Volumes

  • Client Notional Cleared (USD)
    $1,162,786,046,952,950
    Client Notional Outstanding (USD)
    $55,153,830,227,213
    As of COB Nov 15, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,446,812,000,000,000
    Trades Compressed
    22,554,718
  • 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 Nov 15, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$400,421,876,888
$2,149,709,052,671
$153,523,531,574,644
$26,044,687,835,175
EUR
€87,691,761,280
€558,616,008,258
€49,057,590,189,339
€11,671,820,701,364
GBP
£38,460,272,694
£353,281,534,921
£21,178,768,139,182
£4,675,801,353,211
JPY
¥1,057,096,784,830
¥10,460,118,855,030
¥396,834,738,946,707
¥152,169,356,422,792
CHF
CHF976,030,000
CHF9,442,540,954
CHF854,346,038,819
CHF335,734,947,181
AUD
$64,899,352,903
$284,973,799,308
$25,706,635,189,719
$3,286,206,999,851
CAD
$31,513,130,000
$161,001,682,000
$9,423,913,029,287
$2,149,576,320,335
Other*
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$47,351,854,928
$219,492,419,026
$11,227,304,241,790
$4,573,032,564,049
BRL
BRL0
BRL496,588,686
BRL11,256,932,333
BRL8,048,494,415
CLP
CLP122,784,700,000
CLP304,627,000,000
CLP1,828,306,772,072
CLP730,992,800,000
CNY
CNY12,825,500,000
CNY57,702,217,000
CNY4,767,615,055,757
CNY1,054,893,846,940
COP
COP183,804,600,000
COP656,309,800,000
COP5,116,860,100,000
COP3,328,280,100,000
CZK
CZK58,816,960,000
CZK430,248,758,634
CZK20,516,415,508,042
CZK6,194,698,492,680
DKK
DKK2,100,000,000
DKK13,586,000,000
DKK453,339,475,409
DKK800,334,189,244
HKD
HKD26,262,700,000
HKD138,004,470,350
HKD7,466,609,328,292
HKD3,767,092,102,390
HUF
HUF129,267,509,000
HUF1,910,306,090,312
HUF103,357,031,388,516
HUF23,804,066,683,769
INR
INR35,075,000,000
INR81,436,122,000
INR20,940,730,082,338
INR5,848,718,291,772
KRW
KRW2,142,674,150,000
KRW39,768,920,870,000
KRW1,099,191,252,518,285
KRW454,735,464,504,228
MXN
MXN8,515,670,000
MXN20,620,361,329
MXN873,301,832,001
MXN288,780,698,607
NOK
NOK155,986,904,000
NOK219,732,572,255
NOK8,896,686,845,049
NOK2,574,824,383,319
NZD
NZD10,102,990,000
NZD47,693,953,808
NZD1,651,722,870,894
NZD773,965,660,733
PLN
PLN3,214,095,357
PLN33,713,171,134
PLN2,169,232,380,690
PLN1,053,410,353,225
SEK
SEK42,573,540,000
SEK259,135,379,000
SEK20,162,740,197,039
SEK6,076,072,658,551
SGD
SGD4,233,420,000
SGD15,891,375,717
SGD1,073,948,527,310
SGD797,048,089,429
THB
THB14,048,140,000
THB104,696,168,791
THB3,454,205,918,722
THB965,832,817,800
TWD
TWD5,400,000,000
TWD28,924,500,000
TWD1,875,534,304,611
TWD410,600,285,515
ZAR
ZAR47,993,600,000
ZAR355,360,028,000
ZAR17,510,279,923,372
ZAR9,885,975,542,446
Total in USD$673,077,027,886$3,860,635,804,430$276,267,759,413,692$55,153,830,227,213

