,711,000,000 $4,318,943,750
Zeroes $2,000,000,000 $1,512,500,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$51,125,908,000$38,663,967,925
ProductVolume
CAD
USD
Equivalent
IRS $8,246,434,000 $6,340,484,392
OIS $12,130,190,000 $9,326,610,795
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,376,624,000$15,667,095,187
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK4,820,000,000 $199,726,516
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,820,000,000$199,726,516
ProductVolume
DKK
USD
Equivalent
IRS DKK396,000,000 $59,532,758
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK396,000,000$59,532,758
ProductVolume
HKD
USD
Equivalent
IRS HKD20,282,000,000 $2,614,620,060
OIS HKD0 $0
Basis HKD600,000,000 $77,347,995
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD20,882,000,000$2,691,968,055
ProductVolume
HUF
USD
Equivalent
IRS HUF302,740,000,000 $1,097,918,329
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF81,428,571,428 $295,309,246
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF384,168,571,428$1,393,227,575
ProductVolume
NOK
USD
Equivalent
IRS NOK27,612,067,000 $3,336,765,356
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK14,000,000,000 $1,691,822,455
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK41,612,067,000$5,028,587,811
ProductVolume
NZD
USD
Equivalent
IRS NZD4,766,640,000 $3,449,140,704
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,766,640,000$3,449,140,704
ProductVolume
PLN
USD
Equivalent
IRS PLN6,264,500,000 $1,617,333,832
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,000,000,000 $516,348,897
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,264,500,000$2,133,682,729
ProductVolume
SEK
USD
Equivalent
IRS SEK50,084,754,000 $5,901,140,999
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,000,000,000 $1,178,231,004
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK60,084,754,000$7,079,372,003
ProductVolume
SGD
USD
Equivalent
IRS SGD5,651,750,000 $4,158,603,436
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,651,750,000$4,158,603,436
ProductVolume
ZAR
USD
Equivalent
IRS ZAR74,227,450,000 $5,163,648,696
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR74,227,450,000$5,163,648,696
ProductUSD
Equivalent
IRS$583,688,299,336
OIS$669,772,887,580
Basis$50,047,925,379
Zeroes$3,403,076,389
FRAs$254,550,431,602
VNS$577,656,164
Inflation$1,665,062,130
Total$1,563,705,338,580
Show:
ProductUSD
Equivalent
IRS $1,494,957,723,126
OIS $1,482,511,092,000
Basis $252,751,581,842
Zeroes $48,263,476,613
FRAs $2,710,478,000,000
VNS $2,335,279,520
Inflation $1,400,000,000
Total$5,992,697,153,101
ProductVolume
EUR
USD
Equivalent
IRS €944,366,086,812 $1,065,282,557,870
OIS €328,994,222,663 $370,844,184,332
Basis €21,696,000,000 $24,430,725,930
Zeroes €35,849,996,000 $40,432,445,494
FRAs €625,464,000,000 $706,294,515,400
VNS €478,165,221 $540,157,754
Inflation €4,939,018,000 $5,562,657,271
Total€1,961,787,488,696$2,213,387,244,051
ProductVolume
GBP
USD
Equivalent
IRS £206,597,108,603 $272,504,079,528
OIS £333,702,598,338 $439,888,053,706
Basis £16,570,800,000 $21,865,458,735
Zeroes £144,598,814 $191,098,256
FRAs £326,158,330,140 $430,225,966,655
VNS £877,655,114 $1,156,783,056
Inflation £1,652,367,768 $2,179,043,752
Total£885,703,458,777$1,168,010,483,688
ProductVolume
JPY
USD
Equivalent
IRS ¥80,845,289,380,200 $804,636,440,002
OIS ¥1,100,840,000,000 $10,954,142,462
Basis ¥3,237,440,000,000 $32,200,386,818
