Volumes

  • Client Notional Cleared (USD)
    $1,377,756,988,970,082
    Client Notional Outstanding (USD)
    $54,106,236,860,743
    As of COB Sep 25, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,089,000,000,000,000
    Trades Compressed
    26,906,709
  • 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 Sep 25, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$128,831,992,779
$1,577,957,846,507
$80,990,590,804,576
$21,323,910,571,384
EUR
€99,376,769,317
€472,128,626,838
€29,426,077,839,707
€9,963,820,826,925
GBP
£75,068,751,745
£2,013,782,360,363
£33,592,908,315,481
£8,196,910,708,351
JPY
¥2,613,076,450,000
¥4,684,941,237,524
¥252,594,267,129,299
¥96,036,675,961,140
CHF
CHF5,023,062,101
CHF14,149,862,628
CHF715,116,825,866
CHF364,207,944,702
AUD
$99,668,514,553
$539,975,760,349
$19,337,976,516,534
$3,731,810,717,980
CAD
$11,469,155,000
$64,373,833,000
$8,669,173,145,064
$1,919,666,635,598
Other*
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$45,038,714,967
$262,224,516,731
$10,921,293,275,086
$5,412,008,218,015
BRL
BRL0
BRL1,593,021,973
BRL63,173,235,898
BRL5,801,304,202
CLP
CLP6,621,000,000
CLP35,461,000,000
CLP3,604,934,923,142
CLP1,368,828,650,000
CNY
CNY34,916,126,000
CNY131,176,060,000
CNY5,028,399,678,585
CNY2,006,041,603,628
COP
COP0
COP360,064,000,000
COP10,178,118,476,944
COP1,667,214,000,000
CZK
CZK10,432,846,980
CZK215,177,603,070
CZK14,981,609,141,420
CZK4,635,250,744,299
DKK
DKK3,030,000,000
DKK21,306,440,000
DKK666,565,721,617
DKK980,243,224,510
HKD
HKD14,276,102,116
HKD66,684,545,195
HKD3,722,295,454,692
HKD3,274,516,156,861
HUF
HUF575,024,296,454
HUF2,453,006,792,832
HUF95,641,450,987,469
HUF28,470,267,836,935
ILS
ILS37,500,000
ILS17,808,550,000
ILS18,725,650,000
ILS16,319,650,000
INR
INR12,816,000,000
INR438,494,353,878
INR16,961,975,113,166
INR6,040,646,830,014
KRW
KRW2,820,414,300,000
KRW20,488,070,314,286
KRW974,350,796,935,526
KRW415,996,311,389,335
MXN
MXN135,989,455
MXN1,525,207,481
MXN749,933,103,688
MXN221,257,272,290
NOK
NOK28,070,525,291
NOK144,078,605,291
NOK6,342,094,334,035
NOK1,904,594,225,820
NZD
NZD32,533,400,000
NZD168,590,670,000
NZD4,738,435,827,871
NZD2,254,932,034,685
PLN
PLN1,773,537,869
PLN30,364,100,537
PLN2,066,681,015,716
PLN1,175,881,015,155
SEK
SEK36,724,510,000
SEK136,927,457,000
SEK13,412,628,426,639
SEK4,769,157,849,124
SGD
SGD3,468,950,000
SGD16,640,320,254
SGD822,708,151,199
SGD817,406,284,071
THB
THB3,630,000,000
THB80,134,000,000
THB3,465,743,819,340
THB979,124,554,751
TWD
TWD7,972,000,000
TWD52,958,300,000
TWD1,768,417,801,584
TWD483,884,728,534
ZAR
ZAR19,330,441,191
ZAR324,170,588,129
ZAR19,060,468,105,229
ZAR11,346,744,176,047
Total in USD$493,650,814,068$5,449,627,990,439$190,292,874,401,060$54,106,236,860,743