Figures as of COB Nov 15, 2019. Weekly figures as of COB Nov 15, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $92,674,130,768
OIS $195,194,125,528
Basis $14,423,900,000
Zeroes $0
FRAs $96,740,500,000
VNS $498,535,592
Inflation $890,685,000
Total$400,421,876,888
ProductVolume
EUR
USD
Equivalent
IRS €65,891,476,870 $72,829,849,384
OIS €19,867,498,348 $21,959,545,924
Basis €110,000,000 $121,583,000
Zeroes €0 $0
FRAs €500,000,000 $552,650,000
VNS €394,142,062 $435,645,221
Inflation €928,644,000 $1,026,430,213
Total€87,691,761,280$96,925,703,742
ProductVolume
GBP
USD
Equivalent
IRS £13,612,013,058 $17,564,261,049
OIS £20,393,442,714 $26,314,678,806
Basis £1,024,000,000 $1,321,318,400
Zeroes £123,713,000 $159,633,070
FRAs £950,000,000 $1,225,832,500
VNS £24,329,706 $31,393,836
Inflation £2,332,774,216 $3,010,095,210
Total£38,460,272,694$49,627,212,871
ProductVolume
JPY
USD
Equivalent
IRS ¥850,096,784,830 $7,811,594,623
OIS ¥207,000,000,000 $1,902,136,458
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,057,096,784,830$9,713,731,081
ProductVolume
CHF
USD
Equivalent
IRS CHF976,030,000 $985,590,225
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF976,030,000$985,590,225
ProductVolume
AUD
USD
Equivalent
IRS $8,548,652,903 $5,825,906,953
OIS $52,957,700,000 $36,090,672,550
Basis $3,393,000,000 $2,312,329,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$64,899,352,903$44,228,909,003
ProductVolume
CAD
USD
Equivalent
IRS $16,533,630,000 $12,498,491,893
OIS $14,979,500,000 $11,323,657,255
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$31,513,130,000$23,822,149,148
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 CLP122,784,700,000 $158,508,569
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP122,784,700,000$158,508,569
ProductVolume
CNY
USD
Equivalent
IRS CNY12,825,500,000 $1,830,057,432
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,825,500,000$1,830,057,432
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP183,804,600,000 $53,635,040
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP183,804,600,000$53,635,040
ProductVolume
CZK
USD
Equivalent
IRS CZK45,516,960,000 $1,966,600,130
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK13,300,000,000 $574,638,151
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK58,816,960,000$2,541,238,281
ProductVolume
DKK
USD
Equivalent
IRS DKK2,100,000,000 $310,623,317
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,100,000,000$310,623,317
ProductVolume
HKD
USD
Equivalent
IRS HKD26,162,700,000 $3,342,963,379
OIS HKD0 $0
Basis HKD100,000,000 $12,777,593
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,262,700,000$3,355,740,972
ProductVolume
HUF
USD
Equivalent
IRS HUF129,267,509,000 $426,900,180
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF129,267,509,000$426,900,180
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR35,075,000,000 $489,532,449
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR35,075,000,000$489,532,449
ProductVolume
KRW
USD
Equivalent
IRS KRW2,142,674,150,000 $1,841,244,081
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,142,674,150,000$1,841,244,081
ProductVolume
MXN
USD
Equivalent
IRS MXN8,515,670,000 $443,658,501
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,515,670,000$443,658,501
ProductVolume
NOK
USD
Equivalent
IRS NOK131,916,504,000 $14,518,655,514
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK24,000,000,000 $2,641,426,370
VNS NOK70,400,000 $7,748,184
Inflation NOK0 $0
TotalNOK155,986,904,000$17,167,830,068
ProductVolume
NZD
USD
Equivalent
IRS NZD10,102,990,000 $6,466,923,899
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD10,102,990,000$6,466,923,899
ProductVolume
PLN
USD
Equivalent
IRS PLN3,214,095,357 $830,740,991
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,214,095,357$830,740,991
ProductVolume
SEK
USD
Equivalent
IRS SEK42,573,540,000 $4,417,602,532
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK42,573,540,000$4,417,602,532
ProductVolume
SGD
USD
Equivalent
IRS SGD4,233,420,000 $3,112,351,125
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,233,420,000$3,112,351,125
ProductVolume
THB
USD
Equivalent
IRS THB14,048,140,000 $464,171,155
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB14,048,140,000$464,171,155
ProductVolume
TWD
USD
Equivalent
IRS TWD5,400,000,000 $177,002,753
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,400,000,000$177,002,753
ProductVolume
ZAR
USD
Equivalent
IRS ZAR47,993,600,000 $3,264,093,583
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR47,993,600,000$3,264,093,583
ProductUSD
Equivalent
IRS$253,761,922,036
OIS$293,327,984,010
Basis$18,191,908,493
Zeroes$159,633,070
FRAs$101,735,047,021
VNS$973,322,833
Inflation$4,927,210,423
Total$673,077,027,886
Show:
ProductUSD
Equivalent
IRS $558,759,551,039
OIS $1,039,843,807,729
Basis $81,123,558,334
Zeroes $100,000,000
FRAs $462,845,000,000
VNS $1,190,515,128
Inflation $5,846,620,441
Total$2,149,709,052,671
ProductVolume
EUR
USD
Equivalent
IRS €332,128,406,943 $366,012,574,007
OIS €202,211,776,170 $222,719,833,975
Basis €3,773,000,000 $4,159,008,000
Zeroes €75,000,000 $82,661,250
FRAs €14,870,000,000 $16,365,527,000
VNS €671,571,145 $741,218,481
Inflation €4,886,254,000 $5,384,970,210
Total€558,616,008,258$615,465,792,923
ProductVolume
GBP
USD
Equivalent
IRS £62,272,562,157 $80,128,006,291
OIS £247,126,059,714 $317,819,317,036
Basis £11,550,572,000 $14,850,238,787
Zeroes £212,028,222 $273,162,287
FRAs £21,443,300,000 $27,564,395,035
VNS £158,888,530 $204,488,983
Inflation £10,518,124,298 $13,533,235,408
Total£353,281,534,921$454,372,843,827
ProductVolume
JPY
USD
Equivalent
IRS ¥8,936,668,855,030 $82,111,170,011
OIS ¥1,200,150,000,000 $11,032,686,868
Basis ¥213,300,000,000 $1,961,901,393
Zeroes ¥0 $0
FRAs ¥110,000,000,000 $1,014,947,407
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,460,118,855,030$96,120,705,679
ProductVolume
CHF
USD
Equivalent
IRS CHF9,442,540,954 $9,529,426,959
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF9,442,540,954$9,529,426,959
ProductVolume
AUD
USD
Equivalent
IRS $69,237,230,356 $47,249,542,361
OIS $210,431,568,952 $143,474,134,585
Basis $5,305,000,000 $3,619,658,550
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$284,973,799,308$194,343,335,496
ProductVolume
CAD
USD
Equivalent
IRS $74,030,182,000 $55,905,590,642
OIS $86,871,500,000 $65,621,205,360
Basis $100,000,000 $75,431,847
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$161,001,682,000$121,602,227,849
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL496,588,686 $118,630,782
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL496,588,686$118,630,782
ProductVolume
CLP
USD
Equivalent
IRS CLP304,627,000,000 $387,406,590
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP304,627,000,000$387,406,590
ProductVolume
CNY
USD
Equivalent
IRS CNY57,702,217,000 $8,226,353,314
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY57,702,217,000$8,226,353,314
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP656,309,800,000 $190,781,908
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP656,309,800,000$190,781,908
ProductVolume
CZK
USD
Equivalent
IRS CZK333,683,758,634 $14,381,071,141
OIS CZK0 $0
Basis CZK500,000,000 $21,548,009
Zeroes CZK0 $0
FRAs CZK96,065,000,000 $4,144,948,719
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK430,248,758,634$18,547,567,869
ProductVolume
DKK
USD
Equivalent
IRS DKK13,586,000,000 $2,004,873,296
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK13,586,000,000$2,004,873,296
ProductVolume
HKD
USD
Equivalent
IRS HKD132,904,470,350 $16,978,028,562
OIS HKD0 $0
Basis HKD5,100,000,000 $651,607,483