Zeroes ¥5,428,600,000,000 $54,071,423,177
FRAs ¥23,200,000,000 $231,432,989
VNS ¥0 $0
Inflation ¥0 $0
Total¥90,635,369,380,200$902,093,825,448
ProductVolume
CHF
USD
Equivalent
IRS CHF22,996,300,000 $23,736,472,362
OIS CHF0 $0
Basis CHF5,997,400,000 $6,206,637,636
Zeroes CHF4,536,920,000 $4,707,653,194
FRAs CHF4,376,000,000 $4,525,994,246
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF37,906,620,000$39,176,757,438
ProductVolume
AUD
USD
Equivalent
IRS $234,041,894,000 $178,099,654,363
OIS $246,131,000,000 $187,359,061,600
Basis $14,649,500,000 $11,126,519,650
Zeroes $2,000,000,000 $1,512,500,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$496,822,394,000$378,097,735,613
ProductVolume
CAD
USD
Equivalent
IRS $166,216,325,000 $128,539,447,092
OIS $54,500,190,000 $42,098,088,620
Basis $1,000,000,000 $773,544,769
Zeroes $10,123,544,000 $7,829,513,850
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$231,840,059,000$179,240,594,331
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK33,449,869,565 $1,395,757,475
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK33,449,869,565$1,395,757,475
ProductVolume
DKK
USD
Equivalent
IRS DKK19,828,712,180 $3,003,394,896
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK8,000,000,000 $1,210,617,112
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,828,712,180$4,214,012,008
ProductVolume
HKD
USD
Equivalent
IRS HKD134,124,701,237 $17,297,371,932
OIS HKD0 $0
Basis HKD6,200,000,000 $799,536,104
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD140,324,701,237$18,096,908,036
ProductVolume
HUF
USD
Equivalent
IRS HUF899,487,113,512 $3,272,690,757
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,675,053,660,492 $6,107,003,700
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,574,540,774,004$9,379,694,457
ProductVolume
NOK
USD
Equivalent
IRS NOK102,703,207,118 $12,477,841,426
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK12,400,000,000 $1,509,725,499
FRAs NOK242,382,000,000 $29,491,977,387
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK357,485,207,118$43,479,544,312
ProductVolume
NZD
USD
Equivalent
IRS NZD78,395,809,400 $57,211,969,397
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD78,395,809,400$57,211,969,397
ProductVolume
PLN
USD
Equivalent
IRS PLN37,309,100,000 $9,748,743,479
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN82,434,000,000 $21,570,042,783
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN119,743,100,000$31,318,786,262
ProductVolume
SEK
USD
Equivalent
IRS SEK272,256,756,000 $32,378,896,818
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK13,992,000,000 $1,666,328,570
FRAs SEK92,000,000,000 $10,955,842,112
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK378,248,756,000$45,001,067,500
ProductVolume
SGD
USD
Equivalent
IRS SGD56,659,616,772 $41,856,598,309
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,659,616,772$41,856,598,309
ProductVolume
ZAR
USD
Equivalent
IRS ZAR400,387,480,000 $28,285,494,666
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR400,387,480,000$28,285,494,666
ProductUSD
Equivalent
IRS$4,174,685,133,498
OIS$2,533,654,622,720
Basis$350,154,391,484
Zeroes$160,184,164,653
FRAs$3,921,091,392,384
VNS$4,032,220,330
Inflation$9,141,701,023
Total$11,152,943,626,092
Show:
ProductUSD
Equivalent
IRS $45,915,240,043,328
OIS $58,692,350,306,716
Basis $7,436,320,012,737
Zeroes $1,012,370,028,338
FRAs $79,849,243,335,488
VNS $141,101,777,748
Inflation $3,362,800,000