Figures as of COB Sep 25, 2020. Weekly figures as of COB Sep 25, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $54,381,455,063
OIS $18,248,589,000
Basis $40,660,358,999
Zeroes $0
FRAs $14,180,000,000
VNS $154,841,317
Inflation $1,206,748,400
Total$128,831,992,779
ProductVolume
EUR
USD
Equivalent
IRS €49,118,585,317 $57,085,619,855
OIS €35,589,687,000 $41,362,334,231
Basis €2,214,500,000 $2,573,691,900
Zeroes €0 $0
FRAs €9,960,000,000 $11,575,512,000
VNS €13,908,000 $16,163,878
Inflation €2,480,089,000 $2,882,359,436
Total€99,376,769,317$115,495,681,300
ProductVolume
GBP
USD
Equivalent
IRS £11,367,776,823 $14,471,179,896
OIS £53,981,174,207 $68,718,034,766
Basis £50,870,000 $64,757,510
Zeroes £318,000,000 $404,814,000
FRAs £5,350,000,000 $6,810,550,000
VNS £247,000,000 $314,431,000
Inflation £3,753,930,715 $4,778,753,800
Total£75,068,751,745$95,562,520,972
ProductVolume
JPY
USD
Equivalent
IRS ¥2,613,076,450,000 $24,746,213,836
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,613,076,450,000$24,746,213,836
ProductVolume
CHF
USD
Equivalent
IRS CHF4,998,062,101 $5,380,624,503
OIS CHF25,000,000 $26,913,554
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF5,023,062,101$5,407,538,057
ProductVolume
AUD
USD
Equivalent
IRS $12,199,514,553 $8,568,939,022
OIS $87,350,000,000 $61,354,640,000
Basis $119,000,000 $83,585,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$99,668,514,553$70,007,164,622
ProductVolume
CAD
USD
Equivalent
IRS $10,126,555,000 $7,558,822,871
OIS $0 $0
Basis $1,342,600,000 $1,002,164,664
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$11,469,155,000$8,560,987,535
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 CLP6,621,000,000 $8,402,924
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,621,000,000$8,402,924
ProductVolume
CNY
USD
Equivalent
IRS CNY34,916,126,000 $5,116,815,557
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY34,916,126,000$5,116,815,557
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 CZK10,432,846,980 $447,176,313
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,432,846,980$447,176,313
ProductVolume
DKK
USD
Equivalent
IRS DKK3,030,000,000 $472,957,153
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,030,000,000$472,957,153
ProductVolume
HKD
USD
Equivalent
IRS HKD12,612,602,116 $1,627,422,032
OIS HKD0 $0
Basis HKD1,663,500,000 $214,643,776
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,276,102,116$1,842,065,808
ProductVolume
HUF
USD
Equivalent
IRS HUF298,524,296,454 $954,346,307
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF276,500,000,000 $883,937,277
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF575,024,296,454$1,838,283,584
ProductVolume
ILS
USD
Equivalent
IRS ILS37,500,000 $10,777,411
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS37,500,000$10,777,411
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR12,816,000,000 $173,874,112
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR12,816,000,000$173,874,112
ProductVolume
KRW
USD
Equivalent
IRS KRW2,820,414,300,000 $2,398,974,461
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,820,414,300,000$2,398,974,461
ProductVolume
MXN
USD
Equivalent
IRS MXN135,989,455 $6,079,643
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN135,989,455$6,079,643
ProductVolume
NOK
USD
Equivalent
IRS NOK9,658,612,000 $1,007,785,058
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK18,380,000,000 $1,917,779,633
VNS NOK31,913,291 $3,329,851
Inflation NOK0 $0
TotalNOK28,070,525,291$2,928,894,542
ProductVolume
NZD
USD
Equivalent
IRS NZD4,318,400,000 $2,825,529,120
OIS NZD26,398,000,000 $17,272,211,400
Basis NZD1,817,000,000 $1,188,863,100
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD32,533,400,000$21,286,603,620
ProductVolume
PLN
USD
Equivalent
IRS PLN1,773,537,869 $452,970,454
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,773,537,869$452,970,454
ProductVolume
SEK
USD
Equivalent
IRS SEK19,224,510,000 $2,106,091,663
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK17,500,000,000 $1,917,167,413
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK36,724,510,000$4,023,259,076
ProductVolume
SGD
USD
Equivalent
IRS SGD3,252,950,000 $2,360,288,782
OIS SGD216,000,000 $156,726,165
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,468,950,000$2,517,014,947
ProductVolume
THB
USD
Equivalent
IRS THB3,630,000,000 $114,764,464
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,630,000,000$114,764,464
ProductVolume
TWD
USD
Equivalent
IRS TWD7,972,000,000 $272,500,427
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,972,000,000$272,500,427
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,330,441,191 $1,127,300,471
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,330,441,191$1,127,300,471
ProductUSD
Equivalent
IRS$193,503,037,286
OIS$207,313,323,228
Basis$45,788,065,549
Zeroes$404,814,000
FRAs$37,284,946,323
VNS$488,766,046
Inflation$8,867,861,636
Total$493,650,814,068
Show:
ProductUSD
Equivalent
IRS $725,617,924,414
OIS $262,004,562,000
Basis $239,753,013,693
Zeroes $0
FRAs $337,099,000,000
VNS $2,796,825,755
Inflation $10,686,520,645
Total$1,577,957,846,507
ProductVolume
EUR
USD
Equivalent
IRS €207,792,796,075 $242,808,283,982
OIS €208,549,413,000 $243,666,476,756
Basis €6,970,100,000 $8,126,876,995
Zeroes €0 $0
FRAs €38,131,000,000 $44,488,213,550
VNS €235,710,763 $275,637,092
Inflation €10,449,607,000 $12,195,713,282
Total€472,128,626,838$551,561,201,657
ProductVolume
GBP
USD
Equivalent
IRS £98,558,953,619 $125,586,307,470
OIS £1,746,697,768,404 $2,226,408,212,419
Basis £5,174,870,000 $6,586,844,310
Zeroes £952,000,000 $1,212,593,400
FRAs £147,717,000,000 $188,661,776,450
VNS £1,280,743,481 $1,630,146,442
Inflation £13,401,024,859 $17,065,692,950
Total£2,013,782,360,363$2,567,151,573,441
ProductVolume
JPY
USD
Equivalent
IRS ¥4,471,095,017,524 $42,372,409,700
OIS ¥213,846,220,000 $2,028,594,616
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,684,941,237,524$44,401,004,316
ProductVolume
CHF
USD
Equivalent
IRS CHF13,837,162,628 $14,973,831,070
OIS CHF285,000,000 $309,142,382
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF27,700,000 $29,905,533
Inflation CHF0 $0
TotalCHF14,149,862,628$15,312,878,985
ProductVolume
AUD
USD
Equivalent
IRS $69,139,310,349 $49,126,350,697
OIS $464,568,250,000 $329,269,963,375
Basis $6,268,200,000 $4,423,163,390
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$539,975,760,349$382,819,477,462
ProductVolume
CAD
USD
Equivalent
IRS $51,246,233,000 $38,367,029,199
OIS $10,716,000,000 $8,027,876,430
Basis $2,411,600,000 $1,804,585,711
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$64,373,833,000$48,199,491,340
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,593,021,973 $290,207,258
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,593,021,973$290,207,258
ProductVolume
CLP
USD
Equivalent
IRS CLP35,461,000,000 $45,476,687
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP35,461,000,000$45,476,687
ProductVolume
CNY
USD
Equivalent
IRS CNY131,176,060,000 $19,260,741,746
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY131,176,060,000$19,260,741,746
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP360,064,000,000 $94,583,114
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP360,064,000,000$94,583,114
ProductVolume
CZK
USD
Equivalent
IRS CZK194,052,603,070 $8,391,114,980
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK21,125,000,000 $915,707,951
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK215,177,603,070$9,306,822,931
ProductVolume
DKK
USD
Equivalent
IRS DKK21,295,740,000 $3,341,927,423
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK10,700,000 $1,676,879
Inflation DKK0 $0
TotalDKK21,306,440,000$3,343,604,302
ProductVolume
HKD
USD
Equivalent
IRS HKD61,380,045,195 $7,919,927,567
OIS HKD0 $0
Basis HKD5,304,500,000 $684,450,228
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD66,684,545,195$8,604,377,795
ProductVolume
HUF
USD
