Volumes

  • Client Notional Cleared (USD)
    $1,063,300,988,104,244
    Client Notional Outstanding (USD)
    $62,174,644,049,722
    As of COB Jul 19, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,111,721,000,000,000
    Trades Compressed
    20,729,536
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB Jul 19, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,047,492,394,023
$4,127,888,054,727
$97,218,139,796,840
$29,440,820,634,148
EUR
€466,236,325,501
€1,722,075,723,890
€31,351,250,902,655
€15,400,125,900,463
GBP
£38,697,295,301
£339,345,247,574
£12,754,753,128,925
£4,637,256,051,014
JPY
¥1,016,423,124,000
¥7,674,304,464,000
¥245,229,849,685,245
¥138,427,482,570,398
CHF
CHF1,305,059,718
CHF11,200,314,999
CHF489,367,953,885
CHF288,076,038,883
AUD
$82,273,961,000
$237,186,042,540
$19,976,384,292,134
$3,566,195,777,268
CAD
$23,759,620,000
$99,811,630,852
$5,138,359,725,191
$1,669,585,297,493
Other*
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$38,770,104,634
$181,616,322,523
$7,063,736,269,931
$4,292,741,962,963
BRL
BRL0
BRL139,046,343
BRL2,248,726,950
BRL163,058,463
CLP
CLP30,000,000,000
CLP85,500,000,000
CLP612,164,672,072
CLP340,500,000,000
CNY
CNY19,765,269,800
CNY133,798,785,924
CNY3,431,623,589,414
CNY840,070,738,748
COP
COP0
COP0
COP202,300,000,000
COP121,500,000,000
CZK
CZK21,224,560,000
CZK180,260,623,029
CZK12,498,997,171,829
CZK4,776,662,017,430
DKK
DKK2,780,003,103
DKK11,615,049,489
DKK302,456,334,024
DKK738,435,722,637
HKD
HKD9,724,720,000
HKD116,780,108,040
HKD5,288,116,335,912
HKD4,021,942,882,027
HUF
HUF158,912,923,000
HUF948,357,070,000
HUF75,800,699,983,125
HUF28,359,696,322,822
INR
INR126,582,000,000
INR408,411,000,000
INR15,178,344,430,492
INR5,939,769,059,902
KRW
KRW7,326,196,000,000
KRW24,540,491,200,000
KRW586,763,635,665,317
KRW331,923,924,545,074
MXN
MXN525,600,000
MXN4,099,850,000
MXN559,134,004,428
MXN183,202,339,850
NOK
NOK19,895,300,000
NOK77,960,533,428
NOK5,550,137,764,264
NOK2,265,238,737,436
NZD
NZD3,830,949,000
NZD21,771,992,000
NZD885,860,173,325
NZD606,571,269,609
PLN
PLN4,235,484,266
PLN29,421,830,549
PLN1,352,352,465,173
PLN995,378,520,097
SEK
SEK95,533,504,318
SEK243,563,714,563
SEK12,828,627,048,691
SEK6,623,436,848,003
SGD
SGD1,872,224,135
SGD21,358,741,342
SGD689,225,565,661
SGD729,839,187,207
THB
THB13,849,000,000
THB74,549,600,000
THB1,514,348,612,491
THB678,093,508,507
TWD
TWD21,979,000,000
TWD32,845,000,000
TWD941,150,897,766
TWD493,818,714,450
ZAR
ZAR81,669,382,189
ZAR423,504,015,157
ZAR10,046,097,869,034
ZAR8,915,080,328,469
Total in USD$1,744,596,414,246$6,993,898,160,437$176,782,700,564,985$62,174,644,049,722