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD138,004,470,350$17,629,636,045
ProductVolume
HUF
USD
Equivalent
IRS HUF1,910,306,090,312 $6,294,794,764
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,910,306,090,312$6,294,794,764
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR81,436,122,000 $1,133,573,962
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR81,436,122,000$1,133,573,962
ProductVolume
KRW
USD
Equivalent
IRS KRW39,768,920,870,000 $34,027,125,207
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW39,768,920,870,000$34,027,125,207
ProductVolume
MXN
USD
Equivalent
IRS MXN20,620,361,329 $1,068,078,467
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN20,620,361,329$1,068,078,467
ProductVolume
NOK
USD
Equivalent
IRS NOK166,285,053,086 $18,266,384,310
OIS NOK0 $0
Basis NOK3,230,000,000 $351,927,846
Zeroes NOK0 $0
FRAs NOK49,484,000,000 $5,419,186,362
VNS NOK733,519,169 $79,922,715
Inflation NOK0 $0
TotalNOK219,732,572,255$24,117,421,233
ProductVolume
NZD
USD
Equivalent
IRS NZD47,688,515,609 $30,415,432,032
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,438,199 $3,471,426
Inflation NZD0 $0
TotalNZD47,693,953,808$30,418,903,458
ProductVolume
PLN
USD
Equivalent
IRS PLN31,713,171,134 $8,147,315,861
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,000,000,000 $514,237,964
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN33,713,171,134$8,661,553,825
ProductVolume
SEK
USD
Equivalent
IRS SEK244,150,379,000 $25,154,169,674
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK14,650,000,000 $1,508,930,747
VNS SEK335,000,000 $34,376,251
Inflation SEK0 $0
TotalSEK259,135,379,000$26,697,476,672
ProductVolume
SGD
USD
Equivalent
IRS SGD15,681,375,717 $11,516,075,902
OIS SGD0 $0
Basis SGD210,000,000 $154,168,043
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD15,891,375,717$11,670,243,945
ProductVolume
THB
USD
Equivalent
IRS THB104,696,168,791 $3,458,503,944
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB104,696,168,791$3,458,503,944
ProductVolume
TWD
USD
Equivalent
IRS TWD28,924,500,000 $948,345,346
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD28,924,500,000$948,345,346
ProductVolume
ZAR
USD
Equivalent
IRS ZAR355,360,028,000 $23,891,148,399
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR355,360,028,000$23,891,148,399
ProductUSD
Equivalent
IRS$1,404,979,598,901
OIS$1,801,835,341,423
Basis$106,969,048,292
Zeroes$455,823,537
FRAs$519,377,173,234
VNS$2,253,992,984
Inflation$24,764,826,059
Total$3,860,635,804,430
Show:
ProductUSD
Equivalent
IRS $34,893,682,112,820
OIS $82,925,731,100,889
Basis $5,954,119,840,701
Zeroes $30,201,131,510
FRAs $29,267,691,276,673
VNS $87,813,707,887
Inflation $364,292,404,164
Total$153,523,531,574,644
ProductVolume
EUR
USD
Equivalent
IRS €17,884,375,387,795 $20,065,942,473,825
OIS €25,225,525,192,869 $28,283,639,043,945
Basis €234,249,380,000 $262,379,482,382
Zeroes €25,645,452,337 $28,335,145,892
FRAs €5,167,272,126,963 $5,813,577,540,832
VNS €46,123,469,040 $51,671,823,517
Inflation €474,399,180,335 $532,111,254,385
Total€49,057,590,189,339$55,037,656,764,778
ProductVolume
GBP
USD
Equivalent
IRS £5,093,554,814,834 $6,462,501,035,174
OIS £13,210,462,382,389 $16,779,632,897,596
Basis £459,874,261,610 $585,359,455,758
Zeroes £15,645,200,461 $19,826,656,451
FRAs £1,941,625,700,000 $2,471,203,469,815
VNS £13,663,842,223 $17,440,207,335
Inflation £443,941,937,665 $565,205,223,012
Total£21,178,768,139,182$26,901,168,945,141
ProductVolume
JPY
USD
Equivalent
IRS ¥341,258,275,543,181 $3,135,981,626,617
OIS ¥33,532,503,403,526 $308,427,467,078
Basis ¥19,758,660,000,000 $181,204,468,797
Zeroes ¥0 $0
FRAs ¥2,285,300,000,000 $20,943,153,754
VNS ¥0 $0
Inflation ¥0 $0
Total¥396,834,738,946,707$3,646,556,716,246
ProductVolume
CHF
USD
Equivalent
IRS CHF683,218,026,819 $687,296,510,375
OIS CHF87,310,100,000 $87,177,530,413
Basis CHF14,209,417,000 $14,347,054,374
Zeroes CHF0 $0
FRAs CHF69,471,300,000 $70,152,094,095
VNS CHF137,195,000 $138,094,557
Inflation CHF0 $0
TotalCHF854,346,038,819$859,111,283,814
ProductVolume
AUD
USD
Equivalent
IRS $3,933,396,015,870 $2,736,282,902,588
OIS $21,294,230,077,309 $14,901,319,595,669
Basis $477,343,128,000 $330,145,421,457
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $1,565,968,540 $1,096,526,095
Inflation $0 $0
Total$25,706,635,189,719$17,968,913,600,809
ProductVolume
CAD
USD
Equivalent
IRS $4,092,265,104,849 $3,082,942,552,133
OIS $5,275,287,394,004 $3,978,097,806,391
Basis $53,978,850,000 $40,700,020,898
Zeroes $392,828,906 $294,505,709
FRAs $0 $0
VNS $1,988,851,528 $1,481,401,339
Inflation $0 $0
Total$9,423,913,029,287$7,103,516,286,470
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL11,256,932,333 $2,789,945,823
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL11,256,932,333$2,789,945,823
ProductVolume
CLP
USD
Equivalent
IRS CLP1,828,306,772,072 $2,547,146,395
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,828,306,772,072$2,547,146,395
ProductVolume
CNY
USD
Equivalent
IRS CNY4,767,615,055,757 $694,343,658,079
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,767,615,055,757$694,343,658,079
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP5,116,860,100,000 $1,496,564,694
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP5,116,860,100,000$1,496,564,694
ProductVolume
CZK
USD
Equivalent
IRS CZK12,703,111,568,042 $553,836,725,503
OIS CZK0 $0
Basis CZK1,025,000,000 $43,840,056
Zeroes CZK0 $0
FRAs CZK7,808,657,706,000 $340,218,942,748
VNS CZK3,621,234,000 $154,205,804
Inflation CZK0 $0
TotalCZK20,516,415,508,042$894,253,714,111
ProductVolume
DKK
USD
Equivalent
IRS DKK450,033,474,010 $67,751,567,434
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,150,000,000 $466,851,462
VNS DKK156,001,399 $23,492,387
Inflation DKK0 $0
TotalDKK453,339,475,409$68,241,911,283
ProductVolume
HKD
USD
Equivalent
IRS HKD7,253,097,393,652 $925,110,525,444
OIS HKD0 $0
Basis HKD212,734,834,640 $27,132,742,514
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD777,100,000 $99,072,308
Inflation HKD0 $0
TotalHKD7,466,609,328,292$952,342,340,266
ProductVolume
HUF
USD
Equivalent
IRS HUF78,422,746,738,516 $271,909,846,169
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF62,600,000,000 $219,852,605
FRAs HUF24,851,713,250,000 $87,443,773,046
VNS HUF19,971,400,000 $69,874,659
Inflation HUF0 $0
TotalHUF103,357,031,388,516$359,643,346,479
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,940,730,082,338 $298,204,186,829
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,940,730,082,338$298,204,186,829
ProductVolume
KRW
USD
Equivalent
IRS KRW1,099,191,252,518,285 $942,209,818,105
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,099,191,252,518,285$942,209,818,105
ProductVolume
MXN
USD
Equivalent
IRS MXN873,301,832,001 $45,266,644,929
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN873,301,832,001$45,266,644,929
ProductVolume
NOK
USD
Equivalent
IRS NOK4,490,654,171,174 $511,985,815,678
OIS NOK0 $0
Basis NOK166,960,000,000 $18,994,859,176
Zeroes NOK0 $0
FRAs NOK4,228,886,310,282 $483,551,517,873
VNS NOK10,186,363,593 $1,147,916,558
Inflation NOK0 $0
TotalNOK8,896,686,845,049$1,015,680,109,285
ProductVolume
NZD
USD
Equivalent
IRS NZD1,651,612,193,391 $1,083,482,380,638
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD110,677,503 $71,608,354
Inflation NZD0 $0
TotalNZD1,651,722,870,894$1,083,553,988,992
ProductVolume
PLN
USD
Equivalent
IRS PLN1,707,759,380,690 $444,512,023,853
OIS PLN0 $0
Basis PLN1,300,000,000 $331,362,200
Zeroes PLN0 $0
FRAs PLN460,173,000,000 $120,508,773,832
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,169,232,380,690$565,352,159,885
ProductVolume
