Volumes

  • Client Notional Cleared (USD)
    $1,377,263,338,156,013
    Client Notional Outstanding (USD)
    $55,244,821,009,159
    As of COB Sep 24, 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 24, 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
$356,002,931,112
$1,415,227,645,172
$80,861,758,811,797
$21,851,701,200,272
EUR
€73,746,000,539
€629,419,227,575
€29,326,701,070,390
€9,928,534,529,060
GBP
£337,799,441,051
£2,063,580,027,456
£33,517,839,563,736
£8,652,735,037,172
JPY
¥1,059,332,640,000
¥5,986,909,775,174
¥249,981,190,679,299
¥93,904,333,229,290
CHF
CHF2,621,515,408
CHF12,228,597,000
CHF710,093,763,765
CHF362,127,609,105
AUD
$111,061,975,500
$306,576,304,530
$19,238,308,001,981
$3,692,015,885,193
CAD
$17,445,305,000
$78,411,577,887
$8,657,703,990,064
$1,929,759,923,416
Other*
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$36,241,481,771
$295,794,680,011
$10,876,254,560,121
$5,455,718,641,545
BRL
BRL104,510,524
BRL375,300,000
BRL63,173,235,898
BRL5,801,304,202
CLP
CLP12,720,000,000
CLP32,108,000,000
CLP3,598,313,923,142
CLP1,362,207,650,000
CNY
CNY21,041,360,000
CNY194,212,186,872
CNY4,993,483,552,585
CNY1,989,910,647,628
COP
COP0
COP74,328,000,000
COP10,178,118,476,944
COP1,667,214,000,000
CZK
CZK26,980,760,104
CZK482,661,356,503
CZK14,971,176,294,440
CZK4,730,446,454,353
DKK
DKK4,713,900,000
DKK21,968,100,000
DKK663,535,721,617
DKK978,076,224,510
HKD
HKD13,567,750,000
HKD73,324,190,900
HKD3,708,019,352,576
HKD3,272,064,542,245
HUF
HUF273,023,500,000
HUF1,671,279,975,605
HUF95,066,426,691,015
HUF30,537,651,540,503
ILS
ILS11,413,200,000
ILS917,100,000
ILS18,688,150,000
ILS16,348,150,000
INR
INR97,720,700,000
INR742,968,550,000
INR16,949,159,113,166
INR6,040,555,610,014
KRW
KRW6,120,600,600,000
KRW15,352,126,344,762
KRW971,530,382,635,526
KRW416,903,157,089,335
MXN
MXN87,000,000
MXN3,739,379,979
MXN749,797,114,233
MXN238,080,257,207
NOK
NOK24,107,800,000
NOK271,873,815,000
NOK6,314,023,808,744
NOK1,996,323,454,825
NZD
NZD16,698,610,000
NZD137,097,142,000
NZD4,705,902,427,871
NZD2,239,067,302,685
PLN
PLN3,797,030,000
PLN35,638,641,945
PLN2,064,907,477,847
PLN1,190,970,421,574
SEK
SEK15,398,860,000
SEK219,665,117,447
SEK13,375,903,916,639
SEK4,829,727,169,506
SGD
SGD1,736,520,000
SGD16,353,676,706
SGD819,239,201,199
SGD817,624,101,651
THB
THB38,927,000,000
THB126,477,620,000
THB3,462,113,819,340
THB994,693,188,819
TWD
TWD2,462,700,000
TWD34,860,500,000
TWD1,760,445,801,584
TWD498,183,128,534
ZAR
ZAR742,000,000
ZAR475,978,942,388
ZAR19,041,137,664,038
ZAR11,433,684,501,128
Total in USD$1,012,913,263,502$5,479,723,013,342$189,799,223,586,995$55,244,821,009,159

