Volumes

Client Notional Cleared (USD)

$2,504,703,398,480,939

Client Notional Outstanding (USD)

$93,336,941,040,296

As of COB Apr 17, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,019,831,000,000,000

Trades Compressed

50,657,815
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 $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Apr 17, 2024. *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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$576,938,073,701	$3,932,773,537,723	$65,000,787,979,607	$32,722,563,634,479
EUR	€819,254,460,819	€3,169,355,637,040	€47,025,107,182,630	€28,605,099,543,838
GBP	£403,467,763,159	£1,068,220,752,003	£14,239,553,615,658	£8,453,499,659,122
JPY	¥5,174,203,555,000	¥41,412,035,980,300	¥464,076,961,297,040	¥367,484,608,240,360
CHF	CHF3,279,568,400	CHF21,024,877,200	CHF582,268,073,483	CHF621,286,138,323
AUD	$125,995,946,780	$586,901,490,423	$8,749,297,910,539	$7,507,267,988,219
CAD	$29,138,540,000	$300,925,244,301	$3,995,702,898,032	$2,588,933,371,702
Other* Show All Hide	$145,580,752,632	$717,800,066,269	$9,081,761,863,861	$9,790,218,308,191
BRL	BRL11,454,812,300	BRL11,465,124,327	BRL71,171,461,649	BRL75,325,134,715
CLP	CLP17,493,100,000	CLP392,829,027,400	CLP9,973,145,234,058	CLP2,750,952,650,227
CNY	CNY31,938,212,000	CNY272,004,501,481	CNY4,361,282,319,346	CNY4,579,133,192,921
COP	COP409,006,900,000	COP2,009,479,000,000	COP16,978,011,360,713	COP26,344,980,273,646
CZK	CZK489,329,582,810	CZK1,376,684,174,172	CZK21,275,039,328,371	CZK24,626,823,084,498
DKK	DKK610,000,000	DKK28,540,150,000	DKK271,321,251,000	DKK1,462,924,933,676
HKD	HKD34,554,110,000	HKD132,884,991,656	HKD2,010,676,900,890	HKD3,888,903,047,907
HUF	HUF3,116,587,426,005	HUF3,367,845,349,273	HUF81,179,356,013,639	HUF65,281,297,451,974
ILS	ILS18,577,466,000	ILS114,180,061,380	ILS1,251,777,252,576	ILS1,311,835,190,422
INR	INR20,632,000,000	INR2,526,289,297,794	INR28,067,249,157,241	INR16,494,698,531,427
KRW	KRW10,553,138,208,429	KRW74,162,627,821,747	KRW764,668,298,743,595	KRW826,111,307,104,576
MXN	MXN22,159,250,300	MXN74,491,372,200	MXN954,672,006,038	MXN941,284,148,481
NOK	NOK172,769,376,000	NOK332,999,859,909	NOK5,671,626,484,871	NOK3,730,648,635,997
NZD	NZD62,869,712,976	NZD336,189,274,300	NZD3,194,037,464,522	NZD3,055,981,275,329
PLN	PLN23,326,872,675	PLN134,773,074,404	PLN2,162,882,077,447	PLN2,638,007,228,252
SEK	SEK67,323,265,000	SEK631,074,931,530	SEK7,401,602,732,897	SEK5,711,691,322,530
SGD	SGD8,249,463,000	SGD37,341,093,768	SGD578,379,714,349	SGD617,099,904,814
THB	THB235,211,297,881	THB718,295,477,224	THB8,578,829,835,048	THB4,924,076,779,862
TWD	TWD58,327,171,000	TWD245,710,008,140	TWD3,855,222,430,930	TWD2,691,817,382,591
ZAR	ZAR229,350,030,938	ZAR1,654,211,835,400	ZAR22,237,093,635,310	ZAR38,495,612,204,554
Total in USD	$2,238,462,415,500	$10,300,226,714,024	$155,547,866,349,960	$93,336,941,040,296

Figures as of COB Apr 17, 2024. Weekly figures as of COB Apr 12, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$554,638,533,531
Basis	$13,060,900,000
Zeroes	$0
FRAs	$0
VNS	$986,717,170
Inflation	$8,251,923,000
Total	$576,938,073,701

Product	Volume EUR	USD Equivalent
IRS	€92,618,631,006	$98,828,710,215
OIS	€706,101,028,813	$753,445,102,795
Basis	€1,540,600,000	$1,643,897,230
Zeroes	€0	$0
FRAs	€12,081,000,000	$12,891,031,050
VNS	€1,274,200,000	$1,359,635,110
Inflation	€5,639,001,000	$6,017,096,017
Total	€819,254,460,819	$874,185,472,417

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£397,373,667,282	$494,789,821,816
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£70,000,000	$87,160,500
Inflation	£6,024,095,877	$7,500,902,981
Total	£403,467,763,159	$502,377,885,297

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥5,174,203,555,000	$33,521,450,909
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥5,174,203,555,000	$33,521,450,909

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,279,568,400	$3,602,140,041
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF3,279,568,400	$3,602,140,041

Product	Volume AUD	USD Equivalent
IRS	$38,051,643,606	$24,491,940,407
OIS	$70,284,393,174	$45,238,549,666
Basis	$17,658,300,000	$11,365,764,795
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,610,000	$1,036,277
Inflation	$0	$0
Total	$125,995,946,780	$81,097,291,145

Product	Volume CAD	USD Equivalent
IRS	$84,200,000	$61,142,982
OIS	$29,054,340,000	$21,098,206,376
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$29,138,540,000	$21,159,349,358

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL11,454,812,300	$2,189,668,400
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL11,454,812,300	$2,189,668,400

Product	Volume CLP	USD Equivalent
IRS	CLP17,493,100,000	$17,903,172
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP17,493,100,000	$17,903,172

Product	Volume CNY	USD Equivalent
IRS	CNY31,938,212,000	$4,412,056,059
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY31,938,212,000	$4,412,056,059

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP409,006,900,000	$104,883,784
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP409,006,900,000	$104,883,784

Product	Volume CZK	USD Equivalent
IRS	CZK169,658,582,810	$7,169,480,342
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK319,671,000,000	$13,508,747,465
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK489,329,582,810	$20,678,227,807

Product	Volume DKK	USD Equivalent
IRS	DKK610,000,000	$87,236,325
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK610,000,000	$87,236,325

Product	Volume HKD	USD Equivalent
IRS	HKD34,554,110,000	$4,412,899,971
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD34,554,110,000	$4,412,899,971

Product	Volume HUF	USD Equivalent
IRS	HUF554,588,623,005	$1,505,949,854
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,561,998,803,000	$6,956,943,514
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,116,587,426,005	$8,462,893,368

Product	Volume ILS	USD Equivalent
IRS	ILS9,472,466,000	$2,497,815,574
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS9,105,000,000	$2,400,917,649
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS18,577,466,000	$4,898,733,223

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR20,632,000,000	$246,613,428
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR20,632,000,000	$246,613,428

Product	Volume KRW	USD Equivalent
IRS	KRW10,553,138,208,429	$7,641,442,832
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW10,553,138,208,429	$7,641,442,832

Product	Volume MXN	USD Equivalent
IRS	MXN22,159,250,300	$1,307,002,687
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN22,159,250,300	$1,307,002,687

Product	Volume NOK	USD Equivalent
IRS	NOK69,902,126,000	$6,356,905,854
OIS	NOK30,800,000,000	$2,800,954,871
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK72,000,000,000	$6,547,686,711
VNS	NOK67,250,000	$6,115,721
Inflation	NOK0	$0
Total	NOK172,769,376,000	$15,711,663,157

Product	Volume NZD	USD Equivalent
IRS	NZD10,328,462,976	$6,110,835,120
OIS	NZD52,541,250,000	$31,086,030,563
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD62,869,712,976	$37,196,865,683