SEK
USD
Equivalent
IRS SEK13,107,138,902,385 $1,385,983,034,759
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,050,899,000,000 $747,181,436,881
VNS SEK4,702,294,654 $501,563,537
Inflation SEK0 $0
TotalSEK20,162,740,197,039$2,133,666,035,177
ProductVolume
SGD
USD
Equivalent
IRS SGD1,071,978,036,888 $785,638,684,509
OIS SGD0 $0
Basis SGD1,307,500,000 $951,775,571
Zeroes SGD660,000,000 $487,134,212
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD1,073,948,527,310$787,079,804,834
ProductVolume
THB
USD
Equivalent
IRS THB3,454,205,918,722 $111,702,153,804
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,454,205,918,722$111,702,153,804
ProductVolume
TWD
USD
Equivalent
IRS TWD1,875,534,304,611 $60,384,771,388
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,875,534,304,611$60,384,771,388
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,509,739,923,372 $1,208,509,813,117
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,510,279,923,372$1,208,545,941,432
ProductUSD
Equivalent
IRS$80,162,593,769,159
OIS$147,563,726,193,504
Basis$7,415,710,323,884
Zeroes$79,469,709,694
FRAs$39,422,938,831,011
VNS$161,711,704,879
Inflation$1,461,608,881,561
Total$276,267,759,413,692
Show:
ProductUSD
Equivalent
IRS $11,058,299,267,687
OIS $8,036,334,239,793
Basis $3,164,573,280,871
Zeroes $6,630,297,049
FRAs $3,382,441,378,542
VNS $270,837,697,529
Inflation $125,571,673,704
Total$26,044,687,835,175
ProductVolume
EUR
USD
Equivalent
IRS €6,020,217,206,851 $6,654,146,078,733
OIS €4,553,956,793,399 $5,033,488,443,744
Basis €160,646,806,828 $177,562,915,587
Zeroes €14,122,103,387 $15,609,160,873
FRAs €559,675,150,732 $618,608,944,104
VNS €160,373,797,225 $177,261,158,073
Inflation €202,828,842,942 $224,186,720,103
Total€11,671,820,701,364$12,900,863,421,217
ProductVolume
GBP
USD
Equivalent
IRS £1,587,404,574,738 $2,048,307,493,013
OIS £2,101,045,552,210 $2,711,084,128,295
Basis £290,251,773,858 $374,526,376,398
Zeroes £14,673,251,744 $18,933,630,388
FRAs £382,179,534,710 $493,145,362,613
VNS £56,834,068,050 $73,335,839,708
Inflation £243,412,597,901 $314,087,445,702
Total£4,675,801,353,211$6,033,420,276,117
ProductVolume
JPY
USD
Equivalent
IRS ¥118,172,756,615,624 $1,085,897,143,263
OIS ¥19,301,479,721,850 $177,362,552,004
Basis ¥14,110,367,000,000 $129,661,079,715
Zeroes ¥0 $0
FRAs ¥577,000,000,000 $5,302,090,512
VNS ¥7,753,085,318 $71,243,605
Inflation ¥0 $0
Total¥152,169,356,422,792$1,398,294,109,099
ProductVolume
CHF
USD
Equivalent
IRS CHF253,254,720,497 $255,735,353,425
OIS CHF37,533,231,684 $37,900,870,124
Basis CHF30,630,700,000 $30,930,728,062
Zeroes CHF0 $0
FRAs CHF13,530,750,000 $13,663,283,853
VNS CHF785,545,000 $793,239,422
Inflation CHF0 $0
TotalCHF335,734,947,181$339,023,474,886
ProductVolume
AUD
USD
Equivalent
IRS $1,022,115,305,615 $696,571,580,777
OIS $2,097,217,268,106 $1,429,253,568,214
Basis $161,956,660,000 $110,373,463,790
Zeroes $123,102,501 $83,894,354
FRAs $0 $0
VNS $4,794,663,628 $3,267,563,263
Inflation $0 $0
Total$3,286,206,999,850$2,239,550,070,398
ProductVolume
CAD
USD
Equivalent
IRS $1,131,843,615,918 $855,609,945,132
OIS $956,642,308,576 $723,167,636,978
Basis $52,429,311,646 $39,633,602,937
Zeroes $609,886,777 $461,040,010
FRAs $0 $0
VNS $8,051,197,418 $6,086,251,214
Inflation $0 $0
Total$2,149,576,320,335$1,624,958,476,271
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,048,494,415 $1,918,043,567
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,048,494,415$1,918,043,567
ProductVolume
CLP
USD
Equivalent
IRS CLP730,992,800,000 $943,673,132
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP730,992,800,000$943,673,132
ProductVolume
CNY
USD
Equivalent
IRS CNY1,054,893,846,940 $150,521,720,392
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,054,893,846,940$150,521,720,392
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,328,280,100,000 $971,207,663
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,328,280,100,000$971,207,663
ProductVolume
CZK
USD
Equivalent
IRS CZK4,237,760,399,316 $183,096,150,327
OIS CZK0 $0
Basis CZK1,025,000,000 $44,286,023
Zeroes CZK0 $0
FRAs CZK1,950,722,492,314 $84,282,674,112
VNS CZK5,190,601,050 $224,264,465
Inflation CZK0 $0
TotalCZK6,194,698,492,680$267,647,374,927
ProductVolume
DKK
USD
Equivalent
IRS DKK793,436,627,814 $117,361,865,487
OIS DKK0 $0
Basis DKK3,350,000,000 $495,518,149
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $221,873,798
VNS DKK2,047,561,430 $302,866,821
Inflation DKK0 $0
TotalDKK800,334,189,244$118,382,124,255
ProductVolume
HKD
USD
Equivalent
IRS HKD3,453,544,802,390 $441,279,906,262
OIS HKD0 $0
Basis HKD312,584,000,000 $39,940,711,967
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD963,300,000 $123,086,555
Inflation HKD0 $0
TotalHKD3,767,092,102,390$481,343,704,784
ProductVolume
HUF
USD
Equivalent
IRS HUF21,326,862,971,442 $70,431,013,264
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,800,000,000 $128,135,269
FRAs HUF2,410,656,992,848 $7,961,087,145
VNS HUF27,746,719,479 $91,632,303
Inflation HUF0 $0
TotalHUF23,804,066,683,769$78,611,867,981
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,848,718,291,772 $81,629,006,166
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,848,718,291,772$81,629,006,166
ProductVolume
KRW
USD
Equivalent
IRS KRW454,735,464,504,228 $390,763,561,802
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW454,735,464,504,228$390,763,561,802
ProductVolume
MXN
USD
Equivalent
IRS MXN288,780,698,607 $15,045,206,292
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN288,780,698,607$15,045,206,292
ProductVolume
NOK
USD
Equivalent
IRS NOK1,418,818,048,312 $156,154,308,641
OIS NOK0 $0
Basis NOK151,408,340,000 $16,663,915,915
Zeroes NOK0 $0
FRAs NOK974,737,433,564 $107,279,048,378
VNS NOK29,860,561,443 $3,286,436,434
Inflation NOK0 $0
TotalNOK2,574,824,383,319$283,383,709,368
ProductVolume
NZD
USD
Equivalent
IRS NZD772,912,642,776 $494,741,382,641
OIS NZD0 $0
Basis NZD700,000,000 $448,070,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD353,017,957 $225,966,794
Inflation NZD0 $0
TotalNZD773,965,660,733$495,415,419,435
ProductVolume
PLN
USD
Equivalent
IRS PLN849,060,073,889 $219,454,909,960
OIS PLN0 $0
Basis PLN1,300,000,000 $336,008,478
Zeroes PLN0 $0
FRAs PLN201,830,716,536 $52,166,793,713
VNS PLN1,219,562,800 $315,218,031
Inflation PLN0 $0
TotalPLN1,053,410,353,225$272,272,930,182
ProductVolume
SEK
USD
Equivalent
IRS SEK4,152,664,025,874 $430,897,198,462
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $26,959,113
FRAs SEK1,907,123,415,946 $197,890,831,508
VNS SEK16,025,405,022 $1,662,860,777
Inflation SEK0 $0
TotalSEK6,076,072,658,552$630,477,849,860
ProductVolume
SGD
USD
Equivalent
IRS SGD795,185,899,008 $584,609,541,985
OIS SGD0 $0
Basis SGD1,299,200,000 $955,153,654
Zeroes SGD440,000,000 $323,481,841
FRAs SGD0 $0
VNS SGD122,990,422 $90,420,836
Inflation SGD0 $0
TotalSGD797,048,089,430$585,978,598,316
ProductVolume
THB
USD
Equivalent
IRS THB965,832,817,800 $31,912,533,217
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB965,832,817,800$31,912,533,217
ProductVolume
TWD
USD
Equivalent
IRS TWD410,600,285,515 $13,458,774,273
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD410,600,285,515$13,458,774,273
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,885,705,542,446 $672,336,895,463
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,362,975
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,885,975,542,446$672,355,258,438
ProductUSD
Equivalent
IRS$26,629,493,547,197
OIS$18,231,191,652,981
Basis$4,086,145,111,546
Zeroes$42,214,961,872
FRAs$4,962,963,368,278
VNS$537,975,745,830
Inflation$663,845,839,509
Total$55,153,830,227,213

