Volumes

  • Client Notional Cleared (USD)
    $1,336,811,209,736,983
    Client Notional Outstanding (USD)
    $55,653,128,109,718
    As of COB Jul 1, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,931,736,000,000,000
    Trades Compressed
    25,631,196
  • 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 1, 2020. *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
$235,996,205,759
$941,679,303,981
$67,878,081,659,682
$23,780,367,999,569
EUR
€156,836,363,483
€737,156,779,382
€23,263,451,294,910
€11,790,562,328,441
GBP
£93,152,200,300
£400,078,395,033
£22,357,478,665,145
£5,438,876,304,767
JPY
¥499,089,029,000
¥6,213,591,441,376
¥190,605,201,972,608
¥103,527,112,379,919
CHF
CHF6,745,568,276
CHF13,624,588,000
CHF487,679,745,486
CHF337,993,703,169
AUD
$47,473,363,754
$67,183,778,127
$17,266,462,742,196
$5,914,405,009,089
CAD
$2,378,310,000
$110,310,158,316
$7,563,958,394,866
$2,007,933,619,401
Other*
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$38,531,748,699
$212,852,309,027
$7,926,125,736,154
$4,943,786,867,419
BRL
BRL0
BRL728,100,000
BRL49,845,164,376
BRL10,502,010,071
CLP
CLP0
CLP0
CLP3,058,358,723,142
CLP1,242,470,450,000
CNY
CNY8,556,005,000
CNY103,251,452,474
CNY3,263,312,196,163
CNY1,509,752,966,830
COP
COP0
COP25,932,700,000
COP8,988,190,776,944
COP1,782,645,700,000
CZK
CZK77,139,166,108
CZK162,939,916,874
CZK12,287,376,474,612
CZK5,678,796,106,094
DKK
DKK1,867,766,254
DKK7,220,100,000
DKK498,024,438,410
DKK960,703,545,302
HKD
HKD49,150,500
HKD59,131,898,412
HKD2,858,223,217,282
HKD3,406,896,949,507
HUF
HUF300,086,544,929
HUF3,784,210,975,425
HUF74,926,039,541,222
HUF35,526,786,320,032
INR
INR88,999,609,000
INR228,572,554,658
INR11,127,913,962,288
INR5,274,631,071,780
KRW
KRW1,968,894,400,000
KRW11,015,885,644,356
KRW747,473,709,970,298
KRW414,591,033,900,977
MXN
MXN8,268,103,000
MXN33,494,721,076
MXN608,561,634,456
MXN261,228,729,346
NOK
NOK15,740,159,541
NOK134,628,585,112
NOK4,610,157,851,392
NOK1,687,026,461,512
NZD
NZD18,037,485,000
NZD121,196,323,127
NZD3,380,288,634,861
NZD1,547,111,435,187
PLN
PLN10,341,974,600
PLN45,401,745,898
PLN1,575,266,801,513
PLN1,130,641,933,659
SEK
SEK65,913,560,000
SEK174,862,563,094
SEK9,864,625,524,510
SEK5,076,481,145,433
SGD
SGD3,455,685,716
SGD16,967,991,334
SGD600,744,126,764
SGD873,591,792,706
THB
THB17,194,000,000
THB63,261,740,000
THB2,618,470,696,062
THB752,843,086,189
TWD
TWD7,975,000,000
TWD14,031,000,000
TWD1,190,735,948,330
TWD390,620,428,726
ZAR
ZAR56,837,599,259
ZAR345,497,113,447
ZAR13,996,580,801,906
ZAR11,785,545,709,847
Total in USD$613,407,386,734$2,681,762,064,515$149,347,095,167,960$55,653,128,109,718