Figures as of COB Jul 19, 2019. Weekly figures as of COB Jul 19, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $143,538,432,051
OIS $637,179,029,097
Basis $28,775,300,000
Zeroes $400,000,000
FRAs $235,929,500,000
VNS $392,034,875
Inflation $1,278,098,000
Total$1,047,492,394,023
ProductVolume
EUR
USD
Equivalent
IRS €85,056,232,279 $95,424,586,994
OIS €366,068,349,640 $410,692,081,461
Basis €2,361,800,000 $2,649,703,420
Zeroes €0 $0
FRAs €11,000,000,000 $12,340,900,000
VNS €46,718,308 $52,413,270
Inflation €1,703,225,274 $1,910,848,435
Total€466,236,325,501$523,070,533,580
ProductVolume
GBP
USD
Equivalent
IRS £14,927,809,357 $18,659,015,306
OIS £15,987,353,329 $19,983,392,294
Basis £3,133,400,000 $3,916,593,330
Zeroes £58,066,035 $72,579,640
FRAs £2,970,000,000 $3,712,351,500
VNS £62,421,812 $78,024,143
Inflation £1,558,244,768 $1,947,728,048
Total£38,697,295,301$48,369,684,261
ProductVolume
JPY
USD
Equivalent
IRS ¥956,423,124,000 $8,873,434,374
OIS ¥0 $0
Basis ¥60,000,000,000 $556,663,729
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,016,423,124,000$9,430,098,103
ProductVolume
CHF
USD
Equivalent
IRS CHF805,059,718 $819,315,813
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF500,000,000 $508,854,061
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,305,059,718$1,328,169,874
ProductVolume
AUD
USD
Equivalent
IRS $13,902,961,000 $9,791,855,432
OIS $67,120,000,000 $47,272,616,000
Basis $1,251,000,000 $881,079,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$82,273,961,000$57,945,550,732
ProductVolume
CAD
USD
Equivalent
IRS $20,070,620,000 $15,365,656,102
OIS $3,689,000,000 $2,824,222,937
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$23,759,620,000$18,189,879,039
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP30,000,000,000 $43,565,708
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP30,000,000,000$43,565,708
ProductVolume
CNY
USD
Equivalent
IRS CNY19,765,269,800 $2,871,961,495
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY19,765,269,800$2,871,961,495
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK21,224,560,000 $932,763,190
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK21,224,560,000$932,763,190
ProductVolume
DKK
USD
Equivalent
IRS DKK2,780,003,103 $417,775,439
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,780,003,103$417,775,439
ProductVolume
HKD
USD
Equivalent
IRS HKD9,724,720,000 $1,245,314,091
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,724,720,000$1,245,314,091
ProductVolume
HUF
USD
Equivalent
IRS HUF158,912,923,000 $548,760,892
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF158,912,923,000$548,760,892
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR126,582,000,000 $1,839,319,965
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR126,582,000,000$1,839,319,965
ProductVolume
KRW
USD
Equivalent
IRS KRW7,326,196,000,000 $6,231,295,132
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,326,196,000,000$6,231,295,132
ProductVolume
MXN
USD
Equivalent
IRS MXN525,600,000 $27,647,152
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN525,600,000$27,647,152
ProductVolume
NOK
USD
Equivalent
IRS NOK695,300,000 $81,093,059
OIS NOK0 $0
Basis NOK5,700,000,000 $664,792,806
Zeroes NOK0 $0
FRAs NOK13,500,000,000 $1,574,509,278
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK19,895,300,000$2,320,395,143
ProductVolume
NZD
USD
Equivalent
IRS NZD3,830,949,000 $2,590,679,261
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,830,949,000$2,590,679,261
ProductVolume
PLN
USD
Equivalent
IRS PLN3,930,484,266 $1,037,395,552
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN305,000,000 $80,500,422
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,235,484,266$1,117,895,974
ProductVolume
SEK
USD
Equivalent
IRS SEK55,533,504,318 $5,918,365,632
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,000,000,000 $4,262,915,301
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK95,533,504,318$10,181,280,933
ProductVolume
SGD
USD
Equivalent
IRS SGD1,872,224,135 $1,376,382,382
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,872,224,135$1,376,382,382
ProductVolume
THB
USD
Equivalent
IRS THB13,849,000,000 $449,132,479
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB13,849,000,000$449,132,479
ProductVolume
TWD
USD
Equivalent
IRS TWD21,979,000,000 $708,017,911
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD21,979,000,000$708,017,911
ProductVolume
ZAR
USD
Equivalent
IRS ZAR81,669,382,189 $5,867,917,487
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR81,669,382,189$5,867,917,487
ProductUSD
Equivalent
IRS$322,820,362,934
OIS$1,119,790,661,754
Basis$37,444,132,585
Zeroes$472,579,640
FRAs$258,409,530,562
VNS$522,472,288
Inflation$5,136,674,483
Total$1,744,596,414,246
Show:
ProductUSD
Equivalent
IRS $791,760,854,643
OIS $2,215,170,537,837
Basis $247,252,911,700
Zeroes $2,770,000,000
FRAs $862,205,680,000
VNS $1,378,835,047
Inflation $7,349,235,500
Total$4,127,888,054,727
ProductVolume
EUR
USD
Equivalent
IRS €506,233,724,151 $568,653,140,957
OIS €1,089,407,409,833 $1,224,183,425,821
Basis €10,134,350,000 $11,387,442,615
Zeroes €655,000,000 $737,890,250
FRAs €104,451,000,000 $117,321,703,800
VNS €598,313,199 $672,400,000
Inflation €10,595,926,707 $11,906,207,331
Total€1,722,075,723,890$1,934,862,210,774
ProductVolume
GBP
USD
Equivalent
IRS £87,561,289,762 $109,188,447,327
OIS £161,197,272,737 $201,476,949,635
Basis £14,493,100,000 $18,122,698,465
Zeroes £180,392,338 $225,301,539
FRAs £66,780,000,000 $83,382,218,500
VNS £107,205,244 $133,769,419
Inflation £9,025,987,493 $11,258,472,840
Total£339,345,247,574$423,787,857,725
ProductVolume
JPY
USD
Equivalent
IRS ¥6,409,344,464,000 $59,374,012,783
OIS ¥485,950,000,000 $4,510,954,277
Basis ¥779,010,000,000 $7,214,794,715
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,674,304,464,000$71,099,761,775
ProductVolume
CHF
USD
Equivalent
IRS CHF8,084,914,999 $8,195,321,554
OIS CHF269,000,000 $272,690,944
Basis CHF2,346,400,000 $2,378,211,748
Zeroes CHF0 $0
FRAs CHF500,000,000 $508,854,061
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF11,200,314,999$11,355,078,307
ProductVolume
AUD
USD
Equivalent
IRS $71,075,267,844 $50,026,184,244
OIS $158,845,000,000 $111,678,236,400
Basis $7,233,700,000 $5,098,622,100
Zeroes $0 $0
FRAs $0 $0
VNS $32,074,696 $22,572,567
Inflation $0 $0
Total$237,186,042,540$166,825,615,311
ProductVolume
CAD
USD
Equivalent
IRS $83,016,630,852 $63,592,220,572
OIS $16,569,000,000 $12,697,752,417
Basis $226,000,000 $173,286,306
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$99,811,630,852$76,463,259,295
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL139,046,343 $37,207,440
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL139,046,343$37,207,440
ProductVolume
CLP
USD
Equivalent
IRS CLP85,500,000,000 $125,092,502
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP85,500,000,000$125,092,502
ProductVolume
CNY
USD
Equivalent
IRS CNY133,798,785,924 $19,454,310,142
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY133,798,785,924$19,454,310,142
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK150,810,623,029 $6,622,332,215
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,450,000,000 $1,292,270,099
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK180,260,623,029$7,914,602,314
ProductVolume
DKK
USD
Equivalent
IRS DKK11,615,049,489 $1,745,695,892
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,615,049,489$1,745,695,892
ProductVolume
HKD
USD
Equivalent
IRS HKD116,030,108,040 $14,842,018,989