Figures as of COB Nov 15, 2019.

Notional Outstanding by Product

As of COB Nov 15, 2019

Daily Notional by Tenor
 

As of COB Nov 15, 2019

Notional Outstanding by Tenor
 

As of COB Nov 15, 2019

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,414,741,454,182
$7,635,736,863,965
$579,270,204,547,175
$133,958,146,332,532
EUR
€385,202,340,410
€4,187,381,575,013
€244,032,399,478,967
€82,994,083,457,290
GBP
£153,467,814,784
£2,064,785,584,250
£96,491,646,226,699
£34,790,755,168,420
JPY
¥3,447,724,369,660
¥41,855,933,540,060
¥1,621,682,303,621,610
¥1,201,936,739,804,790
CHF
CHF3,239,260,000
CHF83,871,949,817
CHF5,356,420,108,385
CHF3,333,205,404,742
AUD
$220,767,685,806
$1,151,022,891,060
$93,899,994,869,827
$30,955,237,803,394
CAD
$68,052,507,793
$448,105,543,648
$29,963,366,618,327
$17,745,794,151,849
Other*
Show All
Hide
$162,931,624,854
$876,323,916,568
$46,126,587,075,224
$29,911,896,966,315
BRL
BRL0
BRL993,177,371
BRL26,558,439,470
BRL23,324,428,724
CLP
CLP245,569,400,000
CLP609,254,000,000
CLP4,483,102,544,144
CLP3,056,555,172,072
CNY
CNY34,901,000,000
CNY221,228,748,000
CNY16,941,490,663,533
CNY10,837,030,354,782
COP
COP367,609,200,000
COP1,312,619,600,000
COP10,565,882,200,000
COP8,390,760,200,000
CZK
CZK178,197,920,000
CZK1,336,092,688,534
CZK76,500,212,570,807
CZK35,218,704,828,836
DKK
DKK4,350,000,000
DKK50,997,400,000
DKK1,585,539,107,620
DKK4,490,452,448,985
HKD
HKD102,831,400,000
HKD635,430,508,151
HKD32,485,154,199,794
HKD21,485,393,113,788
HUF
HUF470,035,018,000
HUF4,792,992,980,624
HUF493,316,087,346,488
HUF231,778,420,225,347
INR
INR166,330,000,000
INR593,988,244,000
INR91,192,235,197,252
INR70,035,282,833,172
KRW
KRW13,092,548,300,000
KRW126,745,841,740,000
KRW3,651,642,207,629,077
KRW2,270,958,428,734,200
MXN
MXN17,031,340,000
MXN45,609,476,658
MXN2,081,076,876,058
MXN1,854,539,844,121
NOK
NOK333,565,808,000
NOK1,102,911,735,787
NOK38,314,428,131,332
NOK24,649,314,224,489
NZD
NZD29,336,100,000
NZD167,004,227,616
NZD8,096,053,736,925
NZD7,419,436,178,312
PLN
PLN9,462,190,714
PLN95,712,864,268
PLN7,108,172,647,385
PLN5,008,161,436,525
SEK
SEK326,544,080,000
SEK1,313,569,396,000
SEK90,175,612,221,965
SEK49,129,377,108,864
SGD
SGD12,374,240,000
SGD77,199,251,434
SGD4,407,410,756,361
SGD3,787,546,131,286
THB
THB51,096,280,000
THB486,267,000,790
THB17,752,749,164,168
THB10,871,664,700,049
TWD
TWD10,800,000,000
TWD84,521,000,000
TWD5,890,509,938,271
TWD3,528,108,419,539
ZAR
ZAR251,057,200,000
ZAR1,484,281,856,000
ZAR66,049,668,741,331
ZAR37,018,136,871,149
Total in USD$2,438,313,808,723$17,374,562,855,261$1,130,290,898,906,975$349,416,997,905,557