Product	Volume PLN	USD Equivalent
IRS	PLN20,292,872,675	$4,989,703,015
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN3,034,000,000	$746,013,597
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN23,326,872,675	$5,735,716,612

Product	Volume SEK	USD Equivalent
IRS	SEK45,323,265,000	$4,141,815,432
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK22,000,000,000	$2,010,445,177
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK67,323,265,000	$6,152,260,609

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD8,249,463,000	$6,063,106,718
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD8,249,463,000	$6,063,106,718

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB235,211,297,881	$6,399,436,754
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB235,211,297,881	$6,399,436,754

Product	Volume TWD	USD Equivalent
IRS	TWD58,327,171,000	$1,800,388,030
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD58,327,171,000	$1,800,388,030

Product	Volume ZAR	USD Equivalent
IRS	ZAR229,350,030,938	$12,061,754,013
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR229,350,030,938	$12,061,754,013

Product	USD Equivalent
IRS	$190,084,650,284
OIS	$1,953,034,831,252
Basis	$26,070,562,025
Zeroes	$0
FRAs	$45,061,785,163
VNS	$2,440,664,778
Inflation	$21,769,921,998
Total	$2,238,462,415,500

Show:

Product	USD Equivalent
IRS	$650,000,000
OIS	$3,710,564,547,006
Basis	$197,729,941,000
Zeroes	$0
FRAs	$0
VNS	$154,610,531
Inflation	$23,674,439,186
Total	$3,932,773,537,723

Product	Volume EUR	USD Equivalent
IRS	€419,334,748,305	$450,957,799,702
OIS	€2,529,392,620,727	$2,719,563,057,098
Basis	€8,244,200,000	$8,856,356,315
Zeroes	€2,042,500,000	$2,190,887,625
FRAs	€189,849,400,000	$205,576,229,660
VNS	€421,043,002	$451,758,256
Inflation	€20,071,125,006	$21,581,167,872
Total	€3,169,355,637,040	$3,409,177,256,528

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,053,992,789,058	$1,323,554,226,655
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£94,525,000	$118,611,445
Inflation	£14,133,437,945	$17,802,433,710
Total	£1,068,220,752,003	$1,341,475,271,810

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥41,412,035,980,300	$271,163,330,105
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥41,412,035,980,300	$271,163,330,105

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF21,024,877,200	$23,157,925,390
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF21,024,877,200	$23,157,925,390

Product	Volume AUD	USD Equivalent
IRS	$165,930,253,383	$108,589,832,185
OIS	$386,417,963,000	$253,147,330,900
Basis	$34,302,730,000	$22,467,015,733
Zeroes	$0	$0
FRAs	$0	$0
VNS	$250,544,040	$163,830,748
Inflation	$0	$0
Total	$586,901,490,423	$384,368,009,566

Product	Volume CAD	USD Equivalent
IRS	$27,284,735,000	$19,833,143,980
OIS	$272,800,749,303	$199,862,738,695
Basis	$280,600,000	$203,584,125
Zeroes	$0	$0
FRAs	$0	$0
VNS	$559,159,998	$411,849,833
Inflation	$0	$0
Total	$300,925,244,301	$220,311,316,633

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL11,465,124,327	$2,269,097,102
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL11,465,124,327	$2,269,097,102

Product	Volume CLP	USD Equivalent
IRS	CLP392,829,027,400	$411,752,389
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP392,829,027,400	$411,752,389

Product	Volume CNY	USD Equivalent
IRS	CNY272,004,501,481	$37,600,610,515
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY272,004,501,481	$37,600,610,515

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP2,009,479,000,000	$530,589,506
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP2,009,479,000,000	$530,589,506

Product	Volume CZK	USD Equivalent
IRS	CZK627,198,174,172	$26,599,051,166
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK19,500,000,000	$825,012,693
FRAs	CZK729,986,000,000	$30,917,340,058
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,376,684,174,172	$58,341,403,917

Product	Volume DKK	USD Equivalent
IRS	DKK19,809,250,000	$2,858,620,002
OIS	DKK8,730,900,000	$1,257,886,518
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK28,540,150,000	$4,116,506,520

Product	Volume HKD	USD Equivalent
IRS	HKD126,816,991,656	$16,185,115,521
OIS	HKD0	$0
Basis	HKD6,068,000,000	$774,393,780
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD132,884,991,656	$16,959,509,301

Product	Volume HUF	USD Equivalent
IRS	HUF2,051,135,349,273	$5,637,117,195
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,316,710,000,000	$3,617,990,125
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,367,845,349,273	$9,255,107,320

Product	Volume ILS	USD Equivalent
IRS	ILS60,309,061,380	$16,206,514,816
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS53,481,000,000	$14,356,162,952
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS114,180,061,380	$30,666,787,430

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,526,289,297,794	$30,291,313,422
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,526,289,297,794	$30,291,313,422

Product	Volume KRW	USD Equivalent
IRS	KRW74,162,627,821,747	$54,240,992,199
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW74,162,627,821,747	$54,240,992,199

Product	Volume MXN	USD Equivalent
IRS	MXN74,491,372,200	$4,526,117,706
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN74,491,372,200	$4,526,117,706

Product	Volume NOK	USD Equivalent
IRS	NOK151,654,859,909	$14,062,040,091
OIS	NOK34,195,000,000	$3,177,854,127
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK147,150,000,000	$13,614,396,460
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK332,999,859,909	$30,854,290,678

Product	Volume NZD	USD Equivalent
IRS	NZD57,497,540,233	$34,439,450,831
OIS	NZD278,679,696,377	$167,431,998,239
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD12,037,690	$7,217,197
Inflation	NZD0	$0
Total	NZD336,189,274,300	$201,878,666,267

Product	Volume PLN	USD Equivalent
IRS	PLN68,927,764,404	$17,357,350,757
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN996,810,000	$250,738,272
FRAs	PLN64,848,500,000	$16,338,596,234
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN134,773,074,404	$33,946,685,263

Product	Volume SEK	USD Equivalent
IRS	SEK364,374,931,530	$33,974,015,384
OIS	SEK60,000,000,000	$5,502,391,248
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK206,700,000,000	$19,077,043,747
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK631,074,931,530	$58,553,450,379

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD37,341,093,768	$27,621,551,251
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD37,341,093,768	$27,621,551,251

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB718,295,477,224	$19,683,904,683
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB718,295,477,224	$19,683,904,683

Product	Volume TWD	USD Equivalent
IRS	TWD245,710,008,140	$7,638,293,994
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD245,710,008,140	$7,638,293,994

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,654,211,835,400	$88,413,436,427
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,654,211,835,400	$88,413,436,427

Product	USD Equivalent
IRS	$942,450,351,962
OIS	$8,756,510,644,843
Basis	$230,031,290,953
Zeroes	$3,370,748,252
FRAs	$303,497,759,236
VNS	$1,307,878,010
Inflation	$63,058,040,768
Total	$10,300,226,714,024

Show:

Product	USD Equivalent
IRS	$3,741,112,880
OIS	$63,065,068,731,479
Basis	$1,512,373,896,000
Zeroes	$0
FRAs	$0
VNS	$35,548,825,633
Inflation	$384,055,413,615
Total	$65,000,787,979,607

Product	Volume EUR	USD Equivalent
IRS	€7,679,283,972,604	$8,326,282,399,405
OIS	€35,116,007,069,281	$38,070,305,525,189
Basis	€278,074,132,000	$302,469,800,529
Zeroes	€37,124,998,188	$39,868,920,655
FRAs	€3,489,693,905,000	$3,783,633,413,310
VNS	€18,633,910,459	$20,219,192,400
Inflation	€406,289,195,098	$440,547,065,339
Total	€47,025,107,182,630	$50,983,326,316,827