Equivalent
IRS HUF1,115,271,792,832 $3,577,135,228
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,336,800,000,000 $4,275,824,900
VNS HUF935,000,000 $3,031,285
Inflation HUF0 $0
TotalHUF2,453,006,792,832$7,855,991,413
ProductVolume
ILS
USD
Equivalent
IRS ILS17,808,550,000 $5,140,123,576
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS17,808,550,000$5,140,123,576
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR438,494,353,878 $5,955,336,280
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR438,494,353,878$5,955,336,280
ProductVolume
KRW
USD
Equivalent
IRS KRW20,488,070,314,286 $17,522,126,559
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW20,488,070,314,286$17,522,126,559
ProductVolume
MXN
USD
Equivalent
IRS MXN1,525,207,481 $70,049,584
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,525,207,481$70,049,584
ProductVolume
NOK
USD
Equivalent
IRS NOK111,173,742,000 $11,735,835,972
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK32,630,000,000 $3,434,379,311
VNS NOK274,863,291 $29,119,181
Inflation NOK0 $0
TotalNOK144,078,605,291$15,199,334,464
ProductVolume
NZD
USD
Equivalent
IRS NZD23,397,170,000 $15,422,153,702
OIS NZD141,576,500,000 $92,968,397,550
Basis NZD3,617,000,000 $2,367,863,100
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD168,590,670,000$110,758,414,352
ProductVolume
PLN
USD
Equivalent
IRS PLN22,689,100,537 $5,888,161,557
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,675,000,000 $1,994,714,435
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN30,364,100,537$7,882,875,992
ProductVolume
SEK
USD
Equivalent
IRS SEK98,527,457,000 $10,954,717,790
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK38,400,000,000 $4,259,680,475
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK136,927,457,000$15,214,398,265
ProductVolume
SGD
USD
Equivalent
IRS SGD16,399,820,254 $11,971,546,997
OIS SGD240,500,000 $174,550,047
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,640,320,254$12,146,097,044
ProductVolume
THB
USD
Equivalent
IRS THB80,134,000,000 $2,540,941,267
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB80,134,000,000$2,540,941,267
ProductVolume
TWD
USD
Equivalent
IRS TWD52,958,300,000 $1,818,467,832
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD52,958,300,000$1,818,467,832
ProductVolume
ZAR
USD
Equivalent
IRS ZAR324,170,588,129 $19,174,546,270
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR324,170,588,129$19,174,546,270
ProductUSD
Equivalent
IRS$1,383,917,338,527
OIS$3,170,907,694,969
Basis$263,746,797,427
Zeroes$1,212,593,400
FRAs$585,129,297,072
VNS$4,766,342,167
Inflation$39,947,926,877
Total$5,449,627,990,439
Show:
ProductUSD
Equivalent
IRS $23,586,222,585,543
OIS $35,986,085,913,179
Basis $5,680,932,108,408
Zeroes $20,849,641,774
FRAs $15,271,812,475,135
VNS $94,368,885,158
Inflation $350,319,195,379
Total$80,990,590,804,576
ProductVolume
EUR
USD
Equivalent
IRS €11,530,552,680,396 $12,909,543,341,738
OIS €15,430,633,074,386 $17,224,676,878,802
Basis €215,420,614,000 $240,295,470,111
Zeroes €31,849,636,000 $35,466,094,496
FRAs €1,753,828,730,001 $1,956,466,031,519
VNS €99,138,905,105 $109,807,705,750
Inflation €364,654,199,819 $407,273,868,125
Total€29,426,077,839,707$32,883,529,390,541
ProductVolume
GBP
USD
Equivalent
IRS £4,680,842,916,690 $5,970,179,965,315
OIS £25,482,774,967,243 $32,692,068,769,372
Basis £765,057,301,921 $975,170,959,849
Zeroes £27,124,860,725 $34,618,454,389
FRAs £2,272,051,500,000 $2,901,459,235,667
VNS £18,544,536,907 $23,427,046,578
Inflation £346,512,231,995 $440,162,955,507
Total£33,592,908,315,481$43,037,087,386,677
ProductVolume
JPY
USD
Equivalent
IRS ¥230,890,895,785,299 $2,146,210,002,229
OIS ¥17,428,206,344,000 $162,058,419,512
Basis ¥3,363,165,000,000 $31,163,959,869
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥252,594,267,129,299$2,347,927,404,493
ProductVolume
CHF
USD
Equivalent
IRS CHF630,277,963,366 $663,930,088,635
OIS CHF64,068,920,000 $67,334,589,314
Basis CHF3,122,350,000 $3,310,515,448
Zeroes CHF0 $0
FRAs CHF17,544,100,000 $18,255,621,076
VNS CHF103,492,500 $108,340,296
Inflation CHF0 $0
TotalCHF715,116,825,866$752,939,154,769
ProductVolume
AUD
USD
Equivalent
IRS $2,946,753,868,828 $1,979,920,973,967
OIS $16,010,276,205,544 $10,703,235,140,140
Basis $379,681,748,738 $251,402,707,269
Zeroes $112,052,000 $79,592,574
FRAs $0 $0
VNS $1,152,641,424 $786,862,788
Inflation $0 $0
Total$19,337,976,516,534$12,935,425,276,738
ProductVolume
CAD
USD
Equivalent
IRS $3,790,896,370,220 $2,796,822,086,797
OIS $4,753,834,602,000 $3,535,428,475,990
Basis $120,003,575,000 $88,524,803,509
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $4,254,972,236 $3,168,455,233
Inflation $0 $0
Total$8,669,173,145,064$6,424,081,708,180
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL63,173,235,898 $12,868,840,238
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL63,173,235,898$12,868,840,238
ProductVolume
CLP
USD
Equivalent
IRS CLP3,604,934,923,142 $4,431,978,371
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,604,934,923,142$4,431,978,371
ProductVolume
CNY
USD
Equivalent
IRS CNY5,028,399,678,585 $719,538,400,752
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,028,399,678,585$719,538,400,752
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,178,118,476,944 $2,765,862,029
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,178,118,476,944$2,765,862,029
ProductVolume
CZK
USD
Equivalent
IRS CZK9,380,049,844,420 $401,243,690,369
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,582,165,440,000 $239,551,880,591
VNS CZK5,441,157,000 $236,820,669
Inflation CZK0 $0
TotalCZK14,981,609,141,420$641,629,207,145
ProductVolume
DKK
USD
Equivalent
IRS DKK576,742,065,665 $86,493,185,002
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK207,655,952 $31,054,013
Inflation DKK0 $0
TotalDKK666,565,721,617$99,676,408,967
ProductVolume
HKD
USD
Equivalent
IRS HKD3,420,327,954,692 $440,751,501,045
OIS HKD0 $0
Basis HKD301,737,500,000 $38,895,438,530
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD3,722,295,454,692$479,676,546,809
ProductVolume
HUF
USD
Equivalent
IRS HUF67,643,677,407,969 $219,114,535,132
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,000,000,000 $20,155,023
FRAs HUF27,983,644,000,000 $90,251,082,707
VNS HUF8,129,579,500 $26,817,946
Inflation HUF0 $0
TotalHUF95,641,450,987,469$309,412,590,808
ProductVolume
ILS
USD
Equivalent
IRS ILS18,725,650,000 $5,407,633,976
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,725,650,000$5,407,633,976
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR16,961,975,113,166 $230,239,383,429
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR16,961,975,113,166$230,239,383,429
ProductVolume
KRW
USD
Equivalent
IRS KRW974,350,796,935,526 $814,789,519,514
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW974,350,796,935,526$814,789,519,514
ProductVolume
MXN
USD
Equivalent
IRS MXN749,933,103,688 $34,517,916,173
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN749,933,103,688$34,517,916,173
ProductVolume
NOK
USD
Equivalent
IRS NOK3,614,515,608,469 $380,866,332,610
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK2,689,152,300,000 $286,843,082,834
VNS NOK8,846,425,566 $920,145,704
Inflation NOK0 $0
TotalNOK6,342,094,334,035$671,729,605,906
ProductVolume
NZD
USD
Equivalent
IRS NZD1,187,566,629,857 $757,516,123,260
OIS NZD3,477,319,536,000 $2,226,319,469,508
Basis NZD73,397,400,000 $48,087,207,010
Zeroes NZD104,000,000 $69,024,800
FRAs NZD0 $0
VNS NZD48,262,014 $30,335,443
Inflation NZD0 $0
TotalNZD4,738,435,827,871$3,032,022,160,021
ProductVolume
PLN
USD
Equivalent
IRS PLN1,617,990,728,396 $413,304,698,257
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,058,337,660
FRAs PLN442,647,031,000 $113,038,861,980
VNS PLN1,887,456,320 $456,568,062
Inflation PLN0 $0
TotalPLN2,066,681,015,716$527,858,465,959
ProductVolume
SEK
USD
Equivalent
IRS SEK9,469,134,512,391 $1,006,412,522,293