Figures as of COB Nov 15, 2019. Weekly figures as of COB Nov 15, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $297,402,513,536
OIS $573,692,443,056
Basis $46,183,800,000
Zeroes $0
FRAs $491,078,800,000
VNS $2,784,927,590
Inflation $3,598,970,000
Total$1,414,741,454,182
ProductVolume
EUR
USD
Equivalent
IRS €257,599,465,700 $284,724,689,438
OIS €107,890,701,164 $119,251,591,997
Basis €440,000,000 $486,332,000
Zeroes €0 $0
FRAs €13,270,000,000 $14,667,331,000
VNS €853,285,546 $943,136,514
Inflation €5,148,888,000 $5,691,065,906
Total€385,202,340,410$425,764,146,855
ProductVolume
GBP
USD
Equivalent
IRS £61,512,954,286 $79,373,240,563
OIS £57,806,661,428 $74,590,825,574
Basis £14,125,334,800 $18,226,625,759
Zeroes £253,814,284 $327,509,261
FRAs £12,300,000,000 $15,871,305,000
VNS £48,659,412 $62,787,672
Inflation £7,420,390,574 $9,574,900,978
Total£153,467,814,784$198,027,194,807
ProductVolume
JPY
USD
Equivalent
IRS ¥2,572,484,369,660 $23,638,726,117
OIS ¥714,000,000,000 $6,560,992,419
Basis ¥161,240,000,000 $1,481,644,843
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,447,724,369,660$31,681,363,379
ProductVolume
CHF
USD
Equivalent
IRS CHF2,959,260,000 $2,988,245,986
OIS CHF80,000,000 $80,783,601
Basis CHF200,000,000 $201,959,002
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,239,260,000$3,270,988,589
ProductVolume
AUD
USD
Equivalent
IRS $41,542,085,806 $28,310,931,477
OIS $170,686,600,000 $116,322,917,900
Basis $8,539,000,000 $5,819,328,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$220,767,685,806$150,453,177,877
ProductVolume
CAD
USD
Equivalent
IRS $32,239,720,000 $24,371,410,213
OIS $35,069,000,000 $26,510,186,340
Basis $400,000,000 $302,377,443
Zeroes $17,160,000 $12,971,992
FRAs $0 $0
VNS $326,627,793 $246,912,192
Inflation $0 $0
Total$68,052,507,793$51,443,858,180
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 CLP245,569,400,000 $317,017,137
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP245,569,400,000$317,017,137
ProductVolume
CNY
USD
Equivalent
IRS CNY34,901,000,000 $4,979,987,871
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY34,901,000,000$4,979,987,871
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP367,609,200,000 $107,270,080
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP367,609,200,000$107,270,080
ProductVolume
CZK
USD
Equivalent
IRS CZK151,597,920,000 $6,549,920,933
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK26,600,000,000 $1,149,276,302
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK178,197,920,000$7,699,197,235
ProductVolume
DKK
USD
Equivalent
IRS DKK4,350,000,000 $643,434,015
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,350,000,000$643,434,015
ProductVolume
HKD
USD
Equivalent
IRS HKD102,631,400,000 $13,113,822,800
OIS HKD0 $0
Basis HKD200,000,000 $25,555,186
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD102,831,400,000$13,139,377,986
ProductVolume
HUF
USD
Equivalent
IRS HUF470,035,018,000 $1,552,269,672
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF470,035,018,000$1,552,269,672
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR166,330,000,000 $2,321,423,587
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR166,330,000,000$2,321,423,587
ProductVolume
KRW
USD
Equivalent
IRS KRW13,092,548,300,000 $11,250,696,737
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW13,092,548,300,000$11,250,696,737
ProductVolume
MXN
USD
Equivalent
IRS MXN17,031,340,000 $887,317,002
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN17,031,340,000$887,317,002
ProductVolume
NOK
USD
Equivalent
IRS NOK285,425,008,000 $31,413,714,286
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK48,000,000,000 $5,282,852,740
VNS NOK140,800,000 $15,496,368
Inflation NOK0 $0
TotalNOK333,565,808,000$36,712,063,394
ProductVolume
NZD
USD
Equivalent
IRS NZD29,336,100,000 $18,778,037,610
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD29,336,100,000$18,778,037,610
ProductVolume
PLN
USD
Equivalent
IRS PLN9,462,190,714 $2,445,674,075
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN9,462,190,714$2,445,674,075
ProductVolume
SEK
USD
Equivalent
IRS SEK186,544,080,000 $19,356,567,486
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK140,000,000,000 $14,526,965,680
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK326,544,080,000$33,883,533,166
ProductVolume
SGD
USD
Equivalent
IRS SGD12,374,240,000 $9,097,368,034
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,374,240,000$9,097,368,034
ProductVolume
THB
USD
Equivalent
IRS THB51,096,280,000 $1,688,296,052
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB51,096,280,000$1,688,296,052
ProductVolume
TWD
USD
Equivalent
IRS TWD10,800,000,000 $354,005,507
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD10,800,000,000$354,005,507
ProductVolume
ZAR
USD
Equivalent
IRS ZAR251,057,200,000 $17,074,655,694
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR251,057,200,000$17,074,655,694
ProductUSD
Equivalent
IRS$880,312,542,241
OIS$919,438,434,554
Basis$72,727,622,733
Zeroes$340,481,253
FRAs$542,576,530,722
VNS$4,053,260,336
Inflation$18,864,936,884
Total$2,438,313,808,723
Show:
ProductUSD
Equivalent
IRS $1,843,885,871,710
OIS $2,704,878,705,248
Basis $296,200,514,668
Zeroes $481,600,000
FRAs $2,768,337,800,000
VNS $4,905,176,057
Inflation $17,047,196,282
Total$7,635,736,863,965
ProductVolume
EUR
USD
Equivalent
IRS €1,842,630,014,812 $2,030,351,932,139
OIS €731,846,840,308 $806,368,677,527
Basis €7,556,000,000 $8,329,468,000
Zeroes €150,000,000 $165,322,500
FRAs €1,560,786,000,000 $1,719,555,044,400
VNS €1,725,261,893 $1,903,692,634
Inflation €42,687,458,000 $47,020,556,729
Total€4,187,381,575,013$4,613,694,693,929
ProductVolume
GBP
USD
Equivalent
IRS £259,890,335,644 $334,433,907,037
OIS £644,326,687,570 $828,697,132,108
Basis £67,386,882,096 $86,702,913,948
Zeroes £870,222,112 $1,119,986,750
FRAs £1,043,702,400,000 $1,342,781,921,880
VNS £1,307,978,657 $1,682,739,699
Inflation £47,301,078,171 $60,845,682,612
Total£2,064,785,584,250$2,656,264,284,034
ProductVolume
JPY
USD
Equivalent
IRS ¥37,716,333,540,060 $346,448,222,313
OIS ¥2,712,300,000,000 $24,932,220,344
Basis ¥1,207,300,000,000 $11,111,258,170
Zeroes ¥0 $0
FRAs ¥220,000,000,000 $2,029,894,815
VNS ¥0 $0
Inflation ¥0 $0
Total¥41,855,933,540,060$384,521,595,642
ProductVolume
CHF
USD
Equivalent
IRS CHF71,409,949,817 $71,998,128,599
OIS CHF10,080,000,000 $10,176,836,955
Basis CHF1,580,000,000 $1,593,364,179
Zeroes CHF0 $0
FRAs CHF700,000,000 $705,360,742
VNS CHF102,000,000 $103,097,994
Inflation CHF0 $0
TotalCHF83,871,949,817$84,576,788,469
ProductVolume
AUD
USD
Equivalent
IRS $410,972,103,156 $280,564,944,565
OIS $704,761,787,904 $480,404,355,472
Basis $35,289,000,000 $24,092,437,650
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,151,022,891,060$785,061,737,687
ProductVolume
CAD
USD
Equivalent
IRS $192,560,285,000 $145,390,917,182
OIS $223,297,000,000 $168,657,841,531
Basis $30,930,000,000 $23,338,183,974
Zeroes $98,194,000 $74,137,201
FRAs $0 $0
VNS $1,220,064,648 $921,895,079
Inflation $0 $0
Total$448,105,543,648$338,382,974,967
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL993,177,371 $237,261,564
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL993,177,371$237,261,564
ProductVolume
CLP
USD
Equivalent
IRS CLP609,254,000,000 $774,813,180
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP609,254,000,000$774,813,180
ProductVolume
CNY
USD
Equivalent
IRS CNY221,228,748,000 $31,540,079,177
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY221,228,748,000$31,540,079,177
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,312,619,600,000 $381,563,815
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,312,619,600,000$381,563,815
ProductVolume
CZK
USD
Equivalent
IRS CZK944,482,688,534 $40,714,078,928
OIS CZK0 $0
Basis CZK1,000,000,000 $43,096,018
Zeroes CZK0 $0
FRAs CZK390,610,000,000 $16,841,662,853
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,336,092,688,534$57,598,837,799
ProductVolume
DKK
USD
Equivalent
IRS DKK50,997,400,000 $7,521,949,583
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK50,997,400,000$7,521,949,583
ProductVolume
HKD
USD
Equivalent
IRS HKD605,230,508,151 $77,316,935,165
OIS HKD0 $0
Basis HKD30,200,000,000 $3,858,211,057
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD635,430,508,151$81,175,146,222
ProductVolume
HUF
USD
Equivalent
IRS HUF4,792,992,980,624 $15,794,690,015
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,792,992,980,624$15,794,690,015
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR593,988,244,000 $8,260,830,827
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR593,988,244,000$8,260,830,827
ProductVolume
KRW
USD
Equivalent
IRS KRW126,745,841,740,000 $108,452,979,079
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW126,745,841,740,000$108,452,979,079
ProductVolume
MXN
USD
Equivalent
IRS MXN45,609,476,658 $2,361,973,180
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN45,609,476,658$2,361,973,180
ProductVolume
NOK
USD
Equivalent
IRS NOK377,630,697,449 $41,468,096,342
OIS NOK0 $0
Basis NOK4,840,000,000 $527,211,923
Zeroes NOK0 $0
FRAs NOK718,974,000,000 $78,240,201,568
VNS NOK1,467,038,338 $159,845,429
Inflation NOK0 $0
TotalNOK1,102,911,735,787$120,395,355,262
ProductVolume
NZD
USD
Equivalent
IRS NZD166,993,351,218 $106,466,033,471
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD10,876,398 $6,942,853
Inflation NZD0 $0
TotalNZD167,004,227,616$106,472,976,324
ProductVolume
PLN
USD
Equivalent
IRS PLN91,712,864,268 $23,563,799,196
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,000,000,000 $1,028,475,927
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN95,712,864,268$24,592,275,123
ProductVolume
SEK
USD
Equivalent
IRS SEK946,199,396,000 $97,485,106,622
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK366,700,000,000 $37,887,526,070
VNS SEK670,000,000 $68,752,501
Inflation SEK0 $0
TotalSEK1,313,569,396,000$135,441,385,193
ProductVolume
SGD
USD
Equivalent
IRS SGD76,779,251,434 $56,376,553,792
OIS SGD0 $0
Basis SGD420,000,000 $308,336,086
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD77,199,251,434$56,684,889,878
ProductVolume
THB
USD
Equivalent
IRS THB486,267,000,790 $16,051,395,340
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB486,267,000,790$16,051,395,340
ProductVolume
TWD
USD
Equivalent
IRS TWD84,521,000,000 $2,772,331,737
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD84,521,000,000$2,772,331,737
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,484,281,856,000 $99,813,183,270
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,484,281,856,000$99,813,183,270
ProductUSD
Equivalent
IRS$5,781,785,183,186
OIS$5,032,758,163,827
Basis$456,104,995,673
Zeroes$1,841,046,451
FRAs$5,967,407,888,255
VNS$9,752,142,246
Inflation$124,913,435,623
Total$17,374,562,855,261
Show:
ProductUSD
Equivalent
IRS $119,916,212,889,272
OIS $219,340,177,977,222
Basis $23,678,337,406,354
Zeroes $85,043,824,923
FRAs $214,922,745,098,060
VNS $295,039,225,181
Inflation $1,032,648,126,163
Total$579,270,204,547,175
ProductVolume
EUR
USD
Equivalent
IRS €92,254,747,502,108 $103,491,696,403,663
OIS €83,649,747,474,582 $93,762,797,721,671
Basis €579,133,200,776 $648,405,494,363
Zeroes €57,539,526,357 $63,593,467,041
FRAs €65,275,523,365,995 $73,243,478,758,407
VNS €149,145,315,834 $166,920,461,870
Inflation €2,066,563,093,315 $2,318,738,180,287
Total€244,032,399,478,967$273,695,630,487,302
ProductVolume
GBP
USD
Equivalent
IRS £19,305,871,985,001 $24,522,185,267,194
OIS £43,010,471,978,096 $54,707,373,651,075
Basis £4,146,930,907,126 $5,278,310,945,430
Zeroes £76,657,168,779 $97,616,199,629
FRAs £28,340,697,682,858 $36,151,358,025,565
VNS £63,236,589,899 $80,130,151,129
Inflation £1,547,779,914,940 $1,971,000,269,853
Total£96,491,646,226,699$122,807,974,509,875
ProductVolume
JPY
USD
Equivalent
IRS ¥1,418,123,417,320,904 $13,005,835,068,801
OIS ¥134,947,844,300,706 $1,242,014,689,835
Basis ¥63,404,442,000,000 $581,960,521,181
Zeroes ¥0 $0
FRAs ¥5,206,600,000,000 $47,723,914,326
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,621,682,303,621,610$14,877,534,194,143
ProductVolume
CHF
USD
Equivalent
IRS CHF2,450,153,683,079 $2,464,439,531,278
OIS CHF517,982,660,000 $519,791,204,654
Basis CHF111,794,608,554 $112,684,842,913
Zeroes CHF0 $0
FRAs CHF2,275,909,100,000 $2,283,264,071,175
VNS CHF580,056,752 $583,403,900
Inflation CHF0 $0
TotalCHF5,356,420,108,385$5,380,763,053,920
ProductVolume
AUD
USD
Equivalent
IRS $23,030,526,498,722 $16,033,522,383,596
OIS $68,392,537,911,410 $47,805,389,071,909
Basis $2,455,292,216,000 $1,704,537,532,340
Zeroes $16,650,000,000 $11,643,715,000
FRAs $0 $0
VNS $4,988,243,695 $3,481,777,244
Inflation $0 $0
Total$93,899,994,869,827$65,558,574,480,089
ProductVolume
CAD
USD
Equivalent
IRS $15,249,049,309,607 $11,486,951,929,568
OIS $13,998,619,916,004 $10,547,536,838,007
Basis $631,453,290,000 $475,608,036,605
Zeroes $6,593,854,382 $4,968,011,808
FRAs $0 $0
VNS $77,650,248,334 $58,565,743,259
Inflation $0 $0
Total$29,963,366,618,327$22,573,630,559,247
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL26,558,439,470 $6,586,486,316
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL26,558,439,470$6,586,486,316
ProductVolume
CLP
USD
Equivalent
IRS CLP4,483,102,544,144 $6,263,905,087
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,483,102,544,144$6,263,905,087
ProductVolume
CNY
USD
Equivalent
IRS CNY16,941,490,663,533 $2,468,136,546,855
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,941,490,663,533$2,468,136,546,855
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,565,882,200,000 $3,098,222,563
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,565,882,200,000$3,098,222,563
ProductVolume
CZK
USD
Equivalent
IRS CZK38,618,213,158,807 $1,683,389,582,833
OIS CZK0 $0
Basis CZK2,050,000,000 $87,680,112
Zeroes CZK0 $0
FRAs CZK37,821,689,412,000 $1,650,986,253,467
VNS CZK58,260,000,000 $2,512,173,046
Inflation CZK0 $0
TotalCZK76,500,212,570,807$3,336,975,689,458
ProductVolume
DKK
USD
Equivalent
IRS DKK1,489,952,539,355 $224,328,503,231
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK95,200,000,000 $14,173,848,664
VNS DKK386,568,265 $57,889,083
Inflation DKK0 $0
TotalDKK1,585,539,107,620$238,560,240,978
ProductVolume
HKD
USD
Equivalent
IRS HKD31,733,890,330,514 $4,047,974,284,238
OIS HKD0 $0
Basis HKD749,709,669,280 $95,636,060,915
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,554,200,000 $198,208,657
Inflation HKD0 $0
TotalHKD32,485,154,199,794$4,143,808,553,810
ProductVolume
HUF
USD
Equivalent
IRS HUF240,164,835,246,488 $833,003,880,382
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF133,200,000,000 $466,447,647
FRAs HUF252,715,166,500,000 $885,525,269,824
VNS HUF302,885,600,000 $1,070,125,570
Inflation HUF0 $0
TotalHUF493,316,087,346,488$1,720,065,723,423
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR91,192,235,197,252 $1,297,932,228,520
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR91,192,235,197,252$1,297,932,228,520
ProductVolume
KRW
USD
Equivalent
IRS KRW3,651,642,207,629,077 $3,131,062,890,086
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,651,642,207,629,077$3,131,062,890,086
ProductVolume
MXN
USD
Equivalent
IRS MXN2,081,076,876,058 $107,969,884,347
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,081,076,876,058$107,969,884,347
ProductVolume
NOK
USD
Equivalent
IRS NOK12,187,017,723,856 $1,390,194,202,437
OIS NOK0 $0
Basis NOK269,610,000,000 $30,667,647,462
Zeroes NOK0 $0
FRAs NOK25,826,200,620,564 $2,949,678,054,333
VNS NOK31,599,786,912 $3,613,114,460
Inflation NOK0 $0
TotalNOK38,314,428,131,332$4,374,153,018,692
ProductVolume
NZD
USD
Equivalent
IRS NZD8,095,764,131,919 $5,323,877,507,646
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD289,605,006 $188,425,508
Inflation NZD0 $0
TotalNZD8,096,053,736,925$5,324,065,933,154
ProductVolume
PLN
USD
Equivalent
IRS PLN4,983,594,447,385 $1,297,358,031,121
OIS PLN0 $0
Basis PLN1,500,000,000 $383,602,663
Zeroes PLN0 $0
FRAs PLN2,122,490,000,000 $554,452,206,717
VNS PLN588,200,000 $152,676,115
Inflation PLN0 $0
TotalPLN7,108,172,647,385$1,852,346,516,616
ProductVolume
SEK
USD
Equivalent
IRS SEK40,525,214,852,658 $4,286,759,666,163
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK49,640,998,000,000 $5,270,316,395,386
