SwapClear Weekly RFR Volumes
Weekly Registration Volume (USD BN)
Week End | Tenor Bucket | AONIA | CORRA | DESTR | €STR | HONIA | NOWA | NZONIA | SOFR | SWESTR | SHIR |
19/04/2024 | 0-2 Yrs | 861 | 325 | 1 | 6,913 | 29 | 298 | 2,148 | 0.73 | ||
2-5 Yrs | 8 | 141 | 1,057 | 0.27 | 1,216 | ||||||
5-10 Yrs | 0.03 | 42 | 0.04 | 756 | 1,013 | ||||||
10+ Yrs | 12 | 180 | 702 | ||||||||
Total | 869 | 520 | 1 | 8,905 | 29 | 298 | 5,079 | 0.73 | |||
12/04/2024 | 0-2 Yrs | 780 | 428 | 0.89 | 6,869 | 10 | 325 | 2,060 | 9 | ||
2-5 Yrs | 10 | 103 | 2 | 321 | 1,166 | ||||||
5-10 Yrs | 0.90 | 43 | 0.28 | 232 | 0.03 | 936 | |||||
10+ Yrs | 0.63 | 14 | 111 | 685 | |||||||
Total | 791 | 588 | 3 | 7,533 | 10 | 325 | 4,848 | 9 | |||
05/04/2024 | 0-2 Yrs | 608 | 450 | 1 | 2,945 | 24 | 141 | 1,683 | 5 | ||
2-5 Yrs | 15 | 102 | 0.29 | 200 | 0.19 | 818 | |||||
5-10 Yrs | 0.07 | 39 | 130 | 785 | |||||||
10+ Yrs | 1 | 14 | 121 | 584 | |||||||
Total | 624 | 606 | 1 | 3,396 | 24 | 141 | 3,870 | 5 | |||
29/03/2024 | 0-2 Yrs | 798 | 244 | 0.29 | 2,920 | 3 | 165 | 1,464 | 29 | 2 | |
2-5 Yrs | 4 | 99 | 0.72 | 199 | 0.68 | 833 | |||||
5-10 Yrs | 0.34 | 48 | 0.14 | 224 | 553 | ||||||
10+ Yrs | 9 | 0.13 | 67 | 291 | |||||||
Total | 802 | 400 | 1 | 3,410 | 3 | 166 | 3,141 | 29 | 2 | ||
22/03/2024 | 0-2 Yrs | 1,172 | 436 | 0.14 | 4,505 | 13 | 187 | 2,306 | 22 | ||
2-5 Yrs | 11 | 109 | 1 | 361 | 1 | 1,421 | |||||
5-10 Yrs | 0.27 | 63 | 0.47 | 271 | 964 | ||||||
10+ Yrs | 0.14 | 22 | 0.13 | 109 | 522 | ||||||
Total | 1,183 | 630 | 2 | 5,246 | 13 | 188 | 5,213 | 22 | |||
15/03/2024 | 0-2 Yrs | 544 | 265 | 0.83 | 4,132 | 0.03 | 40 | 191 | 1,865 | 2 | 0.21 |
2-5 Yrs | 8 | 104 | 0.15 | 439 | 0.26 | 0.41 | 1,154 | ||||
5-10 Yrs | 0.15 | 74 | 0.06 | 320 | 847 | ||||||
10+ Yrs | 0.16 | 31 | 110 | 552 | |||||||