OIS HKD0 $0
Basis HKD750,000,000 $95,972,852
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD116,780,108,040$14,937,991,841
ProductVolume
HUF
USD
Equivalent
IRS HUF948,357,070,000 $3,270,688,735
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF948,357,070,000$3,270,688,735
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR408,411,000,000 $5,936,677,665
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR408,411,000,000$5,936,677,665
ProductVolume
KRW
USD
Equivalent
IRS KRW24,540,491,200,000 $20,843,800,212
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW24,540,491,200,000$20,843,800,212
ProductVolume
MXN
USD
Equivalent
IRS MXN4,099,850,000 $215,670,519
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,099,850,000$215,670,519
ProductVolume
NOK
USD
Equivalent
IRS NOK34,025,533,428 $3,974,156,310
OIS NOK0 $0
Basis NOK5,700,000,000 $664,792,806
Zeroes NOK0 $0
FRAs NOK37,850,000,000 $4,418,026,610
VNS NOK385,000,000 $45,084,343
Inflation NOK0 $0
TotalNOK77,960,533,428$9,102,060,069
ProductVolume
NZD
USD
Equivalent
IRS NZD21,771,992,000 $14,658,268,666
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD21,771,992,000$14,658,268,666
ProductVolume
PLN
USD
Equivalent
IRS PLN19,096,830,549 $5,036,506,491
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN10,325,000,000 $2,722,488,298
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN29,421,830,549$7,758,994,789
ProductVolume
SEK
USD
Equivalent
IRS SEK138,663,714,563 $14,803,940,947
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK104,900,000,000 $11,203,544,495
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK243,563,714,563$26,007,485,442
ProductVolume
SGD
USD
Equivalent
IRS SGD21,358,741,342 $15,715,400,084
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,358,741,342$15,715,400,084
ProductVolume
THB
USD
Equivalent
IRS THB74,549,600,000 $2,415,512,061
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB74,549,600,000$2,415,512,061
ProductVolume
TWD
USD
Equivalent
IRS TWD32,845,000,000 $1,058,065,134
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD32,845,000,000$1,058,065,134
ProductVolume
ZAR
USD
Equivalent
IRS ZAR423,504,015,157 $30,418,799,016
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR423,504,015,157$30,418,799,016
ProductUSD
Equivalent
IRS$1,806,027,647,435
OIS$3,775,927,224,996
Basis$292,388,733,307
Zeroes$3,733,191,789
FRAs$1,083,054,785,863
VNS$2,252,661,376
Inflation$30,513,915,671
Total$6,993,898,160,437
Show:
ProductUSD
Equivalent
IRS $23,805,079,306,365
OIS $51,588,476,495,597
Basis $3,791,632,386,440
Zeroes $22,464,231,510
FRAs $17,745,704,688,673
VNS $43,185,148,347
Inflation $221,597,539,908
Total$97,218,139,796,840
ProductVolume
EUR
USD
Equivalent
IRS €11,761,425,808,357 $13,287,827,068,022
OIS €15,280,220,983,540 $17,246,401,018,278
Basis €136,164,840,000 $153,659,550,223
Zeroes €2,478,375,337 $2,804,984,396
FRAs €3,806,594,626,963 $4,305,428,267,442
VNS €27,176,056,653 $30,686,429,963
Inflation €337,190,211,805 $380,289,941,851
Total€31,351,250,902,655$35,407,097,260,175
ProductVolume
GBP
USD
Equivalent
IRS £2,926,126,427,722 $3,774,667,982,641
OIS £8,049,141,149,843 $10,373,645,225,309
Basis £280,953,711,610 $362,211,128,689
Zeroes £5,869,443,529 $7,573,665,149
FRAs £1,223,095,900,000 $1,574,569,380,915
VNS £9,528,801,371 $12,295,686,265
Inflation £260,037,694,850 $335,766,187,822
Total£12,754,753,128,925$16,440,729,256,790
ProductVolume
JPY
USD
Equivalent
IRS ¥211,568,068,281,719 $1,930,770,100,132
OIS ¥17,923,691,403,526 $163,352,957,322
Basis ¥14,558,190,000,000 $132,803,887,156
Zeroes ¥0 $0
FRAs ¥1,179,900,000,000 $10,713,723,804
VNS ¥0 $0
Inflation ¥0 $0
Total¥245,229,849,685,245$2,237,640,668,414
ProductVolume
CHF
USD
Equivalent
IRS CHF394,923,241,885 $395,848,577,056
OIS CHF46,795,700,000 $46,242,287,648
Basis CHF8,570,467,000 $8,619,610,596
Zeroes CHF0 $0
FRAs CHF38,978,350,000 $39,158,641,206
VNS CHF100,195,000 $100,793,610
Inflation CHF0 $0
TotalCHF489,367,953,885$489,969,910,116
ProductVolume
AUD
USD
Equivalent
IRS $2,484,257,746,041 $1,749,616,861,458
OIS $17,253,810,006,357 $12,147,040,490,170
Basis $237,245,252,600 $166,617,541,875
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $971,287,136 $689,720,681
Inflation $0 $0
Total$19,976,384,292,134$14,064,033,769,184
ProductVolume
CAD
USD
Equivalent
IRS $2,416,566,977,103 $1,816,417,540,481
OIS $2,695,476,069,004 $2,025,179,897,619
Basis $24,644,900,000 $18,514,856,680
Zeroes $236,773,335 $176,578,522
FRAs $0 $0
VNS $1,435,005,749 $1,064,760,233
Inflation $0 $0
Total$5,138,359,725,191$3,861,353,633,535
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,248,726,950 $570,524,555
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,248,726,950$570,524,555
ProductVolume
CLP
USD
Equivalent
IRS CLP612,164,672,072 $893,063,263
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP612,164,672,072$893,063,263
ProductVolume
CNY
USD
Equivalent
IRS CNY3,431,623,589,414 $505,136,839,327
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,431,623,589,414$505,136,839,327
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP202,300,000,000 $63,032,075
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP202,300,000,000$63,032,075
ProductVolume
CZK
USD
Equivalent
IRS CZK7,494,417,025,829 $330,135,966,012
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,004,430,146,000 $220,021,056,589
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK12,498,997,171,829$550,163,752,982
ProductVolume
DKK
USD
Equivalent
IRS DKK301,961,892,103 $45,733,916,249
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK400,000,000 $60,931,954
VNS DKK94,441,921 $14,329,358
Inflation DKK0 $0
TotalDKK302,456,334,024$45,809,177,561
ProductVolume
HKD
USD
Equivalent
IRS HKD5,160,164,235,912 $658,061,402,768
OIS HKD0 $0
Basis HKD127,545,000,000 $16,263,677,781
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD407,100,000 $51,870,734
Inflation HKD0 $0
TotalHKD5,288,116,335,912$674,376,951,283
ProductVolume
HUF
USD
Equivalent
IRS HUF53,209,215,583,125 $187,436,516,605
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF51,000,000,000 $181,246,314
FRAs HUF22,525,890,000,000 $79,689,122,210
VNS HUF14,594,400,000 $51,417,748
Inflation HUF0 $0
TotalHUF75,800,699,983,125$267,358,302,877
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR15,178,344,430,492 $217,036,155,089
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR15,178,344,430,492$217,036,155,089
ProductVolume
KRW
USD
Equivalent
IRS KRW586,763,635,665,317 $510,183,427,492
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW586,763,635,665,317$510,183,427,492
ProductVolume
MXN
USD
Equivalent
IRS MXN559,134,004,428 $29,123,912,420
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN559,134,004,428$29,123,912,420
ProductVolume
NOK
USD
Equivalent
IRS NOK2,782,925,667,570 $322,927,912,814
OIS NOK0 $0
Basis NOK92,645,000,000 $10,819,870,252
Zeroes NOK0 $0
FRAs NOK2,670,489,998,774 $310,162,038,607
VNS NOK4,077,097,920 $473,859,613
Inflation NOK0 $0
TotalNOK5,550,137,764,264$644,383,681,286
ProductVolume
NZD
USD
Equivalent
IRS NZD885,839,901,011 $594,093,059,803
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD20,272,314 $13,656,685
Inflation NZD0 $0
TotalNZD885,860,173,325$594,106,716,488
ProductVolume
PLN
USD
Equivalent
IRS PLN1,029,544,465,173 $271,072,204,343
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN322,808,000,000 $85,213,199,772
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,352,352,465,173$356,285,404,115
ProductVolume
SEK
USD
Equivalent