Total$193,049,988,304,355
ProductVolume
EUR
USD
Equivalent
IRS €34,472,116,185,490 $38,475,570,015,065
OIS €43,915,759,750,047 $48,801,107,157,059
Basis €360,352,902,389 $402,080,890,630
Zeroes €1,720,105,610,052 $1,922,821,162,480
FRAs €38,277,072,346,850 $42,606,229,698,963
VNS €101,759,586,165 $113,937,060,452
Inflation €186,044,796,161 $206,990,636,850
Total€119,033,211,177,154$132,528,736,621,499
ProductVolume
GBP
USD
Equivalent
IRS £6,610,120,726,576 $9,254,185,988,327
OIS £18,567,909,182,134 $25,818,071,528,694
Basis £1,041,904,831,052 $1,467,232,293,656
Zeroes £226,082,822,831 $318,388,659,906
FRAs £13,544,865,430,140 $19,047,342,582,695
VNS £33,126,155,957 $46,542,493,375
Inflation £76,723,029,373 $106,666,314,727
Total£40,100,732,178,063$56,058,429,861,380
ProductVolume
JPY
USD
Equivalent
IRS ¥1,547,216,508,722,718 $14,132,336,876,900
OIS ¥94,840,057,243,782 $862,478,509,811
Basis ¥108,956,025,188,900 $981,371,021,098
Zeroes ¥83,571,998,745,816 $761,121,765,318
FRAs ¥10,893,280,000,000 $104,187,910,023
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,845,477,869,901,216$16,841,496,083,150
ProductVolume
CHF
USD
Equivalent
IRS CHF798,674,939,124 $816,775,927,927
OIS CHF58,826,000,000 $60,419,678,117
Basis CHF143,986,862,000 $146,834,487,252
Zeroes CHF67,490,020,000 $69,161,519,010
FRAs CHF1,437,019,860,000 $1,460,904,145,256
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,505,997,681,124$2,554,095,757,562
ProductVolume
AUD
USD
Equivalent
IRS $7,636,544,609,567 $5,669,235,662,356
OIS $15,290,868,188,000 $11,359,355,899,942
Basis $627,468,762,204 $464,008,419,779
Zeroes $714,816,914,617 $536,340,026,440
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,269,698,474,388$18,028,940,008,517
ProductVolume
CAD
USD
Equivalent
IRS $5,100,068,961,736 $3,862,449,394,339
OIS $4,001,690,084,956 $3,025,130,997,047
Basis $126,464,028,485 $95,849,408,922
Zeroes $877,094,809,002 $675,014,132,981
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,105,317,884,179$7,658,443,933,289
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK5,637,873,641,351 $232,150,891,566
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK34,280,000,000 $1,389,078,568
FRAs CZK2,529,056,000,000 $103,757,469,644
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,201,209,641,351$337,297,439,778
ProductVolume
DKK
USD
Equivalent
IRS DKK980,169,631,119 $146,634,025,613
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK9,400,000,000 $1,423,048,118
FRAs DKK758,146,000,000 $113,386,689,895
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,747,715,631,119$261,443,763,626
ProductVolume
HKD
USD
Equivalent
IRS HKD4,639,893,454,028 $597,410,783,359
OIS HKD0 $0
Basis HKD92,332,000,000 $11,890,761,157
Zeroes HKD195,052,000,000 $25,124,694,779
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,927,277,454,028$634,426,239,295
ProductVolume
HUF
USD
Equivalent
IRS HUF85,043,414,778,340 $303,759,599,979
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF89,860,000,000 $320,318,298
FRAs HUF175,709,391,755,732 $628,651,694,592
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF260,842,666,534,072$932,731,612,869
ProductVolume
NOK
USD
Equivalent
IRS NOK2,971,452,915,680 $352,676,354,075
OIS NOK0 $0
Basis NOK10,740,000,000 $1,240,215,281
Zeroes NOK24,377,600,000 $2,945,533,774
FRAs NOK9,248,400,000,000 $1,094,122,786,032
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK12,254,970,515,680$1,450,984,889,162