Figures as of COB Jul 1, 2020. Weekly figures as of COB Jun 26, 2020. *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 $75,084,101,506
OIS $73,064,356,500
Basis $36,872,100,000
Zeroes $0
FRAs $47,880,000,000
VNS $1,142,162,003
Inflation $1,953,485,750
Total$235,996,205,759
ProductVolume
EUR
USD
Equivalent
IRS €44,995,706,783 $50,597,672,277
OIS €97,077,520,000 $109,163,671,240
Basis €3,168,800,000 $3,563,315,600
Zeroes €0 $0
FRAs €9,254,000,000 $10,406,123,000
VNS €127,483,700 $143,355,421
Inflation €2,212,853,000 $2,488,353,199
Total€156,836,363,483$176,362,490,737
ProductVolume
GBP
USD
Equivalent
IRS £16,854,103,000 $21,018,751,851
OIS £64,883,842,800 $80,916,640,356
Basis £554,200,000 $691,142,820
Zeroes £0 $0
FRAs £8,850,000,000 $11,036,835,000
VNS £0 $0
Inflation £2,010,054,500 $2,506,738,967
Total£93,152,200,300$116,170,108,994
ProductVolume
JPY
USD
Equivalent
IRS ¥483,452,905,000 $4,497,863,935
OIS ¥15,636,124,000 $145,472,615
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥499,089,029,000$4,643,336,550
ProductVolume
CHF
USD
Equivalent
IRS CHF4,895,568,276 $5,172,832,075
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF1,850,000,000 $1,954,775,993
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,745,568,276$7,127,608,068
ProductVolume
AUD
USD
Equivalent
IRS $7,996,981,381 $5,529,512,776
OIS $38,700,000,000 $26,759,115,000
Basis $766,500,000 $529,996,425
Zeroes $0 $0
FRAs $0 $0
VNS $9,882,373 $6,833,167
Inflation $0 $0
Total$47,473,363,754$32,825,457,368
ProductVolume
CAD
USD
Equivalent
IRS $2,378,310,000 $1,750,430,559
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,378,310,000$1,750,430,559
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 CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY8,556,005,000 $1,209,979,211
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,556,005,000$1,209,979,211
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 CZK77,139,166,108 $3,259,768,683
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK77,139,166,108$3,259,768,683
ProductVolume
DKK
USD
Equivalent
IRS DKK1,867,766,254 $281,833,392
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,867,766,254$281,833,392
ProductVolume
HKD
USD
Equivalent
IRS HKD49,150,500 $6,341,305
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD49,150,500$6,341,305
ProductVolume
HUF
USD
Equivalent
IRS HUF300,086,544,929 $956,435,897
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF300,086,544,929$956,435,897
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR88,999,609,000 $1,178,958,922
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR88,999,609,000$1,178,958,922
ProductVolume
KRW
USD
Equivalent
IRS KRW1,968,894,400,000 $1,637,913,109
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,968,894,400,000$1,637,913,109
ProductVolume
MXN
USD
Equivalent
IRS MXN8,268,103,000 $362,383,382
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,268,103,000$362,383,382
ProductVolume
NOK
USD
Equivalent
IRS NOK15,475,576,207 $1,623,488,162
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK264,583,334 $27,756,505
Inflation NOK0 $0
TotalNOK15,740,159,541$1,651,244,667
ProductVolume
NZD
USD
Equivalent
IRS NZD2,251,485,000 $1,457,611,389
OIS NZD15,786,000,000 $10,219,856,400
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD18,037,485,000$11,677,467,789
ProductVolume
PLN
USD
Equivalent
IRS PLN9,591,974,600 $2,409,589,801
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN750,000,000 $188,406,707
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN10,341,974,600$2,597,996,508
ProductVolume
SEK
USD
Equivalent
IRS SEK52,913,560,000 $5,681,718,467
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK13,000,000,000 $1,395,905,701
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK65,913,560,000$7,077,624,168
ProductVolume
SGD
USD
Equivalent
IRS SGD3,455,685,716 $2,478,437,722
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,455,685,716$2,478,437,722
ProductVolume
THB
USD
Equivalent
IRS THB17,194,000,000 $554,108,927
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,194,000,000$554,108,927
ProductVolume
TWD
USD
Equivalent
IRS TWD7,975,000,000 $270,816,354
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,975,000,000$270,816,354
ProductVolume
ZAR
USD
Equivalent
IRS ZAR56,837,599,259 $3,330,438,663
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR56,837,599,259$3,330,438,663
ProductUSD
Equivalent
IRS$189,172,029,443
OIS$301,448,071,033
Basis$41,656,554,845
Zeroes$0
FRAs$72,862,046,401
VNS$1,320,107,096
Inflation$6,948,577,916
Total$613,407,386,734
Show:
ProductUSD
Equivalent
IRS $534,773,309,458
OIS $216,655,560,932
Basis $88,155,500,000
Zeroes $0
FRAs $91,295,000,000
VNS $2,871,718,591
Inflation $7,928,215,000
Total$941,679,303,981
ProductVolume
EUR
USD
Equivalent
IRS €200,830,401,325 $226,046,028,100
OIS €497,355,783,132 $560,007,741,830
Basis €3,797,400,000 $4,275,274,280
Zeroes €324,000,000 $364,791,600
FRAs €25,359,500,000 $28,514,421,800
VNS €1,682,822,925 $1,894,183,142
Inflation €7,806,872,000 $8,784,148,533
Total€737,156,779,382$829,886,589,285
ProductVolume
GBP
USD
Equivalent
IRS £83,891,363,504 $104,335,085,848
OIS £236,003,509,324 $293,334,169,437
Basis £46,966,800,000 $58,414,221,770
Zeroes £422,244,277 $526,385,431
FRAs £24,380,000,000 $30,295,409,000
VNS £1,343,105,256 $1,658,674,107
Inflation £7,071,372,672 $8,794,186,983
Total£400,078,395,033$497,358,132,576
ProductVolume
JPY
USD
Equivalent
IRS ¥5,873,091,441,376 $54,949,426,023
OIS ¥240,500,000,000 $2,245,599,055
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥100,000,000,000 $932,966,367
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,213,591,441,376$58,127,991,445
ProductVolume
CHF
USD
Equivalent
IRS CHF9,859,588,000 $10,409,925,980
OIS CHF3,741,000,000 $3,955,758,347
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF24,000,000 $25,295,110
Inflation CHF0 $0
TotalCHF13,624,588,000$14,390,979,437
ProductVolume
AUD
USD
Equivalent
IRS $47,117,022,486 $32,483,764,541
OIS $16,841,500,000 $11,655,540,550
Basis $2,811,712,000 $1,942,971,061
Zeroes $0 $0
FRAs $0 $0
VNS $413,543,641 $286,660,724
Inflation $0 $0
Total$67,183,778,127$46,368,936,876
ProductVolume
CAD
USD
Equivalent
IRS $78,045,283,316 $57,318,164,619
OIS $26,712,700,000 $19,704,841,520
Basis $5,552,175,000 $4,074,815,749
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$110,310,158,316$81,097,821,888
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL728,100,000 $137,647,147
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL728,100,000$137,647,147
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY103,251,452,474 $14,608,089,275
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY103,251,452,474$14,608,089,275
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP25,932,700,000 $6,996,752
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP25,932,700,000$6,996,752
ProductVolume
CZK
USD
Equivalent
IRS CZK117,789,916,874 $4,962,959,423
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK45,150,000,000 $1,903,202,129
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK162,939,916,874$6,866,161,552
ProductVolume
DKK
USD
Equivalent
IRS DKK7,208,600,000 $1,090,621,058
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK11,500,000 $1,730,182
Inflation DKK0 $0
TotalDKK7,220,100,000$1,092,351,240
ProductVolume
HKD
USD
Equivalent
IRS HKD55,431,898,412 $7,152,113,184
OIS HKD0 $0
Basis HKD3,700,000,000 $477,392,551
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD59,131,898,412$7,629,505,735
ProductVolume
HUF
USD
Equivalent