VNS SEK9,399,369,307 $1,002,663,903
Inflation SEK0 $0
TotalSEK90,175,612,221,965$9,558,078,725,452
ProductVolume
SGD
USD
Equivalent
IRS SGD4,404,794,775,517 $3,229,394,915,115
OIS SGD0 $0
Basis SGD1,710,000,000 $1,247,666,014
Zeroes SGD900,000,000 $663,076,633
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD4,407,410,756,361$3,231,310,078,847
ProductVolume
THB
USD
Equivalent
IRS THB17,752,749,164,168 $572,459,276,577
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,752,749,164,168$572,459,276,577
ProductVolume
TWD
USD
Equivalent
IRS TWD5,890,509,938,271 $189,807,238,253
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,890,509,938,271$189,807,238,253
ProductVolume
ZAR
USD
Equivalent
IRS ZAR66,049,128,741,331 $4,563,869,787,875
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR66,049,668,741,331$4,563,905,916,190
ProductUSD
Equivalent
IRS$324,283,280,061,934
OIS$429,226,111,605,456
Basis$32,607,867,436,352
Zeroes$264,030,870,996
FRAs$337,973,701,895,924
VNS$613,520,460,010
Inflation$5,322,386,576,303
Total$1,130,290,898,906,975
Show:
ProductUSD
Equivalent
IRS $50,471,657,899,030
OIS $23,921,815,024,643
Basis $20,245,339,545,127
Zeroes $92,735,489,683
FRAs $36,624,684,659,675
VNS $1,280,061,753,936
Inflation $1,321,851,960,438
Total$133,958,146,332,532
ProductVolume
EUR
USD
Equivalent
IRS €45,981,413,324,679 $50,823,256,147,768
OIS €18,381,569,668,731 $20,317,148,954,849
Basis €1,037,827,329,779 $1,147,110,547,604
Zeroes €130,282,327,529 $144,001,056,618
FRAs €14,645,666,105,176 $16,187,854,746,051
VNS €715,420,299,370 $790,754,056,893
Inflation €2,101,904,402,026 $2,323,234,935,560
Total€82,994,083,457,290$91,733,360,445,343
ProductVolume
GBP
USD
Equivalent
IRS £11,329,411,149,714 $14,618,905,677,034
OIS £7,910,855,523,157 $10,207,772,424,306
Basis £5,975,883,610,048 $7,710,981,416,225
Zeroes £311,877,652,477 $402,431,328,874
FRAs £6,837,080,960,855 $8,822,227,417,839
VNS £296,971,590,031 $383,197,291,196
Inflation £2,128,674,682,139 $2,746,735,376,098
Total£34,790,755,168,421$44,892,250,931,572
ProductVolume
JPY
USD
Equivalent
IRS ¥906,332,020,136,592 $8,328,343,856,068
OIS ¥106,029,544,894,052 $974,312,381,292
Basis ¥187,887,833,351,753 $1,726,513,515,752
Zeroes ¥0 $0
FRAs ¥1,575,400,000,000 $14,476,453,021
VNS ¥111,941,422,393 $1,028,637,008
Inflation ¥0 $0
Total¥1,201,936,739,804,790$11,044,674,843,141
ProductVolume
CHF
USD
Equivalent
IRS CHF1,972,317,177,042 $1,991,636,046,695
OIS CHF241,437,708,501 $243,802,593,660
Basis CHF517,195,003,701 $522,260,934,769
Zeroes CHF701,378,193 $708,248,201
FRAs CHF598,451,167,912 $604,313,004,051
VNS CHF3,102,969,392 $3,133,363,013
Inflation CHF0 $0
TotalCHF3,333,205,404,741$3,365,854,190,389
ProductVolume
AUD
USD
Equivalent
IRS $15,560,302,461,503 $10,604,346,127,514
OIS $11,322,257,573,478 $7,716,118,536,325
Basis $4,036,967,098,898 $2,751,193,077,899
Zeroes $5,469,294,513 $3,727,324,210
FRAs $0 $0
VNS $30,241,375,002 $20,609,497,064
Inflation $0 $0
Total$30,955,237,803,394$21,095,994,563,012
ProductVolume
CAD
USD
Equivalent
IRS $12,789,255,016,209 $9,667,955,562,769
OIS $3,684,948,417,393 $2,785,613,196,805
Basis $1,041,414,321,777 $787,250,498,376
Zeroes $16,973,963,411 $12,831,359,119
FRAs $0 $0
VNS $213,202,433,059 $161,169,016,184
Inflation $0 $0
Total$17,745,794,151,849$13,414,819,633,253
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL23,324,428,724 $5,558,464,497
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL23,324,428,724$5,558,464,497
ProductVolume
CLP
USD
Equivalent
IRS CLP3,056,555,172,072 $3,945,851,440
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,056,555,172,072$3,945,851,440
ProductVolume
CNY
USD
Equivalent
IRS CNY10,837,030,354,782 $1,546,324,739,383
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,837,030,354,782$1,546,324,739,383
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP8,390,760,200,000 $2,448,462,977
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP8,390,760,200,000$2,448,462,977
ProductVolume
CZK
USD
Equivalent
IRS CZK22,966,033,175,273 $992,267,581,563
OIS CZK0 $0
Basis CZK2,050,000,000 $88,572,046
Zeroes CZK6,250,000,000 $270,036,725
FRAs CZK12,182,972,919,463 $526,376,017,259
VNS CZK61,398,734,100 $2,652,786,092
Inflation CZK0 $0
TotalCZK35,218,704,828,836$1,521,654,993,685
ProductVolume
DKK
USD
Equivalent
IRS DKK4,430,267,653,061 $655,306,874,103
OIS DKK0 $0
Basis DKK6,700,000,000 $991,036,299
Zeroes DKK15,500,000,000 $2,292,695,915
FRAs DKK34,000,000,000 $5,029,139,425
VNS DKK3,984,795,924 $589,414,538
Inflation DKK0 $0
TotalDKK4,490,452,448,985$664,209,160,280
ProductVolume
HKD
USD
Equivalent
IRS HKD20,446,390,679,148 $2,612,556,627,629
OIS HKD0 $0
Basis HKD1,037,475,834,640 $132,564,441,829
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,526,600,000 $195,062,738
Inflation HKD0 $0
TotalHKD21,485,393,113,788$2,745,316,132,196
ProductVolume
HUF
USD
Equivalent
IRS HUF193,703,099,291,106 $639,695,841,519
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF120,600,000,000 $398,276,118
FRAs HUF37,227,127,495,283 $122,940,927,314
VNS HUF727,593,438,958 $2,402,844,864
Inflation HUF0 $0
TotalHUF231,778,420,225,347$765,437,889,815
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR70,035,282,833,172 $977,463,821,817
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR70,035,282,833,172$977,463,821,817
ProductVolume
KRW
USD
Equivalent
IRS KRW2,270,958,428,734,200 $1,951,481,407,511
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,270,958,428,734,200$1,951,481,407,511
ProductVolume
MXN
USD
Equivalent
IRS MXN1,854,539,844,121 $96,619,804,114
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,854,539,844,121$96,619,804,114
ProductVolume
NOK
USD
Equivalent
IRS NOK11,419,906,090,986 $1,256,868,378,933
OIS NOK0 $0
Basis NOK303,616,480,000 $33,415,857,363
Zeroes NOK0 $0
FRAs NOK12,852,512,313,848 $1,414,540,206,235
VNS NOK73,279,339,655 $8,065,082,507
Inflation NOK0 $0
TotalNOK24,649,314,224,489$2,712,889,525,038
ProductVolume
NZD
USD
Equivalent
IRS NZD7,414,832,950,614 $4,746,234,571,688
OIS NZD0 $0
Basis NZD3,546,000,000 $2,269,794,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,057,227,698 $676,731,450
Inflation NZD0 $0
TotalNZD7,419,436,178,312$4,749,181,097,738
ProductVolume
PLN
USD
Equivalent
IRS PLN4,032,211,500,013 $1,042,197,883,150
OIS PLN0 $0
Basis PLN1,500,000,000 $387,702,090
Zeroes PLN1,700,000,000 $439,395,702
FRAs PLN969,968,960,912 $250,705,995,402
VNS PLN2,780,975,600 $718,793,368
Inflation PLN0 $0
TotalPLN5,008,161,436,525$1,294,449,769,712
ProductVolume
SEK
USD
Equivalent
IRS SEK31,403,865,212,200 $3,258,591,943,988
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK992,110,182 $102,945,361
FRAs SEK17,671,473,593,448 $1,833,663,502,913
VNS SEK53,046,193,034 $5,504,287,326
Inflation SEK0 $0
TotalSEK49,129,377,108,864$5,097,862,679,588
ProductVolume
SGD
USD
Equivalent
IRS SGD3,783,426,750,443 $2,781,522,386,739
OIS SGD0 $0
Basis SGD3,133,400,000 $2,303,631,819
Zeroes SGD740,000,000 $544,037,642
FRAs SGD0 $0
VNS SGD245,980,844 $180,841,673
Inflation SGD0 $0
TotalSGD3,787,546,131,287$2,784,550,897,873
ProductVolume
THB
USD
Equivalent
IRS THB10,871,664,700,049 $359,215,750,869
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,871,664,700,049$359,215,750,869
ProductVolume
TWD
USD
Equivalent
IRS TWD3,528,108,419,539 $115,645,352,679
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,528,108,419,539$115,645,352,679
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,017,866,871,149 $2,517,622,802,132
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,362,975
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR37,018,136,871,149$2,517,641,165,107
ProductUSD
Equivalent
IRS$171,087,757,578,815
OIS$67,146,495,396,674
Basis$35,062,670,571,798
Zeroes$660,500,557,143
FRAs$66,406,812,069,185
VNS$2,660,939,459,850
Inflation$6,391,822,272,096
Total$349,416,997,905,561

Figures as of COB Nov 15, 2019.

Notional Outstanding by Product

As of COB Nov 15, 2019

Daily Notional by Tenor

As of COB Nov 15, 2019

Notional Outstanding by Currency

As of COB Nov 15, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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