Figures as of COB Sep 24, 2020. Weekly figures as of COB Sep 18, 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 $164,485,878,621
OIS $104,940,925,000
Basis $33,201,100,000
Zeroes $0
FRAs $51,618,000,000
VNS $362,955,444
Inflation $1,394,072,047
Total$356,002,931,112
ProductVolume
EUR
USD
Equivalent
IRS €27,542,578,000 $32,132,548,624
OIS €33,529,058,000 $39,116,675,516
Basis €1,345,000,000 $1,569,144,250
Zeroes €0 $0
FRAs €7,643,000,000 $8,916,705,950
VNS €74,691,539 $87,138,884
Inflation €3,611,673,000 $4,213,558,305
Total€73,746,000,539$86,035,771,529
ProductVolume
GBP
USD
Equivalent
IRS £22,373,531,875 $28,506,116,962
OIS £283,940,825,932 $361,769,006,320
Basis £0 $0
Zeroes £634,000,000 $807,779,400
FRAs £27,692,000,000 $35,282,377,200
VNS £14,700,000 $18,729,270
Inflation £3,144,383,244 $4,006,258,691
Total£337,799,441,051$430,390,267,843
ProductVolume
JPY
USD
Equivalent
IRS ¥885,936,420,000 $8,404,272,826
OIS ¥173,396,220,000 $1,644,891,334
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,059,332,640,000$10,049,164,160
ProductVolume
CHF
USD
Equivalent
IRS CHF2,593,815,408 $2,800,340,521
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF27,700,000 $29,905,533
Inflation CHF0 $0
TotalCHF2,621,515,408$2,830,246,054
ProductVolume
AUD
USD
Equivalent
IRS $8,422,475,500 $5,937,845,228
OIS $96,979,500,000 $68,370,547,500
Basis $5,660,000,000 $3,990,300,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$111,061,975,500$78,298,692,728
ProductVolume
CAD
USD
Equivalent
IRS $10,459,305,000 $7,832,925,185
OIS $6,986,000,000 $5,231,783,120
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$17,445,305,000$13,064,708,305
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL104,510,524 $18,939,413
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL104,510,524$18,939,413
ProductVolume
CLP
USD
Equivalent
IRS CLP12,720,000,000 $16,267,857
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP12,720,000,000$16,267,857
ProductVolume
CNY
USD
Equivalent
IRS CNY21,041,360,000 $3,081,312,695
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY21,041,360,000$3,081,312,695
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 CZK26,980,760,104 $1,161,461,907
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK26,980,760,104$1,161,461,907
ProductVolume
DKK
USD
Equivalent
IRS DKK4,703,200,000 $737,074,707
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK10,700,000 $1,676,879
Inflation DKK0 $0
TotalDKK4,713,900,000$738,751,586
ProductVolume
HKD
USD
Equivalent
IRS HKD13,567,750,000 $1,750,609,654
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,567,750,000$1,750,609,654
ProductVolume
HUF
USD
Equivalent
IRS HUF273,023,500,000 $876,972,617
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF273,023,500,000$876,972,617
ProductVolume
ILS
USD
Equivalent
IRS ILS11,413,200,000 $3,282,768,142
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS11,413,200,000$3,282,768,142
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR97,720,700,000 $1,322,158,030
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR97,720,700,000$1,322,158,030
ProductVolume
KRW
USD
Equivalent
IRS KRW6,120,600,600,000 $5,228,199,267
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW6,120,600,600,000$5,228,199,267
ProductVolume
MXN
USD
Equivalent
IRS MXN87,000,000 $3,933,981
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN87,000,000$3,933,981
ProductVolume
NOK
USD
Equivalent
IRS NOK18,798,550,000 $1,976,662,023
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,250,000,000 $552,035,961
VNS NOK59,250,000 $6,230,120
Inflation NOK0 $0
TotalNOK24,107,800,000$2,534,928,104
ProductVolume
NZD
USD
Equivalent
IRS NZD2,957,110,000 $1,936,907,050
OIS NZD11,941,500,000 $7,821,682,500
Basis NZD1,800,000,000 $1,179,000,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD16,698,610,000$10,937,589,550
ProductVolume
PLN
USD
Equivalent
IRS PLN2,032,030,000 $520,919,800
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,765,000,000 $452,465,488
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,797,030,000$973,385,288
ProductVolume
SEK
USD
Equivalent
IRS SEK15,398,860,000 $1,691,931,417
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK15,398,860,000$1,691,931,417
ProductVolume
SGD
USD
Equivalent
IRS SGD1,722,020,000 $1,251,513,500
OIS SGD14,500,000 $10,538,174
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,736,520,000$1,262,051,674
ProductVolume
THB
USD
Equivalent
IRS THB38,927,000,000 $1,232,257,043
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB38,927,000,000$1,232,257,043
ProductVolume
TWD
USD
Equivalent
IRS TWD2,462,700,000 $84,134,468
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,462,700,000$84,134,468
ProductVolume
ZAR
USD
Equivalent
IRS ZAR742,000,000 $43,829,078
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR742,000,000$43,829,078
ProductUSD
Equivalent
IRS$274,995,622,586
OIS$590,228,207,494
Basis$39,939,544,250
Zeroes$807,779,400
FRAs$96,821,584,599
VNS$506,636,130
Inflation$9,613,889,043
Total$1,012,913,263,502
Show:
ProductUSD
Equivalent
IRS $543,944,961,979
OIS $438,197,948,602
Basis $230,702,762,405
Zeroes $0
FRAs $193,225,531,805
VNS $587,846,526
Inflation $8,568,593,855
Total$1,415,227,645,172
ProductVolume
EUR
USD
Equivalent
IRS €274,123,442,588 $324,614,604,658
OIS €312,867,867,075 $370,691,013,946
Basis €2,241,560,000 $2,651,563,523
Zeroes €839,000,000 $995,107,100
FRAs €30,819,200,000 $36,503,987,410
VNS €1,053,952,912 $1,249,031,709
Inflation €7,474,205,000 $8,851,437,172
Total€629,419,227,575$745,556,745,518
ProductVolume
GBP
USD
Equivalent
IRS £181,978,353,493 $235,338,060,661
OIS £1,738,908,885,307 $2,249,635,577,579
Basis £22,131,480,000 $28,626,622,306
Zeroes £1,332,000,000 $1,720,678,000
FRAs £111,328,000,000 $143,904,337,600
VNS £2,359,767,388 $3,051,591,325
Inflation £5,541,541,268 $7,159,535,556
Total£2,063,580,027,456$2,669,436,403,027
ProductVolume
JPY
USD
Equivalent
IRS ¥5,420,859,775,174 $51,619,235,039
OIS ¥391,450,000,000 $3,712,880,421
Basis ¥174,600,000,000 $1,669,934,484
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,986,909,775,174$57,002,049,944
ProductVolume
CHF
USD
Equivalent
IRS CHF7,428,597,000 $8,169,101,832
OIS CHF4,700,000,000 $5,162,971,137
Basis CHF100,000,000 $110,144,289
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,228,597,000$13,442,217,258
ProductVolume
AUD
USD
Equivalent
IRS $83,566,211,418 $60,992,430,548
OIS $220,428,300,000 $160,890,420,345
Basis $2,468,720,000 $1,802,652,434
Zeroes $0 $0
FRAs $0 $0
VNS $113,073,112 $82,594,255
Inflation $0 $0
Total$306,576,304,530$223,768,097,582
ProductVolume
CAD
USD
Equivalent
IRS $50,077,262,270 $37,994,143,650
OIS $24,531,100,000 $18,614,497,638
Basis $3,260,300,000 $2,474,547,717
Zeroes $0 $0
FRAs $0 $0
VNS $542,915,617 $411,985,825
Inflation $0 $0
Total$78,411,577,887$59,495,174,830
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL375,300,000 $71,133,168
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL375,300,000$71,133,168
ProductVolume
CLP
USD
Equivalent
IRS CLP32,108,000,000 $42,030,080
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP32,108,000,000$42,030,080
ProductVolume
CNY
USD
Equivalent
IRS CNY194,212,186,872 $28,660,069,644
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY194,212,186,872$28,660,069,644
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP74,328,000,000 $20,088,622
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP74,328,000,000$20,088,622
ProductVolume
CZK
USD
Equivalent
IRS CZK422,101,356,503 $18,702,348,067
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK59,360,000,000 $2,627,117,989
VNS CZK1,200,000,000 $53,189,132
Inflation CZK0 $0
TotalCZK482,661,356,503$21,382,655,188
ProductVolume
DKK
USD
Equivalent
IRS DKK21,968,100,000 $3,499,075,980
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK21,968,100,000$3,499,075,980
ProductVolume
HKD
USD
Equivalent
IRS HKD72,544,190,900 $9,360,456,243
OIS HKD0 $0
Basis HKD780,000,000 $100,644,512
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD73,324,190,900$9,461,100,755
ProductVolume
HUF
USD
Equivalent
IRS HUF1,421,579,975,605 $4,691,843,219
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF244,000,000,000 $801,827,114
VNS HUF5,700,000,000 $18,734,610
Inflation HUF0 $0
TotalHUF1,671,279,975,605$5,512,404,943
ProductVolume
ILS
USD
Equivalent
IRS ILS917,100,000 $267,510,400
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS917,100,000$267,510,400
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR742,968,550,000 $10,099,077,259
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR742,968,550,000$10,099,077,259
ProductVolume
KRW
USD
Equivalent
IRS KRW15,352,126,344,762 $13,071,871,228
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,352,126,344,762$13,071,871,228
ProductVolume
MXN
USD
Equivalent
IRS MXN3,739,379,979 $177,277,915
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,739,379,979$177,277,915
ProductVolume
NOK
USD
Equivalent
IRS NOK81,772,415,000 $9,034,164,732
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK189,968,000,000 $21,003,414,741
VNS NOK133,400,000 $14,727,411
Inflation NOK0 $0
TotalNOK271,873,815,000$30,052,306,884
ProductVolume
NZD
USD
Equivalent
IRS NZD18,196,142,000 $12,258,334,917
OIS NZD112,301,000,000 $75,882,287,400
Basis NZD6,600,000,000 $4,441,140,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD137,097,142,000$92,581,762,317
ProductVolume
PLN
USD
Equivalent
IRS PLN29,949,641,945 $7,965,337,800
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,689,000,000 $1,512,995,348
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN35,638,641,945$9,478,333,148
ProductVolume
SEK
USD
Equivalent
IRS SEK136,845,117,447 $15,559,395,286
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK82,820,000,000 $9,450,375,210
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK219,665,117,447$25,009,770,496
ProductVolume
SGD
USD
Equivalent
IRS SGD16,296,676,706 $11,978,142,634
OIS SGD57,000,000 $41,858,045
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,353,676,706$12,020,000,679
ProductVolume
THB
USD
Equivalent
IRS THB126,477,620,000 $4,056,842,758
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB126,477,620,000$4,056,842,758
ProductVolume
TWD
USD
Equivalent
IRS TWD34,860,500,000 $1,194,742,767
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD34,860,500,000$1,194,742,767
ProductVolume
ZAR
USD
Equivalent
IRS ZAR475,978,942,388 $29,136,625,780
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR475,978,942,388$29,136,625,780
ProductUSD
Equivalent
IRS$1,432,399,740,985
OIS$3,332,948,620,994
Basis$272,580,011,670
Zeroes$2,715,785,100
FRAs$409,029,587,217
VNS$5,469,700,793
Inflation$24,579,566,583
Total$5,479,723,013,342
Show:
ProductUSD
Equivalent
IRS $23,531,841,130,480
OIS $35,967,837,324,179
Basis $5,640,271,749,409
Zeroes $20,849,641,774
FRAs $15,257,632,475,135
VNS $94,214,043,841
Inflation $349,112,446,979
Total$80,861,758,811,797
ProductVolume
EUR
USD
Equivalent
IRS €11,481,434,095,079 $12,852,457,721,883
OIS €15,395,043,387,386 $17,183,314,544,570
Basis €213,206,114,000 $237,721,778,211
Zeroes €31,849,636,000 $35,466,094,496
FRAs €1,743,868,730,001 $1,944,890,519,519
VNS €99,124,997,105 $109,791,541,872
Inflation €362,174,110,819 $404,391,508,689
Total€29,326,701,070,390$32,768,033,709,240
ProductVolume
GBP
USD
Equivalent
IRS £4,669,475,139,867 $5,955,708,785,419
OIS £25,428,793,793,036 $32,623,350,734,607
Basis £765,006,431,921 $975,106,202,339
Zeroes £26,806,860,725 $34,213,640,389
FRAs £2,266,701,500,000 $2,894,648,685,667
VNS £18,297,536,907 $23,112,615,578
Inflation £342,758,301,280 $435,384,201,707
Total£33,517,839,563,736$42,941,524,865,706
ProductVolume
JPY
USD
Equivalent
IRS ¥228,277,819,335,299 $2,121,463,788,393
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¥249,981,190,679,299$2,323,181,190,657
ProductVolume
CHF
USD
Equivalent
IRS CHF625,279,901,265 $658,549,464,132
OIS CHF64,043,920,000 $67,307,675,761
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
TotalCHF710,093,763,765$747,531,616,713
ProductVolume
AUD
USD
Equivalent
IRS $2,934,554,354,275 $1,971,352,034,945
OIS $15,922,926,205,544 $10,641,880,500,140
Basis $379,562,748,738 $251,319,121,669
Zeroes $112,052,000 $79,592,574
FRAs $0 $0
VNS $1,152,641,424 $786,862,788
Inflation $0 $0
Total$19,238,308,001,981$12,865,418,112,116
ProductVolume
CAD
USD
Equivalent
IRS $3,780,769,815,220 $2,789,263,263,926
OIS $4,753,834,602,000 $3,535,428,475,990
Basis $118,660,975,000 $87,522,638,845
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $4,254,972,236 $3,168,455,233
Inflation $0 $0
Total$8,657,703,990,064$6,415,520,720,645
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 CLP3,598,313,923,142 $4,423,575,447
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,598,313,923,142$4,423,575,447
ProductVolume
CNY
USD
Equivalent
IRS CNY4,993,483,552,585 $714,421,585,195
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,993,483,552,585$714,421,585,195
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 CZK9,369,616,997,440 $400,796,514,056
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
TotalCZK14,971,176,294,440$641,182,030,832
ProductVolume
DKK
USD
Equivalent
IRS DKK573,712,065,665 $86,020,227,849
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
TotalDKK663,535,721,617$99,203,451,814
ProductVolume
HKD
USD
Equivalent
IRS HKD3,407,715,352,576 $439,124,079,013
OIS HKD0 $0
Basis HKD300,074,000,000 $38,680,794,754
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD3,708,019,352,576$477,834,481,001
ProductVolume
HUF
USD
Equivalent
IRS HUF67,345,153,111,515 $218,160,188,826
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,000,000,000 $20,155,023
FRAs HUF27,707,144,000,000 $89,367,145,430
VNS HUF8,129,579,500 $26,817,946
Inflation HUF0 $0
TotalHUF95,066,426,691,015$307,574,307,225
ProductVolume
ILS
USD
Equivalent
IRS ILS18,688,150,000 $5,396,856,565
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,688,150,000$5,396,856,565
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR16,949,159,113,166 $230,065,509,317
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR16,949,159,113,166$230,065,509,317
ProductVolume
KRW
USD
Equivalent
IRS KRW971,530,382,635,526 $812,390,545,053
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW971,530,382,635,526$812,390,545,053
ProductVolume
MXN
USD
Equivalent
IRS MXN749,797,114,233 $34,511,836,530
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN749,797,114,233$34,511,836,530
ProductVolume
NOK
USD
Equivalent
IRS NOK3,604,856,996,469 $379,858,547,552
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK2,670,772,300,000 $284,925,303,202
VNS NOK8,814,512,275 $916,815,853
Inflation NOK0 $0
TotalNOK6,314,023,808,744$668,800,711,365
ProductVolume
NZD
USD
Equivalent
IRS NZD1,183,248,229,857 $754,690,594,140
OIS NZD3,450,921,536,000 $2,209,047,258,108
Basis NZD71,580,400,000 $46,898,343,910
Zeroes NZD104,000,000 $69,024,800
FRAs NZD0 $0
VNS NZD48,262,014 $30,335,443
Inflation NZD0 $0
TotalNZD4,705,902,427,871$3,010,735,556,401
ProductVolume
PLN
USD
Equivalent
IRS PLN1,616,217,190,527 $412,851,727,802
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
TotalPLN2,064,907,477,847$527,405,495,504
ProductVolume
SEK
USD
Equivalent
IRS SEK9,449,910,002,391 $1,004,306,430,631
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,922,970,000,000 $415,312,257,109
VNS SEK3,023,914,248 $322,459,717
Inflation SEK0 $0
TotalSEK13,375,903,916,639$1,419,941,147,457
ProductVolume
SGD
USD
Equivalent
IRS SGD816,045,596,199 $587,282,856,360
OIS SGD375,500,000 $267,857,349
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
TotalSGD819,239,201,199$589,585,309,129
ProductVolume
THB
USD
Equivalent
IRS THB3,462,113,819,340 $110,133,151,584
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,462,113,819,340$110,133,151,584
ProductVolume
TWD
USD
Equivalent
IRS TWD1,760,445,801,584 $59,035,356,625
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,760,445,801,584$59,035,356,625
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,026,762,664,038 $1,147,114,636,453
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
TotalZAR19,041,137,664,038$1,147,978,950,810
ProductUSD
Equivalent
IRS$57,064,023,739,097
OIS$102,623,324,161,562
Basis$7,316,803,833,671
Zeroes$93,488,451,813
FRAs$21,279,269,942,544
VNS$233,425,300,933
Inflation$1,188,888,157,375
Total$189,799,223,586,995
Show:
ProductUSD
Equivalent
IRS $11,702,880,909,885
OIS $5,284,608,868,840
Basis $2,795,820,318,183
Zeroes $6,301,719,854
FRAs $1,546,378,348,553
VNS $308,026,543,627
Inflation $207,684,491,330
Total$21,851,701,200,272
ProductVolume
EUR
USD
Equivalent
IRS €6,037,155,763,622 $7,043,247,771,630
OIS €3,039,541,245,524 $3,546,080,794,091
Basis €188,310,900,503 $219,692,912,072
Zeroes €19,028,949,939 $22,200,124,446
FRAs €259,261,489,562 $302,467,416,798
VNS €178,530,320,084 $208,282,397,926
Inflation €206,705,859,827 $241,153,391,367
Total€9,928,534,529,061$11,583,124,808,330
ProductVolume
GBP
USD
Equivalent
IRS £1,429,701,225,441 $1,821,582,331,334
OIS £5,916,981,045,899 $7,538,825,550,579
Basis £470,497,910,605 $599,461,387,902
Zeroes £15,093,785,533 $19,230,992,147
FRAs £503,206,334,741 $641,135,191,094
VNS £50,476,490,485 $64,312,096,528
Inflation £266,778,244,468 $339,902,161,277
Total£8,652,735,037,172$11,024,449,710,861
ProductVolume
JPY
USD
Equivalent
IRS ¥75,391,259,064,455 $715,185,306,308
OIS ¥9,959,401,562,883 $94,478,030,289
Basis ¥8,245,919,516,634 $78,223,398,156
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,845,894,797
VNS ¥7,753,085,318 $73,548,217
Inflation ¥0 $0
Total¥93,904,333,229,290$890,806,177,767
ProductVolume
CHF
USD
Equivalent
IRS CHF284,294,761,617 $306,930,916,725
OIS CHF41,536,070,988 $44,843,261,526
Basis CHF30,201,600,000 $32,606,315,789
Zeroes CHF0 $0
FRAs CHF5,350,000,000 $5,775,978,408
VNS CHF745,176,500 $804,509,042
Inflation CHF0 $0
TotalCHF362,127,609,105$390,960,981,490
ProductVolume
AUD
USD
Equivalent
IRS $1,112,740,267,283 $784,481,888,434
OIS $2,378,941,543,638 $1,677,153,788,265
Basis $193,953,524,920 $136,737,235,069
Zeroes $23,102,501 $16,287,263
FRAs $0 $0
VNS $6,357,446,851 $4,482,000,030
Inflation $0 $0
Total$3,692,015,885,193$2,602,871,199,061
ProductVolume
CAD
USD
Equivalent
IRS $1,453,360,443,904 $1,088,414,920,920
OIS $354,885,610,810 $265,772,194,121
Basis $108,945,549,032 $81,588,818,267
Zeroes $671,860,765 $503,153,423
FRAs $0 $0
VNS $11,896,458,905 $8,909,203,104
Inflation $0 $0
Total$1,929,759,923,416$1,445,188,289,835
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 $1,051,313,249
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,801,304,202$1,051,313,249
ProductVolume
CLP
USD
Equivalent
IRS CLP1,362,207,650,000 $1,742,154,020
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,362,207,650,000$1,742,154,020
ProductVolume
CNY
USD
Equivalent
IRS CNY1,989,910,647,628 $291,404,022,380
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,989,910,647,628$291,404,022,380
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,667,214,000,000 $435,644,584
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,667,214,000,000$435,644,584
ProductVolume
CZK
USD
Equivalent
IRS CZK3,625,249,470,513 $156,058,952,670
OIS CZK0 $0
Basis CZK2,625,000,000 $113,000,430
Zeroes CZK12,352,700,000 $531,756,350
FRAs CZK1,079,587,525,790 $46,473,849,582
VNS CZK10,631,758,050 $457,673,614
Inflation CZK0 $0
TotalCZK4,730,446,454,353$203,635,232,646
ProductVolume
DKK
USD
Equivalent
IRS DKK958,007,591,486 $150,136,750,534
OIS DKK0 $0
Basis DKK3,350,000,000 $525,004,310
Zeroes DKK0 $0
FRAs DKK14,628,000,000 $2,292,466,580
VNS DKK2,090,633,025 $327,639,208
Inflation DKK0 $0
TotalDKK978,076,224,511$153,281,860,632
ProductVolume
HKD
USD
Equivalent
IRS HKD2,917,716,989,159 $376,465,038,664
OIS HKD0 $0
Basis HKD353,154,253,086 $45,566,526,855
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,968,233
Inflation HKD0 $0
TotalHKD3,272,064,542,245$422,185,533,752
ProductVolume
HUF
USD
Equivalent
IRS HUF21,560,903,415,670 $69,255,290,824
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF35,400,000,000 $113,707,540
FRAs HUF8,903,438,615,854 $28,598,534,059
VNS HUF37,909,508,979 $121,768,277
Inflation HUF0 $0
TotalHUF30,537,651,540,503$98,089,300,700
ProductVolume
ILS
USD
Equivalent
IRS ILS16,348,150,000 $4,702,203,239
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS16,348,150,000$4,702,203,239
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,040,555,610,014 $81,728,529,428
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,040,555,610,014$81,728,529,428
ProductVolume
KRW
USD
Equivalent
IRS KRW416,903,157,089,335 $356,117,466,699
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW416,903,157,089,335$356,117,466,699
ProductVolume
MXN
USD
Equivalent
IRS MXN238,080,257,207 $10,765,555,379
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN238,080,257,207$10,765,555,379
ProductVolume
NOK
USD
Equivalent
IRS NOK1,324,078,217,721 $139,226,436,500
OIS NOK0 $0
Basis NOK85,371,043,494 $8,976,740,201
Zeroes NOK0 $0
FRAs NOK546,496,173,414 $57,463,912,454
VNS NOK40,378,020,196 $4,245,736,989
Inflation NOK0 $0
TotalNOK1,996,323,454,825$209,912,826,144
ProductVolume
NZD
USD
Equivalent
IRS NZD790,443,991,376 $517,740,814,352
OIS NZD1,424,561,032,234 $933,087,476,113
Basis NZD23,635,640,000 $15,481,344,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD426,639,075 $279,448,594
Inflation NZD0 $0
TotalNZD2,239,067,302,685$1,466,589,083,259
ProductVolume
PLN
USD
Equivalent
IRS PLN958,364,573,457 $245,680,960,164
OIS PLN0 $0
Basis PLN200,000,000 $51,270,877
Zeroes PLN0 $0
FRAs PLN227,707,500,000 $58,373,815,963
VNS PLN4,698,348,117 $1,204,442,139
Inflation PLN0 $0
TotalPLN1,190,970,421,574$305,310,489,143
ProductVolume
SEK
USD
Equivalent
IRS SEK3,851,915,805,661 $423,224,665,095
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,546,502
FRAs SEK958,666,929,230 $105,332,387,968
VNS SEK18,884,622,905 $2,074,925,468
Inflation SEK0 $0
TotalSEK4,829,727,169,506$530,660,525,033
ProductVolume
SGD
USD
Equivalent
IRS SGD813,320,500,333 $591,097,423,840
OIS SGD365,500,000 $265,634,652
Basis SGD3,230,005,896 $2,347,473,306
Zeroes SGD350,000,000 $254,369,708
FRAs SGD0 $0
VNS SGD358,095,422 $260,253,223
Inflation SGD0 $0
TotalSGD817,624,101,651$594,225,154,729
ProductVolume
THB
USD
Equivalent
IRS THB994,693,188,819 $31,487,596,987
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB994,693,188,819$31,487,596,987
ProductVolume
TWD
USD
Equivalent
IRS TWD498,183,128,534 $17,019,682,571
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD498,183,128,534$17,019,682,571
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,419,309,501,128 $674,525,352,412
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $826,963,744
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,150,815
Inflation ZAR0 $0
TotalZAR11,433,684,501,128$675,374,466,971
ProductUSD
Equivalent
IRS$27,520,425,724,815
OIS$19,467,279,772,488
Basis$4,017,191,745,617
Zeroes$50,007,620,977
FRAs$2,797,137,796,256
VNS$604,038,305,034
Inflation$788,740,043,974
Total$55,244,821,009,161

Figures as of COB Sep 24, 2020.

Notional Outstanding by Product

As of COB Sep 24, 2020

Daily Notional by Tenor
 

As of COB Sep 24, 2020

Notional Outstanding by Tenor
 

As of COB Sep 24, 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
$3,293,759,348,797
$6,860,403,980,099
$371,244,088,207,936
$123,469,894,923,060
EUR
€1,824,732,217,636
€4,188,913,814,805
€175,020,210,068,521
€80,087,055,582,830
GBP
£1,005,967,331,240
£5,061,361,589,979
£120,427,301,545,580
£40,212,167,049,753
JPY
¥2,910,635,220,000
¥19,655,883,490,348
¥1,030,032,824,049,020
¥1,084,268,543,143,760
CHF
CHF7,380,681,632
CHF66,173,094,000
CHF4,837,874,325,201
CHF3,085,896,031,714
AUD
$287,684,667,000
$794,241,029,022
$61,796,361,703,506
$25,848,763,466,913
CAD
$60,302,573,792
$290,233,116,082
$26,775,704,179,976
$17,481,851,342,257
Other*
Show All
Hide
$167,816,599,456
$1,049,739,047,389
$42,601,652,672,166
$32,037,723,059,042
BRL
BRL209,021,048
BRL750,600,000
BRL126,460,527,752
BRL71,464,195,789
CLP
CLP50,880,000,000
CLP64,216,000,000
CLP9,529,353,086,284
CLP7,316,046,460,214
CNY
CNY83,106,720,000
CNY676,805,289,488
CNY17,988,458,029,010
CNY13,286,622,633,732
COP
COP0
COP148,656,000,000
COP23,054,041,953,888
COP15,840,088,484,260
CZK
CZK112,313,320,208
CZK1,604,650,713,006
CZK58,221,257,842,890
CZK32,639,072,244,108
DKK
DKK14,927,800,000
DKK50,424,200,000
DKK1,823,123,143,565
DKK4,877,961,423,332
HKD
HKD70,915,900,000
HKD487,356,128,202
HKD17,663,710,371,598
HKD19,570,536,525,636
HUF
HUF1,444,891,000,000
HUF4,594,926,851,210
HUF371,477,774,485,500
HUF166,479,988,605,167
ILS
ILS13,524,400,000
ILS2,662,240,000
ILS29,684,340,000
ILS26,754,340,000
INR
INR305,881,000,000
INR2,386,523,100,000
INR61,594,409,394,048
INR57,762,614,947,455
KRW
KRW15,058,360,000,000
KRW73,972,500,366,776
KRW3,159,179,999,994,848
KRW2,799,276,438,534,210
MXN
MXN174,000,000
MXN6,278,759,958
MXN1,784,563,805,104
MXN2,130,776,516,239
NOK
NOK78,215,600,000
NOK1,004,327,208,000
NOK27,100,947,111,889
NOK21,418,796,783,604
NZD
NZD82,621,320,000
NZD429,454,224,000
NZD18,067,480,943,439
NZD12,264,060,644,705
PLN
PLN89,890,860,000
PLN188,755,343,890
PLN7,436,279,008,988
PLN4,740,632,196,351
SEK
SEK74,299,520,000
SEK624,228,714,893
SEK64,381,155,355,585
SEK48,400,946,342,808
SGD
SGD20,511,640,000
SGD70,255,183,412
SGD3,201,305,672,905
SGD2,669,212,764,161
THB
THB155,604,000,000
THB680,057,640,000
THB17,054,674,089,730
THB16,782,032,867,252
TWD
TWD6,125,400,000
TWD79,766,400,000
TWD6,326,694,549,510
TWD6,753,048,958,502
ZAR
ZAR1,484,000,000
ZAR1,597,293,708,444
ZAR65,384,027,764,111
ZAR34,522,597,920,453
Total in USD$7,155,660,328,467$20,476,811,305,064$839,457,882,655,950$345,108,275,023,238

Figures as of COB Sep 24, 2020. Weekly figures as of COB Sep 18, 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 $536,070,057,444
OIS $315,622,060,000
Basis $106,076,080,000
Zeroes $0
FRAs $2,330,964,000,000
VNS $1,636,907,259
Inflation $3,390,244,094
Total$3,293,759,348,797
ProductVolume
EUR
USD
Equivalent
IRS €236,285,781,886 $275,662,807,437
OIS €135,116,772,000 $157,633,982,054
Basis €4,466,000,000 $5,210,258,900
Zeroes €33,384,744 $38,948,312
FRAs €1,433,324,000,000 $1,672,187,444,600
VNS €3,478,993,006 $4,058,767,190
Inflation €12,027,286,000 $14,031,633,212
Total€1,824,732,217,636$2,128,823,841,705
ProductVolume
GBP
USD
Equivalent
IRS £114,293,215,750 $145,620,986,187
OIS £619,480,281,864 $789,279,827,123
Basis £31,155,100,000 $39,694,712,910
Zeroes £1,268,000,000 $1,615,558,800
FRAs £219,726,000,000 $279,952,896,600
VNS £56,936,366 $72,542,624
Inflation £19,987,797,260 $25,466,452,489
Total£1,005,967,331,240$1,281,702,976,733
ProductVolume
JPY
USD
Equivalent
IRS ¥2,435,690,340,000 $23,105,728,217
OIS ¥393,584,880,000 $3,733,670,540
Basis ¥81,360,000,000 $771,806,669
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,910,635,220,000$27,611,205,426
ProductVolume
CHF
USD
Equivalent
IRS CHF7,195,281,632 $7,768,185,298
OIS CHF130,000,000 $140,350,877
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF55,400,000 $59,811,066
Inflation CHF0 $0
TotalCHF7,380,681,632$7,968,347,241
ProductVolume
AUD
USD
Equivalent
IRS $61,834,667,000 $43,593,440,235
OIS $207,753,000,000 $146,465,865,000
Basis $18,097,000,000 $12,758,385,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$287,684,667,000$202,817,690,235
ProductVolume
CAD
USD
Equivalent
IRS $34,126,573,792 $25,557,233,425
OIS $19,976,000,000 $14,959,934,097
Basis $6,200,000,000 $4,643,151,352
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$60,302,573,792$45,160,318,874
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL209,021,048 $37,878,827
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL209,021,048$37,878,827
ProductVolume
CLP
USD
Equivalent
IRS CLP50,880,000,000 $65,071,428
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP50,880,000,000$65,071,428
ProductVolume
CNY
USD
Equivalent
IRS CNY83,106,720,000 $12,170,211,021
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY83,106,720,000$12,170,211,021
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 CZK82,457,320,208 $3,549,604,830
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK29,856,000,000 $1,285,234,610
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK112,313,320,208$4,834,839,440
ProductVolume
DKK
USD
Equivalent
IRS DKK14,906,400,000 $2,336,096,789
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK21,400,000 $3,353,759
Inflation DKK0 $0
TotalDKK14,927,800,000$2,339,450,548
ProductVolume
HKD
USD
Equivalent
IRS HKD69,915,900,000 $9,021,057,249
OIS HKD0 $0
Basis HKD1,000,000,000 $129,027,263
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD70,915,900,000$9,150,084,512
ProductVolume
HUF
USD
Equivalent
IRS HUF1,188,891,000,000 $3,818,809,925
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF256,000,000,000 $822,291,817
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,444,891,000,000$4,641,101,742
ProductVolume
ILS
USD
Equivalent
IRS ILS13,524,400,000 $3,890,010,642
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS13,524,400,000$3,890,010,642
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR305,881,000,000 $4,138,560,411
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR305,881,000,000$4,138,560,411
ProductVolume
KRW
USD
Equivalent
IRS KRW15,058,360,000,000 $12,862,807,404
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,058,360,000,000$12,862,807,404
ProductVolume
MXN
USD
Equivalent
IRS MXN174,000,000 $7,867,963
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN174,000,000$7,867,963
ProductVolume
NOK
USD
Equivalent
IRS NOK37,597,100,000 $3,953,324,045
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK40,500,000,000 $4,258,563,129
VNS NOK118,500,000 $12,460,240
Inflation NOK0 $0
TotalNOK78,215,600,000$8,224,347,414
ProductVolume
NZD
USD
Equivalent
IRS NZD13,711,320,000 $8,980,914,600
OIS NZD64,810,000,000 $42,450,550,000
Basis NZD4,100,000,000 $2,685,500,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD82,621,320,000$54,116,964,600
ProductVolume
PLN
USD
Equivalent
IRS PLN12,322,860,000 $3,159,019,188
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN77,568,000,000 $19,884,896,881
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN89,890,860,000$23,043,916,069
ProductVolume
SEK
USD
Equivalent
IRS SEK52,299,520,000 $5,746,347,520
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,000,000,000 $2,417,223,818
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK74,299,520,000$8,163,571,338
ProductVolume
SGD
USD
Equivalent
IRS SGD20,424,640,000 $14,844,027,763
OIS SGD87,000,000 $63,229,042
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,511,640,000$14,907,256,805
ProductVolume
THB
USD
Equivalent
IRS THB155,604,000,000 $4,925,735,992
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB155,604,000,000$4,925,735,992
ProductVolume
TWD
USD
Equivalent
IRS TWD6,125,400,000 $209,265,143
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,125,400,000$209,265,143
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,484,000,000 $87,658,157
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,484,000,000$87,658,157
ProductUSD
Equivalent
IRS$1,147,044,146,729
OIS$1,474,488,029,144
Basis$171,968,922,094
Zeroes$1,654,507,112
FRAs$4,311,772,551,455
VNS$5,843,842,138
Inflation$42,888,329,795
Total$7,155,660,328,467
Show:
ProductUSD
Equivalent
IRS $1,950,548,293,912
OIS $1,453,162,772,761
Basis $781,900,690,464
Zeroes $351,417,892
FRAs $2,642,501,463,610
VNS $1,884,485,504
Inflation $30,054,855,956
Total$6,860,403,980,099
ProductVolume
EUR
USD
Equivalent
IRS €1,536,573,713,770 $1,819,475,373,203
OIS €1,260,180,484,150 $1,492,648,180,618
Basis €5,367,720,000 $6,348,525,986
Zeroes €1,708,000,000 $2,025,807,700
FRAs €1,335,300,400,000 $1,582,218,395,020
VNS €4,338,286,885 $5,139,227,585
Inflation €45,445,210,000 $53,803,318,978
Total€4,188,913,814,805$4,961,658,829,090
ProductVolume
GBP
USD
Equivalent
IRS £605,543,358,400 $782,995,026,089
OIS £3,590,060,969,442 $4,644,105,833,666
Basis £127,573,696,748 $164,975,990,452
Zeroes £2,813,012,048 $3,633,101,064
FRAs £699,820,000,000 $903,653,730,800
VNS £4,999,534,775 $6,465,124,651
Inflation £30,551,018,566 $39,507,468,369
Total£5,061,361,589,979$6,545,336,275,091
ProductVolume
JPY
USD
Equivalent
IRS ¥16,288,583,490,348 $154,940,759,527
OIS ¥2,421,100,000,000 $23,030,689,079
Basis ¥946,200,000,000 $9,028,910,929
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,655,883,490,348$187,000,359,535
ProductVolume
CHF
USD
Equivalent
IRS CHF23,473,094,000 $25,814,134,788
OIS CHF18,730,000,000 $20,599,881,211
Basis CHF5,970,000,000 $6,562,657,293
Zeroes CHF0 $0
FRAs CHF18,000,000,000 $19,771,528,998
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF66,173,094,000$72,748,202,290
ProductVolume
AUD
USD
Equivalent
IRS $328,390,142,836 $239,666,998,038
OIS $429,922,600,000 $313,798,548,590
Basis $35,658,440,000 $26,031,626,018
Zeroes $0 $0
FRAs $0 $0
VNS $269,846,186 $197,079,222
Inflation $0 $0
Total$794,241,029,022$579,694,251,868
ProductVolume
CAD
USD
Equivalent
IRS $213,891,348,181 $162,299,134,564
OIS $61,266,200,000 $46,489,515,427
Basis $12,483,600,000 $9,474,670,405
Zeroes $0 $0
FRAs $0 $0
VNS $2,591,967,901 $1,967,039,306
Inflation $0 $0
Total$290,233,116,082$220,230,359,702
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL750,600,000 $142,266,335
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL750,600,000$142,266,335
ProductVolume
CLP
USD
Equivalent
IRS CLP64,216,000,000 $84,060,160
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP64,216,000,000$84,060,160
ProductVolume
CNY
USD
Equivalent
IRS CNY676,805,289,488 $99,908,497,143
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY676,805,289,488$99,908,497,143
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP148,656,000,000 $40,177,243
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP148,656,000,000$40,177,243
ProductVolume
CZK
USD
Equivalent
IRS CZK1,080,680,713,006 $47,874,316,121
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK522,770,000,000 $23,149,313,387
VNS CZK1,200,000,000 $53,189,132
Inflation CZK0 $0
TotalCZK1,604,650,713,006$71,076,818,640
ProductVolume
DKK
USD
Equivalent
IRS DKK50,424,200,000 $8,029,961,847
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK50,424,200,000$8,029,961,847
ProductVolume
HKD
USD
Equivalent
IRS HKD482,276,128,202 $62,228,652,651
OIS HKD0 $0
Basis HKD5,080,000,000 $655,479,642
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD487,356,128,202$62,884,132,293
ProductVolume
HUF
USD
Equivalent
IRS HUF4,035,526,851,210 $13,324,134,786
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF548,000,000,000 $1,802,821,047
VNS HUF11,400,000,000 $37,469,220
Inflation HUF0 $0
TotalHUF4,594,926,851,210$15,164,425,053
ProductVolume
ILS
USD
Equivalent
IRS ILS2,662,220,000 $776,758,723
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,815
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,662,240,000$776,764,538
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,386,523,100,000 $32,441,190,417
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,386,523,100,000$32,441,190,417
ProductVolume
KRW
USD
Equivalent
IRS KRW73,972,500,366,776 $63,040,375,656
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW73,972,500,366,776$63,040,375,656
ProductVolume
MXN
USD
Equivalent
IRS MXN6,278,759,958 $297,673,009
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,278,759,958$297,673,009
ProductVolume
NOK
USD
Equivalent
IRS NOK204,498,408,000 $22,606,979,022
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK799,562,000,000 $88,409,054,898
VNS NOK266,800,000 $29,454,821
Inflation NOK0 $0
TotalNOK1,004,327,208,000$111,045,488,741
ProductVolume
NZD
USD
Equivalent
IRS NZD190,152,224,000 $127,991,252,443
OIS NZD226,102,000,000 $152,699,017,800
Basis NZD13,200,000,000 $8,882,280,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD429,454,224,000$289,572,550,243
ProductVolume
PLN
USD
Equivalent
IRS PLN90,561,343,890 $24,078,581,148
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN98,194,000,000 $26,094,223,189
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN188,755,343,890$50,172,804,337
ProductVolume
SEK
USD
Equivalent
IRS SEK415,988,714,893 $47,317,117,418
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK208,240,000,000 $23,760,999,117
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK624,228,714,893$71,078,116,535
ProductVolume
SGD
USD
Equivalent
IRS SGD70,141,183,412 $51,572,538,394
OIS SGD114,000,000 $83,716,089
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD70,255,183,412$51,656,254,483
ProductVolume
THB
USD
Equivalent
IRS THB680,057,640,000 $21,805,682,245
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB680,057,640,000$21,805,682,245
ProductVolume
TWD
USD
Equivalent
IRS TWD79,766,400,000 $2,733,475,960
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD79,766,400,000$2,733,475,960
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,597,293,708,444 $97,788,332,511
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,597,293,708,444$97,788,332,511
ProductUSD
Equivalent
IRS$5,827,340,375,693
OIS$8,179,099,522,901
Basis$1,013,860,831,189
Zeroes$6,010,326,656
FRAs$5,311,361,535,881
VNS$15,773,069,441
Inflation$123,365,643,303
Total$20,476,811,305,064
Show:
ProductUSD
Equivalent
IRS $85,956,229,271,644
OIS $100,998,439,367,941
Basis $21,894,728,525,692
Zeroes $60,401,361,426
FRAs $160,991,951,550,270
VNS $276,511,436,201
Inflation $1,065,826,694,762
Total$371,244,088,207,936
ProductVolume
EUR
USD
Equivalent
IRS €61,195,694,948,207 $68,438,498,653,537
OIS €54,836,682,012,112 $61,255,825,172,351
Basis €522,823,854,260 $583,311,077,907
Zeroes €66,476,064,530 $74,161,763,324
FRAs €56,525,348,500,002 $63,390,756,415,370
VNS €240,442,093,925 $267,786,891,683
Inflation €1,632,742,595,485 $1,823,757,988,459
Total€175,020,210,068,521$195,834,097,962,631
ProductVolume
GBP
USD
Equivalent
IRS £16,131,222,829,358 $20,562,114,449,400
OIS £68,106,941,026,301 $87,406,192,534,107
Basis £4,879,943,006,021 $6,199,316,121,812
Zeroes £67,373,284,634 $85,974,348,216
FRAs £29,913,982,940,000 $38,002,842,256,816
VNS £56,092,093,376 $70,832,014,877
Inflation £1,271,746,365,890 $1,615,169,266,445
Total£120,427,301,545,580$153,942,440,991,673
ProductVolume
JPY
USD
Equivalent
IRS ¥918,307,207,326,332 $8,527,840,798,476
OIS ¥86,632,241,928,000 $805,695,161,478
Basis ¥22,335,778,152,000 $207,748,528,336
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¥1,030,032,824,049,020$9,566,985,653,594
ProductVolume
CHF
USD
Equivalent
IRS CHF2,490,784,000,201 $2,619,838,812,744
OIS CHF849,922,240,000 $893,107,834,712
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
TotalCHF4,837,874,325,201$5,072,970,268,280
ProductVolume
AUD
USD
Equivalent
IRS $17,404,456,542,354 $11,706,078,668,366
OIS $42,335,490,011,088 $28,318,030,422,396
Basis $2,049,376,429,844 $1,373,542,949,632
Zeroes $896,200,054 $591,040,467
FRAs $0 $0
VNS $6,142,520,166 $4,197,318,113
Inflation $0 $0
Total$61,796,361,703,506$41,402,440,398,974
ProductVolume
CAD
USD
Equivalent
IRS $14,452,548,514,870 $10,638,276,416,976
OIS $11,547,743,804,000 $8,584,527,029,387
Basis $697,639,150,000 $513,060,489,193
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$26,775,704,179,976$19,793,206,500,696
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 CLP9,529,353,086,284 $11,852,784,782
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,529,353,086,284$11,852,784,782
ProductVolume
CNY
USD
Equivalent
IRS CNY17,988,458,029,010 $2,571,122,636,106
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,988,458,029,010$2,571,122,636,106
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 CZK27,155,211,991,966 $1,163,508,108,928
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
TotalCZK58,221,257,842,890$2,487,204,265,042
ProductVolume
DKK
USD
Equivalent
IRS DKK1,367,639,831,660 $205,217,896,588
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
TotalDKK1,823,123,143,565$271,845,460,108
ProductVolume
HKD
USD
Equivalent
IRS HKD16,774,547,171,598 $2,161,839,249,201
OIS HKD0 $0
Basis HKD888,703,200,000 $114,550,138,366
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD17,663,710,371,598$2,276,448,602,036
ProductVolume
HUF
USD
Equivalent
IRS HUF194,539,629,589,744 $630,389,778,322
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF17,000,000,000 $57,091,979
FRAs HUF176,709,970,000,000 $570,386,474,475
VNS HUF211,174,895,756 $642,266,428
Inflation HUF0 $0
TotalHUF371,477,774,485,500$1,201,475,611,204
ProductVolume
ILS
USD
Equivalent
IRS ILS29,684,320,000 $8,586,373,815
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,815
VNS ILS0 $0
Inflation ILS0 $0
TotalILS29,684,340,000$8,586,379,630
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR61,594,409,394,048 $835,545,182,516
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR61,594,409,394,048$835,545,182,516
ProductVolume
KRW
USD
Equivalent
IRS KRW3,159,179,999,994,848 $2,639,901,330,442
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,159,179,999,994,848$2,639,901,330,442
ProductVolume
MXN
USD
Equivalent
IRS MXN1,784,563,805,104 $82,118,489,708
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,784,563,805,104$82,118,489,708
ProductVolume
NOK
USD
Equivalent
IRS NOK9,238,222,262,280 $973,043,309,906
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK17,785,858,600,000 $1,876,192,121,669
VNS NOK23,246,249,609 $2,413,524,004
Inflation NOK0 $0
TotalNOK27,100,947,111,889$2,857,223,038,339
ProductVolume
NZD
USD
Equivalent
IRS NZD7,669,580,455,942 $4,898,401,660,511
OIS NZD10,182,681,172,000 $6,514,433,322,696
Basis NZD214,661,000,000 $140,788,179,430
Zeroes NZD208,000,000 $138,049,600
FRAs NZD0 $0
VNS NZD350,315,497 $227,128,065
Inflation NZD0 $0
TotalNZD18,067,480,943,439$11,553,988,340,302
ProductVolume
PLN
USD
Equivalent
IRS PLN4,842,743,546,602 $1,237,571,985,442
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
TotalPLN7,436,279,008,988$1,896,642,088,517
ProductVolume
SEK
USD
Equivalent
IRS SEK28,503,583,509,089 $3,023,871,157,839
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,872,004,000,000 $3,824,490,298,391
VNS SEK5,567,846,496 $595,083,755
Inflation SEK0 $0
TotalSEK64,381,155,355,585$6,848,956,539,985
ProductVolume
SGD
USD
Equivalent
IRS SGD3,195,113,622,905 $2,297,837,916,170
OIS SGD1,428,400,000 $1,024,388,654
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
TotalSGD3,201,305,672,905$2,302,306,033,718
ProductVolume
THB
USD
Equivalent
IRS THB17,054,674,089,730 $542,252,205,774
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,054,674,089,730$542,252,205,774
ProductVolume
TWD
USD
Equivalent
IRS TWD6,326,694,549,510 $212,012,580,043
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,326,694,549,510$212,012,580,043
ProductVolume
ZAR
USD
Equivalent
IRS ZAR65,355,277,764,111 $3,968,443,156,481
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
TotalZAR65,384,027,764,111$3,970,171,785,193
ProductUSD
Equivalent
IRS$235,102,607,760,192
OIS$295,619,059,665,968
Basis$31,114,599,364,507
Zeroes$230,420,947,696
FRAs$272,205,227,224,674
VNS$681,213,743,247
Inflation$4,504,753,949,666
Total$839,457,882,655,950
Show:
ProductUSD
Equivalent
IRS $50,378,428,336,798
OIS $14,640,310,628,995
Basis $19,878,160,402,503
Zeroes $70,212,599,954
FRAs $35,299,139,946,216
VNS $1,380,898,510,276
Inflation $1,822,744,498,318
Total$123,469,894,923,060
ProductVolume
EUR
USD
Equivalent
IRS €45,834,994,028,046 $53,473,395,782,820
OIS €13,897,775,290,998 $16,213,839,543,243
Basis €929,780,151,089 $1,084,728,013,267
Zeroes €129,472,995,336 $151,049,670,008
FRAs €16,218,488,245,207 $18,921,299,311,271
VNS €940,055,316,862 $1,096,715,535,418
Inflation €2,136,489,555,292 $2,492,535,539,681
Total€80,087,055,582,830$93,433,563,395,708
ProductVolume
GBP
USD
Equivalent
IRS £11,026,923,881,446 $14,049,403,717,350
OIS £14,114,070,846,691 $17,982,737,665,768
Basis £6,282,649,875,719 $8,004,724,206,653
Zeroes £315,609,820,828 $402,118,472,717
FRAs £6,104,877,185,296 $7,778,224,021,786
VNS £320,213,817,273 $407,984,424,587
Inflation £2,047,821,622,500 $2,609,129,529,228
Total£40,212,167,049,753$51,234,322,038,089
ProductVolume
JPY
USD
Equivalent
IRS ¥863,413,581,108,859 $8,190,614,059,753
OIS ¥65,762,342,923,336 $623,842,365,160
Basis ¥154,351,756,709,012 $1,464,229,537,628
Zeroes ¥28,245,317,628 $267,944,008
FRAs ¥600,000,000,000 $5,691,789,594
VNS ¥112,617,084,923 $1,068,321,253
Inflation ¥0 $0
Total¥1,084,268,543,143,758$10,285,714,017,396
ProductVolume
CHF
USD
Equivalent
IRS CHF1,785,880,624,057 $1,928,076,247,296
OIS CHF366,516,685,790 $395,699,525,819
Basis CHF473,073,476,062 $510,740,594,938
Zeroes CHF7,052 $7,613
FRAs CHF457,518,062,361 $493,946,626,031
VNS CHF2,907,176,392 $3,138,651,975
Inflation CHF0 $0
TotalCHF3,085,896,031,714$3,331,601,653,672
ProductVolume
AUD
USD
Equivalent
IRS $15,090,335,544,514 $10,638,686,558,883
OIS $6,520,196,057,804 $4,596,738,220,752
Basis $4,203,082,681,189 $2,963,173,290,239
Zeroes $1,165,115,241 $821,406,245
FRAs $0 $0
VNS $33,984,068,164 $23,958,768,056
Inflation $0 $0
Total$25,848,763,466,912$18,223,378,244,175
ProductVolume
CAD
USD
Equivalent
IRS $14,758,521,010,449 $11,052,588,190,256
OIS $1,330,979,039,547 $996,764,052,683
Basis $1,102,899,703,023 $825,956,491,442
Zeroes $20,272,620,641 $15,182,071,925
FRAs $0 $0
VNS $269,178,968,597 $201,586,885,791
Inflation $0 $0
Total$17,481,851,342,257$13,092,077,692,097
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 $12,950,752,660
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL71,464,195,789$12,950,752,660
ProductVolume
CLP
USD
Equivalent
IRS CLP7,316,046,460,214 $9,356,634,984
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,316,046,460,214$9,356,634,984
ProductVolume
CNY
USD
Equivalent
IRS CNY13,286,622,633,732 $1,945,703,081,660
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,286,622,633,732$1,945,703,081,660
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP15,840,088,484,260 $4,139,029,995
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP15,840,088,484,260$4,139,029,995
ProductVolume
CZK
USD
Equivalent
IRS CZK24,153,088,650,293 $1,039,736,919,944
OIS CZK0 $0
Basis CZK5,250,000,000 $226,000,861
Zeroes CZK30,955,400,000 $1,332,561,343
FRAs CZK8,337,325,145,715 $358,903,364,000
VNS CZK112,453,048,100 $4,840,854,417
Inflation CZK0 $0
TotalCZK32,639,072,244,108$1,405,039,700,565
ProductVolume
DKK
USD
Equivalent
IRS DKK4,771,982,484,219 $747,854,140,359
OIS DKK0 $0
Basis DKK6,700,000,000 $1,050,008,619
Zeroes DKK15,500,000,000 $2,429,124,418
FRAs DKK79,108,000,000 $12,397,624,160
VNS DKK4,670,939,113 $732,018,855
Inflation DKK0 $0
TotalDKK4,877,961,423,332$764,462,916,411
ProductVolume
HKD
USD
Equivalent
IRS HKD18,411,780,051,924 $2,375,621,595,541
OIS HKD0 $0
Basis HKD1,156,769,873,712 $149,254,851,259
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,325,562
Inflation HKD0 $0
TotalHKD19,570,536,525,636$2,525,132,772,362
ProductVolume
HUF
USD
Equivalent
IRS HUF123,195,288,508,924 $395,712,803,369
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF96,615,817,418 $310,337,485
FRAs HUF42,332,262,812,989 $135,974,505,141
VNS HUF855,821,465,836 $2,748,964,798
Inflation HUF0 $0
TotalHUF166,479,988,605,167$534,746,610,793
ProductVolume
ILS
USD
Equivalent
IRS ILS26,754,320,000 $7,695,320,275
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,753
VNS ILS0 $0
Inflation ILS0 $0
TotalILS26,754,340,000$7,695,326,028
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR57,762,614,947,455 $781,526,382,728
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR57,762,614,947,455$781,526,382,728
ProductVolume
KRW
USD
Equivalent
IRS KRW2,799,276,438,534,210 $2,391,133,808,723
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,799,276,438,534,210$2,391,133,808,723
ProductVolume
MXN
USD
Equivalent
IRS MXN2,130,776,516,239 $96,349,831,166
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,130,776,516,239$96,349,831,166
ProductVolume
NOK
USD
Equivalent
IRS NOK12,443,621,872,440 $1,308,443,192,602
OIS NOK0 $0
Basis NOK198,439,130,533 $20,865,816,412
Zeroes NOK0 $0
FRAs NOK8,672,450,623,993 $911,905,641,176
VNS NOK104,285,156,638 $10,965,553,654
Inflation NOK0 $0
TotalNOK21,418,796,783,604$2,252,180,203,844
ProductVolume
NZD
USD
Equivalent
IRS NZD7,760,194,647,840 $5,082,927,494,335
OIS NZD4,364,183,789,542 $2,858,540,382,150
Basis NZD138,132,340,000 $90,476,682,700
Zeroes NZD104,000,000 $68,120,000
FRAs NZD0 $0
VNS NZD1,445,867,323 $947,043,096
Inflation NZD0 $0
TotalNZD12,264,060,644,705$8,032,959,722,281
ProductVolume
PLN
USD
Equivalent
IRS PLN3,678,935,193,798 $943,111,166,489
OIS PLN0 $0
Basis PLN400,000,000 $102,541,754
Zeroes PLN4,655,800,000 $1,193,534,742
FRAs PLN1,045,583,337,444 $268,039,872,706
VNS PLN11,057,865,109 $2,834,732,202
Inflation PLN0 $0
TotalPLN4,740,632,196,351$1,215,281,847,893
ProductVolume
SEK
USD
Equivalent
IRS SEK35,843,447,796,696 $3,938,256,170,425
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $95,769,329
FRAs SEK12,505,450,011,680 $1,374,021,437,664
VNS SEK51,176,904,250 $5,623,001,450
Inflation SEK0 $0
TotalSEK48,400,946,342,808$5,317,996,378,868
ProductVolume
SGD
USD
Equivalent
IRS SGD2,660,472,527,421 $1,933,553,201,367
OIS SGD1,388,400,000 $1,009,048,294
Basis SGD5,970,225,896 $4,338,984,626
Zeroes SGD700,000,000 $508,739,416
FRAs SGD0 $0
VNS SGD681,610,844 $495,374,718
Inflation SGD0 $0
TotalSGD2,669,212,764,161$1,939,905,348,421
ProductVolume
THB
USD
Equivalent
IRS THB16,782,032,867,252 $531,245,105,010
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB16,782,032,867,252$531,245,105,010
ProductVolume
TWD
USD
Equivalent
IRS TWD6,753,048,958,502 $230,707,832,274
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,753,048,958,502$230,707,832,274
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,493,847,920,453 $2,037,511,543,259
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,653,927,487
FRAs ZAR0 $0
VNS ZAR750,000,000 $44,301,629
Inflation ZAR0 $0
TotalZAR34,522,597,920,453$2,039,209,772,375
ProductUSD
Equivalent
IRS$174,739,063,487,598
OIS$59,095,146,845,587
Basis$34,998,027,422,901
Zeroes$647,244,286,690
FRAs$65,559,544,145,498
VNS$3,144,839,267,737
Inflation$6,924,409,567,227
Total$345,108,275,023,238

Figures as of COB Sep 24, 2020.

Notional Outstanding by Product

As of COB Sep 24, 2020

Daily Notional by Tenor

As of COB Sep 24, 2020

Notional Outstanding by Currency

As of COB Sep 24, 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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