IRS HUF2,289,610,975,425 $7,352,736,761
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,494,600,000,000 $4,813,354,304
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,784,210,975,425$12,166,091,065
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR228,572,554,658 $3,021,853,462
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR228,572,554,658$3,021,853,462
ProductVolume
KRW
USD
Equivalent
IRS KRW11,015,885,644,356 $9,130,434,853
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,015,885,644,356$9,130,434,853
ProductVolume
MXN
USD
Equivalent
IRS MXN33,494,721,076 $1,479,482,469
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN33,494,721,076$1,479,482,469
ProductVolume
NOK
USD
Equivalent
IRS NOK93,140,545,112 $9,665,761,039
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK41,360,000,000 $4,281,241,473
VNS NOK128,040,000 $13,403,200
Inflation NOK0 $0
TotalNOK134,628,585,112$13,960,405,712
ProductVolume
NZD
USD
Equivalent
IRS NZD31,567,323,127 $20,365,676,689
OIS NZD89,629,000,000 $57,497,573,900
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD121,196,323,127$77,863,250,589
ProductVolume
PLN
USD
Equivalent
IRS PLN43,801,745,898 $11,057,478,194
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,600,000,000 $402,116,136
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN45,401,745,898$11,459,594,330
ProductVolume
SEK
USD
Equivalent
IRS SEK135,703,063,094 $14,542,714,203
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK39,100,000,000 $4,191,328,941
VNS SEK59,500,000 $6,372,394
Inflation SEK0 $0
TotalSEK174,862,563,094$18,740,415,538
ProductVolume
SGD
USD
Equivalent
IRS SGD16,767,991,334 $12,045,424,220
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD50,000,000 $35,892,466
FRAs SGD0 $0
VNS SGD150,000,000 $107,878,744
Inflation SGD0 $0
TotalSGD16,967,991,334$12,189,195,430
ProductVolume
THB
USD
Equivalent
IRS THB63,261,740,000 $2,046,644,218
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB63,261,740,000$2,046,644,218
ProductVolume
TWD
USD
Equivalent
IRS TWD14,031,000,000 $474,563,178
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD14,031,000,000$474,563,178
ProductVolume
ZAR
USD
Equivalent
IRS ZAR345,497,113,447 $19,979,626,482
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR345,497,113,447$19,979,626,482
ProductUSD
Equivalent
IRS$1,156,407,676,962
OIS$1,168,085,635,785
Basis$157,340,175,411
Zeroes$927,069,497
FRAs$166,629,040,150
VNS$6,865,916,194
Inflation$25,506,550,516
Total$2,681,762,064,515
Show:
ProductUSD
Equivalent
IRS $17,483,931,420,822
OIS $32,590,521,858,532
Basis $4,293,546,500,409
Zeroes $19,414,691,774
FRAs $13,192,010,215,503
VNS $72,067,447,114
Inflation $226,589,525,528
Total$67,878,081,659,682
ProductVolume
EUR
USD
Equivalent
IRS €8,914,656,646,699 $9,842,359,369,200
OIS €12,376,115,726,120 $13,655,035,140,421
Basis €168,672,060,000 $185,506,913,980
Zeroes €26,540,807,000 $29,309,049,928
FRAs €1,414,207,630,000 $1,558,939,763,868
VNS €86,649,290,213 $95,191,084,483
Inflation €276,609,134,878 $304,513,077,127
Total€23,263,451,294,910$25,670,854,399,007
ProductVolume
GBP
USD
Equivalent
IRS £3,230,406,672,409 $4,092,190,929,859
OIS £16,963,541,601,401 $21,722,269,951,527
Basis £563,185,600,781 $716,268,339,081
Zeroes £20,681,077,480 $26,284,524,524
FRAs £1,312,162,500,000 $1,660,716,794,792
VNS £10,030,030,905 $12,570,948,432
Inflation £257,471,182,169 $325,260,755,096
Total£22,357,478,665,145$28,555,562,243,311
ProductVolume
JPY
USD
Equivalent
IRS ¥173,062,387,848,608 $1,600,977,921,287
OIS ¥13,798,949,124,000 $127,881,571,077
Basis ¥2,831,865,000,000 $26,136,565,837
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥190,605,201,972,608$1,763,491,081,084
ProductVolume
CHF
USD
Equivalent
IRS CHF429,676,602,986 $445,729,241,229
OIS CHF44,116,900,000 $45,711,268,132
Basis CHF1,763,350,000 $1,822,352,899
Zeroes CHF0 $0
FRAs CHF12,050,000,000 $12,410,676,860
VNS CHF72,892,500 $75,290,109
Inflation CHF0 $0
TotalCHF487,679,745,486$505,748,829,229
ProductVolume
AUD
USD
Equivalent
IRS $2,241,771,461,178 $1,473,485,113,386
OIS $14,697,820,198,048 $9,767,584,062,291
Basis $325,931,408,738 $212,919,333,966
Zeroes $0 $0
FRAs $0 $0
VNS $939,674,232 $633,439,924
Inflation $0 $0
Total$17,266,462,742,196$11,454,621,949,567
ProductVolume
CAD
USD
Equivalent
IRS $2,940,368,276,280 $2,156,575,001,452
OIS $4,529,830,642,000 $3,367,206,721,042
Basis $91,405,175,000 $67,089,627,703
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $2,170,675,978 $1,600,033,078
Inflation $0 $0
Total$7,563,958,394,866$5,592,609,269,926
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL49,845,164,376 $10,362,068,658
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL49,845,164,376$10,362,068,658
ProductVolume
CLP
USD
Equivalent
IRS CLP3,058,358,723,142 $3,735,710,398
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,058,358,723,142$3,735,710,398
ProductVolume
CNY
USD
Equivalent
IRS CNY3,263,312,196,163 $463,926,330,263
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,263,312,196,163$463,926,330,263
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP8,988,190,776,944 $2,447,057,919
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP8,988,190,776,944$2,447,057,919
ProductVolume
CZK
USD
Equivalent
IRS CZK7,229,024,177,612 $306,134,835,145
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,044,158,440,000 $215,883,118,250
VNS CZK241,157,000 $9,560,427
Inflation CZK0 $0
TotalCZK12,287,376,474,612$522,624,329,338
ProductVolume
DKK
USD
Equivalent
IRS DKK408,252,082,458 $60,007,529,435
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK156,355,952 $22,993,916
Inflation DKK0 $0
TotalDKK498,024,438,410$73,182,693,303
ProductVolume
HKD
USD
Equivalent
IRS HKD2,604,869,467,282 $335,537,340,508
OIS HKD0 $0
Basis HKD253,123,750,000 $32,623,025,709
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD2,858,223,217,282$368,189,973,451
ProductVolume
HUF
USD
Equivalent
IRS HUF51,452,237,541,222 $165,663,789,585
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF23,468,802,000,000 $75,449,778,145
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF74,926,039,541,222$241,130,312,694
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,127,913,962,288 $151,688,968,055
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,127,913,962,288$151,688,968,055
ProductVolume
KRW
USD
Equivalent
IRS KRW747,473,709,970,298 $623,765,134,301
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW747,473,709,970,298$623,765,134,301
ProductVolume
MXN
USD
Equivalent
IRS MXN608,561,634,456 $28,108,884,043
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN608,561,634,456$28,108,884,043
ProductVolume
NOK
USD
Equivalent
IRS NOK2,590,125,802,791 $268,411,216,837
OIS NOK0 $0
Basis NOK28,580,000,000 $2,995,151,487
Zeroes NOK0 $0
FRAs NOK1,983,868,300,000 $209,529,577,177
VNS NOK7,583,748,601 $783,420,392
Inflation NOK0 $0
TotalNOK4,610,157,851,392$481,719,365,893
ProductVolume
NZD
USD
Equivalent
IRS NZD862,103,253,465 $541,931,918,645
OIS NZD2,502,475,190,000 $1,581,138,009,281
Basis NZD15,665,600,000 $9,938,377,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD44,591,396 $27,910,758
Inflation NZD0 $0
TotalNZD3,380,288,634,861$2,133,036,216,434
ProductVolume
PLN
USD
Equivalent
IRS PLN1,237,129,332,833 $312,334,423,425
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN334,243,031,000 $84,377,706,465
VNS PLN1,816,537,680 $437,226,000
Inflation PLN0 $0
TotalPLN1,575,266,801,513$397,678,272,043
ProductVolume
SEK
USD
Equivalent
IRS SEK6,911,354,815,188 $717,008,221,271
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,950,844,000,000 $305,191,426,013