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,940,470,000,000 $417,229,424,522
VNS SEK3,023,914,248 $322,459,717
Inflation SEK0 $0
TotalSEK13,412,628,426,639$1,423,964,406,532
ProductVolume
SGD
USD
Equivalent
IRS SGD819,298,546,199 $589,643,145,142
OIS SGD591,500,000 $424,583,513
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD302,000,000 $217,662,956
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD822,708,151,199$592,102,324,075
ProductVolume
THB
USD
Equivalent
IRS THB3,465,743,819,340 $110,247,916,048
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,465,743,819,340$110,247,916,048
ProductVolume
TWD
USD
Equivalent
IRS TWD1,768,417,801,584 $59,307,857,053
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,768,417,801,584$59,307,857,053
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,046,093,105,229 $1,148,241,936,924
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $841,793,863
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,520,494
Inflation ZAR0 $0
TotalZAR19,060,468,105,229$1,149,106,251,281
ProductUSD
Equivalent
IRS$57,257,526,776,383
OIS$102,830,637,484,788
Basis$7,362,591,899,220
Zeroes$93,893,265,813
FRAs$21,316,554,888,866
VNS$233,914,066,979
Inflation$1,197,756,019,011
Total$190,292,874,401,060
Show:
ProductUSD
Equivalent
IRS $11,266,980,952,099
OIS $5,257,962,800,774
Basis $2,797,655,371,740
Zeroes $6,301,719,854
FRAs $1,480,629,119,714
VNS $308,141,536,474
Inflation $206,239,070,730
Total$21,323,910,571,385
ProductVolume
EUR
USD
Equivalent
IRS €6,057,056,659,363 $7,039,511,249,512
OIS €3,047,125,890,648 $3,541,369,710,111
Basis €185,335,400,503 $215,396,802,465
Zeroes €19,028,949,939 $22,115,445,619
FRAs €269,121,489,562 $312,772,995,169
VNS €178,447,728,084 $207,391,949,579
Inflation €207,704,708,827 $241,394,412,598
Total€9,963,820,826,926$11,579,952,565,053
ProductVolume
GBP
USD
Equivalent
IRS £1,418,314,943,248 $1,805,514,922,755
OIS £5,469,069,486,662 $6,962,125,456,520
Basis £470,128,780,605 $598,473,937,710
Zeroes £15,411,785,533 $19,619,202,983
FRAs £504,556,334,741 $642,300,214,125
VNS £50,718,484,235 $64,564,630,432
Inflation £268,710,893,327 $342,068,967,206
Total£8,196,910,708,351$10,434,667,331,731
ProductVolume
JPY
USD
Equivalent
IRS ¥77,616,958,414,115 $735,043,879,105
OIS ¥9,866,044,945,073 $93,432,879,825
Basis ¥8,245,919,516,634 $78,090,056,505
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,841,043,610
VNS ¥7,753,085,318 $73,422,845
Inflation ¥0 $0
Total¥96,036,675,961,140$909,481,281,890
ProductVolume
CHF
USD
Equivalent
IRS CHF286,850,097,214 $308,806,219,414
OIS CHF41,061,070,988 $44,203,973,504
Basis CHF30,201,600,000 $32,513,295,296
Zeroes CHF0 $0
FRAs CHF5,350,000,000 $5,759,500,484
VNS CHF745,176,500 $802,213,909
Inflation CHF0 $0
TotalCHF364,207,944,702$392,085,202,607
ProductVolume
AUD
USD
Equivalent
IRS $1,097,486,730,070 $770,874,679,201
OIS $2,433,870,913,638 $1,709,550,929,739
Basis $194,072,524,920 $136,316,541,504
Zeroes $23,102,501 $16,227,197
FRAs $0 $0
VNS $6,357,446,851 $4,465,470,668
Inflation $0 $0
Total$3,731,810,717,980$2,621,223,848,309
ProductVolume
CAD
USD
Equivalent
IRS $1,442,924,556,086 $1,077,050,500,923
OIS $353,885,610,810 $264,152,878,115
Basis $110,288,149,032 $82,323,019,356
Zeroes $671,860,765 $501,500,907
FRAs $0 $0
VNS $11,896,458,905 $8,879,942,454
Inflation $0 $0
Total$1,919,666,635,598$1,432,907,841,755
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,801,304,202 $1,044,527,224
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,801,304,202$1,044,527,224
ProductVolume
CLP
USD
Equivalent
IRS CLP1,368,828,650,000 $1,737,224,471
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,368,828,650,000$1,737,224,471
ProductVolume
CNY
USD
Equivalent
IRS CNY2,006,041,603,628 $293,977,197,988
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,006,041,603,628$293,977,197,988
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,667,214,000,000 $428,920,504
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,667,214,000,000$428,920,504
ProductVolume
CZK
USD
Equivalent
IRS CZK3,540,053,760,459 $151,735,014,700
OIS CZK0 $0
Basis CZK2,625,000,000 $112,513,662
Zeroes CZK12,352,700,000 $529,465,721
FRAs CZK1,069,587,525,790 $45,845,032,288
VNS CZK10,631,758,050 $455,702,109
Inflation CZK0 $0
TotalCZK4,635,250,744,299$198,677,728,480
ProductVolume
DKK
USD
Equivalent
IRS DKK960,274,591,486 $149,890,672,206
OIS DKK0 $0
Basis DKK3,350,000,000 $522,906,423
Zeroes DKK0 $0
FRAs DKK14,528,000,000 $2,267,696,870
VNS DKK2,090,633,025 $326,329,981
Inflation DKK0 $0
TotalDKK980,243,224,511$153,007,605,480
ProductVolume
HKD
USD
Equivalent
IRS HKD2,920,891,603,775 $376,886,807,669
OIS HKD0 $0
Basis HKD352,431,253,086 $45,474,707,013
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,973,200
Inflation HKD0 $0
TotalHKD3,274,516,156,861$422,515,487,882
ProductVolume
HUF
USD
Equivalent
IRS HUF21,455,919,712,102 $68,591,997,289
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF35,400,000,000 $113,169,547
FRAs HUF6,941,038,615,854 $22,189,666,456
VNS HUF37,909,508,979 $121,192,145
Inflation HUF0 $0
TotalHUF28,470,267,836,935$91,016,025,437
ProductVolume
ILS
USD
Equivalent
IRS ILS16,319,650,000 $4,690,228,481
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS16,319,650,000$4,690,228,481
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,040,646,830,014 $81,953,191,694
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,040,646,830,014$81,953,191,694
ProductVolume
KRW
USD
Equivalent
IRS KRW415,996,311,389,335 $353,836,146,375
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW415,996,311,389,335$353,836,146,375
ProductVolume
MXN
USD
Equivalent
IRS MXN221,257,272,290 $9,891,687,781
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN221,257,272,290$9,891,687,781
ProductVolume
NOK
USD
Equivalent
IRS NOK1,213,937,075,425 $126,662,883,496
OIS NOK0 $0
Basis NOK85,371,043,494 $8,907,663,136
Zeroes NOK0 $0
FRAs NOK564,876,173,414 $58,939,500,565
VNS NOK40,409,933,487 $4,216,395,397
Inflation NOK0 $0
TotalNOK1,904,594,225,820$198,726,442,594
ProductVolume
NZD
USD
Equivalent
IRS NZD786,583,723,376 $514,661,730,205
OIS NZD1,443,849,032,234 $944,710,421,791
Basis NZD24,072,640,000 $15,750,728,352
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD426,639,075 $279,149,947
Inflation NZD0 $0
TotalNZD2,254,932,034,685$1,475,402,030,295
ProductVolume
PLN
USD
Equivalent
IRS PLN946,550,167,038 $241,753,653,451
OIS PLN0 $0
Basis PLN200,000,000 $51,081,002
Zeroes PLN0 $0
FRAs PLN224,432,500,000 $57,321,184,568
VNS PLN4,698,348,117 $1,199,981,641
Inflation PLN0 $0
TotalPLN1,175,881,015,155$300,325,900,662
ProductVolume
SEK
USD
Equivalent
IRS SEK3,774,166,485,279 $413,469,085,432
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,463,003
FRAs SEK975,846,929,230 $106,906,396,134
VNS SEK18,884,622,905 $2,068,856,207
Inflation SEK0 $0
TotalSEK4,769,157,849,124$522,472,800,776
ProductVolume
SGD
USD
Equivalent
IRS SGD812,886,682,753 $589,817,648,203
OIS SGD581,500,000 $421,927,151
Basis SGD3,230,005,896 $2,343,640,906
Zeroes SGD350,000,000 $253,954,433
FRAs SGD0 $0
VNS SGD358,095,422 $259,828,343
Inflation SGD0 $0
TotalSGD817,406,284,071$593,096,999,036
ProductVolume
THB
USD
Equivalent
IRS THB979,124,554,751 $30,955,566,069
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB979,124,554,751$30,955,566,069
ProductVolume
TWD
USD
Equivalent
IRS TWD483,884,728,534 $16,540,240,251
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD483,884,728,534$16,540,240,251
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,332,369,176,047 $660,873,954,358
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $816,443,165
FRAs ZAR0 $0
VNS ZAR375,000,000 $21,869,013
Inflation ZAR0 $0
TotalZAR11,346,744,176,047$661,712,266,536
ProductUSD
Equivalent
IRS$27,010,798,668,658
OIS$18,900,313,089,728
Basis$4,013,932,265,070
Zeroes$50,295,592,429
FRAs$2,737,772,349,983
VNS$603,422,444,344
Inflation$789,702,450,534
Total$54,106,236,860,746