Product	Volume GBP	USD Equivalent
IRS	£289,000,000	$364,590,150
OIS	£13,987,599,434,208	$17,697,235,775,287
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£10,729,569,598	$13,591,579,707
Inflation	£240,935,611,852	$305,050,722,408
Total	£14,239,553,615,658	$18,016,242,667,552

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥464,076,961,297,040	$3,098,451,484,674
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥464,076,961,297,040	$3,098,451,484,674

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF582,263,573,483	$662,080,360,018
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF4,500,000	$5,187,320
Inflation	CHF0	$0
Total	CHF582,268,073,483	$662,085,547,338

Product	Volume AUD	USD Equivalent
IRS	$2,238,217,080,641	$1,470,853,160,148
OIS	$5,656,979,429,874	$3,717,977,226,748
Basis	$851,765,000,000	$559,554,990,062
Zeroes	$1,731,000,000	$1,141,788,650
FRAs	$0	$0
VNS	$605,400,024	$395,950,614
Inflation	$0	$0
Total	$8,749,297,910,539	$5,749,923,116,222

Product	Volume CAD	USD Equivalent
IRS	$185,863,019,713	$137,210,641,856
OIS	$3,792,409,679,350	$2,805,165,757,490
Basis	$13,088,210,000	$9,685,982,015
Zeroes	$0	$0
FRAs	$0	$0
VNS	$4,341,988,969	$3,224,992,518
Inflation	$0	$0
Total	$3,995,702,898,032	$2,955,287,373,879

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL71,171,461,649	$14,133,064,932
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL71,171,461,649	$14,133,064,932

Product	Volume CLP	USD Equivalent
IRS	CLP9,973,145,234,058	$10,590,378,555
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP9,973,145,234,058	$10,590,378,555

Product	Volume CNY	USD Equivalent
IRS	CNY4,361,282,319,346	$606,365,502,082
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,361,282,319,346	$606,365,502,082

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP16,978,011,360,713	$4,373,471,638
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP16,978,011,360,713	$4,373,471,638

Product	Volume CZK	USD Equivalent
IRS	CZK8,123,055,289,177	$349,904,619,152
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK30,689,457,000	$1,306,678,951
FRAs	CZK13,121,294,582,194	$564,178,458,143
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK21,275,039,328,371	$915,389,756,246

Product	Volume DKK	USD Equivalent
IRS	DKK149,267,151,000	$21,696,103,265
OIS	DKK122,054,100,000	$17,738,323,346
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK271,321,251,000	$39,434,426,611

Product	Volume HKD	USD Equivalent
IRS	HKD1,980,895,700,890	$253,232,846,243
OIS	HKD0	$0
Basis	HKD27,898,000,000	$3,565,690,060
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD2,010,676,900,890	$257,039,285,572

Product	Volume HUF	USD Equivalent
IRS	HUF40,048,227,097,639	$111,222,369,373
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF41,111,628,916,000	$113,949,584,055
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF81,179,356,013,639	$225,225,880,419

Product	Volume ILS	USD Equivalent
IRS	ILS682,297,532,576	$185,769,585,618
OIS	ILS6,329,000,000	$1,723,479,355
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS562,760,720,000	$152,886,179,562
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,251,777,252,576	$340,483,354,197

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR28,067,249,157,241	$337,833,316,972
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR28,067,249,157,241	$337,833,316,972

Product	Volume KRW	USD Equivalent
IRS	KRW764,668,298,743,595	$572,434,971,460
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW764,668,298,743,595	$572,434,971,460

Product	Volume MXN	USD Equivalent
IRS	MXN954,672,006,038	$56,402,899,143
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN954,672,006,038	$56,402,899,143

Product	Volume NOK	USD Equivalent
IRS	NOK3,026,742,498,872	$286,868,093,029
OIS	NOK734,916,100,000	$69,295,978,681
Basis	NOK15,348,000,000	$1,457,064,221
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK1,887,336,000,000	$178,226,285,292
VNS	NOK982,673,999	$93,651,468
Inflation	NOK0	$0
Total	NOK5,671,626,484,871	$536,538,403,223

Product	Volume NZD	USD Equivalent
IRS	NZD869,056,156,573	$529,366,118,838
OIS	NZD2,298,847,604,377	$1,398,877,347,029
Basis	NZD22,760,000,000	$13,916,573,750
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD13,703,572	$8,216,810
Inflation	NZD0	$0
Total	NZD3,194,037,464,522	$1,944,171,992,427

Product	Volume PLN	USD Equivalent
IRS	PLN1,321,273,207,447	$331,333,054,086
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,653,320,000	$917,016,163
FRAs	PLN837,455,550,000	$210,203,092,964
VNS	PLN500,000,000	$124,300,808
Inflation	PLN0	$0
Total	PLN2,162,882,077,447	$542,577,464,021

Product	Volume SEK	USD Equivalent
IRS	SEK4,589,675,842,897	$439,491,589,089
OIS	SEK429,840,000,000	$40,572,238,014
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,425,170,340
FRAs	SEK2,366,736,000,000	$226,952,982,453
VNS	SEK267,990,000	$25,534,952
Inflation	SEK0	$0
Total	SEK7,401,602,732,897	$708,467,514,848

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD577,988,596,700	$430,638,299,640
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD391,117,649	$291,096,791
Inflation	SGD0	$0
Total	SGD578,379,714,349	$430,929,396,431

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB8,578,829,835,048	$239,963,115,015
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB8,578,829,835,048	$239,963,115,015

Product	Volume TWD	USD Equivalent
IRS	TWD3,855,222,430,930	$122,136,371,421
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,855,222,430,930	$122,136,371,421

Product	Volume ZAR	USD Equivalent
IRS	ZAR22,224,321,126,458	$1,176,593,498,425
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR2,302,369,255	$121,792,106
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR22,237,093,635,310	$1,177,271,298,648

Product	USD Equivalent
IRS	$15,005,992,969,150
OIS	$131,657,300,430,575
Basis	$2,403,023,996,637
Zeroes	$47,740,425,309
FRAs	$5,230,029,995,779
VNS	$74,125,331,148
Inflation	$1,129,653,201,362
Total	$155,547,866,349,960

Show:

Product	USD Equivalent
IRS	$1,419,300,000
OIS	$30,287,832,849,186
Basis	$1,489,100,714,260
Zeroes	$0
FRAs	$0
VNS	$384,015,327,240
Inflation	$560,195,443,794
Total	$32,722,563,634,480

Product	Volume EUR	USD Equivalent
IRS	€9,947,037,823,455	$10,613,986,709,517
OIS	€14,336,272,011,073	$15,297,519,049,415
Basis	€514,107,060,655	$548,577,939,072
Zeroes	€70,528,628,110	$75,257,572,624
FRAs	€3,045,315,473,804	$3,249,503,876,322
VNS	€240,254,678,572	$256,363,754,770
Inflation	€451,583,868,171	$481,862,566,531
Total	€28,605,099,543,840	$30,523,071,468,251

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$590,699,160
OIS	£7,852,824,453,944	$9,777,944,368,829
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£89,994,947,901	$112,057,209,379
Inflation	£510,205,857,277	$635,282,823,188
Total	£8,453,499,659,122	$10,525,875,100,556

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥367,450,151,002,009	$2,380,552,304,765
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$223,233,704
Inflation	¥0	$0
Total	¥367,484,608,240,360	$2,380,775,538,469

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF620,741,316,073	$681,796,162,418
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF544,822,250	$598,409,852
Inflation	CHF0	$0
Total	CHF621,286,138,323	$682,394,572,270