VNS SEK2,426,709,322 $254,035,635
Inflation SEK0 $0
TotalSEK9,864,625,524,510$1,022,453,682,919
ProductVolume
SGD
USD
Equivalent
IRS SGD597,688,021,764 $428,438,573,876
OIS SGD250,000,000 $176,279,791
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD290,000,000 $208,995,867
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD600,744,126,764$430,640,781,998
ProductVolume
THB
USD
Equivalent
IRS THB2,618,470,696,062 $83,165,892,184
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,618,470,696,062$83,165,892,184
ProductVolume
TWD
USD
Equivalent
IRS TWD1,190,735,948,330 $39,628,036,369
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,190,735,948,330$39,628,036,369
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,996,580,801,906 $848,642,025,891
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,996,580,801,906$848,642,025,891
ProductUSD
Equivalent
IRS$42,332,050,928,069
OIS$83,011,660,888,068
Basis$5,550,554,873,280
Zeroes$76,435,431,488
FRAs$17,336,156,249,908
VNS$183,873,439,396
Inflation$856,363,357,751
Total$149,347,095,167,960
Show:
ProductUSD
Equivalent
IRS $11,776,065,655,746
OIS $6,965,307,599,978
Basis $2,975,325,877,240
Zeroes $16,705,811,028
FRAs $1,566,568,624,118
VNS $311,762,706,933
Inflation $168,631,724,527
Total$23,780,367,999,570
ProductVolume
EUR
USD
Equivalent
IRS €6,449,436,655,578 $7,252,391,519,197
OIS €4,188,498,894,807 $4,709,967,007,210
Basis €217,610,998,109 $244,703,567,374
Zeroes €29,481,258,939 $33,151,675,676
FRAs €466,523,869,885 $524,606,091,686
VNS €242,007,749,710 $272,137,714,549
Inflation €197,002,901,415 $221,529,762,641
Total€11,790,562,328,443$13,258,487,338,333
ProductVolume
GBP
USD
Equivalent
IRS £1,385,156,497,061 $1,727,428,667,485
OIS £3,028,654,185,003 $3,777,034,634,117
Basis £439,077,839,489 $547,573,973,627
Zeroes £18,855,425,108 $23,514,600,652
FRAs £253,847,721,108 $316,573,492,994
VNS £54,882,716,287 $68,444,235,481
Inflation £258,401,920,711 $322,253,035,319
Total£5,438,876,304,767$6,782,822,639,675
ProductVolume
JPY
USD
Equivalent
IRS ¥81,357,078,656,557 $756,915,650,152
OIS ¥11,948,604,777,260 $111,165,323,322
Basis ¥9,913,675,860,784 $92,233,110,302
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,791,087,128
VNS ¥7,753,085,318 $72,131,789
Inflation ¥0 $0
Total¥103,527,112,379,919$963,177,302,693
ProductVolume
CHF
USD
Equivalent
IRS CHF265,038,955,681 $280,049,615,048
OIS CHF38,932,070,988 $41,137,014,992
Basis CHF29,462,600,000 $31,131,234,150
Zeroes CHF0 $0
FRAs CHF3,844,100,000 $4,061,813,187
VNS CHF715,976,500 $756,526,310
Inflation CHF0 $0
TotalCHF337,993,703,169$357,136,203,687
ProductVolume
AUD
USD
Equivalent
IRS $1,032,542,709,337 $713,951,656,371
OIS $4,680,047,593,449 $3,236,018,908,490
Basis $195,598,124,920 $135,246,323,476
Zeroes $23,102,501 $15,974,224
FRAs $0 $0
VNS $6,193,478,881 $4,282,480,973
Inflation $0 $0
Total$5,914,405,009,088$4,089,515,343,534
ProductVolume
CAD
USD
Equivalent
IRS $1,398,648,610,458 $1,029,402,083,211
OIS $486,312,712,548 $357,925,011,075
Basis $112,335,204,952 $82,678,446,273
Zeroes $793,512,385 $584,023,247
FRAs $0 $0
VNS $9,843,579,058 $7,244,851,003
Inflation $0 $0
Total$2,007,933,619,401$1,477,834,414,809
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,502,010,071 $1,973,691,049
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,502,010,071$1,973,691,049
ProductVolume
CLP
USD
Equivalent
IRS CLP1,242,470,450,000 $1,525,945,310
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,242,470,450,000$1,525,945,310
ProductVolume
CNY
USD
Equivalent
IRS CNY1,509,752,966,830 $213,507,320,799
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,509,752,966,830$213,507,320,799
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,782,645,700,000 $479,850,794
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,782,645,700,000$479,850,794
ProductVolume
CZK
USD
Equivalent
IRS CZK3,865,599,317,104 $163,353,588,451
OIS CZK0 $0
Basis CZK2,625,000,000 $110,927,992
Zeroes CZK12,352,700,000 $522,003,888
FRAs CZK1,792,787,330,940 $75,760,113,715
VNS CZK5,431,758,050 $229,536,767
Inflation CZK0 $0
TotalCZK5,678,796,106,094$239,976,170,813
ProductVolume
DKK
USD
Equivalent
IRS DKK925,265,688,427 $139,616,382,247
OIS DKK0 $0
Basis DKK3,350,000,000 $505,492,516
Zeroes DKK0 $0
FRAs DKK30,010,000,000 $4,528,307,581
VNS DKK2,077,856,874 $313,534,656
Inflation DKK0 $0
TotalDKK960,703,545,301$144,963,717,000
ProductVolume
HKD
USD
Equivalent
IRS HKD3,050,423,146,421 $393,559,822,009
OIS HKD0 $0
Basis HKD355,280,503,086 $45,837,618,208
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,957,308
Inflation HKD0 $0
TotalHKD3,406,896,949,507$439,551,397,525
ProductVolume
HUF
USD
Equivalent
IRS HUF21,950,358,140,553 $69,960,185,943
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF36,900,000,000 $117,607,688
FRAs HUF13,509,748,250,000 $43,058,272,378
VNS HUF29,779,929,479 $94,914,597
Inflation HUF0 $0
TotalHUF35,526,786,320,032$113,230,980,606
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,274,631,071,780 $69,871,917,761
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,274,631,071,780$69,871,917,761
ProductVolume
KRW
USD
Equivalent
IRS KRW414,591,033,900,977 $344,896,145,333
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW414,591,033,900,977$344,896,145,333
ProductVolume
MXN
USD
Equivalent
IRS MXN261,228,729,346 $11,449,415,949
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN261,228,729,346$11,449,415,949
ProductVolume
NOK
USD
Equivalent
IRS NOK1,191,118,314,830 $124,956,024,761
OIS NOK0 $0
Basis NOK107,901,714,206 $11,319,588,578
Zeroes NOK0 $0
FRAs NOK348,670,773,414 $36,577,822,080
VNS NOK39,335,659,062 $4,126,565,368
Inflation NOK0 $0
TotalNOK1,687,026,461,512$176,980,000,787
ProductVolume
NZD
USD
Equivalent
IRS NZD776,581,931,690 $502,759,142,576
OIS NZD757,142,495,040 $490,174,051,289
Basis NZD12,964,040,000 $8,392,919,496
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD422,968,456 $273,829,779
Inflation NZD0 $0
TotalNZD1,547,111,435,186$1,001,599,943,140
ProductVolume
PLN
USD
Equivalent
IRS PLN898,681,573,181 $225,756,848,127
OIS PLN0 $0
Basis PLN1,300,000,000 $326,571,626
Zeroes PLN2,077,900,000 $521,987,063
FRAs PLN223,955,031,000 $56,259,506,626
VNS PLN4,627,429,477 $1,162,451,668
Inflation PLN0 $0
TotalPLN1,130,641,933,658$284,027,365,110
ProductVolume
SEK
USD
Equivalent
IRS SEK4,146,646,552,509 $445,255,966,424
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,897,896
FRAs SEK911,287,363,235 $97,851,632,752
VNS SEK18,287,417,979 $1,963,654,694
Inflation SEK0 $0
TotalSEK5,076,481,145,433$545,099,151,766
ProductVolume
SGD
USD
Equivalent
IRS SGD869,373,691,388 $623,519,824,563
OIS SGD250,000,000 $179,301,442
Basis SGD3,260,005,896 $2,338,095,027
Zeroes SGD350,000,000 $251,022,018
FRAs SGD0 $0
VNS SGD358,095,422 $256,828,101
Inflation SGD0 $0
TotalSGD873,591,792,706$626,545,071,151
ProductVolume
THB
USD
Equivalent
IRS THB752,843,086,189 $24,261,781,701
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB752,843,086,189$24,261,781,701
ProductVolume
TWD
USD
Equivalent
IRS TWD390,620,428,726 $13,264,752,402
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD390,620,428,726$13,264,752,402
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,785,545,709,847 $690,582,248,425
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,785,545,709,847$690,582,248,425
ProductUSD
Equivalent
IRS$27,526,403,933,279
OIS$19,759,260,620,470
Basis$4,177,723,745,885
Zeroes$75,412,603,380
FRAs$2,728,636,764,245
VNS$673,275,919,976
Inflation$712,414,522,487
Total$55,653,128,109,722