Figures as of COB Sep 25, 2020.

Notional Outstanding by Product

As of COB Sep 25, 2020

Daily Notional by Tenor
 

As of COB Sep 25, 2020

Notional Outstanding by Tenor
 

As of COB Sep 25, 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
$475,068,251,022
$8,897,252,608,649
$371,719,156,458,958
$118,881,851,057,918
EUR
€521,958,666,465
€4,919,209,173,170
€175,542,168,734,986
€78,173,154,709,726
GBP
£326,642,598,532
£5,567,940,888,170
£120,753,944,144,112
£39,821,833,640,613
JPY
¥5,713,501,400,000
¥17,054,274,915,048
¥1,035,746,325,449,020
¥1,087,294,964,705,540
CHF
CHF15,569,060,628
CHF84,299,152,498
CHF4,853,443,385,829
CHF3,089,857,685,684
AUD
$247,070,091,106
$1,662,940,489,698
$62,043,431,794,612
$25,967,904,613,118
CAD
$41,604,510,000
$264,521,936,866
$26,817,308,689,976
$17,426,751,984,224
Other*
Show All
Hide
$184,437,088,744
$981,836,074,665
$42,786,089,760,908
$31,887,392,728,967
BRL
BRL0
BRL3,186,043,946
BRL126,460,527,752
BRL71,464,195,789
CLP
CLP13,242,000,000
CLP128,602,000,000
CLP9,542,595,086,284
CLP7,329,288,460,214
CNY
CNY107,847,052,000
CNY444,136,220,000
CNY18,096,305,081,010
CNY13,143,579,325,776
COP
COP0
COP820,128,000,000
COP23,054,041,953,888
COP15,840,088,484,260
CZK
CZK27,796,693,960
CZK803,291,386,140
CZK58,249,054,536,850
CZK32,350,819,643,719
DKK
DKK6,660,000,000
DKK50,075,680,000
DKK1,829,783,143,565
DKK4,858,429,623,252
HKD
HKD40,377,204,232
HKD314,121,890,390
HKD17,704,087,575,830
HKD19,514,969,295,482
HUF
HUF2,365,488,592,908
HUF8,386,822,635,664
HUF373,843,263,078,408
HUF163,121,666,586,624
ILS
ILS75,000,000
ILS27,097,100,000
ILS29,759,340,000
ILS26,763,340,000
INR
INR342,902,400,000
INR2,085,714,707,756
INR61,937,311,794,048
INR58,076,400,851,629
KRW
KRW16,514,828,600,000
KRW69,694,339,428,572
KRW3,175,694,828,594,848
KRW2,788,244,021,302,510
MXN
MXN271,978,910
MXN4,416,814,962
MXN1,784,835,784,014
MXN2,114,056,841,261
NOK
NOK105,217,050,582
NOK418,206,336,582
NOK27,206,164,162,471
NOK21,210,394,950,642
NZD
NZD152,493,462,000
NZD662,990,418,000
NZD18,219,974,405,439
NZD12,386,532,460,747
PLN
PLN3,816,875,738
PLN171,243,401,074
PLN7,440,095,884,726
PLN4,694,979,947,198
SEK
SEK97,979,020,000
SEK569,949,028,000
SEK64,479,134,375,585
SEK48,201,443,068,106
SGD
SGD10,221,800,000
SGD65,197,040,508
SGD3,211,527,472,905
SGD2,667,332,658,285
THB
THB36,042,000,000
THB290,090,000,000
THB17,090,716,089,730
THB16,720,585,355,464
TWD
TWD18,944,000,000
TWD195,035,760,000
TWD6,345,638,549,510
TWD6,725,680,558,502
ZAR
ZAR55,082,882,382
ZAR992,885,976,258
ZAR65,439,110,646,493
ZAR34,252,860,857,992
Total in USD$1,957,407,295,041$24,353,931,220,295$841,415,289,950,990$337,186,289,035,309