Product	Volume AUD	USD Equivalent
IRS	$3,275,584,847,518	$2,108,330,187,105
OIS	$3,091,090,705,327	$1,989,580,532,484
Basis	$1,116,260,818,948	$718,481,276,116
Zeroes	$1,791,079,647	$1,152,828,415
FRAs	$0	$0
VNS	$22,540,536,778	$14,508,216,497
Inflation	$0	$0
Total	$7,507,267,988,218	$4,832,053,040,617

Product	Volume CAD	USD Equivalent
IRS	$546,735,495,326	$397,019,457,792
OIS	$1,950,157,604,029	$1,416,133,617,043
Basis	$71,570,994,280	$51,972,256,394
Zeroes	$140,000,000	$101,662,915
FRAs	$0	$0
VNS	$20,329,278,067	$14,762,383,318
Inflation	$0	$0
Total	$2,588,933,371,702	$1,879,989,377,462

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL75,325,134,715	$14,398,932,333
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL75,325,134,715	$14,398,932,333

Product	Volume CLP	USD Equivalent
IRS	CLP2,750,952,650,227	$2,815,440,311
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,750,952,650,227	$2,815,440,311

Product	Volume CNY	USD Equivalent
IRS	CNY4,579,133,192,921	$632,577,438,809
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,579,133,192,921	$632,577,438,809

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP26,344,980,273,646	$6,755,781,403
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP26,344,980,273,646	$6,755,781,403

Product	Volume CZK	USD Equivalent
IRS	CZK12,903,247,360,764	$545,269,073,731
OIS	CZK0	$0
Basis	CZK5,964,000,000	$252,028,398
Zeroes	CZK36,089,457,000	$1,525,078,474
FRAs	CZK11,651,111,027,700	$492,355,942,685
VNS	CZK30,411,239,034	$1,285,126,734
Inflation	CZK0	$0
Total	CZK24,626,823,084,498	$1,040,687,250,022

Product	Volume DKK	USD Equivalent
IRS	DKK1,204,519,755,668	$172,258,813,824
OIS	DKK249,579,200,000	$35,692,413,300
Basis	DKK5,150,000,000	$736,503,396
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,675,978,009	$525,702,969
Inflation	DKK0	$0
Total	DKK1,462,924,933,677	$209,213,433,489

Product	Volume HKD	USD Equivalent
IRS	HKD3,583,427,300,948	$457,638,938,852
OIS	HKD0	$0
Basis	HKD303,133,103,396	$38,713,081,114
Zeroes	HKD1,564,200,000	$199,763,737
FRAs	HKD0	$0
VNS	HKD778,443,563	$99,414,905
Inflation	HKD0	$0
Total	HKD3,888,903,047,907	$496,651,198,608

Product	Volume HUF	USD Equivalent
IRS	HUF41,638,757,835,853	$113,067,377,665
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF9,200,000,000	$24,982,010
FRAs	HUF23,389,026,522,000	$63,511,402,175
VNS	HUF244,313,094,121	$663,416,545
Inflation	HUF0	$0
Total	HUF65,281,297,451,974	$177,267,178,395

Product	Volume ILS	USD Equivalent
IRS	ILS986,455,890,422	$260,120,742,141
OIS	ILS6,349,000,000	$1,674,181,895
Basis	ILS0	$0
Zeroes	ILS390,000,000	$102,839,965
FRAs	ILS318,640,300,000	$84,022,967,592
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,311,835,190,422	$345,920,731,593

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR16,494,698,531,427	$197,160,437,758
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR16,494,698,531,427	$197,160,437,758

Product	Volume KRW	USD Equivalent
IRS	KRW826,111,307,104,576	$598,180,579,204
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW826,111,307,104,576	$598,180,579,204

Product	Volume MXN	USD Equivalent
IRS	MXN941,284,148,481	$55,519,067,401
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN941,284,148,481	$55,519,067,401

Product	Volume NOK	USD Equivalent
IRS	NOK2,408,400,743,997	$219,020,188,155
OIS	NOK717,549,092,936	$65,253,981,397
Basis	NOK29,712,975,062	$2,702,100,722
Zeroes	NOK0	$0
FRAs	NOK523,900,887,103	$47,643,595,508
VNS	NOK51,084,936,898	$4,645,668,923
Inflation	NOK0	$0
Total	NOK3,730,648,635,996	$339,265,534,705

Product	Volume NZD	USD Equivalent
IRS	NZD1,355,468,447,399	$801,962,906,904
OIS	NZD1,661,117,039,449	$982,799,896,390
Basis	NZD38,685,250,000	$22,888,128,163
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD710,538,481	$420,390,092
Inflation	NZD0	$0
Total	NZD3,055,981,275,329	$1,808,071,321,549

Product	Volume PLN	USD Equivalent
IRS	PLN1,906,253,752,921	$468,718,266,249
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN5,377,320,000	$1,322,199,683
FRAs	PLN720,738,671,385	$177,218,473,644
VNS	PLN5,637,483,947	$1,386,169,967
Inflation	PLN0	$0
Total	PLN2,638,007,228,253	$648,645,109,543

Product	Volume SEK	USD Equivalent
IRS	SEK4,121,546,062,370	$376,642,836,406
OIS	SEK255,100,000,000	$23,312,025,661
Basis	SEK0	$0
Zeroes	SEK15,082,900,000	$1,378,333,798
FRAs	SEK1,304,887,000,000	$119,245,626,139
VNS	SEK15,075,360,160	$1,377,644,778
Inflation	SEK0	$0
Total	SEK5,711,691,322,530	$521,956,466,782

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD615,705,150,626	$452,524,732,196
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,394,754,189	$1,025,102,299
Inflation	SGD0	$0
Total	SGD617,099,904,815	$453,549,834,495

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB4,924,076,779,862	$133,970,256,560
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB4,924,076,779,862	$133,970,256,560

Product	Volume TWD	USD Equivalent
IRS	TWD2,691,817,382,591	$83,088,476,791
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,691,817,382,591	$83,088,476,791

Product	Volume ZAR	USD Equivalent
IRS	ZAR38,460,445,303,863	$2,022,674,374,962
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR24,321,761,094	$1,279,106,431
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$570,357,046
Inflation	ZAR0	$0
Total	ZAR38,495,612,204,554	$2,024,523,838,439

Product	USD Equivalent
IRS	$19,945,299,807,312
OIS	$63,730,502,590,700
Basis	$2,873,424,027,635
Zeroes	$82,344,368,052
FRAs	$4,233,501,884,065
VNS	$794,527,529,018
Inflation	$1,677,340,833,513
Total	$93,336,941,040,295

Figures as of COB Apr 17, 2024.