Figures as of COB Jul 1, 2020.

Notional Outstanding by Product

As of COB Jul 1, 2020

Daily Notional by Tenor
 

As of COB Jul 1, 2020

Notional Outstanding by Tenor
 

As of COB Jul 1, 2020

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
$1,011,996,336,607
$5,515,195,559,445
$294,964,174,649,968
$125,690,531,862,364
EUR
€660,067,116,978
€4,265,176,808,845
€133,608,604,792,227
€84,977,225,612,165
GBP
£304,909,480,233
£2,271,018,701,046
£85,705,540,038,133
£37,868,068,911,611
JPY
¥19,488,331,136,000
¥31,719,668,222,752
¥796,510,828,932,730
¥1,170,434,333,556,700
CHF
CHF87,841,472,552
CHF70,454,312,000
CHF3,619,975,338,583
CHF3,256,340,865,570
AUD
$194,364,927,508
$492,755,012,656
$54,138,051,641,768
$30,379,667,415,796
CAD
$4,965,620,000
$498,844,407,716
$22,909,503,304,867
$18,856,370,953,523
Other*
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$157,373,297,345
$966,527,377,627
$30,589,542,463,594
$31,643,402,777,584
BRL
BRL0
BRL1,456,200,000
BRL99,697,249,525
BRL70,696,195,055
CLP
CLP0
CLP0
CLP8,093,472,346,284
CLP6,557,025,720,214
CNY
CNY41,367,948,000
CNY514,025,905,141
CNY11,865,405,165,432
CNY10,766,937,148,886
COP
COP0
COP51,865,400,000
COP20,100,576,553,888
COP14,359,134,484,260
CZK
CZK412,325,332,215
CZK1,161,742,633,748
CZK47,038,889,340,481
CZK34,592,820,383,204
DKK
DKK2,991,532,508
DKK17,042,200,000
DKK1,427,445,618,987
DKK4,883,928,255,735
HKD
HKD98,301,000
HKD277,286,070,124
HKD13,500,229,933,616
HKD20,387,789,710,058
HUF
HUF1,273,309,289,858
HUF17,957,638,528,606
HUF301,879,715,823,440
HUF202,629,215,377,379
INR
INR437,188,846,000
INR841,325,909,316
INR40,897,976,749,050
INR51,440,064,871,657
KRW
KRW7,377,288,800,000
KRW37,710,668,613,880
KRW2,258,646,994,671,122
KRW2,553,028,122,457,500
MXN
MXN17,358,406,000
MXN68,821,842,152
MXN1,466,932,597,410
MXN2,035,851,038,373
NOK
NOK60,832,168,277
NOK1,077,716,162,224
NOK20,528,682,924,595
NOK23,277,105,477,703
NZD
NZD94,001,370,000
NZD537,209,562,254
NZD12,690,405,864,418
NZD10,937,161,419,975
PLN
PLN32,264,229,200
PLN142,824,001,796
PLN5,401,487,773,278
PLN5,245,800,160,972
SEK
SEK223,067,320,000
SEK647,380,824,188
SEK46,678,904,002,495
SEK50,612,159,575,413
SGD
SGD7,533,971,432
SGD71,401,522,668
SGD2,366,249,645,139
SGD3,496,302,795,252
THB
THB45,448,000,000
THB391,809,480,000
THB12,194,635,783,726
THB15,288,464,897,564
TWD
TWD24,326,000,000
TWD34,362,000,000
TWD4,372,734,580,044
TWD5,898,216,708,316
ZAR
ZAR168,912,398,518
ZAR1,287,645,426,894
ZAR47,111,402,817,484
ZAR38,406,689,205,184
Total in USD$2,704,044,567,555$15,192,532,734,399$646,005,110,674,017$349,330,405,822,280