Figures as of COB Sep 25, 2020. Weekly figures as of COB Sep 25, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $203,343,736,374
OIS $58,904,418,000
Basis $157,206,717,998
Zeroes $0
FRAs $50,520,000,000
VNS $279,287,850
Inflation $4,814,090,800
Total$475,068,251,022
ProductVolume
EUR
USD
Equivalent
IRS €310,401,189,194 $360,748,262,081
OIS €135,239,134,000 $157,174,921,535
Basis €6,291,000,000 $7,311,400,200
Zeroes €0 $0
FRAs €59,780,000,000 $69,476,316,000
VNS €383,565,271 $445,779,558
Inflation €9,863,778,000 $11,463,682,792
Total€521,958,666,465$606,620,362,166
ProductVolume
GBP
USD
Equivalent
IRS £47,185,061,808 $60,066,583,682
OIS £195,129,869,664 $248,400,324,082
Basis £17,859,140,000 $22,734,685,220
Zeroes £636,000,000 $809,628,000
FRAs £52,700,000,000 $67,087,100,000
VNS £494,000,000 $628,862,000
Inflation £12,638,527,060 $16,088,844,947
Total£326,642,598,532$415,816,027,931
ProductVolume
JPY
USD
Equivalent
IRS ¥5,647,001,400,000 $53,477,924,144
OIS ¥0 $0
Basis ¥66,500,000,000 $629,764,667
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,713,501,400,000$54,107,688,811
ProductVolume
CHF
USD
Equivalent
IRS CHF15,519,060,628 $16,706,922,842
OIS CHF50,000,000 $53,827,107
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF15,569,060,628$16,760,749,949
ProductVolume
AUD
USD
Equivalent
IRS $39,838,091,106 $27,982,275,193
OIS $197,320,000,000 $138,597,568,000
Basis $9,912,000,000 $6,962,188,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$247,070,091,106$173,542,031,993
ProductVolume
CAD
USD
Equivalent
IRS $37,091,310,000 $27,686,280,511
OIS $600,000,000 $447,861,462
Basis $3,913,200,000 $2,920,952,452
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$41,604,510,000$31,055,094,425
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 CLP13,242,000,000 $16,805,848
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP13,242,000,000$16,805,848
ProductVolume
CNY
USD
Equivalent
IRS CNY107,847,052,000 $15,804,544,682
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY107,847,052,000$15,804,544,682
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 CZK27,796,693,960 $1,191,431,558
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK27,796,693,960$1,191,431,558
ProductVolume
DKK
USD
Equivalent
IRS DKK6,660,000,000 $1,039,569,188
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK6,660,000,000$1,039,569,188
ProductVolume
HKD
USD
Equivalent
IRS HKD36,723,204,232 $4,738,447,395
OIS HKD0 $0
Basis HKD3,654,000,000 $471,480,829
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD40,377,204,232$5,209,928,224
ProductVolume
HUF
USD
Equivalent
IRS HUF822,488,592,908 $2,629,397,206
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,543,000,000,000 $4,932,785,601
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,365,488,592,908$7,562,182,807
ProductVolume
ILS
USD
Equivalent
IRS ILS75,000,000 $21,554,821
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS75,000,000$21,554,821
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR342,902,400,000 $4,652,141,883
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR342,902,400,000$4,652,141,883
ProductVolume
KRW
USD
Equivalent
IRS KRW16,514,828,600,000 $14,047,103,664
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW16,514,828,600,000$14,047,103,664
ProductVolume
MXN
USD
Equivalent
IRS MXN271,978,910 $12,159,286
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN271,978,910$12,159,286
ProductVolume
NOK
USD
Equivalent
IRS NOK26,393,224,000 $2,753,883,973
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK78,760,000,000 $8,217,863,105
VNS NOK63,826,582 $6,659,702
Inflation NOK0 $0
TotalNOK105,217,050,582$10,978,406,780
ProductVolume
NZD
USD
Equivalent
IRS NZD17,863,462,000 $11,688,063,187
OIS NZD130,996,000,000 $85,710,682,800
Basis NZD3,634,000,000 $2,377,726,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD152,493,462,000$99,776,472,187
ProductVolume
PLN
USD
Equivalent
IRS PLN3,816,875,738 $974,849,180
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,816,875,738$974,849,180
ProductVolume
SEK
USD
Equivalent
IRS SEK62,979,020,000 $6,899,504,275
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,000,000,000 $3,834,334,825
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK97,979,020,000$10,733,839,100
ProductVolume
SGD
USD
Equivalent
IRS SGD10,005,800,000 $7,260,049,340
OIS SGD216,000,000 $156,726,165
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,221,800,000$7,416,775,505
ProductVolume
THB
USD
Equivalent
IRS THB36,042,000,000 $1,139,487,828
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB36,042,000,000$1,139,487,828
ProductVolume
TWD
USD
Equivalent
IRS TWD18,944,000,000 $647,547,428
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD18,944,000,000$647,547,428
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,082,882,382 $3,212,288,775
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,082,882,382$3,212,288,775
ProductUSD
Equivalent
IRS$824,088,672,461
OIS$694,098,471,034
Basis$200,614,916,366
Zeroes$809,628,000
FRAs$204,068,399,531
VNS$1,360,589,110
Inflation$32,366,618,539
Total$1,957,407,295,041
Show:
ProductUSD
Equivalent
IRS $2,280,763,696,841
OIS $836,540,320,000
Basis $794,897,189,385
Zeroes $0
FRAs $4,945,756,000,000
VNS $8,859,745,519
Inflation $30,435,656,904
Total$8,897,252,608,649
ProductVolume
EUR
USD
Equivalent
IRS €1,279,159,134,097 $1,494,279,924,710
OIS €817,389,571,520 $955,246,119,199
Basis €20,936,200,000 $24,408,840,290
Zeroes €171,564,536 $200,680,849
FRAs €2,742,410,000,000 $3,203,603,978,300
VNS €8,611,835,017 $10,043,407,070
Inflation €50,530,868,000 $58,967,828,737
Total€4,919,209,173,170$5,746,750,779,155
ProductVolume
GBP
USD
Equivalent
IRS £457,172,955,408 $582,506,114,650
OIS £4,052,480,710,016 $5,164,558,016,201
Basis £111,091,109,380 $141,408,873,093
Zeroes £1,928,520,200 $2,456,561,622
FRAs £886,734,000,000 $1,130,559,856,400
VNS £3,842,751,864 $4,889,555,488
Inflation £54,690,841,302 $69,658,513,559
Total£5,567,940,888,170$7,096,037,491,013
ProductVolume
JPY
USD
Equivalent
IRS ¥15,056,450,035,048 $142,739,317,431
OIS ¥1,816,684,880,000 $17,233,006,530
Basis ¥181,140,000,000 $1,717,260,958
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥17,054,274,915,048$161,689,584,919
ProductVolume
CHF
USD
Equivalent
IRS CHF45,083,752,498 $48,812,564,007
OIS CHF35,030,000,000 $38,246,784,959
Basis CHF2,330,000,000 $2,526,662,912
Zeroes CHF0 $0
FRAs CHF1,800,000,000 $1,947,630,383
VNS CHF55,400,000 $59,811,066
Inflation CHF0 $0
TotalCHF84,299,152,498$91,593,453,327
ProductVolume
AUD
USD
Equivalent
IRS $428,151,089,698 $305,596,142,089
OIS $1,185,617,500,000 $840,278,378,150
Basis $49,171,900,000 $34,826,882,855
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,662,940,489,698$1,180,701,403,094
ProductVolume
CAD
USD
Equivalent
IRS $202,101,445,792 $151,285,743,076
OIS $48,498,000,000 $36,361,423,409
Basis $12,117,200,000 $9,067,634,322
Zeroes $0 $0
FRAs $0 $0
VNS $1,805,291,074 $1,355,024,666
Inflation $0 $0
Total$264,521,936,866$198,069,825,473
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,186,043,946 $580,414,515
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,186,043,946$580,414,515
ProductVolume
CLP
USD
Equivalent
IRS CLP128,602,000,000 $165,100,901
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP128,602,000,000$165,100,901
ProductVolume
CNY
USD
Equivalent
IRS CNY444,136,220,000 $65,207,007,743
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY444,136,220,000$65,207,007,743
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP820,128,000,000 $215,573,645
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP820,128,000,000$215,573,645
ProductVolume
CZK
USD
Equivalent
IRS CZK531,045,386,140 $22,963,861,707
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK272,246,000,000 $11,797,938,626
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK803,291,386,140$34,761,800,333
ProductVolume
DKK
USD
Equivalent
IRS DKK49,454,280,000 $7,759,435,566
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK621,400,000 $97,721,573
Inflation DKK0 $0
TotalDKK50,075,680,000$7,857,157,139
ProductVolume
HKD
USD
Equivalent
IRS HKD293,403,890,390 $37,858,186,729
OIS HKD0 $0
Basis HKD20,718,000,000 $2,673,282,286
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD314,121,890,390$40,531,469,015
ProductVolume
HUF
USD
Equivalent
IRS HUF3,977,352,635,664 $12,755,796,398
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,407,600,000,000 $14,102,950,590