Notional Outstanding by Product

As of COB Apr 17, 2024

Daily Notional by Tenor

As of COB Apr 17, 2024

Notional Outstanding by Tenor

As of COB Apr 17, 2024

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,616,729,715,345	$9,767,277,711,990	$161,525,033,915,033	$142,261,493,244,429
EUR	€3,049,603,614,953	€11,388,476,669,900	€178,645,492,288,677	€153,872,767,725,547
GBP	£1,106,274,571,475	£3,206,448,430,842	£43,691,439,309,791	£37,135,324,597,790
JPY	¥11,979,945,991,800	¥91,767,668,460,600	¥1,021,396,876,920,124	¥1,520,572,658,492,647
CHF	CHF13,353,336,800	CHF80,458,584,400	CHF2,222,483,420,071	CHF3,386,607,113,529
AUD	$486,426,787,941	$1,870,891,552,882	$27,846,408,402,228	$40,231,043,755,506
CAD	$102,235,154,176	$862,652,911,152	$12,708,286,782,011	$23,281,547,094,817
Other* Show All Hide	$479,670,490,432	$2,215,609,623,841	$30,444,833,800,694	$44,672,020,460,038
BRL	BRL23,119,416,900	BRL25,093,232,523	BRL156,222,108,087	BRL458,127,944,149
CLP	CLP34,986,200,000	CLP765,658,054,800	CLP20,601,270,058,116	CLP46,943,759,549,164
CNY	CNY99,766,424,000	CNY938,080,231,882	CNY13,195,885,036,934	CNY22,621,835,603,178
COP	COP818,013,800,000	COP4,018,958,000,000	COP38,367,038,537,426	COP124,075,425,852,182
CZK	CZK1,594,382,847,620	CZK4,949,033,628,622	CZK86,157,827,191,546	CZK89,467,495,069,292
DKK	DKK2,520,000,000	DKK62,220,300,000	DKK793,701,089,562	DKK5,387,759,058,220
HKD	HKD153,252,240,000	HKD765,542,779,312	HKD7,342,030,836,810	HKD18,759,017,885,913
HUF	HUF10,810,666,652,010	HUF28,985,365,914,546	HUF375,066,776,830,504	HUF413,415,286,486,968
ILS	ILS54,057,592,000	ILS384,636,929,427	ILS3,532,569,595,544	ILS4,948,575,823,971
INR	INR29,732,000,000	INR8,102,510,473,588	INR112,391,763,286,482	INR195,164,395,073,123
KRW	KRW35,935,562,462,858	KRW195,170,541,861,494	KRW2,653,389,511,697,074	KRW5,180,697,154,499,661
MXN	MXN45,838,500,600	MXN139,849,141,344	MXN2,039,420,669,472	MXN5,008,178,992,146
NOK	NOK391,807,952,000	NOK1,344,149,849,818	NOK18,688,684,156,096	NOK29,905,636,643,226
NZD	NZD163,101,075,952	NZD668,178,435,682	NZD8,074,849,359,446	NZD11,172,947,727,110
PLN	PLN77,818,549,350	PLN536,106,728,808	PLN9,389,237,010,710	PLN12,392,460,711,871
SEK	SEK576,469,808,000	SEK2,079,279,495,060	SEK28,594,497,453,473	SEK52,985,681,004,682
SGD	SGD27,521,626,000	SGD113,887,413,536	SGD1,848,072,011,703	SGD2,528,211,813,149
THB	THB629,024,595,762	THB2,295,474,430,448	THB26,742,087,787,810	THB29,797,277,745,054
TWD	TWD128,334,742,000	TWD681,242,376,280	TWD10,165,897,967,860	TWD21,155,463,865,591
ZAR	ZAR1,064,407,441,876	ZAR5,780,599,095,324	ZAR77,282,169,053,543	ZAR96,679,272,489,443
Total in USD	$7,207,565,271,179	$30,815,531,206,892	$477,977,194,735,365	$453,734,271,592,600

Figures as of COB Apr 17, 2024. Weekly figures as of COB Apr 12, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$830,000,000
OIS	$1,553,222,027,469
Basis	$42,063,800,000
Zeroes	$0
FRAs	$0
VNS	$2,265,271,876
Inflation	$18,348,616,000
Total	$1,616,729,715,345

Product	Volume EUR	USD Equivalent
IRS	€472,399,197,654	$504,073,563,857
OIS	€2,448,870,964,399	$2,613,067,762,562
Basis	€3,968,400,000	$4,234,481,220
Zeroes	€0	$0
FRAs	€96,754,000,000	$103,241,355,700
VNS	€3,056,800,000	$3,261,758,440
Inflation	€24,554,252,900	$26,200,615,557
Total	€3,049,603,614,953	$3,254,079,537,336

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,086,270,180,637	$1,352,569,315,420
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£168,250,930	$209,497,645
Inflation	£19,836,139,908	$24,698,969,606
Total	£1,106,274,571,475	$1,377,477,782,671

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥11,979,945,991,800	$77,612,944,134
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥11,979,945,991,800	$77,612,944,134

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF13,353,336,800	$14,666,743,698
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF13,353,336,800	$14,666,743,698

Product	Volume AUD	USD Equivalent
IRS	$110,426,991,212	$71,076,332,894
OIS	$319,150,466,348	$205,421,197,665
Basis	$55,634,850,000	$35,809,371,203
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,214,480,381	$781,700,297
Inflation	$0	$0
Total	$486,426,787,941	$313,088,602,059

Product	Volume CAD	USD Equivalent
IRS	$168,400,000	$122,285,963
OIS	$101,983,178,000	$74,056,479,558
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$83,576,176	$60,689,983
Inflation	$0	$0
Total	$102,235,154,176	$74,239,455,504

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL23,119,416,900	$4,419,440,082
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL23,119,416,900	$4,419,440,082

Product	Volume CLP	USD Equivalent
IRS	CLP34,986,200,000	$35,806,344
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP34,986,200,000	$35,806,344

Product	Volume CNY	USD Equivalent
IRS	CNY99,766,424,000	$13,782,081,961
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY99,766,424,000	$13,782,081,961

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP818,013,800,000	$209,767,567
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP818,013,800,000	$209,767,567

Product	Volume CZK	USD Equivalent
IRS	CZK381,390,847,620	$16,116,922,229
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK1,212,992,000,000	$51,258,958,756
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,594,382,847,620	$67,375,880,985

Product	Volume DKK	USD Equivalent
IRS	DKK2,520,000,000	$360,386,128
OIS	DKK0	$0
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK2,520,000,000	$360,386,128

Product	Volume HKD	USD Equivalent
IRS	HKD153,252,240,000	$19,571,819,546
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD153,252,240,000	$19,571,819,546

Product	Volume HUF	USD Equivalent
IRS	HUF1,555,281,046,010	$4,223,265,980
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF9,255,385,606,000	$25,132,406,300
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF10,810,666,652,010	$29,355,672,280

Product	Volume ILS	USD Equivalent
IRS	ILS26,747,592,000	$7,053,131,872
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS27,310,000,000	$7,201,434,486
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS54,057,592,000	$14,254,566,358

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR29,732,000,000	$355,385,345
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR29,732,000,000	$355,385,345

Product	Volume KRW	USD Equivalent
IRS	KRW35,935,562,462,858	$26,020,652,887
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW35,935,562,462,858	$26,020,652,887

Product	Volume MXN	USD Equivalent
IRS	MXN45,838,500,600	$2,703,658,410
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN45,838,500,600	$2,703,658,410

Product	Volume NOK	USD Equivalent
IRS	NOK162,073,452,000	$14,738,974,832
OIS	NOK61,600,000,000	$5,601,909,742
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK168,000,000,000	$15,277,935,660
VNS	NOK134,500,000	$12,231,443
Inflation	NOK0	$0
Total	NOK391,807,952,000	$35,631,051,677

Product	Volume NZD	USD Equivalent
IRS	NZD25,298,575,952	$14,967,902,462
OIS	NZD137,802,500,000	$81,530,849,125
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD163,101,075,952	$96,498,751,587

Product	Volume PLN	USD Equivalent
IRS	PLN61,450,549,350	$15,109,738,096
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN16,368,000,000	$4,024,637,628
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN77,818,549,350	$19,134,375,724

Product	Volume SEK	USD Equivalent
IRS	SEK126,133,808,000	$11,526,595,722
OIS	SEK8,000,000,000	$731,070,973
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK442,336,000,000	$40,422,376,255
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK576,469,808,000	$52,680,042,950

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD27,521,626,000	$20,227,565,780
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD27,521,626,000	$20,227,565,780

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB629,024,595,762	$17,113,987,097
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB629,024,595,762	$17,113,987,097

Product	Volume TWD	USD Equivalent
IRS	TWD128,334,742,000	$3,961,315,616
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD128,334,742,000	$3,961,315,616

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,064,407,441,876	$55,978,282,108
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,064,407,441,876	$55,978,282,108