Figures as of COB Jul 1, 2020. Weekly figures as of COB Jun 26, 2020. *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 $260,893,209,812
OIS $316,908,590,183
Basis $162,190,000,000
Zeroes $0
FRAs $264,568,000,000
VNS $2,396,050,812
Inflation $5,040,485,800
Total$1,011,996,336,607
ProductVolume
EUR
USD
Equivalent
IRS €252,652,949,402 $284,108,241,603
OIS €334,645,390,000 $376,308,741,055
Basis €6,106,400,000 $6,866,646,800
Zeroes €0 $0
FRAs €57,008,000,000 $64,105,496,000
VNS €644,711,576 $724,978,168
Inflation €9,009,666,000 $10,131,369,417
Total€660,067,116,978$742,245,473,043
ProductVolume
GBP
USD
Equivalent
IRS £64,119,461,880 $79,963,380,911
OIS £170,378,552,335 $212,479,092,617
Basis £36,200,600,000 $45,145,768,260
Zeroes £0 $0
FRAs £29,758,000,000 $37,111,201,800
VNS £65,454,588 $81,628,417
Inflation £4,387,411,430 $5,471,540,794
Total£304,909,480,233$380,252,612,799
ProductVolume
JPY
USD
Equivalent
IRS ¥18,995,058,888,000 $176,722,881,221
OIS ¥463,272,248,000 $4,310,110,695
Basis ¥30,000,000,000 $279,108,713
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,488,331,136,000$181,312,100,629
ProductVolume
CHF
USD
Equivalent
IRS CHF11,639,472,552 $12,298,681,902
OIS CHF1,000,000,000 $1,056,635,672
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF75,202,000,000 $79,461,115,807
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF87,841,472,552$92,816,433,381
ProductVolume
AUD
USD
Equivalent
IRS $97,197,662,762 $67,207,323,917
OIS $92,700,000,000 $64,097,415,000
Basis $4,447,500,000 $3,075,223,875
Zeroes $0 $0
FRAs $0 $0
VNS $19,764,746 $13,666,334
Inflation $0 $0
Total$194,364,927,508$134,393,629,126
ProductVolume
CAD
USD
Equivalent
IRS $4,965,620,000 $3,654,684,625
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$4,965,620,000$3,654,684,625
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 CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY41,367,948,000 $5,850,201,946
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY41,367,948,000$5,850,201,946
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 CZK204,963,332,215 $8,661,398,420
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK207,362,000,000 $8,762,762,001
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK412,325,332,215$17,424,160,421
ProductVolume
DKK
USD
Equivalent
IRS DKK2,991,532,508 $451,402,177
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,991,532,508$451,402,177
ProductVolume
HKD
USD
Equivalent
IRS HKD98,301,000 $12,682,609
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD98,301,000$12,682,609
ProductVolume
HUF
USD
Equivalent
IRS HUF773,309,289,858 $2,464,691,526
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF500,000,000,000 $1,593,600,102
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,273,309,289,858$4,058,291,628
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR437,188,846,000 $5,791,347,808
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR437,188,846,000$5,791,347,808
ProductVolume
KRW
USD
Equivalent
IRS KRW7,377,288,800,000 $6,137,128,549
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,377,288,800,000$6,137,128,549
ProductVolume
MXN
USD
Equivalent
IRS MXN17,358,406,000 $760,803,036
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN17,358,406,000$760,803,036
ProductVolume
NOK
USD
Equivalent
IRS NOK44,123,001,609 $4,628,788,604
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK16,000,000,000 $1,678,503,614
VNS NOK709,166,668 $74,396,176
Inflation NOK0 $0
TotalNOK60,832,168,277$6,381,688,394
ProductVolume
NZD
USD
Equivalent
IRS NZD38,589,370,000 $24,982,758,138
OIS NZD55,412,000,000 $35,873,728,800
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD94,001,370,000$60,856,486,938
ProductVolume
PLN
USD
Equivalent
IRS PLN27,564,229,200 $6,924,380,883
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,700,000,000 $1,180,682,032
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN32,264,229,200$8,105,062,915
ProductVolume
SEK
USD
Equivalent
IRS SEK157,067,320,000 $16,865,474,420
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK66,000,000,000 $7,086,905,868
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK223,067,320,000$23,952,380,288
ProductVolume
SGD
USD
Equivalent
IRS SGD7,533,971,432 $5,403,407,754
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD7,533,971,432$5,403,407,754
ProductVolume
THB
USD
Equivalent
IRS THB45,448,000,000 $1,464,647,116
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB45,448,000,000$1,464,647,116
ProductVolume
TWD
USD
Equivalent
IRS TWD24,326,000,000 $826,066,286
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD24,326,000,000$826,066,286
ProductVolume
ZAR
USD
Equivalent
IRS ZAR168,912,398,518 $9,897,539,480
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR168,912,398,518$9,897,539,480
ProductUSD
Equivalent
IRS$980,179,774,935
OIS$1,016,825,661,830
Basis$217,556,747,648
Zeroes$0
FRAs$465,548,267,224
VNS$3,290,719,907
Inflation$20,643,396,011
Total$2,704,044,567,555
Show:
ProductUSD
Equivalent
IRS $2,033,336,639,366
OIS $690,668,069,864
Basis $491,523,464,402
Zeroes $0
FRAs $2,260,440,000,000
VNS $12,699,414,513
Inflation $26,527,971,300
Total$5,515,195,559,445
ProductVolume
EUR
USD
Equivalent
IRS €1,250,701,889,187 $1,407,775,219,304
OIS €1,560,020,717,116 $1,756,171,290,329
Basis €10,163,204,832 $11,440,757,160
Zeroes €789,247,092 $888,588,562
FRAs €1,400,090,000,000 $1,580,701,645,800
VNS €5,968,475,878 $6,715,761,372
Inflation €37,443,274,740 $42,137,024,105
Total€4,265,176,808,845$4,805,830,286,632
ProductVolume
GBP
USD
Equivalent
IRS £311,729,234,446 $387,608,771,990
OIS £559,327,520,344 $695,308,637,415
Basis £287,709,146,648 $357,874,913,592
Zeroes £1,688,990,134 $2,106,135,805
FRAs £1,080,848,300,000 $1,346,978,001,640
VNS £2,787,017,669 $3,442,649,718
Inflation £26,928,491,805 $33,502,867,015
Total£2,271,018,701,046$2,826,821,977,175
ProductVolume
JPY
USD
Equivalent
IRS ¥29,690,688,222,752 $277,812,793,358
OIS ¥1,353,400,000,000 $12,673,006,371
Basis ¥275,580,000,000 $2,574,444,191
Zeroes ¥0 $0
FRAs ¥400,000,000,000 $3,731,865,466
VNS ¥0 $0
Inflation ¥0 $0
Total¥31,719,668,222,752$296,792,109,386
ProductVolume
CHF
USD
Equivalent
IRS CHF37,189,812,000 $39,254,226,368
OIS CHF23,292,000,000 $24,616,486,418
Basis CHF2,494,500,000 $2,629,413,383
Zeroes CHF0 $0
FRAs CHF7,400,000,000 $7,830,034,896
VNS CHF78,000,000 $82,249,147
Inflation CHF0 $0
TotalCHF70,454,312,000$74,412,410,212
ProductVolume
AUD
USD
Equivalent
IRS $417,057,408,972 $287,964,691,342
OIS $35,483,000,000 $24,552,271,100
Basis $39,215,424,000 $27,066,177,997
Zeroes $0 $0
FRAs $0 $0
VNS $999,179,684 $692,701,947
Inflation $0 $0
Total$492,755,012,656$340,275,842,386
ProductVolume
CAD
USD
Equivalent
IRS $404,994,818,632 $297,518,901,962
OIS $82,445,400,000 $60,785,325,540
Basis $10,856,350,000 $7,970,351,182
Zeroes $27,567,000 $20,292,842
FRAs $0 $0
VNS $520,272,084 $382,300,010
Inflation $0 $0
Total$498,844,407,716$366,677,171,536
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,456,200,000 $275,294,294
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,456,200,000$275,294,294
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY514,025,905,141 $72,697,190,319
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY514,025,905,141$72,697,190,319
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP51,865,400,000 $13,993,503
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP51,865,400,000$13,993,503
ProductVolume
CZK
USD
Equivalent
IRS CZK456,926,633,748 $19,261,045,383
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK704,816,000,000 $29,759,122,307
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,161,742,633,748$49,020,167,690
ProductVolume
DKK
USD
Equivalent
IRS DKK17,019,200,000 $2,573,347,341
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK23,000,000 $3,460,364
Inflation DKK0 $0
TotalDKK17,042,200,000$2,576,807,705
ProductVolume
HKD
USD
Equivalent
IRS HKD266,948,070,124 $34,442,945,203
OIS HKD0 $0
Basis HKD10,338,000,000 $1,333,860,135
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD277,286,070,124$35,776,805,338