Total | 552 | 475 | 1 | 5,001 | 0.03 | 40 | 192 | 4,419 | 2 | 0.21 | |
08/03/2024 | 0-2 Yrs | 661 | 575 | 0.30 | 6,070 | 4 | 108 | 1,833 | 0.79 | ||
2-5 Yrs | 2 | 140 | 0.95 | 891 | 0.22 | 0.03 | 1,811 | ||||
5-10 Yrs | 1 | 68 | 603 | 1,003 | |||||||
10+ Yrs | 0.04 | 21 | 337 | 589 | |||||||
Total | 664 | 805 | 1 | 7,902 | 5 | 108 | 5,237 | 0.79 | |||
01/03/2024 | 0-2 Yrs | 378 | 459 | 0.03 | 5,851 | 0.15 | 6 | 368 | 2,506 | 16 | |
2-5 Yrs | 0.14 | 65 | 0.68 | 794 | 2,757 | ||||||
5-10 Yrs | 44 | 601 | 0.07 | 1,960 | |||||||
10+ Yrs | 0.01 | 11 | 141 | 669 | |||||||
Total | 378 | 579 | 0.71 | 7,388 | 0.15 | 6 | 368 | 7,892 | 16 | ||
23/02/2024 | 0-2 Yrs | 646 | 381 | 2 | 4,303 | 9 | 289 | 2,157 | 0.97 | ||
2-5 Yrs | 9 | 58 | 0.75 | 744 | 1,790 | ||||||
5-10 Yrs | 0.78 | 37 | 0.07 | 1,163 | 1,440 | ||||||
10+ Yrs | 0.06 | 13 | 267 | 495 | |||||||
Total | 656 | 488 | 3 | 6,478 | 9 | 289 | 5,882 | 0.97 | |||
16/02/2024 | 0-2 Yrs | 561 | 266 | 6 | 5,042 | 19 | 238 | 2,088 | 0.76 | ||
2-5 Yrs | 3 | 67 | 0.36 | 231 | 970 | ||||||
5-10 Yrs | 0.72 | 75 | 177 | 799 | |||||||
10+ Yrs | 0.23 | 20 | 145 | 581 | |||||||
Total | 565 | 428 | 6 | 5,596 | 19 | 238 | 4,438 | 0.76 | |||
09/02/2024 | 0-2 Yrs | 749 | 401 | 2 | 4,692 | 7 | 317 | 1,785 | 0.02 | ||
2-5 Yrs | 14 | 65 | 2 | 669 | 1,480 | ||||||
5-10 Yrs | 0.24 | 46 | 847 | 1,356 | |||||||
10+ Yrs | 0.03 | 12 | 230 | 654 | |||||||
Total | 764 | 524 | 3 | 6,438 | 7 | 317 | 5,275 | 0.02 | |||
02/02/2024 | 0-2 Yrs | 1,313 | 375 | 1 | 8,765 | 11 | 367 | 3,428 | 2 | ||
2-5 Yrs | 2 | 107 | 1 | 550 | 1,512 | ||||||
5-10 Yrs | 1 | 53 | 977 | 1,065 | |||||||
10+ Yrs | 0.61 | 19 | 292 | 650 | |||||||
Total | 1,317 | 555 | 2 | 10,584 | 11 | 367 | 6,654 | 2 |
Figures are rounded to the nearest billion and include OIS and Basis Swaps only.
Notional amounts outstanding at week end (USD BN)
Week End | Tenor Bucket | AONIA | CORRA | DESTR | €STR | HONIA | NOWA | NZONIA | SOFR | SWESTR | SHIR |
19/04/2024 | 0-2 Yrs | 7,744 | 5,504 | 53 | 35,424 | 0.39 | 244 | 2,434 | 48,918 | 52 | 2 |
2-5 Yrs | 172 | 2,528 | 22 | 4,555 | 0.49 | 12 | 28,867 | ||||
5-10 Yrs | 59 | 1,063 | 7 | 3,547 | 0.02 | 0.16 | 9 | 19,660 | |||
10+ Yrs | 24 | 187 | 0.02 | 2,077 | 0.01 | 0.02 | 11,230 | ||||
Total | 8,000 | 9,281 | 82 | 45,602 | 0.41 | 245 | 2,455 | 108,675 | 52 | 2 | |
12/04/2024 | 0-2 Yrs | 7,801 | 5,351 | 54 | 41,808 | 0.39 | 229 | 2,922 | 48,014 | 59 | 2 |
2-5 Yrs | 173 | 2,472 | 22 | 4,587 | 0.22 | 12 | 28,515 | ||||
5-10 Yrs | 61 | 1,050 | 7 | 3,502 | 0.02 | 0.17 | 9 | 19,355 | |||
10+ Yrs | 24 | 182 | 0.02 | 2,069 | 0.01 | 0.02 | 11,096 | ||||
Total | 8,059 | 9,055 | 83 | 51,965 | 0.41 | 229 | 2,944 | 106,980 | 59 | 2 | |
05/04/2024 | 0-2 Yrs | 7,448 | 5,751 | 53 | 38,400 | 0.39 | 232 | 2,691 | 47,150 | 57 | 2 |
2-5 Yrs | 173 | 2,455 | 23 | 4,406 | 0.38 | 13 | 28,247 | ||||
5-10 Yrs | 61 | 1,042 | 7 | 3,539 | 0.02 | 0.17 | 9 | 19,142 | |||
10+ Yrs | 24 | 178 | 0.02 | 2,065 | 0.01 | 0.02 | 10,857 | ||||
Total | 7,706 | 9,426 | 82 | 48,411 | 0.41 | 233 | 2,713 | 105,396 | 57 | 2 | |
29/03/2024 | 0-2 Yrs | 6,934 | 5,461 | 50 | 37,501 | 0.39 | 206 | 2,559 | 46,778 | 58 | 2 |
2-5 Yrs | 164 | 2,409 | 25 | 4,461 | 0.19 | 13 | 28,202 | ||||
5-10 Yrs | 60 | 1,033 | 7 | 3,572 | 0.02 | 0.17 | 9 | 18,817 | |||
10+ Yrs | 24 | 171 | 0.02 | 2,025 | 0.01 | 0.02 | 10,631 | ||||
Total | 7,182 | 9,073 | 82 | 47,559 | 0.41 | 206 | 2,581 | 104,428 | 58 | 2 | |
22/03/2024 | 0-2 Yrs | 6,787 | 5,285 | 50 | 37,151 | 0.39 | 209 | 2,849 | 46,502 | 38 | 0.22 |
2-5 Yrs | 171 | 2,329 | 24 | 4,412 | 0.19 | 13 | 28,185 | ||||
5-10 Yrs | 60 | 1,005 | 6 | 3,519 | 0.02 | 0.17 | 9 | 18,801 | |||
10+ Yrs | 24 | 168 | 0.15 | 2,011 | 0.01 | 0.02 | 10,615 | ||||
Total | 7,042 | 8,787 | 81 | 47,093 | 0.41 | 209 | 2,872 | 104,102 | 38 | 0.22 | |
15/03/2024 | 0-2 Yrs | 8,116 | 5,155 | 51 | 38,020 | 0.39 | 224 | 2,773 | 48,077 | 26 | 0.22 |
2-5 Yrs | 167 | 2,421 | 23 | 4,974 | 0.41 | 13 | 28,350 | ||||
5-10 Yrs | 61 | 1,057 | 6 | 3,737 | 0.02 | 0.17 | 10 | 18,864 | |||
10+ Yrs | 24 | 191 | 0.02 | 2,061 | 0.01 | 0.02 | 10,731 | ||||
Total | 8,367 | 8,825 | 80 | 48,792 | 0.41 | 224 | 2,795 | 106,021 | 26 | 0.22 | |
08/03/2024 | 0-2 Yrs | 8,541 | 5,162 | 51 | 41,202 | 0.36 | 211 | 2,716 | 47,839 | 24 | 0.01 |
2-5 Yrs | 165 | 2,410 | 23 | 4,975 | 0.38 | 13 | 28,714 | ||||
5-10 Yrs | 61 | 1,032 | 6 | 3,696 | 0.02 | 0.17 | 10 | 19,454 | |||
10+ Yrs | 24 | 203 | 0.02 | 2,087 | 0.01 | 0.02 | 10,901 | ||||
Total | 8,792 | 8,807 | 80 | 51,960 | 0.38 | 211 | 2,739 | 106,908 | 24 | 0.01 | |
01/03/2024 | 0-2 Yrs | 8,232 | 5,682 | 50 | 39,915 | 0.36 | 208 | 2,937 | 48,712 | 23 | 0.01 |
2-5 Yrs | 162 | 2,309 | 22 | 4,826 | 0.16 | 13 | 29,713 | ||||
5-10 Yrs | 60 | 991 | 6 | 3,570 | 0.02 | 0.17 | 10 | 20,125 | |||
10+ Yrs | 24 | 193 | 0.02 | 2,030 | 0.01 | 0.02 | 11,072 | ||||
Total | 8,477 | 9,174 | 78 | 50,340 | 0.38 | 209 | 2,960 | 109,623 | 23 | 0.01 | |
23/02/2024 | 0-2 Yrs | 8,259 | 5,356 | 50 | 37,094 | 0.29 | 203 | 2,753 | 48,293 | 11 | 0.01 |
2-5 Yrs | 165 | 2,271 | 21 | 4,503 | 0.16 | 13 | 28,526 | ||||
5-10 Yrs | 61 | 972 | 6 | 3,499 | 0.02 | 0.10 | 10 | 19,465 | |||
10+ Yrs | 24 | 190 | 0.02 | 2,002 | 0.01 | 0.02 | 10,931 | ||||
Total | 8,510 | 8,789 | 77 | 47,098 | 0.30 | 204 | 2,776 | 107,215 | 11 | 0.01 | |
16/02/2024 | 0-2 Yrs | 7,729 | 5,116 | 48 | 36,559 | 0.29 | 196 | 2,544 | 47,612 | 10 | 0.01 |
2-5 Yrs | 156 | 2,248 | 21 | 4,431 | 0.16 | 13 | 27,885 | ||||
5-10 Yrs | 61 | 974 | 6 | 3,320 | 0.02 | 0.11 | 10 | 19,055 | |||
10+ Yrs | 24 | 185 | 0.02 | 1,981 | 0.01 | 0.02 | 10,856 | ||||
Total | 7,969 | 8,523 | 75 | 46,291 | 0.30 | 196 | 2,567 | 105,407 | 10 | 0.01 | |
09/02/2024 | 0-2 Yrs | 7,692 | 4,938 | 43 | 35,015 | 0.29 | 184 | 2,401 | 47,647 | 9 | 0.01 |
2-5 Yrs | 155 | 2,206 | 20 | 4,560 | 0.16 | 13 | 28,839 | ||||
5-10 Yrs | 61 | 912 | 6 | 3,393 | 0.02 | 0.10 | 10 | 20,047 | |||
10+ Yrs | 24 | 175 | 0.02 | 1,993 | 0.01 | 0.02 | 11,283 | ||||
Total | 7,932 | 8,231 | 70 | 44,961 | 0.30 | 184 | 2,424 | 107,816 | 9 | 0.01 | |
02/02/2024 | 0-2 Yrs | 8,557 | 4,683 | 41 | 35,919 | 0.29 | 182 | 2,144 | 48,443 | 12 | 0.01 |
2-5 Yrs | 150 | 2,173 | 19 | 4,596 | 0.16 | 13 | 28,743 | ||||
5-10 Yrs | 62 | 896 | 6 | 3,571 | 0.02 | 0.10 | 9 | 19,871 | |||
10+ Yrs | 24 | 173 | 0.02 | 2,050 | 0.01 | 0.02 | 11,268 | ||||
Total | 8,792 | 7,925 | 67 | 46,136 | 0.30 | 183 | 2,166 | 108,325 | 12 | 0.01 |
Figures are rounded to the nearest billion and include OIS and Basis Swaps only.