Product	USD Equivalent
IRS	$786,672,156,989
OIS	$6,016,387,006,135
Basis	$82,107,652,423
Zeroes	$0
FRAs	$246,559,104,785
VNS	$6,591,149,684
Inflation	$69,248,201,163
Total	$7,207,565,271,179

Show:

Product	USD Equivalent
IRS	$21,415,889,600
OIS	$9,270,159,973,533
Basis	$416,584,576,000
Zeroes	$0
FRAs	$0
VNS	$519,221,485
Inflation	$58,598,051,372
Total	$9,767,277,711,990

Product	Volume EUR	USD Equivalent
IRS	€2,290,258,485,114	$2,466,103,179,092
OIS	€6,993,737,512,976	$7,518,681,138,942
Basis	€21,535,409,006	$23,136,026,131
Zeroes	€4,085,000,000	$4,381,775,250
FRAs	€1,988,173,520,448	$2,148,846,243,404
VNS	€2,420,166,004	$2,600,003,099
Inflation	€88,266,576,352	$94,895,034,493
Total	€11,388,476,669,900	$12,258,643,400,411

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£3,153,374,300,752	$3,961,836,838,307
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£8,507,450,000	$10,589,471,690
Inflation	£44,566,680,090	$56,049,765,526
Total	£3,206,448,430,842	$4,028,476,075,523

Product	Volume JPY	USD Equivalent
IRS	¥69,724,600,000	$459,472,654
OIS	¥91,697,943,860,600	$600,309,749,253
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥91,767,668,460,600	$600,769,221,907

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF80,458,584,400	$88,536,834,021
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF80,458,584,400	$88,536,834,021

Product	Volume AUD	USD Equivalent
IRS	$622,132,748,802	$407,420,681,210
OIS	$1,142,795,256,000	$747,825,670,537
Basis	$105,462,460,000	$68,996,750,316
Zeroes	$0	$0
FRAs	$0	$0
VNS	$501,088,080	$327,661,496
Inflation	$0	$0
Total	$1,870,891,552,882	$1,224,570,763,559

Product	Volume CAD	USD Equivalent
IRS	$56,473,470,000	$41,056,362,276
OIS	$802,526,456,605	$587,920,651,778
Basis	$561,200,000	$407,168,251
Zeroes	$0	$0
FRAs	$0	$0
VNS	$3,091,784,547	$2,263,393,335
Inflation	$0	$0
Total	$862,652,911,152	$631,647,575,640

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL25,093,232,523	$4,964,891,113
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL25,093,232,523	$4,964,891,113

Product	Volume CLP	USD Equivalent
IRS	CLP765,658,054,800	$802,527,993
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP765,658,054,800	$802,527,993

Product	Volume CNY	USD Equivalent
IRS	CNY938,080,231,882	$129,671,996,341
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY938,080,231,882	$129,671,996,341

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP4,018,958,000,000	$1,061,179,013
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP4,018,958,000,000	$1,061,179,013

Product	Volume CZK	USD Equivalent
IRS	CZK1,783,206,428,622	$75,636,378,634
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK39,000,000,000	$1,650,025,385
FRAs	CZK3,126,827,200,000	$132,613,548,406
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK4,949,033,628,622	$209,899,952,425

Product	Volume DKK	USD Equivalent
IRS	DKK40,758,500,000	$5,881,523,232
OIS	DKK21,461,800,000	$3,091,685,197
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK62,220,300,000	$8,973,208,429

Product	Volume HKD	USD Equivalent
IRS	HKD741,062,779,312	$94,584,336,848
OIS	HKD0	$0
Basis	HKD24,480,000,000	$3,123,962,854
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD765,542,779,312	$97,708,299,702

Product	Volume HUF	USD Equivalent
IRS	HUF6,617,825,914,546	$18,198,994,613
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF22,367,540,000,000	$61,615,284,530
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF28,985,365,914,546	$79,814,279,143

Product	Volume ILS	USD Equivalent
IRS	ILS172,382,929,427	$46,308,836,710
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS211,474,000,000	$56,801,928,925
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS384,636,929,427	$103,318,984,959

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR8,102,510,473,588	$97,130,543,405
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR8,102,510,473,588	$97,130,543,405

Product	Volume KRW	USD Equivalent
IRS	KRW195,170,541,861,494	$142,751,130,512
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW195,170,541,861,494	$142,751,130,512

Product	Volume MXN	USD Equivalent
IRS	MXN139,849,141,344	$8,487,147,175
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN139,849,141,344	$8,487,147,175

Product	Volume NOK	USD Equivalent
IRS	NOK355,701,849,818	$32,975,661,257
OIS	NOK111,390,000,000	$10,347,615,958
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK877,058,000,000	$81,034,689,415
VNS	NOK0	$0
Inflation	NOK0	$0
Total	NOK1,344,149,849,818	$124,357,966,630

Product	Volume NZD	USD Equivalent
IRS	NZD126,426,598,466	$75,806,175,139
OIS	NZD541,727,761,836	$325,378,382,803
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD24,075,380	$14,434,394
Inflation	NZD0	$0
Total	NZD668,178,435,682	$401,198,992,336

Product	Volume PLN	USD Equivalent
IRS	PLN200,577,108,808	$50,492,156,160
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN1,993,620,000	$501,476,544
FRAs	PLN333,536,000,000	$83,969,036,927
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN536,106,728,808	$134,962,669,631

Product	Volume SEK	USD Equivalent
IRS	SEK1,125,479,495,060	$104,993,957,745
OIS	SEK100,000,000,000	$9,170,652,079
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK853,800,000,000	$79,231,426,515
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK2,079,279,495,060	$193,396,036,339

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD113,887,413,536	$84,220,502,832
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD113,887,413,536	$84,220,502,832

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB2,295,474,430,448	$62,903,751,617
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,295,474,430,448	$62,903,751,617

Product	Volume TWD	USD Equivalent
IRS	TWD681,242,376,280	$21,173,370,051
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD681,242,376,280	$21,173,370,051

Product	Volume ZAR	USD Equivalent
IRS	ZAR5,780,599,095,324	$308,812,194,195
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR5,780,599,095,324	$308,812,194,195

Product	USD Equivalent
IRS	$4,057,996,862,550
OIS	$23,368,575,169,275
Basis	$512,248,483,552
Zeroes	$6,741,496,503
FRAs	$2,644,112,158,122
VNS	$16,314,185,499
Inflation	$209,542,851,391
Total	$30,815,531,206,892

Show:

Product	USD Equivalent
IRS	$376,442,511,379
OIS	$155,790,525,508,792
Basis	$4,270,082,584,491
Zeroes	$0
FRAs	$0
VNS	$112,439,250,489
Inflation	$975,544,059,882
Total	$161,525,033,915,033

Product	Volume EUR	USD Equivalent
IRS	€38,036,803,735,789	$41,236,843,425,954
OIS	€104,110,099,561,586	$112,842,276,177,058
Basis	€725,765,141,088	$789,259,010,006
Zeroes	€89,866,964,606	$96,729,429,955
FRAs	€34,027,251,215,541	$36,908,943,683,996
VNS	€129,622,702,512	$141,203,492,978
Inflation	€1,526,082,967,555	$1,654,721,912,177
Total	€178,645,492,288,677	$193,669,977,132,124

Product	Volume GBP	USD Equivalent
IRS	£1,930,900,000	$2,458,010,610
OIS	£42,823,728,682,421	$54,188,717,447,945
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£35,353,021,616	$44,608,890,342
Inflation	£830,426,705,754	$1,051,151,805,137
Total	£43,691,439,309,791	$55,286,936,154,034

Product	Volume JPY	USD Equivalent
IRS	¥506,031,860,000	$3,367,726,556
OIS	¥1,020,890,845,060,124	$6,819,672,181,494
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥1,021,396,876,920,124	$6,823,039,908,050