ProductVolume
HUF
USD
Equivalent
IRS HUF6,059,411,950,850 $19,451,197,907
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF11,884,200,000,000 $38,087,912,147
VNS HUF14,026,577,756 $44,857,058
Inflation HUF0 $0
TotalHUF17,957,638,528,606$57,583,967,112
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR841,325,909,316 $11,124,576,159
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR841,325,909,316$11,124,576,159
ProductVolume
KRW
USD
Equivalent
IRS KRW37,710,668,613,880 $31,270,364,146
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW37,710,668,613,880$31,270,364,146
ProductVolume
MXN
USD
Equivalent
IRS MXN68,821,842,152 $3,040,080,843
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN68,821,842,152$3,040,080,843
ProductVolume
NOK
USD
Equivalent
IRS NOK244,722,082,224 $25,389,918,503
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK832,738,000,000 $86,082,427,474
VNS NOK256,080,000 $26,806,401
Inflation NOK0 $0
TotalNOK1,077,716,162,224$111,499,152,378
ProductVolume
NZD
USD
Equivalent
IRS NZD295,431,562,254 $191,366,262,912
OIS NZD241,778,000,000 $155,270,116,800
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD537,209,562,254$346,636,379,712
ProductVolume
PLN
USD
Equivalent
IRS PLN130,168,001,796 $32,863,519,087
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,656,000,000 $3,185,449,054
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN142,824,001,796$36,048,968,141
ProductVolume
SEK
USD
Equivalent
IRS SEK452,061,824,188 $48,440,233,843
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK195,200,000,000 $20,933,043,447
VNS SEK119,000,000 $12,744,788
Inflation SEK0 $0
TotalSEK647,380,824,188$69,386,022,078
ProductVolume
SGD
USD
Equivalent
IRS SGD71,001,522,668 $50,991,622,972
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD100,000,000 $71,784,932
FRAs SGD0 $0
VNS SGD300,000,000 $215,757,489
Inflation SGD0 $0
TotalSGD71,401,522,668$51,279,165,393
ProductVolume
THB
USD
Equivalent
IRS THB391,809,480,000 $12,676,231,136
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB391,809,480,000$12,676,231,136
ProductVolume
TWD
USD
Equivalent
IRS TWD34,362,000,000 $1,162,112,391
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD34,362,000,000$1,162,112,391
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,287,645,426,894 $74,460,099,289
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,287,645,426,894$74,460,099,289
ProductUSD
Equivalent
IRS$5,351,632,709,259
OIS$3,431,183,773,499
Basis$902,413,382,042
Zeroes$3,086,802,141
FRAs$5,377,729,502,231
VNS$24,318,702,807
Inflation$102,167,862,420
Total$15,192,532,734,399
Show:
ProductUSD
Equivalent
IRS $62,990,534,839,892
OIS $89,766,479,392,846
Basis $16,526,354,287,789
Zeroes $55,863,961,020
FRAs $124,710,579,631,006
VNS $204,194,620,886
Inflation $710,167,916,529
Total$294,964,174,649,968
ProductVolume
EUR
USD
Equivalent
IRS €47,122,745,156,434 $51,951,578,457,987
OIS €43,690,297,039,017 $48,213,804,856,240
Basis €406,398,286,260 $446,807,516,759
Zeroes €54,125,007,172 $59,808,368,616
FRAs €40,902,445,500,000 $45,129,831,940,788
VNS €194,312,965,742 $213,744,506,596
Inflation €1,238,280,837,602 $1,362,807,104,148
Total€133,608,604,792,227$147,378,382,751,134
ProductVolume
GBP
USD
Equivalent
IRS £11,196,978,063,727 $14,175,761,910,773
OIS £47,828,301,492,005 $61,274,545,107,559
Basis £3,610,723,137,111 $4,566,772,942,966
Zeroes £53,557,141,006 $68,094,257,740
FRAs £22,026,562,540,000 $27,815,383,901,686
VNS £32,662,906,561 $40,959,689,554
Inflation £956,754,757,723 $1,209,122,384,533
Total£85,705,540,038,133$109,150,640,194,811
ProductVolume
JPY
USD
Equivalent
IRS ¥708,711,568,548,856 $6,554,291,303,051
OIS ¥68,283,928,248,000 $632,828,237,238
Basis ¥17,031,858,152,000 $157,787,672,892
Zeroes ¥14,122,658,814 $129,905,338
FRAs ¥2,468,000,000,000 $22,976,673,557
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥796,510,828,932,730$7,368,026,332,797
ProductVolume
CHF
USD
Equivalent
IRS CHF1,781,425,453,583 $1,849,326,548,241
OIS CHF593,418,200,000 $614,503,440,501
Basis CHF45,618,900,000 $47,308,827,528
Zeroes CHF0 $0
FRAs CHF1,199,358,000,000 $1,240,188,137,618
VNS CHF154,785,000 $161,065,703
Inflation CHF0 $0
TotalCHF3,619,975,338,583$3,751,488,019,591
ProductVolume
AUD
USD
Equivalent
IRS $13,244,103,646,987 $8,720,667,914,404
OIS $39,273,966,696,096 $26,132,030,778,204
Basis $1,614,227,442,092 $1,062,014,793,255
Zeroes $672,096,054 $431,855,319
FRAs $0 $0
VNS $5,081,760,539 $3,432,784,627
Inflation $0 $0
Total$54,138,051,641,768$35,918,578,125,809
ProductVolume
CAD
USD
Equivalent
IRS $11,293,605,868,733 $8,261,035,602,064
OIS $10,971,386,084,000 $8,151,396,021,322
Basis $592,387,550,000 $433,795,856,147
Zeroes $4,026,085,108 $2,951,923,870
FRAs $0 $0
VNS $48,097,717,026 $35,098,732,910
Inflation $0 $0
Total$22,909,503,304,867$16,884,278,136,313
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL99,697,249,525 $20,725,712,778
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL99,697,249,525$20,725,712,778
ProductVolume
CLP
USD
Equivalent
IRS CLP8,093,472,346,284 $10,013,722,446
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP8,093,472,346,284$10,013,722,446
ProductVolume
CNY
USD
Equivalent
IRS CNY11,865,405,165,432 $1,685,847,086,918
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,865,405,165,432$1,685,847,086,918
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP20,100,576,553,888 $5,444,721,958
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP20,100,576,553,888$5,444,721,958
ProductVolume
CZK
USD
Equivalent
IRS CZK20,735,525,432,481 $878,851,109,253
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK26,253,537,880,000 $1,110,860,949,389
VNS CZK21,920,628,000 $927,960,418
Inflation CZK0 $0
TotalCZK47,038,889,340,481$1,991,833,650,093
ProductVolume
DKK
USD
Equivalent
IRS DKK972,664,907,082 $143,046,083,609
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK312,711,905 $45,987,832
Inflation DKK0 $0
TotalDKK1,427,445,618,987$209,563,159,120
ProductVolume
HKD
USD
Equivalent
IRS HKD12,801,955,733,616 $1,649,282,135,514
OIS HKD0 $0
Basis HKD697,814,200,000 $89,920,817,761
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD13,500,229,933,616$1,739,262,167,744
ProductVolume
HUF
USD
Equivalent
IRS HUF152,727,685,245,684 $492,365,148,329
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF148,945,004,000,000 $477,963,503,508
VNS HUF194,026,577,756 $585,575,899
Inflation HUF0 $0
TotalHUF301,879,715,823,440$970,957,679,476
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR40,897,976,749,050 $556,882,236,566
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR40,897,976,749,050$556,882,236,566
ProductVolume
KRW
USD
Equivalent
IRS KRW2,258,646,994,671,122 $1,881,750,095,200
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,258,646,994,671,122$1,881,750,095,200
ProductVolume
MXN
USD
Equivalent
IRS MXN1,466,932,597,410 $67,732,199,191
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,466,932,597,410$67,732,199,191
ProductVolume
NOK
USD
Equivalent
IRS NOK6,551,115,602,334 $678,739,544,393
OIS NOK0 $0
Basis NOK51,620,000,000 $5,364,296,217
Zeroes NOK0 $0
FRAs NOK13,905,162,600,000 $1,449,807,558,833
VNS NOK20,784,722,261 $2,146,733,083
Inflation NOK0 $0
TotalNOK20,528,682,924,595$2,136,058,132,526
ProductVolume
NZD
USD
Equivalent
IRS NZD5,350,956,010,158 $3,361,093,642,979
OIS NZD7,298,552,280,000 $4,605,751,443,701
Basis NZD40,760,600,000 $25,624,389,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD136,974,260 $85,069,896
Inflation NZD0 $0
TotalNZD12,690,405,864,418$7,992,554,546,126
ProductVolume
PLN
USD
Equivalent
IRS PLN3,655,543,735,918 $922,469,834,213
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN1,737,133,062,000 $434,000,277,988
VNS PLN4,655,175,360 $1,119,961,546
Inflation PLN0 $0
TotalPLN5,401,487,773,278$1,358,647,906,054
ProductVolume
SEK
USD
Equivalent
IRS SEK21,172,252,565,851 $2,195,359,641,783
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK25,502,278,000,000 $2,649,974,850,621
VNS SEK4,373,436,644 $458,235,593
Inflation SEK0 $0
TotalSEK46,678,904,002,495$4,845,792,727,997