VNS HUF1,870,000,000 $6,062,571
Inflation HUF0 $0
TotalHUF8,386,822,635,664$26,864,809,559
ProductVolume
ILS
USD
Equivalent
IRS ILS27,097,100,000 $7,831,169,913
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS27,097,100,000$7,831,169,913
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,085,714,707,756 $28,326,692,104
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,085,714,707,756$28,326,692,104
ProductVolume
KRW
USD
Equivalent
IRS KRW69,694,339,428,572 $59,571,909,985
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW69,694,339,428,572$59,571,909,985
ProductVolume
MXN
USD
Equivalent
IRS MXN4,416,814,962 $203,958,588
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,416,814,962$203,958,588
ProductVolume
NOK
USD
Equivalent
IRS NOK240,396,610,000 $25,369,067,284
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK177,260,000,000 $18,670,341,896
VNS NOK549,726,582 $58,238,362
Inflation NOK0 $0
TotalNOK418,206,336,582$44,097,647,542
ProductVolume
NZD
USD
Equivalent
IRS NZD226,426,418,000 $149,651,214,063
OIS NZD428,090,000,000 $280,764,838,600
Basis NZD8,474,000,000 $5,556,029,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD662,990,418,000$435,972,081,863
ProductVolume
PLN
USD
Equivalent
IRS PLN74,235,401,074 $19,255,510,494
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN97,008,000,000 $24,957,653,092
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN171,243,401,074$44,213,163,586
ProductVolume
SEK
USD
Equivalent
IRS SEK339,149,028,000 $37,690,144,071
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK230,800,000,000 $25,660,974,063
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK569,949,028,000$63,351,118,134
ProductVolume
SGD
USD
Equivalent
IRS SGD64,874,040,508 $47,314,425,565
OIS SGD323,000,000 $234,526,624
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD65,197,040,508$47,548,952,189
ProductVolume
THB
USD
Equivalent
IRS THB290,090,000,000 $9,193,827,798
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB290,090,000,000$9,193,827,798
ProductVolume
TWD
USD
Equivalent
IRS TWD195,035,760,000 $6,699,696,295
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD195,035,760,000$6,699,696,295
ProductVolume
ZAR
USD
Equivalent
IRS ZAR992,885,976,258 $58,642,523,818
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR992,885,976,258$58,642,523,818
ProductUSD
Equivalent
IRS$5,574,696,754,237
OIS$8,198,005,679,421
Basis$1,017,082,655,301
Zeroes$2,657,242,471
FRAs$9,377,057,323,350
VNS$25,369,566,315
Inflation$159,061,999,200
Total$24,353,931,220,295
Show:
ProductUSD
Equivalent
IRS $86,159,573,008,018
OIS $101,057,343,785,941
Basis $22,051,935,243,690
Zeroes $60,401,361,426
FRAs $161,042,471,550,270
VNS $276,790,724,051
Inflation $1,070,640,785,562
Total$371,719,156,458,958
ProductVolume
EUR
USD
Equivalent
IRS €61,506,096,137,401 $68,799,246,915,618
OIS €54,971,921,146,112 $61,413,000,093,886
Basis €529,114,854,260 $590,622,478,107
Zeroes €66,476,064,530 $74,161,763,324
FRAs €56,585,128,500,002 $63,460,232,731,370
VNS €240,825,659,196 $268,232,671,242
Inflation €1,642,606,373,485 $1,835,221,671,250
Total€175,542,168,734,986$196,440,718,324,797
ProductVolume
GBP
USD
Equivalent
IRS £16,178,407,891,166 $20,622,181,033,082
OIS £68,302,070,895,965 $87,654,592,858,189
Basis £4,897,802,146,021 $6,222,050,807,032
Zeroes £68,009,284,634 $86,783,976,216
FRAs £29,966,682,940,000 $38,069,929,356,816
VNS £56,586,093,376 $71,460,876,877
Inflation £1,284,384,892,950 $1,631,258,111,393
Total£120,753,944,144,112$154,358,257,019,605
ProductVolume
JPY
USD
Equivalent
IRS ¥923,954,208,726,332 $8,581,318,722,620
OIS ¥86,632,241,928,000 $805,695,161,478
Basis ¥22,402,278,152,000 $208,378,293,003
Zeroes ¥28,245,317,628 $264,631,394
FRAs ¥2,728,000,000,000 $25,423,993,189
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥1,035,746,325,449,020$9,621,093,342,405
ProductVolume
CHF
USD
Equivalent
IRS CHF2,506,303,060,829 $2,636,545,735,586
OIS CHF849,972,240,000 $893,161,661,819
Basis CHF74,819,900,000 $79,160,070,219
Zeroes CHF0 $0
FRAs CHF1,422,132,200,000 $1,480,636,384,528
VNS CHF215,985,000 $227,166,077
Inflation CHF0 $0
TotalCHF4,853,443,385,829$5,089,731,018,229
ProductVolume
AUD
USD
Equivalent
IRS $17,444,294,633,460 $11,734,060,943,559
OIS $42,532,810,011,088 $28,456,627,990,396
Basis $2,059,288,429,844 $1,380,505,138,432
Zeroes $896,200,054 $591,040,467
FRAs $0 $0
VNS $6,142,520,166 $4,197,318,113
Inflation $0 $0
Total$62,043,431,794,612$41,575,982,430,967
ProductVolume
CAD
USD
Equivalent
IRS $14,489,639,824,870 $10,665,962,697,487
OIS $11,548,343,804,000 $8,584,974,890,849
Basis $701,552,350,000 $515,981,441,645
Zeroes $4,798,534,108 $3,527,829,079
FRAs $0 $0
VNS $72,974,176,998 $53,814,736,061
Inflation $0 $0
Total$26,817,308,689,976$19,824,261,595,121
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL126,460,527,752 $25,760,068,991
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL126,460,527,752$25,760,068,991
ProductVolume
CLP
USD
Equivalent
IRS CLP9,542,595,086,284 $11,869,590,630
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,542,595,086,284$11,869,590,630
ProductVolume
CNY
USD
Equivalent
IRS CNY18,096,305,081,010 $2,586,927,180,788
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY18,096,305,081,010$2,586,927,180,788
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP23,054,041,953,888 $6,239,249,730
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP23,054,041,953,888$6,239,249,730
ProductVolume
CZK
USD
Equivalent
IRS CZK27,183,008,685,926 $1,164,699,540,486
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK30,986,603,822,924 $1,320,281,854,389
VNS CZK51,536,628,000 $2,220,670,692
Inflation CZK0 $0
TotalCZK58,249,054,536,850$2,488,395,696,600
ProductVolume
DKK
USD
Equivalent
IRS DKK1,374,299,831,660 $206,257,465,775
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK1,015,311,905 $156,475,841
Inflation DKK0 $0
TotalDKK1,829,783,143,565$272,885,029,295
ProductVolume
HKD
USD
Equivalent
IRS HKD16,811,270,375,830 $2,166,577,696,596
OIS HKD0 $0
Basis HKD892,357,200,000 $115,021,619,195
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD17,704,087,575,830$2,281,658,530,260
ProductVolume
HUF
USD
Equivalent
IRS HUF195,362,118,182,652 $633,019,175,528
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF17,000,000,000 $57,091,979
FRAs HUF178,252,970,000,000 $575,319,260,076
VNS HUF211,174,895,756 $642,266,428
Inflation HUF0 $0
TotalHUF373,843,263,078,408$1,209,037,794,011
ProductVolume
ILS
USD
Equivalent
IRS ILS29,759,320,000 $8,607,928,636
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,815
VNS ILS0 $0
Inflation ILS0 $0
TotalILS29,759,340,000$8,607,934,451
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR61,937,311,794,048 $840,197,324,399
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR61,937,311,794,048$840,197,324,399
ProductVolume
KRW
USD
Equivalent
IRS KRW3,175,694,828,594,848 $2,653,948,434,106
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,175,694,828,594,848$2,653,948,434,106
ProductVolume
MXN
USD
Equivalent
IRS MXN1,784,835,784,014 $82,130,648,994
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,784,835,784,014$82,130,648,994
ProductVolume
NOK
USD
Equivalent
IRS NOK9,264,615,486,280 $975,797,193,879
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK17,864,618,600,000 $1,884,409,984,774
VNS NOK23,310,076,191 $2,420,183,706
Inflation NOK0 $0
TotalNOK27,206,164,162,471$2,868,201,445,119
ProductVolume
NZD
USD
Equivalent
IRS NZD7,687,443,917,942 $4,910,089,723,697
OIS NZD10,313,677,172,000 $6,600,144,005,496
Basis NZD218,295,000,000 $143,165,905,630
Zeroes NZD208,000,000 $138,049,600
FRAs NZD0 $0
VNS NZD350,315,497 $227,128,065
Inflation NZD0 $0
TotalNZD18,219,974,405,439$11,653,764,812,488
ProductVolume
PLN
USD
Equivalent
IRS PLN4,846,560,422,340 $1,238,546,834,622
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,311,600,000 $2,116,675,320
FRAs PLN2,580,426,849,746 $655,794,782,083
VNS PLN4,797,012,640 $1,158,645,672
Inflation PLN0 $0
TotalPLN7,440,095,884,726$1,897,616,937,697
ProductVolume
SEK
USD
Equivalent
IRS SEK28,566,562,529,089 $3,030,770,662,114
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,907,004,000,000 $3,828,324,633,216
VNS SEK5,567,846,496 $595,083,755
Inflation SEK0 $0
TotalSEK64,479,134,375,585$6,859,690,379,085
ProductVolume
SGD
USD
Equivalent
IRS SGD3,205,119,422,905 $2,305,097,965,510