ProductVolume
NZD
USD
Equivalent
IRS NZD2,724,256,282,551 $1,870,618,711,201
OIS NZD0 $0
Basis NZD2,432,000,000 $1,734,400,000
Zeroes NZD38,300,000,000 $26,165,172,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,764,988,282,551$1,898,518,283,201
ProductVolume
PLN
USD
Equivalent
IRS PLN2,017,536,496,583 $513,929,389,220
OIS PLN0 $0
Basis PLN1,700,000,000 $438,930,559
Zeroes PLN9,278,000,000 $2,320,521,708
FRAs PLN2,762,912,000,000 $707,892,125,074
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,791,426,496,583$1,224,580,966,561
ProductVolume
SEK
USD
Equivalent
IRS SEK12,201,436,179,990 $1,457,514,748,150
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK352,962,036,946 $42,004,180,599
FRAs SEK17,021,415,021,098 $2,029,039,996,159
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK29,575,813,238,034$3,528,558,924,908
ProductVolume
SGD
USD
Equivalent
IRS SGD1,583,949,984,763 $1,152,544,294,524
OIS SGD0 $0
Basis SGD216,000,000 $154,628,105
Zeroes SGD248,888,000,000 $183,503,631,719
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,833,053,984,763$1,336,202,554,348
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,057,140,582,789 $470,477,222,622
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,057,140,582,789$470,477,222,622
ProductUSD
Equivalent
IRS$125,223,509,928,551
OIS$148,618,914,077,386
Basis$11,009,155,469,176
Zeroes$5,580,413,474,036
FRAs$147,744,758,433,821
VNS$301,581,331,575
Inflation$317,019,751,577
Total$438,795,352,466,122
Show:
ProductUSD
Equivalent
IRS $39,635,505,876,425
OIS $13,997,121,414,928
Basis $14,968,407,674,224
Zeroes $691,288,384,202
FRAs $33,758,991,352,626
VNS $444,670,261,878
Inflation $3,628,200,000
Total$103,499,613,164,283
ProductVolume
EUR
USD
Equivalent
IRS €38,159,948,340,706 $42,720,062,167,420
OIS €14,772,650,555,375 $16,537,982,296,742
Basis €1,010,296,660,778 $1,131,027,111,741
Zeroes €2,045,449,698,549 $2,289,880,937,526
FRAs €16,463,519,045,924 $18,430,909,571,912
VNS €265,685,160,497 $297,434,537,176
Inflation €269,359,531,979 $301,547,996,051
Total€72,986,908,993,808$81,708,844,618,568
ProductVolume
GBP
USD
Equivalent
IRS £8,098,695,481,512 $10,640,471,058,385
OIS £6,195,403,807,133 $8,139,831,292,002
Basis £3,626,942,412,340 $4,765,258,288,453
Zeroes £379,867,011,154 $499,088,272,605
FRAs £6,843,466,365,616 $8,991,288,284,464
VNS £100,771,003,331 $132,397,982,726
Inflation £154,490,191,687 $202,976,938,348
Total£25,399,636,272,773$33,371,312,116,983
ProductVolume
JPY
USD
Equivalent
IRS ¥1,576,493,928,842,750 $15,480,105,349,987
OIS ¥65,851,645,716,440 $646,618,673,571
Basis ¥221,978,875,570,000 $2,179,682,595,935
Zeroes ¥76,398,280,000,000 $750,179,497,251
FRAs ¥5,008,500,000,000 $49,180,086,410
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,945,731,230,129,190$19,105,766,203,154
ProductVolume
CHF
USD
Equivalent
IRS CHF1,639,678,731,749 $1,675,535,184,701
OIS CHF48,256,000,000 $49,311,260,985
Basis CHF475,124,862,000 $485,514,880,441
Zeroes CHF66,923,451,459 $68,386,931,800
FRAs CHF896,823,685,363 $916,435,402,987
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,126,806,730,571$3,195,183,660,914
ProductVolume
AUD
USD
Equivalent
IRS $11,582,792,045,460 $8,759,486,484,379
OIS $5,914,843,935,217 $4,473,100,726,008
Basis $1,897,726,341,511 $1,435,155,545,768
Zeroes $655,772,965,031 $495,928,304,805
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,051,135,287,219$15,163,671,060,960
ProductVolume
CAD
USD
Equivalent
IRS $7,628,871,758,390 $5,865,655,665,377
OIS $1,886,443,686,539 $1,450,441,093,756
Basis $338,178,473,932 $260,017,279,664
Zeroes $745,069,420,334 $572,865,923,677
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$10,598,563,339,195$8,148,979,962,474
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,292,274,151,138 $550,792,448,147
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK47,690,000,000 $1,976,132,267
FRAs CZK1,586,310,000,000 $65,731,985,248
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,926,274,151,138$618,500,565,662
ProductVolume
DKK
USD
Equivalent
IRS DKK3,387,688,209,336 $509,288,945,749
OIS DKK0 $0
Basis DKK8,480,000,000 $1,274,842,900
Zeroes DKK10,250,000,000 $1,540,936,288
FRAs DKK585,357,854,744 $87,999,918,029
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,991,776,064,080$600,104,642,966
ProductVolume
HKD
USD
Equivalent
IRS HKD7,857,634,775,915 $1,012,953,826,588
OIS HKD0 $0
Basis HKD106,392,000,000 $13,715,346,487
Zeroes HKD153,952,000,000 $19,846,464,230
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD8,117,978,775,915$1,046,515,637,305
ProductVolume
HUF
USD
Equivalent
IRS HUF112,966,606,859,153 $409,685,235,581
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF470,130,000,000 $1,704,975,702
FRAs HUF87,055,081,340,566 $315,714,373,470
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF200,491,818,199,719$727,104,584,753
ProductVolume
NOK
USD
Equivalent
IRS NOK7,463,220,572,988 $901,888,868,169
OIS NOK0 $0
Basis NOK20,931,400,000 $2,529,443,753
Zeroes NOK63,877,998,734 $7,719,302,333
FRAs NOK6,723,765,566,304 $812,529,826,383
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,271,795,538,026$1,724,667,440,638
ProductVolume
NZD
USD
Equivalent
IRS NZD3,676,569,604,762 $2,660,365,766,006
OIS NZD0 $0
Basis NZD4,832,000,000 $3,496,435,200
Zeroes NZD29,340,000,000 $21,230,424,000
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,710,741,604,762$2,685,092,625,206
ProductVolume
PLN
USD
Equivalent
IRS PLN3,137,952,272,890 $810,139,097,394
OIS PLN0 $0
Basis PLN2,374,000,000 $612,906,141
Zeroes PLN20,680,000,000 $5,339,047,594
FRAs PLN1,435,733,632,854 $370,669,738,819
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,596,739,905,744$1,186,760,789,948
ProductVolume
SEK
USD
Equivalent
IRS SEK22,945,970,149,653 $2,703,565,344,651
OIS SEK0 $0
Basis SEK500,000,000 $58,911,550
Zeroes SEK465,416,859,684 $54,836,857,385
FRAs SEK11,124,352,869,094 $1,310,705,744,948
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK34,536,239,878,431$4,069,166,858,534
ProductVolume
SGD
USD
Equivalent
IRS SGD2,467,750,082,167 $1,815,790,502,312
OIS SGD0 $0
Basis SGD776,000,000 $570,987,087
Zeroes SGD246,392,000,000 $181,297,229,682
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,714,918,082,167$1,997,658,719,081
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,537,036,192,190 $941,706,865,544
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,537,036,192,190$941,706,865,544
ProductUSD
Equivalent
IRS$137,092,998,686,815
OIS$45,294,406,757,992
Basis$25,247,322,249,344
Zeroes$5,663,109,621,347
FRAs$65,110,156,285,296
VNS$874,502,781,780
Inflation$508,153,134,399
Total$279,790,649,516,973

Figures as of COB Aug 26, 2016.

Notional Outstanding by Product

As of COB Aug 26, 2016

Daily Notional by Tenor

As of COB Aug 26, 2016

Notional Outstanding by Currency

As of COB Aug 26, 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.