ProductVolume
SGD
USD
Equivalent
IRS SGD2,360,672,015,139 $1,691,439,476,773
OIS SGD846,000,000 $599,537,032
Basis SGD3,716,000,000 $2,688,942,684
Zeroes SGD580,000,000 $417,991,734
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD2,366,249,645,139$1,695,459,537,824
ProductVolume
THB
USD
Equivalent
IRS THB12,194,635,783,726 $386,799,909,043
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB12,194,635,783,726$386,799,909,043
ProductVolume
TWD
USD
Equivalent
IRS TWD4,372,734,580,044 $145,467,070,994
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,372,734,580,044$145,467,070,994
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,111,402,817,484 $2,888,750,201,540
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,111,402,817,484$2,888,750,201,540
ProductUSD
Equivalent
IRS$173,602,929,191,368
OIS$239,954,265,773,167
Basis$23,364,564,731,327
Zeroes$189,868,790,938
FRAs$205,108,038,512,673
VNS$503,346,269,334
Inflation$3,282,097,405,210
Total$646,005,110,674,017
Show:
ProductUSD
Equivalent
IRS $50,060,468,908,737
OIS $17,229,750,522,984
Basis $20,151,123,138,074
Zeroes $99,402,707,978
FRAs $35,162,245,946,920
VNS $1,360,298,215,810
Inflation $1,627,242,421,861
Total$125,690,531,862,364
ProductVolume
EUR
USD
Equivalent
IRS €46,707,827,252,723 $52,522,951,745,687
OIS €16,662,142,890,598 $18,736,579,680,478
Basis €1,024,041,705,223 $1,151,534,897,523
Zeroes €145,582,791,936 $163,707,849,532
FRAs €17,292,339,533,125 $19,445,235,804,998
VNS €903,872,503,930 $1,016,404,630,669
Inflation €2,241,418,934,631 $2,520,475,591,992
Total€84,977,225,612,166$95,556,890,200,879
ProductVolume
GBP
USD
Equivalent
IRS £11,368,004,992,274 $14,177,039,025,865
OIS £9,503,585,891,964 $11,851,921,965,868
Basis £6,841,701,767,394 $8,532,286,274,117
Zeroes £327,659,048,386 $408,623,599,242
FRAs £7,542,341,281,101 $9,406,053,811,661
VNS £312,875,922,625 $390,187,563,106
Inflation £1,971,900,007,867 $2,459,156,499,811
Total£37,868,068,911,611$47,225,268,739,670
ProductVolume
JPY
USD
Equivalent
IRS ¥926,084,166,547,090 $8,615,938,656,995
OIS ¥76,482,535,951,460 $711,564,738,814
Basis ¥166,858,891,314,415 $1,552,392,346,043
Zeroes ¥14,122,658,814 $131,391,904
FRAs ¥882,000,000,000 $8,205,796,158
VNS ¥112,617,084,923 $1,047,746,987
Inflation ¥0 $0
Total¥1,170,434,333,556,702$10,889,280,676,901
ProductVolume
CHF
USD
Equivalent
IRS CHF1,813,010,662,822 $1,915,691,740,091
OIS CHF310,215,437,254 $327,784,697,014
Basis CHF467,689,723,162 $494,177,644,930
Zeroes CHF7,052 $7,451
FRAs CHF662,546,258,889 $700,070,011,505
VNS CHF2,878,776,392 $3,041,817,828
Inflation CHF0 $0
TotalCHF3,256,340,865,571$3,440,765,918,819
ProductVolume
AUD
USD
Equivalent
IRS $15,447,801,784,322 $10,681,382,543,770
OIS $10,623,198,627,469 $7,345,410,690,963
Basis $4,274,448,738,774 $2,955,567,580,425
Zeroes $1,143,796,825 $790,878,314
FRAs $0 $0
VNS $33,074,468,406 $22,869,341,179
Inflation $0 $0
Total$30,379,667,415,796$21,006,021,034,651
ProductVolume
CAD
USD
Equivalent
IRS $15,388,576,098,522 $11,325,955,765,454
OIS $2,022,970,975,039 $1,488,901,873,143
Basis $1,172,038,649,296 $862,617,685,505
Zeroes $20,157,878,661 $14,836,151,219
FRAs $0 $0
VNS $252,627,352,004 $185,933,136,089
Inflation $0 $0
Total$18,856,370,953,522$13,878,244,611,410
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL70,696,195,055 $13,286,261,051
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL70,696,195,055$13,286,261,051
ProductVolume
CLP
USD
Equivalent
IRS CLP6,557,025,720,214 $8,053,038,724
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,557,025,720,214$8,053,038,724
ProductVolume
CNY
USD
Equivalent
IRS CNY10,766,937,148,886 $1,522,646,389,423
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,766,937,148,886$1,522,646,389,423
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,359,134,484,260 $3,865,177,519
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,359,134,484,260$3,865,177,519
ProductVolume
CZK
USD
Equivalent
IRS CZK22,651,891,606,352 $957,230,037,456
OIS CZK0 $0
Basis CZK5,250,000,000 $221,855,984
Zeroes CZK30,955,400,000 $1,308,122,042
FRAs CZK11,821,886,328,752 $499,572,613,622
VNS CZK82,837,048,100 $3,500,551,390
Inflation CZK0 $0
TotalCZK34,592,820,383,204$1,461,833,180,494
ProductVolume
DKK
USD
Equivalent
IRS DKK4,650,170,868,923 $701,679,573,413
OIS DKK0 $0
Basis DKK6,700,000,000 $1,010,985,031
Zeroes DKK15,500,000,000 $2,338,845,968
FRAs DKK207,512,000,000 $31,312,168,035
VNS DKK4,045,386,812 $610,421,718
Inflation DKK0 $0
TotalDKK4,883,928,255,735$736,951,994,165
ProductVolume
HKD
USD
Equivalent
IRS HKD19,198,352,626,228 $2,476,935,126,628
OIS HKD0 $0
Basis HKD1,187,450,483,830 $153,202,614,401
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,307,373
Inflation HKD0 $0
TotalHKD20,387,789,710,058$2,630,394,048,402
ProductVolume
HUF
USD
Equivalent
IRS HUF142,346,575,346,066 $453,687,033,979
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF97,615,817,418 $311,121,153
FRAs HUF59,346,351,066,059 $189,148,702,223
VNS HUF838,673,147,836 $2,673,019,228
Inflation HUF0 $0
TotalHUF202,629,215,377,379$645,819,876,583
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR51,440,064,871,657 $681,415,616,263
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR51,440,064,871,657$681,415,616,263
ProductVolume
KRW
USD
Equivalent
IRS KRW2,553,028,122,457,500 $2,123,850,943,125
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,553,028,122,457,500$2,123,850,943,125
ProductVolume
MXN
USD
Equivalent
IRS MXN2,035,851,038,373 $89,229,486,383
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,035,851,038,373$89,229,486,383
ProductVolume
NOK
USD
Equivalent
IRS NOK12,624,094,454,875 $1,324,349,260,396
OIS NOK0 $0
Basis NOK240,727,941,020 $25,253,919,937
Zeroes NOK0 $0
FRAs NOK10,309,906,172,438 $1,081,575,923,170
VNS NOK102,376,909,370 $10,740,000,773
Inflation NOK0 $0
TotalNOK23,277,105,477,703$2,441,919,104,276
ProductVolume
NZD
USD
Equivalent
IRS NZD8,218,563,667,351 $5,320,698,118,243
OIS NZD2,674,492,086,538 $1,731,466,176,825
Basis NZD42,873,140,000 $27,756,070,836
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,232,526,086 $797,937,388
Inflation NZD0 $0
TotalNZD10,937,161,419,975$7,080,718,303,292
ProductVolume
PLN
USD
Equivalent
IRS PLN4,105,117,748,440 $1,031,242,290,634
OIS PLN0 $0
Basis PLN1,500,000,000 $376,813,415
Zeroes PLN5,855,800,000 $1,471,029,329
FRAs PLN1,122,410,584,704 $281,959,576,639
VNS PLN10,916,027,829 $2,742,203,813
Inflation PLN0 $0
TotalPLN5,245,800,160,973$1,317,791,913,830
ProductVolume
SEK
USD
Equivalent
IRS SEK36,406,853,258,919 $3,909,271,848,224
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $93,593,349
FRAs SEK14,154,112,191,914 $1,519,831,223,395
VNS SEK50,322,494,398 $5,403,496,679
Inflation SEK0 $0
TotalSEK50,612,159,575,413$5,434,600,161,647
ProductVolume
SGD
USD
Equivalent
IRS SGD3,488,052,978,512 $2,501,651,709,469
OIS SGD846,000,000 $606,756,078
Basis SGD6,022,205,896 $4,319,160,795
Zeroes SGD700,000,000 $502,044,036
FRAs SGD0 $0
VNS SGD681,610,844 $488,855,227
Inflation SGD0 $0
TotalSGD3,496,302,795,252$2,507,568,525,605
ProductVolume
THB
USD
Equivalent
IRS THB15,288,464,897,564 $492,699,481,069
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,288,464,897,564$492,699,481,069
ProductVolume
TWD
USD
Equivalent
IRS TWD5,898,216,708,316 $200,292,607,590
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,898,216,708,316$200,292,607,590
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,406,689,205,184 $2,250,466,668,142
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR38,406,689,205,184$2,250,466,668,142
ProductUSD
Equivalent
IRS$174,676,698,260,548
OIS$60,109,267,895,949
Basis$35,911,840,987,016
Zeroes$693,517,341,517
FRAs$68,325,211,578,326
VNS$3,006,995,245,257
Inflation$6,606,874,513,664
Total$349,330,405,822,277

Figures as of COB Jul 1, 2020.

Notional Outstanding by Product

As of COB Jul 1, 2020

Daily Notional by Tenor

As of COB Jul 1, 2020

Notional Outstanding by Currency

As of COB Jul 1, 2020. *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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