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,222,474,420,071	$2,532,586,753,155
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF9,000,000	$10,374,640
Inflation	CHF0	$0
Total	CHF2,222,483,420,071	$2,532,597,127,795

Product	Volume AUD	USD Equivalent
IRS	$9,660,284,811,045	$6,353,910,568,033
OIS	$15,489,107,123,748	$10,169,038,077,259
Basis	$2,666,780,150,000	$1,752,128,036,621
Zeroes	$18,613,400,000	$12,182,443,890
FRAs	$0	$0
VNS	$11,622,917,435	$7,593,144,154
Inflation	$0	$0
Total	$27,846,408,402,228	$18,294,852,269,957

Product	Volume CAD	USD Equivalent
IRS	$896,303,714,212	$662,999,185,066
OIS	$11,577,056,457,839	$8,562,677,271,396
Basis	$184,024,420,000	$136,519,403,363
Zeroes	$0	$0
FRAs	$0	$0
VNS	$50,902,189,960	$37,728,567,853
Inflation	$0	$0
Total	$12,708,286,782,011	$9,399,924,427,678

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL156,222,108,087	$31,035,940,212
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL156,222,108,087	$31,035,940,212

Product	Volume CLP	USD Equivalent
IRS	CLP20,601,270,058,116	$21,877,446,534
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP20,601,270,058,116	$21,877,446,534

Product	Volume CNY	USD Equivalent
IRS	CNY13,195,885,036,934	$1,834,748,415,330
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY13,195,885,036,934	$1,834,748,415,330

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP38,367,038,537,426	$9,882,040,750
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP38,367,038,537,426	$9,882,040,750

Product	Volume CZK	USD Equivalent
IRS	CZK23,252,310,838,608	$1,001,767,477,629
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK61,378,914,000	$2,613,357,902
FRAs	CZK62,843,830,528,776	$2,703,318,849,377
VNS	CZK306,910,162	$13,679,537
Inflation	CZK0	$0
Total	CZK86,157,827,191,546	$3,707,713,364,445

Product	Volume DKK	USD Equivalent
IRS	DKK437,060,046,814	$63,503,004,287
OIS	DKK310,440,800,000	$45,166,369,357
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK42,620,000,000	$6,221,314,012
VNS	DKK3,580,242,748	$521,915,749
Inflation	DKK0	$0
Total	DKK793,701,089,562	$115,412,603,405

Product	Volume HKD	USD Equivalent
IRS	HKD7,198,528,436,810	$920,210,318,196
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD138,336,000,000	$17,679,664,744
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD7,342,030,836,810	$938,550,409,103

Product	Volume HUF	USD Equivalent
IRS	HUF126,294,237,451,974	$350,868,246,107
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF248,605,891,229,664	$690,729,895,413
VNS	HUF127,648,148,866	$357,152,323
Inflation	HUF0	$0
Total	HUF375,066,776,830,504	$1,042,063,147,825

Product	Volume ILS	USD Equivalent
IRS	ILS1,751,194,355,544	$476,751,606,641
OIS	ILS6,334,000,000	$1,724,845,811
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS1,774,261,240,000	$481,906,479,136
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,532,569,595,544	$960,591,150,912

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR112,391,763,286,482	$1,352,807,721,487
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR112,391,763,286,482	$1,352,807,721,487

Product	Volume KRW	USD Equivalent
IRS	KRW2,653,389,511,697,074	$1,987,044,012,156
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW2,653,389,511,697,074	$1,987,044,012,156

Product	Volume MXN	USD Equivalent
IRS	MXN2,039,420,669,472	$120,475,701,330
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,039,420,669,472	$120,475,701,330

Product	Volume NOK	USD Equivalent
IRS	NOK6,984,278,184,098	$662,039,307,546
OIS	NOK2,454,752,200,000	$232,264,201,233
Basis	NOK27,904,000,000	$2,654,728,004
Zeroes	NOK12,602,424,000	$1,194,661,064
FRAs	NOK9,207,182,000,000	$871,004,545,835
VNS	NOK1,965,347,998	$187,302,936
Inflation	NOK0	$0
Total	NOK18,688,684,156,096	$1,769,344,746,618

Product	Volume NZD	USD Equivalent
IRS	NZD2,546,395,040,348	$1,553,028,415,646
OIS	NZD5,412,464,577,836	$3,295,191,900,546
Basis	NZD109,244,000,000	$66,699,243,400
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD25,741,262	$15,434,007
Inflation	NZD0	$0
Total	NZD8,074,849,359,446	$4,918,942,465,599

Product	Volume PLN	USD Equivalent
IRS	PLN3,927,765,792,320	$984,725,858,542
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,706,640,000	$1,934,318,392
FRAs	PLN5,452,112,100,000	$1,366,744,633,336
VNS	PLN1,652,478,390	$409,566,299
Inflation	PLN0	$0
Total	PLN9,389,237,010,710	$2,353,814,376,569

Product	Volume SEK	USD Equivalent
IRS	SEK13,263,719,673,473	$1,269,987,898,689
OIS	SEK937,080,000,000	$88,915,074,203
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,850,340,680
FRAs	SEK14,362,996,000,000	$1,378,123,858,201
VNS	SEK535,980,000	$51,069,904
Inflation	SEK0	$0
Total	SEK28,594,497,453,473	$2,739,928,241,677

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,847,289,776,406	$1,376,097,355,331
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD782,235,297	$582,193,582
Inflation	SGD0	$0
Total	SGD1,848,072,011,703	$1,376,679,548,913

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB26,742,087,787,810	$748,263,240,871
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB26,742,087,787,810	$748,263,240,871

Product	Volume TWD	USD Equivalent
IRS	TWD10,165,897,967,860	$322,048,487,271
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD10,165,897,967,860	$322,048,487,271

Product	Volume ZAR	USD Equivalent
IRS	ZAR77,222,581,030,773	$4,090,437,968,271
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR46,184,929,132	$2,462,081,828
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR77,282,169,053,543	$4,093,610,739,687

Product	USD Equivalent
IRS	$64,326,571,531,985
OIS	$358,055,985,094,313
Basis	$7,035,022,670,629
Zeroes	$124,690,089,534
FRAs	$44,406,993,259,306
VNS	$346,514,312,402
Inflation	$3,681,417,777,196
Total	$477,977,194,735,365

Show:

Product	USD Equivalent
IRS	$4,829,410,727
OIS	$122,860,297,321,413
Basis	$12,917,619,675,739
Zeroes	$0
FRAs	$0
VNS	$1,976,206,040,480
Inflation	$4,502,540,796,071
Total	$142,261,493,244,430

Product	Volume EUR	USD Equivalent
IRS	€64,990,451,078,449	$69,348,060,823,259
OIS	€51,850,941,538,251	$55,327,547,168,391
Basis	€1,494,439,022,575	$1,594,641,159,038
Zeroes	€209,965,911,161	$224,044,125,504
FRAs	€29,990,890,861,470	$32,001,780,093,731
VNS	€1,380,120,769,702	$1,472,657,867,310
Inflation	€3,955,958,543,940	$4,221,205,564,311
Total	€153,872,767,725,548	$164,189,936,801,544

Product	Volume GBP	USD Equivalent
IRS	£474,400,000	$590,699,160
OIS	£33,849,567,380,529	$42,147,788,823,866
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£535,135,343,044	$666,323,772,391
Inflation	£2,750,147,474,217	$3,424,346,127,522
Total	£37,135,324,597,790	$46,239,049,422,939

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,520,357,855,828,445	$9,849,748,021,304
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥214,802,664,202	$1,391,614,552
Inflation	¥0	$0
Total	¥1,520,572,658,492,647	$9,851,139,635,856