IRS SEK8,124,945,787,184 $871,595,314,710
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK4,700,541,000,000 $504,592,076,439
VNS SEK3,140,261,507 $340,254,780
Inflation SEK0 $0
TotalSEK12,828,627,048,691$1,376,527,645,929
ProductVolume
SGD
USD
Equivalent
IRS SGD688,592,575,239 $506,831,891,609
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD630,000,000 $465,237,201
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD689,225,565,661$507,299,339,352
ProductVolume
THB
USD
Equivalent
IRS THB1,514,348,612,491 $48,109,937,169
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,514,348,612,491$48,109,937,169
ProductVolume
TWD
USD
Equivalent
IRS TWD941,150,897,766 $30,275,115,610
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD941,150,897,766$30,275,115,610
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,046,097,869,034 $706,033,291,058
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,046,097,869,034$706,033,291,058
ProductUSD
Equivalent
IRS$52,378,441,731,962
OIS$93,807,437,559,107
Basis$4,661,142,509,692
Zeroes$33,735,098,092
FRAs$24,875,313,127,611
VNS$88,976,868,940
Inflation$937,653,669,581
Total$176,782,700,564,985
Show:
ProductUSD
Equivalent
IRS $11,455,575,887,219
OIS $10,073,257,838,281
Basis $2,960,179,676,147
Zeroes $8,510,301,638
FRAs $4,576,148,921,534
VNS $243,836,405,543
Inflation $123,311,603,786
Total$29,440,820,634,148
ProductVolume
EUR
USD
Equivalent
IRS €6,178,302,282,327 $6,931,437,330,543
OIS €7,718,170,131,005 $8,659,015,069,975
Basis €171,199,246,828 $192,068,435,017
Zeroes €10,311,826,387 $11,568,838,023
FRAs €984,771,228,890 $1,104,814,841,692
VNS €147,382,218,120 $165,348,110,509
Inflation €189,988,966,906 $213,148,621,971
Total€15,400,125,900,463$17,277,401,247,730
ProductVolume
GBP
USD
Equivalent
IRS £1,393,645,389,231 $1,741,987,054,269
OIS £2,342,911,427,884 $2,928,522,139,284
Basis £243,681,019,858 $304,589,090,772
Zeroes £12,311,233,399 $15,388,426,187
FRAs £368,837,049,178 $461,027,869,620
VNS £55,740,734,006 $69,673,130,471
Inflation £220,129,197,458 $275,150,490,362
Total£4,637,256,051,014$5,796,338,200,965
ProductVolume
JPY
USD
Equivalent
IRS ¥109,062,804,166,074 $1,011,855,120,528
OIS ¥13,214,168,319,006 $122,597,470,140
Basis ¥15,840,757,000,000 $146,966,247,623
Zeroes ¥0 $0
FRAs ¥302,000,000,000 $2,801,874,101
VNS ¥7,753,085,318 $71,931,023
Inflation ¥0 $0
Total¥138,427,482,570,398$1,284,292,643,415
ProductVolume
CHF
USD
Equivalent
IRS CHF236,967,562,199 $241,163,812,537
OIS CHF7,318,831,684 $7,448,434,443
Basis CHF31,469,250,000 $32,026,511,297
Zeroes CHF0 $0
FRAs CHF11,544,350,000 $11,748,778,750
VNS CHF776,045,000 $789,787,299
Inflation CHF0 $0
TotalCHF288,076,038,883$293,177,324,326
ProductVolume
AUD
USD
Equivalent
IRS $945,059,510,151 $665,605,413,000
OIS $2,472,613,745,724 $1,741,461,861,113
Basis $143,822,460,000 $101,294,158,578
Zeroes $123,102,501 $86,701,091
FRAs $0 $0
VNS $4,576,958,892 $3,223,552,147
Inflation $0 $0
Total$3,566,195,777,268$2,511,671,685,929
ProductVolume
CAD
USD
Equivalent
IRS $1,107,503,375,159 $847,881,928,617
OIS $522,877,377,844 $400,304,224,348
Basis $31,203,361,646 $23,888,655,371
Zeroes $453,831,206 $347,443,887
FRAs $0 $0
VNS $7,547,351,638 $5,778,098,024
Inflation $0 $0
Total$1,669,585,297,493$1,278,200,350,247
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL163,058,463 $43,543,217
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL163,058,463$43,543,217
ProductVolume
CLP
USD
Equivalent
IRS CLP340,500,000,000 $494,470,786
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP340,500,000,000$494,470,786
ProductVolume
CNY
USD
Equivalent
IRS CNY840,070,738,748 $122,065,159,688
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY840,070,738,748$122,065,159,688
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP121,500,000,000 $38,272,779
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP121,500,000,000$38,272,779
ProductVolume
CZK
USD
Equivalent
IRS CZK3,657,107,842,444 $160,720,202,265
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,117,834,807,936 $49,125,878,746
VNS CZK1,719,367,050 $75,561,627
Inflation CZK0 $0
TotalCZK4,776,662,017,430$209,921,642,638
ProductVolume
DKK
USD
Equivalent
IRS DKK732,692,220,685 $110,108,083,598
OIS DKK0 $0
Basis DKK3,350,000,000 $503,433,870
Zeroes DKK0 $0
FRAs DKK400,000,000 $60,111,507
VNS DKK1,993,501,952 $299,581,016
Inflation DKK0 $0
TotalDKK738,435,722,637$110,971,209,991
ProductVolume
HKD
USD
Equivalent
IRS HKD3,752,771,582,027 $480,566,980,878
OIS HKD0 $0
Basis HKD268,578,000,000 $34,393,172,025
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD593,300,000 $75,975,951
Inflation HKD0 $0
TotalHKD4,021,942,882,027$515,036,128,854
ProductVolume
HUF
USD
Equivalent
IRS HUF22,263,027,428,397 $76,879,076,708
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF32,900,000,000 $113,610,857
FRAs HUF6,041,399,174,946 $20,862,265,570
VNS HUF22,369,719,479 $77,247,508
Inflation HUF0 $0
TotalHUF28,359,696,322,822$97,932,200,643
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,939,769,059,902 $86,308,762,858
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,939,769,059,902$86,308,762,858
ProductVolume
KRW
USD
Equivalent
IRS KRW331,923,924,545,074 $282,317,854,356
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW331,923,924,545,074$282,317,854,356
ProductVolume
MXN
USD
Equivalent
IRS MXN183,202,339,850 $9,636,649,300
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN183,202,339,850$9,636,649,300
ProductVolume
NOK
USD
Equivalent
IRS NOK1,336,602,917,296 $155,888,421,793
OIS NOK0 $0
Basis NOK105,120,840,000 $12,260,276,880
Zeroes NOK0 $0
FRAs NOK799,528,663,808 $93,249,281,418
VNS NOK23,986,316,332 $2,797,531,675
Inflation NOK0 $0
TotalNOK2,265,238,737,436$264,195,511,766
ProductVolume
NZD
USD
Equivalent
IRS NZD605,548,639,805 $409,502,267,668
OIS NZD0 $0
Basis NZD700,000,000 $473,375,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD322,629,804 $218,178,405
Inflation NZD0 $0
TotalNZD606,571,269,609$410,193,821,073
ProductVolume
PLN
USD
Equivalent
IRS PLN818,831,955,047 $216,119,075,973
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN175,327,002,250 $46,275,074,496
VNS PLN1,219,562,800 $321,886,296
Inflation PLN0 $0
TotalPLN995,378,520,097$262,716,036,765
ProductVolume
SEK
USD
Equivalent
IRS SEK4,518,094,436,468 $481,506,347,637
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,688,883
FRAs SEK2,090,558,812,450 $222,796,878,741
VNS SEK14,523,787,375 $1,547,841,886
Inflation SEK0 $0
TotalSEK6,623,436,848,003$705,878,757,147
ProductVolume
SGD
USD
Equivalent
IRS SGD728,484,496,785 $535,551,918,239
OIS SGD0 $0
Basis SGD461,700,000 $339,422,900
Zeroes SGD770,000,000 $566,072,413
FRAs SGD0 $0
VNS SGD122,990,422 $90,417,513
Inflation SGD0 $0
TotalSGD729,839,187,207$536,547,831,065
ProductVolume
THB
USD
Equivalent
IRS THB678,093,508,507 $21,991,033,193
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB678,093,508,507$21,991,033,193
ProductVolume
TWD
USD
Equivalent
IRS TWD493,818,714,450 $15,907,570,610
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD493,818,714,450$15,907,570,610
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,914,480,328,469 $640,502,396,435
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $43,109,797
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,915,080,328,469$640,545,506,232
ProductUSD
Equivalent
IRS$26,615,307,599,057
OIS$24,018,954,073,221
Basis$3,808,982,455,480
Zeroes$36,652,192,776
FRAs$6,588,911,776,175
VNS$494,225,236,893
Inflation$611,610,716,119
Total$62,174,644,049,721

Figures as of COB Jul 19, 2019.

Notional Outstanding by Product

As of COB Jul 19, 2019

Daily Notional by Tenor
 

As of COB Jul 19, 2019

Notional Outstanding by Tenor
 

As of COB Jul 19, 2019

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,714,924,221,996
$14,959,196,480,617
$374,747,400,984,051
$151,717,828,559,708
EUR
€1,585,357,039,274
€6,881,936,520,529
€154,769,294,844,854
€87,002,414,821,060
GBP
£166,429,165,132
£1,544,852,652,374
£60,850,830,499,803
£36,156,965,509,946
JPY
¥4,363,686,248,000
¥24,269,710,248,000
¥1,055,519,666,693,586
¥1,240,771,620,528,040
CHF
CHF3,418,598,872
CHF147,630,742,997
CHF3,594,376,215,920
CHF3,015,894,842,758
AUD
$374,826,002,000
$1,509,462,380,971
$68,651,200,102,903
$39,025,649,798,197
CAD
$65,015,534,000
$499,796,127,872
$17,798,048,172,708
$16,749,689,634,364
Other*
Show All
Hide
$144,589,812,017
$741,655,424,445
$29,508,347,430,131
$30,063,661,281,392
BRL
BRL0
BRL278,092,685
BRL8,463,037,444
BRL6,351,796,127
CLP
CLP60,000,000,000
CLP171,000,000,000
CLP1,521,533,344,144
CLP1,229,708,672,072
CNY
CNY102,971,026,400
CNY480,074,858,648
CNY12,276,936,303,429
CNY10,710,833,080,447
COP
COP0
COP0
COP724,602,000,000
COP643,802,000,000
CZK
CZK128,104,720,000
CZK1,783,187,034,814
CZK48,180,429,521,470
CZK34,199,550,142,126
DKK
DKK5,400,004,137
DKK23,468,191,094
DKK1,069,384,622,900
DKK4,265,943,518,261
HKD
HKD36,297,440,000
HKD469,340,216,080
HKD22,621,617,242,632
HKD25,658,330,986,811
HUF
HUF1,322,067,846,000
HUF3,620,592,892,098
HUF384,151,351,917,998
HUF277,246,505,045,777
INR
INR218,080,000,000
INR1,109,788,000,000
INR65,268,867,461,640
INR72,948,433,451,747
KRW
KRW20,933,992,000,000
KRW77,450,021,700,714
KRW1,960,439,370,312,733
KRW2,120,942,818,674,280
MXN
MXN1,051,200,000
MXN10,199,700,000
MXN1,315,864,158,912
MXN1,519,275,545,637
NOK
NOK44,060,600,000
NOK333,500,766,856
NOK23,906,601,889,143
NOK21,541,861,509,433
NZD
NZD34,357,898,000
NZD130,249,264,000
NZD4,588,417,627,418
NZD6,954,309,968,434
PLN
PLN34,873,688,532
PLN125,555,001,098
PLN4,381,461,379,628
PLN5,232,084,177,683
SEK
SEK220,907,101,270
SEK736,960,848,555
SEK57,457,703,779,362
SEK48,575,635,539,365
SGD
SGD10,862,101,452
SGD92,926,075,865
SGD2,910,712,160,422
SGD3,571,860,129,747
THB
THB28,998,000,000
THB270,881,200,000
THB8,990,094,329,957
THB6,524,936,480,095
TWD
TWD59,158,000,000
TWD85,390,000,000
TWD2,842,990,562,743
TWD1,983,032,906,431
ZAR
ZAR290,944,764,378
ZAR1,621,848,918,103
ZAR39,120,776,902,952
ZAR34,769,459,731,233
Total in USD$5,203,882,980,859$27,175,161,361,997$732,527,033,290,003$379,473,726,255,875

Figures as of COB Jul 19, 2019. Weekly figures as of COB Jul 19, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $412,606,738,053
OIS $1,541,167,638,194
Basis $115,898,800,000
Zeroes $800,000,000
FRAs $639,939,000,000
VNS $774,069,749
Inflation $3,737,976,000
Total$2,714,924,221,996
ProductVolume
EUR
USD
Equivalent
IRS €371,593,911,558 $416,891,209,377
OIS €1,035,162,899,280 $1,161,349,256,702
Basis €6,217,600,000 $6,975,525,440
Zeroes €0 $0
FRAs €162,050,000,000 $181,803,895,000
VNS €891,755,888 $1,000,460,931
Inflation €9,440,872,548 $10,591,714,912
Total€1,585,357,039,274$1,778,612,062,362
ProductVolume
GBP
USD
Equivalent
IRS £44,125,272,155 $55,154,383,930
OIS £65,051,686,002 $81,311,354,918
Basis £24,944,492,000 $31,179,367,775
Zeroes £317,173,858 $396,451,464
FRAs £24,940,000,000 $31,173,753,000
VNS £126,448,559 $158,054,377
Inflation £6,924,092,558 $8,654,769,493
Total£166,429,165,132$208,028,134,957
ProductVolume
JPY
USD
Equivalent
IRS ¥3,076,026,248,000 $28,538,537,347
OIS ¥528,000,000,000 $4,898,640,813
Basis ¥759,660,000,000 $7,047,919,469
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,363,686,248,000$40,485,097,629
ProductVolume
CHF
USD
Equivalent
IRS CHF2,118,598,872 $2,156,115,278
OIS CHF0 $0
Basis CHF300,000,000 $305,312,436
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,017,708,121
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,418,598,872$3,479,135,835
ProductVolume
AUD
USD
Equivalent
IRS $53,438,002,000 $37,636,384,809
OIS $307,407,000,000 $216,506,750,100
Basis $13,981,000,000 $9,846,818,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$374,826,002,000$263,989,953,209
ProductVolume
CAD
USD
Equivalent
IRS $51,013,040,000 $39,054,539,887
OIS $13,978,000,000 $10,701,270,862
Basis $0 $0
Zeroes $4,494,000 $3,440,514
FRAs $0 $0
VNS $20,000,000 $15,311,591
Inflation $0 $0
Total$65,015,534,000$49,774,562,854
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP60,000,000,000 $87,131,416
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP60,000,000,000$87,131,416
ProductVolume
CNY
USD
Equivalent
IRS CNY102,971,026,400 $14,962,043,315
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY102,971,026,400$14,962,043,315
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK88,704,720,000 $3,898,337,472
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK39,400,000,000 $1,731,525,632
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK128,104,720,000$5,629,863,104
ProductVolume
DKK
USD
Equivalent
IRS DKK5,400,004,137 $811,505,964
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,400,004,137$811,505,964
ProductVolume
HKD
USD
Equivalent
IRS HKD35,897,440,000 $4,596,902,312
OIS HKD0 $0
Basis HKD400,000,000 $51,222,620
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD36,297,440,000$4,648,124,932
ProductVolume
HUF
USD
Equivalent
IRS HUF566,067,846,000 $1,954,755,412
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF756,000,000,000 $2,610,632,457
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,322,067,846,000$4,565,387,869
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR218,080,000,000 $3,168,846,266
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR218,080,000,000$3,168,846,266
ProductVolume
KRW
USD
Equivalent
IRS KRW20,933,992,000,000 $17,805,404,394
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW20,933,992,000,000$17,805,404,394
ProductVolume
MXN
USD
Equivalent
IRS MXN1,051,200,000 $55,294,303
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,051,200,000$55,294,303
ProductVolume
NOK
USD
Equivalent
IRS NOK1,460,600,000 $170,350,241
OIS NOK0 $0
Basis NOK7,600,000,000 $886,390,408
Zeroes NOK0 $0
FRAs NOK35,000,000,000 $4,082,061,091
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK44,060,600,000$5,138,801,740
ProductVolume
NZD
USD
Equivalent
IRS NZD34,357,898,000 $23,234,528,523
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD34,357,898,000$23,234,528,523
ProductVolume
PLN
USD
Equivalent
IRS PLN18,303,688,532 $4,830,998,874
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,570,000,000 $4,373,416,385
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN34,873,688,532$9,204,415,259
ProductVolume
SEK
USD
Equivalent
IRS SEK140,907,101,270 $15,016,875,951
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK80,000,000,000 $8,525,830,602
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK220,907,101,270$23,542,706,553
ProductVolume
SGD
USD
Equivalent
IRS SGD10,862,101,452 $7,985,371,404
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,862,101,452$7,985,371,404
ProductVolume
THB
USD
Equivalent
IRS THB28,998,000,000 $940,424,842
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB28,998,000,000$940,424,842
ProductVolume
TWD
USD
Equivalent
IRS TWD59,158,000,000 $1,905,679,219
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD59,158,000,000$1,905,679,219
ProductVolume
ZAR
USD
Equivalent
IRS ZAR290,944,764,378 $20,904,282,914
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR290,944,764,378$20,904,282,914
ProductUSD
Equivalent
IRS$1,111,197,795,237
OIS$3,019,103,757,855
Basis$172,191,356,448
Zeroes$1,199,891,978
FRAs$875,257,822,288
VNS$1,947,896,648
Inflation$22,984,460,405
Total$5,203,882,980,859
Show:
ProductUSD
Equivalent
IRS $2,560,446,304,999
OIS $5,657,098,374,254
Basis $922,471,423,400
Zeroes $5,640,000,000
FRAs $5,788,370,360,000
VNS $5,311,998,964
Inflation $19,858,019,000
Total$14,959,196,480,617
ProductVolume
EUR
USD
Equivalent
IRS €2,048,211,314,157 $2,300,949,727,537
OIS €3,187,591,270,467 $3,581,145,529,428
Basis €25,898,700,000 $29,104,864,630
Zeroes €1,310,000,000 $1,472,996,750
FRAs €1,573,900,000,000 $1,765,723,262,400
VNS €2,502,084,491 $2,809,498,587
Inflation €42,523,151,414 $47,768,241,768
Total€6,881,936,520,529$7,728,974,121,100
ProductVolume
GBP
USD
Equivalent
IRS £343,018,679,071 $427,836,281,756
OIS £511,714,041,622 $639,232,193,099
Basis £116,313,912,552 $145,204,919,154
Zeroes £1,361,747,504 $1,700,471,738
FRAs £544,570,000,000 $677,146,889,500
VNS £285,155,847 $355,323,993
Inflation £27,589,115,778 $34,421,603,891
Total£1,544,852,652,374$1,925,897,683,131
ProductVolume
JPY
USD
Equivalent
IRS ¥18,723,410,248,000 $173,441,951,491
OIS ¥2,686,700,000,000 $24,950,243,222
Basis ¥2,859,600,000,000 $26,499,969,581
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥24,269,710,248,000$224,892,164,294
ProductVolume
CHF
USD
Equivalent
IRS CHF28,928,042,997 $29,323,399,331
OIS CHF10,938,000,000 $11,110,552,621
Basis CHF6,630,700,000 $6,720,626,909
Zeroes CHF0 $0
FRAs CHF101,134,000,000 $102,468,561,656
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF147,630,742,997$149,623,140,517
ProductVolume
AUD
USD
Equivalent
IRS $552,949,649,688 $388,897,309,356
OIS $890,766,800,000 $626,757,865,020
Basis $65,329,200,000 $45,983,537,580
Zeroes $0 $0
FRAs $0 $0
VNS $416,731,283 $292,481,065
Inflation $0 $0
Total$1,509,462,380,971$1,061,931,193,021
ProductVolume
CAD
USD
Equivalent
IRS $402,007,494,853 $308,063,283,009
OIS $84,158,000,000 $64,493,725,516
Basis $12,098,000,000 $9,259,057,872
Zeroes $167,030,253 $128,039,396
FRAs $0 $0
VNS $1,365,602,766 $1,047,049,079
Inflation $0 $0
Total$499,796,127,872$382,991,154,872
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL278,092,685 $74,414,880
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL278,092,685$74,414,880
ProductVolume
CLP
USD
Equivalent
IRS CLP171,000,000,000 $250,185,003
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP171,000,000,000$250,185,003
ProductVolume
CNY
USD
Equivalent
IRS CNY480,074,858,648 $69,799,045,202
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY480,074,858,648$69,799,045,202
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK613,471,034,814 $26,951,369,446
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,169,716,000,000 $51,270,861,734
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,783,187,034,814$78,222,231,180
ProductVolume
DKK
USD
Equivalent
IRS DKK23,468,191,094 $3,527,577,219
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK23,468,191,094$3,527,577,219
ProductVolume
HKD
USD
Equivalent
IRS HKD464,634,216,080 $59,423,433,731
OIS HKD0 $0
Basis HKD4,706,000,000 $602,216,672
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD469,340,216,080$60,025,650,403
ProductVolume
HUF
USD
Equivalent
IRS HUF2,430,592,892,098 $8,380,567,290
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,190,000,000,000 $4,102,323,326
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,620,592,892,098$12,482,890,616
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,109,788,000,000 $16,137,408,835
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,109,788,000,000$16,137,408,835
ProductVolume
KRW
USD
Equivalent
IRS KRW77,450,021,700,714 $65,768,945,204
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW77,450,021,700,714$65,768,945,204
ProductVolume
MXN
USD
Equivalent
IRS MXN10,199,700,000 $536,842,964
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN10,199,700,000$536,842,964
ProductVolume
NOK
USD
Equivalent
IRS NOK90,434,766,856 $10,559,626,889
OIS NOK0 $0
Basis NOK7,600,000,000 $886,390,408
Zeroes NOK0 $0
FRAs NOK234,696,000,000 $27,381,891,144
VNS NOK770,000,000 $90,168,686
Inflation NOK0 $0
TotalNOK333,500,766,856$38,918,077,127
ProductVolume
NZD
USD
Equivalent
IRS NZD130,249,264,000 $87,664,602,373
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD130,249,264,000$87,664,602,373
ProductVolume
PLN
USD
Equivalent
IRS PLN84,945,001,098 $22,396,604,430
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN40,610,000,000 $10,710,758,300
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN125,555,001,098$33,107,362,730
ProductVolume
SEK
USD
Equivalent
IRS SEK403,160,848,555 $43,043,561,440
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK333,800,000,000 $35,704,134,941
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK736,960,848,555$78,747,696,381
ProductVolume
SGD
USD
Equivalent
IRS SGD92,926,075,865 $68,350,726,971
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD92,926,075,865$68,350,726,971
ProductVolume
THB
USD
Equivalent
IRS THB270,881,200,000 $8,778,535,261
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB270,881,200,000$8,778,535,261
ProductVolume
TWD
USD
Equivalent
IRS TWD85,390,000,000 $2,750,827,337
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD85,390,000,000$2,750,827,337
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,621,848,918,103 $116,512,404,759
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,621,848,918,103$116,512,404,759
ProductUSD
Equivalent
IRS$6,783,727,527,878
OIS$10,620,925,891,995
Basis$1,186,733,006,206
Zeroes$8,941,507,884
FRAs$8,462,879,043,001
VNS$9,906,520,374
Inflation$102,047,864,659
Total$27,175,161,361,997
Show:
ProductUSD
Equivalent
IRS $80,881,544,876,752
OIS $137,409,900,527,587
Basis $15,317,209,624,694
Zeroes $62,347,028,453
FRAs $140,306,512,522,060
VNS $138,043,995,751
Inflation $631,842,408,754
Total$374,747,400,984,051
ProductVolume
EUR
USD
Equivalent
IRS €59,632,348,842,529 $67,385,343,927,605
OIS €50,541,491,638,938 $57,054,390,241,371
Basis €317,232,026,628 $358,138,512,994
Zeroes €5,785,082,083 $6,545,794,911
FRAs €42,738,893,283,907 $48,303,785,107,156
VNS €87,999,998,794 $99,259,565,398
Inflation €1,445,543,971,975 $1,631,710,827,947
Total€154,769,294,844,854$174,839,173,977,382
ProductVolume
GBP
USD
Equivalent
IRS £11,227,952,165,599 $14,480,620,597,909
OIS £27,093,795,025,276 $34,943,329,425,563
Basis £2,672,240,702,645 $3,442,476,515,303
Zeroes £45,177,704,024 $58,260,523,410
FRAs £18,864,585,660,050 $24,340,236,798,679
VNS £37,935,685,670 $48,816,940,051
Inflation £909,143,556,539 $1,173,021,645,365
Total£60,850,830,499,803$78,486,762,446,280
ProductVolume
JPY
USD
Equivalent
IRS ¥942,089,874,392,880 $8,585,525,236,261
OIS ¥65,823,654,300,706 $600,379,064,043
Basis ¥44,610,338,000,000 $407,207,507,032
Zeroes ¥0 $0
FRAs ¥2,995,800,000,000 $27,265,054,428
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,055,519,666,693,586$9,620,376,861,764
ProductVolume
CHF
USD
Equivalent
IRS CHF1,430,574,354,614 $1,433,761,309,719
OIS CHF254,378,260,000 $253,142,163,271
Basis CHF70,054,608,554 $70,404,538,417
Zeroes CHF0 $0
FRAs CHF1,838,998,700,000 $1,841,489,928,218
VNS CHF370,292,752 $371,814,193
Inflation CHF0 $0
TotalCHF3,594,376,215,920$3,599,169,753,818
ProductVolume
AUD
USD
Equivalent
IRS $14,469,820,598,747 $10,198,905,822,091
OIS $52,752,657,779,506 $37,146,267,368,923
Basis $1,411,383,965,200 $993,512,828,291
Zeroes $13,750,000,000 $9,686,365,000
FRAs $0 $0
VNS $3,587,759,450 $2,525,206,833
Inflation $0 $0
Total$68,651,200,102,903$48,350,897,591,138
ProductVolume
CAD
USD
Equivalent
IRS $9,699,564,423,460 $7,292,566,555,924
OIS $7,784,755,048,004 $5,846,933,768,532
Basis $273,560,390,000 $205,234,169,663
Zeroes $4,208,540,706 $3,164,482,558
FRAs $0 $0
VNS $35,959,770,538 $27,005,268,762
Inflation $0 $0
Total$17,798,048,172,708$13,374,904,245,439
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,463,037,444 $2,127,860,602
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,463,037,444$2,127,860,602
ProductVolume
CLP
USD
Equivalent
IRS CLP1,521,533,344,144 $2,223,668,978
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,521,533,344,144$2,223,668,978
ProductVolume
CNY
USD
Equivalent
IRS CNY12,276,936,303,429 $1,807,297,480,311
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,276,936,303,429$1,807,297,480,311
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP724,602,000,000 $227,576,326
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP724,602,000,000$227,576,326
ProductVolume
CZK
USD
Equivalent
IRS CZK22,831,903,229,470 $1,005,155,278,654
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK25,318,226,292,000 $1,113,973,293,669
VNS CZK30,300,000,000 $1,325,452,365
Inflation CZK0 $0
TotalCZK48,180,429,521,470$2,120,454,024,688
ProductVolume
DKK
USD
Equivalent
IRS DKK1,018,595,739,058 $154,307,928,351
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK50,600,000,000 $7,589,784,608
VNS DKK188,883,842 $28,658,717
Inflation DKK0 $0
TotalDKK1,069,384,622,900$161,926,371,676
ProductVolume
HKD
USD
Equivalent
IRS HKD22,193,249,042,632 $2,830,436,735,034
OIS HKD0 $0
Basis HKD427,954,000,000 $54,579,712,865
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD414,200,000 $52,776,965
Inflation HKD0 $0
TotalHKD22,621,617,242,632$2,885,069,224,864
ProductVolume
HUF
USD
Equivalent
IRS HUF163,826,854,317,998 $577,063,483,801
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF102,000,000,000 $362,492,628
FRAs HUF219,941,120,000,000 $776,043,719,647
VNS HUF281,377,600,000 $996,297,928
Inflation HUF0 $0
TotalHUF384,151,351,917,998$1,354,465,994,004
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR65,268,867,461,640 $932,777,839,244
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR65,268,867,461,640$932,777,839,244
ProductVolume
KRW
USD
Equivalent
IRS KRW1,960,439,370,312,733 $1,704,978,660,673
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,960,439,370,312,733$1,704,978,660,673
ProductVolume
MXN
USD
Equivalent
IRS MXN1,315,864,158,912 $68,614,536,382
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,315,864,158,912$68,614,536,382
ProductVolume
NOK
USD
Equivalent
IRS NOK7,544,191,836,029 $875,922,326,520
OIS NOK0 $0
Basis NOK149,540,000,000 $17,456,806,399
Zeroes NOK0 $0
FRAs NOK16,193,375,997,548 $1,881,897,705,903
VNS NOK19,494,055,566 $2,277,303,028
Inflation NOK0 $0
TotalNOK23,906,601,889,143$2,777,554,141,850
ProductVolume
NZD
USD
Equivalent
IRS NZD4,588,308,832,791 $3,081,131,045,930
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD108,794,627 $72,522,171
Inflation NZD0 $0
TotalNZD4,588,417,627,418$3,081,203,568,101
ProductVolume
PLN
USD
Equivalent
IRS PLN3,032,705,379,628 $798,459,099,519
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,348,756,000,000 $355,857,038,390
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,381,461,379,628$1,154,316,137,909
ProductVolume
SEK
USD
Equivalent
IRS SEK24,885,811,476,349 $2,672,912,288,838
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK32,565,590,000,000 $3,510,663,512,009
VNS SEK6,302,303,013 $682,848,992
Inflation SEK0 $0
TotalSEK57,457,703,779,362$6,184,258,649,839
ProductVolume
SGD
USD
Equivalent
IRS SGD2,909,866,179,578 $2,141,652,211,572
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD840,000,000 $619,282,611
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD2,910,712,160,422$2,142,275,915,268
ProductVolume
THB
USD
Equivalent
IRS THB8,990,094,329,957 $285,470,068,244
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB8,990,094,329,957$285,470,068,244
ProductVolume
TWD
USD
Equivalent
IRS TWD2,842,990,562,743 $91,491,887,599
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,842,990,562,743$91,491,887,599
ProductVolume
ZAR
USD
Equivalent
IRS ZAR39,120,776,902,952 $2,751,613,823,573
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR39,120,776,902,952$2,751,613,823,573
ProductUSD
Equivalent
IRS$211,109,126,710,842
OIS$274,187,347,974,860
Basis$20,866,220,215,658
Zeroes$140,985,969,571
FRAs$222,465,314,464,767
VNS$321,463,072,239
Inflation$3,436,574,882,066
Total$732,527,033,290,003
Show:
ProductUSD
Equivalent
IRS $52,452,602,915,172
OIS $33,256,090,052,441
Basis $21,184,851,695,314
Zeroes $96,428,444,510
FRAs $42,301,408,148,908
VNS $1,188,688,388,461
Inflation $1,237,758,914,902
Total$151,717,828,559,708
ProductVolume
EUR
USD
Equivalent
IRS €44,468,715,534,790 $49,889,451,958,481
OIS €24,304,869,449,080 $27,267,633,034,923
Basis €1,019,186,391,053 $1,143,425,212,123
Zeroes €122,378,204,424 $137,296,107,543
FRAs €13,944,265,527,532 $15,644,071,495,338
VNS €672,566,230,827 $754,552,054,365
Inflation €2,470,433,483,353 $2,771,579,324,974
Total€87,002,414,821,059$97,608,009,187,747
ProductVolume
GBP
USD
Equivalent
IRS £11,226,204,336,034 $14,032,194,109,826
OIS £8,883,695,644,840 $11,104,175,371,267
Basis £6,062,060,326,662 $7,577,272,305,311
Zeroes £298,327,661,173 $372,894,660,083
FRAs £7,231,801,190,833 $9,039,389,898,482
VNS £280,226,060,368 $350,268,564,157
Inflation £2,174,650,290,036 $2,718,204,130,031
Total£36,156,965,509,946$45,194,399,039,157
ProductVolume
JPY
USD
Equivalent
IRS ¥966,803,297,448,138 $8,969,738,808,259
OIS ¥75,592,581,008,881 $701,327,466,799
Basis ¥197,045,171,000,000 $1,828,131,660,250
Zeroes ¥0 $0
FRAs ¥1,208,000,000,000 $11,207,496,405
VNS ¥122,571,071,017 $1,137,181,157
Inflation ¥0 $0
Total¥1,240,771,620,528,036$11,511,542,612,870
ProductVolume
CHF
USD
Equivalent
IRS CHF1,532,509,313,570 $1,559,647,174,404
OIS CHF110,478,576,670 $112,434,944,708
Basis CHF521,553,654,607 $530,789,389,993
Zeroes CHF1,092,378,193 $1,111,722,159
FRAs CHF847,290,234,327 $862,294,152,582
VNS CHF2,970,685,392 $3,023,290,649
Inflation CHF0 $0
TotalCHF3,015,894,842,759$3,069,300,674,495
ProductVolume
AUD
USD
Equivalent
IRS $16,849,180,335,077 $11,866,877,709,995
OIS $18,548,639,074,102 $13,063,806,499,890
Basis $3,589,462,432,937 $2,528,058,391,518
Zeroes $8,705,445,321 $6,131,245,139
FRAs $0 $0
VNS $29,662,510,760 $20,891,306,328
Inflation $0 $0
Total$39,025,649,798,197$27,485,765,152,870
ProductVolume
CAD
USD
Equivalent
IRS $13,339,290,393,328 $10,212,287,852,801
OIS $2,476,939,351,287 $1,896,294,098,367
Basis $731,291,221,777 $559,861,599,891
Zeroes $14,958,863,536 $11,452,199,920
FRAs $0 $0
VNS $187,209,804,436 $143,323,996,659
Inflation $0 $0
Total$16,749,689,634,364$12,823,219,747,638
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,351,796,127 $1,696,186,962
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,351,796,127$1,696,186,962
ProductVolume
CLP
USD
Equivalent
IRS CLP1,229,708,672,072 $1,785,770,964
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,229,708,672,072$1,785,770,964
ProductVolume
CNY
USD
Equivalent
IRS CNY10,710,833,080,447 $1,556,320,783,541
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,710,833,080,447$1,556,320,783,541
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP643,802,000,000 $202,799,110
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP643,802,000,000$202,799,110
ProductVolume
CZK
USD
Equivalent
IRS CZK22,171,121,696,900 $974,362,068,905
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK11,050,000,000 $485,618,229
FRAs CZK11,983,939,711,126 $526,662,405,727
VNS CZK33,438,734,100 $1,469,543,787
Inflation CZK0 $0
TotalCZK34,199,550,142,126$1,502,979,636,648
ProductVolume
DKK
USD
Equivalent
IRS DKK4,218,141,406,760 $633,897,090,116
OIS DKK0 $0
Basis DKK6,700,000,000 $1,006,867,740
Zeroes DKK15,500,000,000 $2,329,320,890
FRAs DKK21,800,000,000 $3,276,077,123
VNS DKK3,802,111,501 $571,376,629
Inflation DKK0 $0
TotalDKK4,265,943,518,261$641,080,732,498
ProductVolume
HKD
USD
Equivalent
IRS HKD24,765,300,386,811 $3,171,358,921,612
OIS HKD0 $0
Basis HKD892,244,000,000 $114,257,688,195
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD786,600,000 $100,729,282
Inflation HKD0 $0
TotalHKD25,658,330,986,811$3,285,717,339,089
ProductVolume
HUF
USD
Equivalent
IRS HUF203,129,095,511,319 $701,448,954,577
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF108,800,000,000 $375,710,068
FRAs HUF73,291,770,095,500 $253,092,425,697
VNS HUF716,839,438,958 $2,475,402,521
Inflation HUF0 $0
TotalHUF277,246,505,045,777$957,392,492,863
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR72,948,433,451,747 $1,059,988,861,548
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR72,948,433,451,747$1,059,988,861,548
ProductVolume
KRW
USD
Equivalent
IRS KRW2,120,942,818,674,280 $1,803,967,660,966
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,120,942,818,674,280$1,803,967,660,966
ProductVolume
MXN
USD
Equivalent
IRS MXN1,519,275,545,637 $79,915,603,894
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,519,275,545,637$79,915,603,894
ProductVolume
NOK
USD
Equivalent
IRS NOK10,188,497,268,843 $1,188,287,665,043
OIS NOK0 $0
Basis NOK230,471,480,000 $26,879,961,745
Zeroes NOK0 $0
FRAs NOK11,061,251,048,656 $1,290,077,214,945
VNS NOK61,641,711,933 $7,189,292,396
Inflation NOK0 $0
TotalNOK21,541,861,509,432$2,512,434,134,129
ProductVolume
NZD
USD
Equivalent
IRS NZD6,949,767,517,042 $4,699,780,283,400
OIS NZD0 $0
Basis NZD3,546,000,000 $2,397,982,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD996,451,392 $673,850,254
Inflation NZD0 $0
TotalNZD6,954,309,968,434$4,702,852,116,154
ProductVolume
PLN
USD
Equivalent
IRS PLN4,287,937,445,355 $1,131,740,246,346
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,700,000,000 $448,690,878
FRAs PLN939,959,856,728 $248,089,066,915
VNS PLN2,486,875,600 $656,375,528
Inflation PLN0 $0
TotalPLN5,232,084,177,683$1,380,934,379,667
ProductVolume
SEK
USD
Equivalent
IRS SEK30,081,012,224,137 $3,205,820,182,148
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,658,088,668 $283,280,171
FRAs SEK18,441,762,445,305 $1,965,391,782,730
VNS SEK50,202,781,254 $5,350,255,109
Inflation SEK0 $0
TotalSEK48,575,635,539,364$5,176,845,500,158
ProductVolume
SGD
USD
Equivalent
IRS SGD3,568,530,748,904 $2,623,437,418,786
OIS SGD0 $0
Basis SGD1,963,400,000 $1,443,411,138
Zeroes SGD1,120,000,000 $823,378,056
FRAs SGD0 $0
VNS SGD245,980,844 $180,835,026
Inflation SGD0 $0
TotalSGD3,571,860,129,748$2,625,885,043,006
ProductVolume
THB
USD
Equivalent
IRS THB6,524,936,480,095 $211,608,123,240
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB6,524,936,480,095$211,608,123,240
ProductVolume
TWD
USD
Equivalent
IRS TWD1,983,032,906,431 $63,880,195,420
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,983,032,906,431$63,880,195,420
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,768,259,731,233 $2,498,087,701,941
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $86,219,594
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR34,769,459,731,233$2,498,173,921,535
ProductUSD
Equivalent
IRS$173,530,195,386,799
OIS$88,461,953,129,053
Basis$35,498,376,165,718
Zeroes$630,146,597,240
FRAs$72,144,960,164,852
VNS$2,480,552,442,308
Inflation$6,727,542,369,907
Total$379,473,726,255,877

Figures as of COB Jul 19, 2019.

Notional Outstanding by Product

As of COB Jul 19, 2019

Daily Notional by Tenor

As of COB Jul 19, 2019

Notional Outstanding by Currency

As of COB Jul 19, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, 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

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • 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.
  • $3 trillion notional per day based on daily average over 2017.
  • "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.

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