OIS SGD1,644,400,000 $1,181,114,819
Basis SGD3,724,020,000 $2,694,813,381
Zeroes SGD604,000,000 $435,325,912
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD3,211,527,472,905$2,309,722,809,223
ProductVolume
THB
USD
Equivalent
IRS THB17,090,716,089,730 $543,391,693,602
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,090,716,089,730$543,391,693,602
ProductVolume
TWD
USD
Equivalent
IRS TWD6,345,638,549,510 $212,660,127,471
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,345,638,549,510$212,660,127,471
ProductVolume
ZAR
USD
Equivalent
IRS ZAR65,410,360,646,493 $3,971,655,445,256
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,683,587,725
FRAs ZAR0 $0
VNS ZAR750,000,000 $45,040,987
Inflation ZAR0 $0
TotalZAR65,439,110,646,493$3,973,384,073,968
ProductUSD
Equivalent
IRS$235,926,696,432,651
OIS$296,313,158,137,002
Basis$31,315,214,280,873
Zeroes$231,230,575,696
FRAs$272,409,295,624,205
VNS$682,574,332,358
Inflation$4,537,120,568,205
Total$841,415,289,950,990
Show:
ProductUSD
Equivalent
IRS $48,520,834,349,101
OIS $14,165,183,028,633
Basis $19,547,795,846,408
Zeroes $70,209,713,056
FRAs $33,372,592,223,277
VNS $1,380,844,362,371
Inflation $1,824,391,535,072
Total$118,881,851,057,918
ProductVolume
EUR
USD
Equivalent
IRS €44,983,097,845,915 $52,279,356,316,523
OIS €13,454,415,287,323 $15,636,721,446,927
Basis €926,028,120,297 $1,076,229,881,409
Zeroes €129,472,995,336 $150,473,515,179
FRAs €15,597,337,860,292 $18,127,226,061,231
VNS €938,723,654,134 $1,090,984,630,834
Inflation €2,144,078,946,429 $2,491,848,551,540
Total€78,173,154,709,726$90,852,840,403,643
ProductVolume
GBP
USD
Equivalent
IRS £11,036,844,946,064 $14,049,903,616,340
OIS £13,691,123,365,136 $17,428,800,043,818
Basis £6,291,968,838,767 $8,009,676,331,750
Zeroes £316,245,820,828 $402,580,929,914
FRAs £6,108,533,212,752 $7,776,162,779,833
VNS £320,697,804,773 $408,248,305,476
Inflation £2,056,419,652,293 $2,617,822,217,369
Total£39,821,833,640,613$50,693,194,224,500
ProductVolume
JPY
USD
Equivalent
IRS ¥866,993,663,694,114 $8,210,556,027,218
OIS ¥65,301,486,305,526 $618,414,567,977
Basis ¥154,258,952,303,346 $1,460,854,702,432
Zeroes ¥28,245,317,628 $267,487,264
FRAs ¥600,000,000,000 $5,682,087,220
VNS ¥112,617,084,923 $1,066,500,165
Inflation ¥0 $0
Total¥1,087,294,964,705,537$10,296,841,372,276
ProductVolume
CHF
USD
Equivalent
IRS CHF1,795,444,278,027 $1,932,871,437,213
OIS CHF364,366,685,790 $392,256,094,079
Basis CHF472,873,476,062 $509,068,227,001
Zeroes CHF7,052 $7,592
FRAs CHF454,266,062,362 $489,036,561,914
VNS CHF2,907,176,392 $3,129,697,914
Inflation CHF0 $0
TotalCHF3,089,857,685,685$3,326,362,025,713
ProductVolume
AUD
USD
Equivalent
IRS $15,057,851,217,982 $10,576,634,695,510
OIS $6,674,641,535,838 $4,688,268,214,773
Basis $4,200,262,675,893 $2,950,264,503,548
Zeroes $1,165,115,241 $818,376,945
FRAs $0 $0
VNS $33,984,068,164 $23,870,409,478
Inflation $0 $0
Total$25,967,904,613,118$18,239,856,200,254
ProductVolume
CAD
USD
Equivalent
IRS $14,701,108,452,416 $10,973,433,195,802
OIS $1,329,579,039,547 $992,445,353,099
Basis $1,106,612,903,023 $826,015,453,477
Zeroes $20,272,620,641 $15,132,209,182
FRAs $0 $0
VNS $269,178,968,597 $200,924,810,478
Inflation $0 $0
Total$17,426,751,984,224$13,007,951,022,038
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL71,464,195,789 $12,867,158,046
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL71,464,195,789$12,867,158,046
ProductVolume
CLP
USD
Equivalent
IRS CLP7,329,288,460,214 $9,301,835,749
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,329,288,460,214$9,301,835,749
ProductVolume
CNY
USD
Equivalent
IRS CNY13,143,579,325,776 $1,926,137,830,208
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,143,579,325,776$1,926,137,830,208
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP15,840,088,484,260 $4,075,144,966
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP15,840,088,484,260$4,075,144,966
ProductVolume
CZK
USD
Equivalent
IRS CZK23,962,268,034,210 $1,027,079,061,066
OIS CZK0 $0
Basis CZK5,250,000,000 $225,027,325
Zeroes CZK30,955,400,000 $1,326,821,114
FRAs CZK8,239,893,161,409 $353,181,164,630
VNS CZK112,453,048,100 $4,820,001,633
Inflation CZK0 $0
TotalCZK32,350,819,643,719$1,386,632,075,768
ProductVolume
DKK
USD
Equivalent
IRS DKK4,753,858,684,139 $742,036,788,284
OIS DKK0 $0
Basis DKK6,700,000,000 $1,045,812,846
Zeroes DKK15,500,000,000 $2,419,417,779
FRAs DKK77,700,000,000 $12,128,307,188
VNS DKK4,670,939,113 $729,093,751
Inflation DKK0 $0
TotalDKK4,858,429,623,252$758,359,419,848
ProductVolume
HKD
USD
Equivalent
IRS HKD18,358,947,321,770 $2,368,881,145,511
OIS HKD0 $0
Basis HKD1,154,035,373,712 $148,906,829,467
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,333,830
Inflation HKD0 $0
TotalHKD19,514,969,295,482$2,518,044,308,808
ProductVolume
HUF
USD
Equivalent
IRS HUF122,583,055,649,381 $391,883,299,977
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF94,615,817,418 $302,475,400
FRAs HUF39,589,062,812,989 $126,561,477,000
VNS HUF854,932,306,836 $2,733,115,861
Inflation HUF0 $0
TotalHUF163,121,666,586,624$521,480,368,238
ProductVolume
ILS
USD
Equivalent
IRS ILS26,763,320,000 $7,691,714,327
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,748
VNS ILS0 $0
Inflation ILS0 $0
TotalILS26,763,340,000$7,691,720,075
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR58,076,400,851,629 $787,919,993,646
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR58,076,400,851,629$787,919,993,646
ProductVolume
KRW
USD
Equivalent
IRS KRW2,788,244,021,302,510 $2,371,611,220,195
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,788,244,021,302,510$2,371,611,220,195
ProductVolume
MXN
USD
Equivalent
IRS MXN2,114,056,841,261 $94,512,555,493
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,114,056,841,261$94,512,555,493
ProductVolume
NOK
USD
Equivalent
IRS NOK12,238,840,330,417 $1,277,007,546,997
OIS NOK0 $0
Basis NOK198,439,130,533 $20,705,251,516
Zeroes NOK0 $0
FRAs NOK8,668,766,506,472 $904,504,017,787
VNS NOK104,348,983,220 $10,887,832,139
Inflation NOK0 $0
TotalNOK21,210,394,950,642$2,213,104,648,439
ProductVolume
NZD
USD
Equivalent
IRS NZD7,758,526,463,882 $5,076,403,865,318
OIS NZD4,486,069,789,542 $2,935,235,463,297
Basis NZD140,386,340,000 $91,854,782,262
Zeroes NZD104,000,000 $68,047,200
FRAs NZD0 $0
VNS NZD1,445,867,323 $946,030,989
Inflation NZD0 $0
TotalNZD12,386,532,460,747$8,104,508,189,066
ProductVolume
PLN
USD
Equivalent
IRS PLN3,645,282,873,387 $931,023,503,234
OIS PLN0 $0
Basis PLN400,000,000 $102,162,003
Zeroes PLN4,655,800,000 $1,189,114,639
FRAs PLN1,033,731,008,702 $264,020,077,056
VNS PLN10,910,265,109 $2,786,536,353
Inflation PLN0 $0
TotalPLN4,694,979,947,198$1,199,121,393,285
ProductVolume
SEK
USD
Equivalent
IRS SEK35,686,933,448,722 $3,909,590,049,213
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $95,489,199
FRAs SEK12,462,461,084,951 $1,365,292,815,547
VNS SEK51,176,904,250 $5,606,553,892
Inflation SEK0 $0
TotalSEK48,201,443,068,105$5,280,584,907,851
ProductVolume
SGD
USD
Equivalent
IRS SGD2,658,376,421,545 $1,928,875,650,519
OIS SGD1,604,400,000 $1,164,127,122
Basis SGD5,970,225,896 $4,331,900,955
Zeroes SGD700,000,000 $507,908,867
FRAs SGD0 $0
VNS SGD681,610,844 $494,565,987
Inflation SGD0 $0
TotalSGD2,667,332,658,285$1,935,374,153,450
ProductVolume
THB
USD
Equivalent
IRS THB16,720,585,355,464 $528,630,583,480
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB16,720,585,355,464$528,630,583,480
ProductVolume
TWD
USD
Equivalent
IRS TWD6,725,680,558,502 $229,898,497,983
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,725,680,558,502$229,898,497,983
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,224,110,857,992 $1,995,860,100,014
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,632,886,331
FRAs ZAR0 $0
VNS ZAR750,000,000 $43,738,027
Inflation ZAR0 $0
TotalZAR34,252,860,857,992$1,997,536,724,372
ProductUSD
Equivalent
IRS$171,372,882,043,321
OIS$57,650,483,478,337
Basis$34,647,076,712,399
Zeroes$647,024,399,661
FRAs$62,796,387,578,431
VNS$3,138,372,519,178
Inflation$6,934,062,303,981
Total$337,186,289,035,308

Figures as of COB Sep 25, 2020.

Notional Outstanding by Product

As of COB Sep 25, 2020

Daily Notional by Tenor

As of COB Sep 25, 2020

Notional Outstanding by Currency

As of COB Sep 25, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, 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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