Product	Volume CHF	USD Equivalent
IRS	CHF105,900,000	$116,316,107
OIS	CHF3,382,927,007,154	$3,715,664,789,010
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,574,206,375	$3,925,758,004
Inflation	CHF0	$0
Total	CHF3,386,607,113,529	$3,719,706,863,121

Product	Volume AUD	USD Equivalent
IRS	$22,585,749,768,692	$14,537,317,838,619
OIS	$9,761,272,664,235	$6,282,843,150,335
Basis	$7,763,667,433,173	$4,997,084,543,362
Zeroes	$22,924,160,669	$14,755,136,015
FRAs	$0	$0
VNS	$97,429,728,738	$62,710,644,902
Inflation	$0	$0
Total	$40,231,043,755,507	$25,894,711,313,233

Product	Volume CAD	USD Equivalent
IRS	$9,295,642,536,954	$6,750,157,967,435
OIS	$12,049,814,883,388	$8,750,137,886,419
Basis	$1,470,058,835,825	$1,067,503,330,060
Zeroes	$13,181,742,336	$9,572,102,487
FRAs	$0	$0
VNS	$452,849,096,313	$328,842,565,038
Inflation	$0	$0
Total	$23,281,547,094,816	$16,906,213,851,439

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL458,127,944,149	$87,574,397,215
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL458,127,944,149	$87,574,397,215

Product	Volume CLP	USD Equivalent
IRS	CLP46,943,759,549,164	$48,044,212,230
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP46,943,759,549,164	$48,044,212,230

Product	Volume CNY	USD Equivalent
IRS	CNY22,621,835,603,178	$3,125,059,312,346
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY22,621,835,603,178	$3,125,059,312,346

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP124,075,425,852,182	$31,817,311,905
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP124,075,425,852,182	$31,817,311,905

Product	Volume CZK	USD Equivalent
IRS	CZK44,262,116,891,520	$1,870,441,045,112
OIS	CZK0	$0
Basis	CZK11,928,000,000	$504,056,795
Zeroes	CZK77,178,914,000	$3,261,448,360
FRAs	CZK44,866,877,110,704	$1,895,997,173,373
VNS	CZK249,394,153,069	$10,538,968,605
Inflation	CZK0	$0
Total	CZK89,467,495,069,293	$3,780,742,692,245

Product	Volume DKK	USD Equivalent
IRS	DKK4,766,701,546,896	$681,687,743,568
OIS	DKK565,864,600,000	$80,924,504,827
Basis	DKK11,320,000,000	$1,618,877,369
Zeroes	DKK0	$0
FRAs	DKK23,060,000,000	$3,297,819,092
VNS	DKK20,812,911,324	$2,976,462,113
Inflation	DKK0	$0
Total	DKK5,387,759,058,220	$770,505,406,969

Product	Volume HKD	USD Equivalent
IRS	HKD17,504,764,805,237	$2,235,530,769,163
OIS	HKD2,840,000,000	$362,695,955
Basis	HKD1,240,408,913,550	$158,412,427,898
Zeroes	HKD3,128,400,000	$399,527,474
FRAs	HKD0	$0
VNS	HKD7,875,767,126	$1,005,812,985
Inflation	HKD0	$0
Total	HKD18,759,017,885,913	$2,395,711,233,475

Product	Volume HUF	USD Equivalent
IRS	HUF240,381,561,321,336	$652,740,720,192
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF210,095,817,418	$570,501,724
FRAs	HUF170,338,923,289,248	$462,544,426,674
VNS	HUF2,484,706,058,966	$6,747,060,022
Inflation	HUF0	$0
Total	HUF413,415,286,486,968	$1,122,602,708,612

Product	Volume ILS	USD Equivalent
IRS	ILS3,816,947,696,839	$1,006,499,405,859
OIS	ILS6,354,000,000	$1,675,500,356
Basis	ILS0	$0
Zeroes	ILS780,000,000	$205,679,930
FRAs	ILS1,124,494,127,132	$296,520,351,009
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS4,948,575,823,971	$1,304,900,937,154

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR195,164,395,073,123	$2,332,791,805,448
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR195,164,395,073,123	$2,332,791,805,448

Product	Volume KRW	USD Equivalent
IRS	KRW5,180,697,154,499,661	$3,751,301,305,176
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,180,697,154,499,661	$3,751,301,305,176

Product	Volume MXN	USD Equivalent
IRS	MXN5,008,178,992,146	$295,393,720,875
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,008,178,992,146	$295,393,720,875

Product	Volume NOK	USD Equivalent
IRS	NOK17,158,428,017,619	$1,560,389,043,321
OIS	NOK2,639,377,021,507	$240,025,192,362
Basis	NOK121,069,231,669	$11,010,047,213
Zeroes	NOK6,301,212,000	$573,032,807
FRAs	NOK9,840,836,074,670	$894,926,549,930
VNS	NOK139,625,085,761	$12,697,518,314
Inflation	NOK0	$0
Total	NOK29,905,636,643,226	$2,719,621,383,947

Product	Volume NZD	USD Equivalent
IRS	NZD7,069,673,193,052	$4,182,772,144,669
OIS	NZD3,880,811,727,807	$2,296,082,258,757
Basis	NZD217,471,848,148	$128,667,218,957
Zeroes	NZD3,460,000,000	$2,047,109,000
FRAs	NZD0	$0
VNS	NZD1,530,958,103	$905,791,361
Inflation	NZD0	$0
Total	NZD11,172,947,727,110	$6,610,474,522,744

Product	Volume PLN	USD Equivalent
IRS	PLN7,478,013,976,588	$1,838,727,787,799
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN12,054,640,007	$2,964,049,228
FRAs	PLN4,885,382,363,835	$1,201,239,839,151
VNS	PLN17,009,731,441	$4,182,429,447
Inflation	PLN0	$0
Total	PLN12,392,460,711,871	$3,047,114,105,625

Product	Volume SEK	USD Equivalent
IRS	SEK39,743,734,587,740	$3,631,936,340,875
OIS	SEK570,840,000,000	$52,165,569,299
Basis	SEK0	$0
Zeroes	SEK30,165,800,000	$2,756,667,596
FRAs	SEK12,597,739,904,239	$1,151,230,246,621
VNS	SEK43,200,712,703	$3,947,848,385
Inflation	SEK0	$0
Total	SEK52,985,681,004,682	$4,842,036,672,776

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD2,523,912,500,004	$1,854,999,632,518
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,299,313,146	$3,159,865,607
Inflation	SGD0	$0
Total	SGD2,528,211,813,150	$1,858,159,498,125

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB29,797,277,745,054	$810,699,979,460
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB29,797,277,745,054	$810,699,979,460

Product	Volume TWD	USD Equivalent
IRS	TWD21,155,463,865,591	$653,006,879,205
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD21,155,463,865,591	$653,006,879,205

Product	Volume ZAR	USD Equivalent
IRS	ZAR96,548,374,601,823	$5,077,578,319,970
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR111,644,793,982	$5,871,514,542
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,012,539,996
Inflation	ZAR0	$0
Total	ZAR96,679,272,489,443	$5,084,462,374,508

Product	USD Equivalent
IRS	$121,339,756,202,882
OIS	$256,635,571,611,625
Basis	$20,877,061,336,431
Zeroes	$267,020,894,667
FRAs	$37,907,536,499,581
VNS	$4,559,232,559,512
Inflation	$12,148,092,487,904
Total	$453,734,271,592,602

Figures as of COB Apr 17, 2024.

Notional Outstanding by Product

As of COB Apr 17, 2024

Daily Notional by Tenor

As of COB Apr 17, 2024

Notional Outstanding by Currency

As of COB Apr 17, 2024. *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 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
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.
$3.5 trillion notional per day based on daily average over 2020.
"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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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression