Volumes

  • Client Notional Cleared (USD)
    $1,289,104,469,193,472
    Client Notional Outstanding (USD)
    $69,512,090,495,392
    As of COB Mar 27, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,714,316,000,000,000
    Trades Compressed
    24,236,637
  • 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 Mar 27, 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
$239,698,175,844
$2,524,024,154,131
$48,162,063,826,766
$31,980,682,910,499
EUR
€113,679,513,171
€774,550,819,755
€11,860,794,753,904
€12,258,346,962,487
GBP
£80,284,187,196
£336,054,258,201
£16,212,244,483,333
£7,362,554,660,087
JPY
¥1,246,350,500,000
¥10,033,012,715,000
¥106,397,962,667,830
¥142,135,577,467,448
CHF
CHF3,055,844,700
CHF17,778,432,916
CHF230,471,629,350
CHF340,502,972,688
AUD
$20,195,436,369
$301,368,683,755
$14,070,032,260,270
$9,038,317,964,527
CAD
$79,636,864,095
$217,326,314,255
$5,297,908,700,017
$3,375,797,773,161
Other*
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$38,401,343,042
$185,414,754,753
$4,885,141,168,984
$5,019,381,898,706
BRL
BRL1,876,144,301
BRL2,970,950,754
BRL33,460,672,589
BRL19,143,448,243
CLP
CLP21,000,000,000
CLP137,074,900,000
CLP2,635,580,050,000
CLP1,493,762,223,142
CNY
CNY28,015,525,000
CNY120,387,426,097
CNY1,668,434,742,796
CNY1,385,547,657,016
COP
COP334,000,000,000
COP376,590,000,000
COP6,576,508,200,000
COP3,638,194,876,944
CZK
CZK47,755,005,520
CZK226,845,006,850
CZK7,936,391,690,746
CZK7,114,578,637,782
DKK
DKK5,264,521,400
DKK25,887,721,400
DKK224,682,896,159
DKK1,006,712,114,023
HKD
HKD10,733,184,939
HKD57,880,992,165
HKD1,542,091,513,010
HKD3,539,501,470,552
HUF
HUF355,336,000,000
HUF2,531,850,585,806
HUF44,465,829,592,400
HUF38,214,273,040,492
ILS
ILS0
ILS0
ILS0
ILS0
INR
INR109,606,000,000
INR281,133,108,180
INR7,032,833,882,776
INR5,946,349,636,612
KRW
KRW5,444,392,800,000
KRW19,610,844,310,000
KRW508,936,781,498,836
KRW466,315,296,122,445
MXN
MXN1,681,850,000
MXN12,065,381,100
MXN265,897,984,293
MXN154,774,828,535
NOK
NOK25,334,275,571
NOK100,009,263,796
NOK3,006,828,799,749
NOK2,125,118,315,833
NZD
NZD6,090,550,000
NZD40,934,913,205
NZD2,199,744,666,968
NZD1,754,581,894,992
PLN
PLN3,580,407,068
PLN21,983,348,413
PLN901,661,636,406
PLN1,143,268,182,375
SEK
SEK90,693,432,300
SEK395,755,112,986
SEK6,074,488,554,966
SEK5,386,728,024,528
SGD
SGD4,742,691,419
SGD19,288,533,017
SGD344,752,575,620
SGD866,217,253,794
THB
THB2,577,130,000
THB45,941,609,412
THB1,463,820,590,556
THB798,270,309,143
TWD
TWD28,735,000,000
TWD56,411,080,000
TWD802,477,056,258
TWD453,126,143,912
ZAR
ZAR38,856,743,798
ZAR430,599,552,840
ZAR7,124,541,506,780
ZAR10,424,029,504,609
Total in USD$589,089,401,390$4,396,882,418,539$101,640,354,624,453$69,512,090,495,392

Figures as of COB Mar 27, 2020. Weekly figures as of COB Mar 27, 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 $110,397,321,231
OIS $71,025,456,327
Basis $24,725,100,000
Zeroes $225,000,000
FRAs $30,821,700,000
VNS $751,677,826
Inflation $1,751,920,460
Total$239,698,175,844
ProductVolume
EUR
USD
Equivalent
IRS €69,206,239,742 $76,943,497,345
OIS €33,035,954,893 $36,729,374,650
Basis €132,200,000 $146,979,960
Zeroes €0 $0
FRAs €9,000,000,000 $10,006,200,000
VNS €375,018,536 $416,945,608
Inflation €1,930,100,000 $2,145,885,180
Total€113,679,513,171$126,388,882,743
ProductVolume
GBP
USD
Equivalent
IRS £23,586,741,001 $29,440,970,117
OIS £48,523,397,040 $60,566,904,185
Basis £3,360,000,000 $4,193,952,000
Zeroes £310,125,444 $387,098,579
FRAs £2,050,000,000 $2,558,810,000
VNS £172,525,211 $215,345,969
Inflation £2,281,398,500 $2,847,641,608
Total£80,284,187,196$100,210,722,458
ProductVolume
JPY
USD
Equivalent
IRS ¥852,145,500,000 $7,906,708,420
OIS ¥342,000,000,000 $3,173,277,662
Basis ¥52,205,000,000 $484,388,773
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,246,350,500,000$11,564,374,855
ProductVolume
CHF
USD
Equivalent
IRS CHF2,895,844,700 $3,038,024,234
OIS CHF10,000,000 $10,490,978
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF150,000,000 $157,364,666
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,055,844,700$3,205,879,878
ProductVolume
AUD
USD
Equivalent
IRS $13,128,436,369 $8,128,471,378
OIS $5,017,000,000 $3,106,275,550
Basis $2,050,000,000 $1,269,257,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,195,436,369$12,504,004,428
ProductVolume
CAD
USD
Equivalent
IRS $7,787,681,416 $5,585,370,018
OIS $71,836,064,050 $51,521,239,367
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $13,118,629 $9,408,757
Inflation $0 $0
Total$79,636,864,095$57,116,018,142
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,876,144,301 $370,289,202
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,876,144,301$370,289,202
ProductVolume
CLP
USD
Equivalent
IRS CLP21,000,000,000 $25,154,219
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP21,000,000,000$25,154,219
ProductVolume
CNY
USD
Equivalent
IRS CNY28,015,525,000 $3,947,933,768
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY28,015,525,000$3,947,933,768
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP334,000,000,000 $83,077,551
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP334,000,000,000$83,077,551
ProductVolume
CZK
USD
Equivalent
IRS CZK33,405,005,520 $1,356,548,448
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK14,350,000,000 $582,741,117
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK47,755,005,520$1,939,289,565
ProductVolume
DKK
USD
Equivalent
IRS DKK5,215,265,448 $777,075,640
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK49,255,952 $7,339,147
Inflation DKK0 $0
TotalDKK5,264,521,400$784,414,787
ProductVolume
HKD
USD
Equivalent
IRS HKD10,733,184,939 $1,384,480,482
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,733,184,939$1,384,480,482
ProductVolume
HUF
USD
Equivalent
IRS HUF235,336,000,000 $735,643,394
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF120,000,000,000 $375,111,361
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF355,336,000,000$1,110,754,755
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR109,606,000,000 $1,452,273,691
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR109,606,000,000$1,452,273,691
ProductVolume
KRW
USD
Equivalent
IRS KRW5,444,392,800,000 $4,480,354,847
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,444,392,800,000$4,480,354,847
ProductVolume
MXN
USD
Equivalent
IRS MXN1,681,850,000 $72,112,767
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,681,850,000$72,112,767
ProductVolume
NOK
USD
Equivalent
IRS NOK15,202,692,000 $1,461,151,029
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $961,113,354
VNS NOK131,583,571 $12,646,673
Inflation NOK0 $0
TotalNOK25,334,275,571$2,434,911,056
ProductVolume
NZD
USD
Equivalent
IRS NZD6,090,550,000 $3,692,091,410
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD6,090,550,000$3,692,091,410
ProductVolume
PLN
USD
Equivalent
IRS PLN3,280,407,068 $804,978,238
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN300,000,000 $73,616,922
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,580,407,068$878,595,160
ProductVolume
SEK
USD
Equivalent
IRS SEK50,693,432,300 $5,130,368,969
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,000,000,000 $4,048,152,777
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK90,693,432,300$9,178,521,746
ProductVolume
SGD
USD
Equivalent
IRS SGD4,742,691,419 $3,324,821,353
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,742,691,419$3,324,821,353
ProductVolume
THB
USD
Equivalent
IRS THB2,577,130,000 $79,198,832
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,577,130,000$79,198,832
ProductVolume
TWD
USD
Equivalent
IRS TWD28,735,000,000 $951,931,359
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD28,735,000,000$951,931,359
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,856,743,798 $2,211,136,492
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR38,856,743,798$2,211,136,492
ProductUSD
Equivalent
IRS$272,245,633,192
OIS$227,668,369,961
Basis$30,819,678,233
Zeroes$612,098,579
FRAs$49,584,810,197
VNS$1,413,363,980
Inflation$6,745,447,248
Total$589,089,401,390
Show:
ProductUSD
Equivalent
IRS $778,287,059,467
OIS $1,034,219,516,125
Basis $136,030,300,000
Zeroes $325,000,000
FRAs $565,569,900,000
VNS $2,632,545,279
Inflation $6,959,833,260
Total$2,524,024,154,131
ProductVolume
EUR
USD
Equivalent
IRS €326,453,890,719 $355,831,523,899
OIS €362,823,142,393 $394,297,503,428
Basis €1,780,400,000 $1,930,999,300
Zeroes €956,000,000 $1,033,044,200
FRAs €58,500,000,000 $63,610,975,000
VNS €13,812,320,643 $14,938,573,275
Inflation €10,225,066,000 $11,172,571,974
Total€774,550,819,755$842,815,191,076
ProductVolume
GBP
USD
Equivalent
IRS £106,260,279,757 $127,480,097,712
OIS £149,697,742,556 $179,972,455,030
Basis £16,298,550,000 $19,544,103,293
Zeroes £1,078,692,245 $1,282,849,411
FRAs £53,152,000,000 $62,694,014,600
VNS £218,205,211 $270,833,783
Inflation £9,348,788,432 $11,214,687,985
Total£336,054,258,201$402,459,041,814
ProductVolume
JPY
USD
Equivalent
IRS ¥9,056,622,715,000 $81,694,750,281
OIS ¥854,875,000,000 $7,829,080,914
Basis ¥121,515,000,000 $1,115,644,329
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,033,012,715,000$90,639,475,524
ProductVolume
CHF
USD
Equivalent
IRS CHF13,658,682,916 $14,065,961,702
OIS CHF2,388,750,000 $2,427,436,571
Basis CHF50,000,000 $50,854,353
Zeroes CHF0 $0
FRAs CHF1,650,000,000 $1,696,823,406
VNS CHF31,000,000 $31,529,699
Inflation CHF0 $0
TotalCHF17,778,432,916$18,272,605,731
ProductVolume
AUD
USD
Equivalent
IRS $112,184,563,755 $67,252,703,563
OIS $182,126,000,000 $107,936,475,725
Basis $7,058,120,000 $4,264,014,497
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$301,368,683,755$179,453,193,785
ProductVolume
CAD
USD
Equivalent
IRS $81,138,131,576 $56,977,957,124
OIS $135,490,764,050 $96,339,882,098
Basis $609,300,000 $423,929,405
Zeroes $0 $0
FRAs $0 $0
VNS $88,118,629 $62,233,098
Inflation $0 $0
Total$217,326,314,255$153,804,001,725
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,970,950,754 $584,510,594
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,970,950,754$584,510,594
ProductVolume
CLP
USD
Equivalent
IRS CLP137,074,900,000 $161,417,308
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP137,074,900,000$161,417,308
ProductVolume
CNY
USD
Equivalent
IRS CNY120,387,426,097 $16,987,875,893
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY120,387,426,097$16,987,875,893
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP376,590,000,000 $93,344,187
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP376,590,000,000$93,344,187
ProductVolume
CZK
USD
Equivalent
IRS CZK155,999,506,850 $6,174,022,238
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK70,845,500,000 $2,829,379,978
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK226,845,006,850$9,003,402,216
ProductVolume
DKK
USD
Equivalent
IRS DKK25,811,265,448 $3,761,106,256
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK76,455,952 $11,296,979
Inflation DKK0 $0
TotalDKK25,887,721,400$3,772,403,235
ProductVolume
HKD
USD
Equivalent
IRS HKD56,088,992,165 $7,234,376,474
OIS HKD0 $0
Basis HKD1,792,000,000 $231,144,602
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD57,880,992,165$7,465,521,076
ProductVolume
HUF
USD
Equivalent
IRS HUF1,799,850,585,806 $5,512,252,780
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF732,000,000,000 $2,259,251,539
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,531,850,585,806$7,771,504,319
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR281,133,108,180 $3,717,590,174
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR281,133,108,180$3,717,590,174
ProductVolume
KRW
USD
Equivalent
IRS KRW19,610,844,310,000 $15,995,144,903
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW19,610,844,310,000$15,995,144,903
ProductVolume
MXN
USD
Equivalent
IRS MXN12,065,381,100 $495,479,873
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN12,065,381,100$495,479,873
ProductVolume
NOK
USD
Equivalent
IRS NOK85,527,680,225 $7,877,851,357
OIS NOK0 $0
Basis NOK4,000,000,000 $366,850,533
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $961,113,354
VNS NOK481,583,571 $43,811,103
Inflation NOK0 $0
TotalNOK100,009,263,796$9,249,626,347
ProductVolume
NZD
USD
Equivalent
IRS NZD24,691,913,205 $14,495,589,777
OIS NZD15,288,000,000 $8,962,800,600
Basis NZD955,000,000 $556,428,840
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD40,934,913,205$24,014,819,217
ProductVolume
PLN
USD
Equivalent
IRS PLN17,776,898,413 $4,251,685,470
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,250,000,000 $776,387,159
VNS PLN956,450,000 $222,715,101
Inflation PLN0 $0
TotalPLN21,983,348,413$5,250,787,730
ProductVolume
SEK
USD
Equivalent
IRS SEK287,755,112,986 $28,654,026,522
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK108,000,000,000 $10,829,039,220
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK395,755,112,986$39,483,065,742
ProductVolume
SGD
USD
Equivalent
IRS SGD19,288,533,017 $13,384,546,355
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD19,288,533,017$13,384,546,355
ProductVolume
THB
USD
Equivalent
IRS THB45,941,609,412 $1,406,354,049
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB45,941,609,412$1,406,354,049
ProductVolume
TWD
USD
Equivalent
IRS TWD56,411,080,000 $1,868,003,365
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD56,411,080,000$1,868,003,365
ProductVolume
ZAR
USD
Equivalent
IRS ZAR430,599,552,840 $24,709,358,170
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR430,599,552,840$24,709,358,170
ProductUSD
Equivalent
IRS$1,635,143,655,132
OIS$1,835,796,084,852
Basis$164,514,269,152
Zeroes$2,640,893,611
FRAs$711,226,884,256
VNS$18,213,538,317
Inflation$29,347,093,219
Total$4,396,882,418,539
Show:
ProductUSD
Equivalent
IRS $9,726,377,861,686
OIS $26,529,928,605,535
Basis $1,796,859,965,235
Zeroes $8,726,734,514
FRAs $9,966,428,130,360
VNS $33,575,725,413
Inflation $100,166,804,023
Total$48,162,063,826,766
ProductVolume
EUR
USD
Equivalent
IRS €4,968,181,735,667 $5,491,389,059,211
OIS €5,918,214,504,517 $6,548,839,182,644
Basis €79,005,700,000 $87,352,644,830
Zeroes €18,020,966,000 $19,953,891,123
FRAs €659,895,100,000 $730,717,767,209
VNS €60,743,733,200 $66,849,521,060
Inflation €156,733,014,520 $172,270,615,908
Total€11,860,794,753,904$13,117,372,681,985
ProductVolume
GBP
USD
Equivalent
IRS £1,870,090,272,213 $2,403,676,250,854
OIS £12,902,431,686,113 $16,684,763,461,696
Basis £359,861,062,781 $463,715,084,068
Zeroes £15,627,630,790 $20,024,415,130
FRAs £919,255,600,000 $1,173,386,206,290
VNS £2,149,536,449 $2,776,712,419
Inflation £142,828,694,987 $182,887,381,835
Total£16,212,244,483,333$20,931,229,512,292
ProductVolume
JPY
USD
Equivalent
IRS ¥94,275,269,667,830 $868,193,605,022
OIS ¥9,958,428,000,000 $92,178,714,318
Basis ¥1,767,265,000,000 $16,238,560,613
Zeroes ¥0 $0
FRAs ¥397,000,000,000 $3,691,434,020
VNS ¥0 $0
Inflation ¥0 $0
Total¥106,397,962,667,830$980,302,313,973
ProductVolume
CHF
USD
Equivalent
IRS CHF203,851,786,850 $211,402,637,893
OIS CHF19,452,350,000 $20,089,678,978
Basis CHF421,100,000 $432,311,120
Zeroes CHF0 $0
FRAs CHF6,700,000,000 $6,851,075,404
VNS CHF46,392,500 $47,414,621
Inflation CHF0 $0
TotalCHF230,471,629,350$238,823,118,016
ProductVolume
AUD
USD
Equivalent
IRS $1,264,182,692,995 $830,402,616,046
OIS $12,599,054,078,048 $8,401,729,101,635
Basis $206,588,478,738 $134,817,441,232
Zeroes $0 $0
FRAs $0 $0
VNS $207,010,489 $137,828,001
Inflation $0 $0
Total$14,070,032,260,270$9,367,086,986,914
ProductVolume
CAD
USD
Equivalent
IRS $1,501,938,140,017 $1,118,815,014,755
OIS $3,750,137,632,000 $2,805,193,400,245
Basis $44,829,500,000 $33,571,725,507
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $963,883,529 $724,565,772
Inflation $0 $0
Total$5,297,908,700,017$3,958,335,015,523
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL33,460,672,589 $7,358,743,117
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL33,460,672,589$7,358,743,117
ProductVolume
CLP
USD
Equivalent
IRS CLP2,635,580,050,000 $3,231,542,978
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,635,580,050,000$3,231,542,978
ProductVolume
CNY
USD
Equivalent
IRS CNY1,668,434,742,796 $238,995,988,899
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,668,434,742,796$238,995,988,899
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP6,576,508,200,000 $1,831,603,208
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP6,576,508,200,000$1,831,603,208
ProductVolume
CZK
USD
Equivalent
IRS CZK4,294,399,990,746 $186,500,960,574
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK3,629,639,000,000 $158,497,592,168
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,936,391,690,746$345,533,174,369
ProductVolume
DKK
USD
Equivalent
IRS DKK224,571,040,207 $33,029,454,602
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK111,855,952 $16,442,889
Inflation DKK0 $0
TotalDKK224,682,896,159$33,045,897,491
ProductVolume
HKD
USD
Equivalent
IRS HKD1,457,413,513,010 $187,506,393,181
OIS HKD0 $0
Basis HKD84,448,000,000 $10,861,912,430
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD1,542,091,513,010$198,397,912,845
ProductVolume
HUF
USD
Equivalent
IRS HUF30,266,629,592,400 $98,744,426,583
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF14,194,200,000,000 $46,165,731,533
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF44,465,829,592,400$144,926,903,080
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR7,032,833,882,776 $97,622,378,786
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR7,032,833,882,776$97,622,378,786
ProductVolume
KRW
USD
Equivalent
IRS KRW508,936,781,498,836 $427,683,977,311
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW508,936,781,498,836$427,683,977,311
ProductVolume
MXN
USD
Equivalent
IRS MXN265,897,984,293 $13,397,259,037
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN265,897,984,293$13,397,259,037
ProductVolume
NOK
USD
Equivalent
IRS NOK1,504,816,813,307 $159,332,272,732
OIS NOK0 $0
Basis NOK25,580,000,000 $2,683,799,597
Zeroes NOK0 $0
FRAs NOK1,472,281,700,000 $158,625,173,388
VNS NOK4,150,286,442 $440,247,755
Inflation NOK0 $0
TotalNOK3,006,828,799,749$321,081,493,472
ProductVolume
NZD
USD
Equivalent
IRS NZD539,506,824,669 $342,591,539,185
OIS NZD1,654,817,390,000 $1,055,372,223,521
Basis NZD5,393,800,000 $3,375,091,162
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD26,652,299 $16,679,454
Inflation NZD0 $0
TotalNZD2,199,744,666,968$1,401,355,533,322
ProductVolume
PLN
USD
Equivalent
IRS PLN711,178,255,406 $182,905,584,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN186,706,031,000 $48,118,852,605
VNS PLN1,699,450,000 $407,401,490
Inflation PLN0 $0
TotalPLN901,661,636,406$231,960,754,881
ProductVolume
SEK
USD
Equivalent
IRS SEK4,228,558,787,144 $439,222,376,292
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,844,881,000,000 $191,661,742,447
VNS SEK1,048,767,822 $108,341,043
Inflation SEK0 $0
TotalSEK6,074,488,554,966$630,992,459,782
ProductVolume
SGD
USD
Equivalent
IRS SGD342,895,575,620 $247,991,369,601
OIS SGD0 $0
Basis SGD1,622,000,000 $1,183,943,109
Zeroes SGD160,000,000 $116,114,041
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD344,752,575,620$249,346,967,907
ProductVolume
THB
USD
Equivalent
IRS THB1,463,820,590,556 $46,928,225,623
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,463,820,590,556$46,928,225,623
ProductVolume
TWD
USD
Equivalent
IRS TWD802,477,056,258 $26,629,840,737
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD802,477,056,258$26,629,840,737
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,124,541,506,780 $464,820,512,139
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,124,541,506,780$464,820,512,139
ProductUSD
Equivalent
IRS$23,757,127,512,691
OIS$62,237,548,350,566
Basis$2,551,092,478,903
Zeroes$49,931,746,796
FRAs$12,484,143,705,424
VNS$105,186,028,307
Inflation$455,324,801,766
Total$101,640,354,624,453
Show:
ProductUSD
Equivalent
IRS $12,739,920,480,330
OIS $12,688,315,041,600
Basis $2,970,308,477,855
Zeroes $10,085,293,282
FRAs $3,114,546,294,107
VNS $298,394,885,397
Inflation $159,112,437,928
Total$31,980,682,910,499
ProductVolume
EUR
USD
Equivalent
IRS €6,678,482,502,410 $7,425,136,846,179
OIS €4,415,190,232,204 $4,908,808,500,165
Basis €176,075,344,987 $195,760,568,557
Zeroes €37,002,367,939 $41,139,232,674
FRAs €536,840,460,000 $596,859,223,428
VNS €221,043,871,344 $245,756,576,161
Inflation €193,712,183,603 $215,369,205,729
Total€12,258,346,962,487$13,628,830,152,893
ProductVolume
GBP
USD
Equivalent
IRS £1,769,551,549,732 $2,208,754,244,375
OIS £4,420,628,145,019 $5,517,828,050,613
Basis £429,590,765,119 $536,215,193,022
Zeroes £21,182,636,843 $26,440,167,307
FRAs £408,767,301,108 $510,223,345,243
VNS £58,081,352,192 $72,497,143,807
Inflation £254,752,910,075 $317,982,582,355
Total£7,362,554,660,088$9,189,940,726,722
ProductVolume
JPY
USD
Equivalent
IRS ¥116,745,085,206,336 $1,083,229,739,794
OIS ¥14,561,123,471,610 $135,106,689,600
Basis ¥10,634,615,704,184 $98,674,235,251
Zeroes ¥0 $0
FRAs ¥187,000,000,000 $1,735,096,265
VNS ¥7,753,085,318 $71,937,697
Inflation ¥0 $0
Total¥142,135,577,467,448$1,318,817,698,607
ProductVolume
CHF
USD
Equivalent
IRS CHF281,118,275,200 $294,920,557,280
OIS CHF23,130,520,988 $24,266,178,124
Basis CHF29,052,600,000 $30,479,018,044
Zeroes CHF0 $0
FRAs CHF6,417,100,000 $6,732,165,338
VNS CHF784,476,500 $822,992,551
Inflation CHF0 $0
TotalCHF340,502,972,688$357,220,911,337
ProductVolume
AUD
USD
Equivalent
IRS $1,212,083,335,677 $750,461,397,284
OIS $7,608,798,187,986 $4,710,987,398,092
Basis $211,916,146,506 $131,207,882,109
Zeroes $23,102,501 $14,303,913
FRAs $0 $0
VNS $5,497,191,857 $3,403,586,338
Inflation $0 $0
Total$9,038,317,964,527$5,596,074,567,736
ProductVolume
CAD
USD
Equivalent
IRS $1,352,447,090,137 $969,982,851,708
OIS $1,929,573,214,210 $1,383,901,035,796
Basis $83,989,929,952 $60,238,062,075
Zeroes $649,431,248 $465,775,836
FRAs $0 $0
VNS $9,138,107,614 $6,553,903,474
Inflation $0 $0
Total$3,375,797,773,161$2,421,141,628,889
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL19,143,448,243 $3,778,287,296
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL19,143,448,243$3,778,287,296
ProductVolume
CLP
USD
Equivalent
IRS CLP1,493,762,223,142 $1,789,258,218
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,493,762,223,142$1,789,258,218
ProductVolume
CNY
USD
Equivalent
IRS CNY1,385,547,657,016 $195,250,682,687
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,385,547,657,016$195,250,682,687
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,638,194,876,944 $904,947,063
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,638,194,876,944$904,947,063
ProductVolume
CZK
USD
Equivalent
IRS CZK4,546,595,506,032 $184,633,320,042
OIS CZK0 $0
Basis CZK1,025,000,000 $41,624,365
Zeroes CZK12,352,700,000 $501,632,487
FRAs CZK2,549,414,830,700 $103,529,536,272
VNS CZK5,190,601,050 $210,785,829
Inflation CZK0 $0
TotalCZK7,114,578,637,782$288,916,898,995
ProductVolume
DKK
USD
Equivalent
IRS DKK1,001,256,057,148 $149,187,361,377
OIS DKK0 $0
Basis DKK3,350,000,000 $499,150,699
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,106,056,874 $313,802,914
Inflation DKK0 $0
TotalDKK1,006,712,114,022$150,000,314,990
ProductVolume
HKD
USD
Equivalent
IRS HKD3,200,395,417,466 $412,821,079,325
OIS HKD0 $0
Basis HKD337,912,753,086 $43,587,585,048
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,924,540
Inflation HKD0 $0
TotalHKD3,539,501,470,552$456,562,588,913
ProductVolume
HUF
USD
Equivalent
IRS HUF27,217,096,861,013 $85,078,685,425
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF40,300,000,000 $125,974,899
FRAs HUF10,927,096,250,000 $34,157,316,235
VNS HUF29,779,929,479 $93,089,916
Inflation HUF0 $0
TotalHUF38,214,273,040,492$119,455,066,475
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,946,349,636,612 $78,788,817,530
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,946,349,636,612$78,788,817,530
ProductVolume
KRW
USD
Equivalent
IRS KRW466,315,296,122,445 $383,744,904,929
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW466,315,296,122,445$383,744,904,929
ProductVolume
MXN
USD
Equivalent
IRS MXN154,774,828,535 $6,636,288,071
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN154,774,828,535$6,636,288,071
ProductVolume
NOK
USD
Equivalent
IRS NOK1,344,967,426,855 $129,266,615,425
OIS NOK0 $0
Basis NOK130,301,714,206 $12,523,471,753
Zeroes NOK0 $0
FRAs NOK613,447,805,030 $58,959,287,722
VNS NOK36,401,369,743 $3,498,584,255
Inflation NOK0 $0
TotalNOK2,125,118,315,834$204,247,959,155
ProductVolume
NZD
USD
Equivalent
IRS NZD783,988,186,426 $475,253,638,612
OIS NZD964,212,079,206 $584,505,362,415
Basis NZD5,969,600,000 $3,618,771,520
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD412,029,359 $249,772,198
Inflation NZD0 $0
TotalNZD1,754,581,894,991$1,063,627,544,745
ProductVolume
PLN
USD
Equivalent
IRS PLN918,329,409,577 $225,348,615,285
OIS PLN0 $0
Basis PLN1,300,000,000 $319,006,662
Zeroes PLN2,077,900,000 $509,895,341
FRAs PLN217,006,031,000 $53,251,053,581
VNS PLN4,554,841,797 $1,117,711,445
Inflation PLN0 $0
TotalPLN1,143,268,182,374$280,546,282,314
ProductVolume
SEK
USD
Equivalent
IRS SEK4,149,163,199,187 $419,911,163,205
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $26,293,937
FRAs SEK1,220,259,440,787 $123,494,916,106
VNS SEK17,045,572,844 $1,725,077,076
Inflation SEK0 $0
TotalSEK5,386,728,024,528$545,157,450,324
ProductVolume
SGD
USD
Equivalent
IRS SGD862,891,257,476 $604,922,189,685
OIS SGD0 $0
Basis SGD2,818,005,896 $1,975,537,801
Zeroes SGD310,000,000 $217,322,724
FRAs SGD0 $0
VNS SGD197,990,422 $138,799,412
Inflation SGD0 $0
TotalSGD866,217,253,794$607,253,849,622
ProductVolume
THB
USD
Equivalent
IRS THB798,270,309,143 $24,531,970,164
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB798,270,309,143$24,531,970,164
ProductVolume
TWD
USD
Equivalent
IRS TWD453,126,143,912 $15,011,135,755
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD453,126,143,912$15,011,135,755
ProductVolume
ZAR
USD
Equivalent
IRS ZAR10,423,759,504,609 $593,162,287,154
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $15,364,305
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR10,424,029,504,609$593,177,651,459
ProductUSD
Equivalent
IRS$29,382,733,599,605
OIS$30,033,412,020,998
Basis$4,085,448,584,761
Zeroes$79,541,256,705
FRAs$4,603,488,234,297
VNS$635,002,573,010
Inflation$692,464,226,012
Total$69,512,090,495,388

Figures as of COB Mar 27, 2020.

Notional Outstanding by Product

As of COB Mar 27, 2020

Daily Notional by Tenor
 

As of COB Mar 27, 2020

Notional Outstanding by Tenor
 

As of COB Mar 27, 2020

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,002,391,498,073
$11,723,103,586,471
$186,109,195,761,549
$147,868,282,818,475
EUR
€632,660,721,212
€4,599,630,472,940
€64,225,130,475,430
€83,186,697,077,031
GBP
£305,934,020,328
£1,789,967,704,873
£55,388,175,829,760
£41,271,163,509,460
JPY
¥4,021,703,000,000
¥27,080,424,490,000
¥378,089,693,407,668
¥1,192,947,000,229,530
CHF
CHF26,741,489,400
CHF76,557,930,133
CHF1,606,124,668,070
CHF3,246,015,790,818
AUD
$187,165,820,738
$1,128,222,954,242
$42,266,626,433,581
$41,190,050,191,250
CAD
$173,894,142,192
$577,437,835,925
$14,120,994,745,061
$20,669,844,606,302
Other*
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$122,211,193,948
$718,181,319,434
$17,835,949,494,479
$31,428,059,207,973
BRL
BRL3,752,288,602
BRL5,941,901,507
BRL66,928,265,952
BRL76,152,718,617
CLP
CLP42,000,000,000
CLP274,149,800,000
CLP7,063,299,400,000
CLP9,294,374,720,214
CNY
CNY97,809,250,000
CNY432,399,049,798
CNY5,905,124,587,618
CNY11,001,947,608,220
COP
COP668,000,000,000
COP753,180,000,000
COP13,153,016,400,000
COP15,366,434,561,204
CZK
CZK207,888,011,040
CZK899,274,847,700
CZK28,067,309,652,462
CZK45,948,341,941,115
DKK
DKK13,208,865,836
DKK69,983,265,836
DKK583,340,066,989
DKK4,831,291,612,992
HKD
HKD55,864,369,878
HKD270,111,617,378
HKD6,791,741,435,171
HKD20,652,403,238,606
HUF
HUF1,027,492,000,000
HUF11,086,599,199,204
HUF177,767,709,465,748
HUF241,719,817,985,744
ILS
ILS0
ILS0
ILS0
ILS0
INR
INR279,108,487,846
INR1,009,000,870,160
INR25,201,249,706,808
INR52,790,669,602,003
KRW
KRW13,942,185,600,000
KRW57,437,948,218,808
KRW1,433,422,577,508,740
KRW2,832,144,579,269,170
MXN
MXN3,363,700,000
MXN25,041,532,200
MXN634,357,209,998
MXN1,823,617,788,303
NOK
NOK92,580,351,142
NOK632,452,630,088
NOK11,819,893,024,799
NOK23,660,143,774,846
NZD
NZD20,403,180,678
NZD198,556,165,088
NZD7,471,950,788,466
NZD11,037,105,870,018
PLN
PLN17,920,354,136
PLN155,514,394,006
PLN2,932,183,734,633
PLN5,943,198,580,506
SEK
SEK220,510,245,200
SEK1,219,560,038,572
SEK27,586,520,026,764
SEK51,718,127,872,124
SGD
SGD13,355,782,838
SGD70,306,592,984
SGD1,317,423,001,831
SGD3,233,627,889,268
THB
THB35,314,260,000
THB214,011,308,824
THB6,005,612,542,162
THB13,264,453,681,402
TWD
TWD81,190,000,000
TWD185,862,160,000
TWD2,657,047,451,326
TWD5,215,061,241,230
ZAR
ZAR179,399,687,596
ZAR1,445,706,943,680
ZAR26,547,378,084,349
ZAR39,180,018,109,600
Total in USD$2,515,833,494,363$20,991,321,386,219$390,206,640,864,764$378,099,583,087,257

Figures as of COB Mar 27, 2020. Weekly figures as of COB Mar 27, 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 $448,376,192,360
OIS $258,087,425,141
Basis $112,390,400,000
Zeroes $450,000,000
FRAs $176,786,400,000
VNS $1,866,799,652
Inflation $4,434,280,920
Total$1,002,391,498,073
ProductVolume
EUR
USD
Equivalent
IRS €343,475,909,132 $381,876,515,773
OIS €208,065,242,628 $231,326,936,754
Basis €430,000,000 $478,074,000
Zeroes €105,623,688 $117,432,416
FRAs €70,000,000,000 $77,826,000,000
VNS €670,305,764 $745,245,948
Inflation €9,913,640,000 $11,021,984,952
Total€632,660,721,212$703,392,189,843
ProductVolume
GBP
USD
Equivalent
IRS £72,079,517,130 $89,969,653,282
OIS £141,537,646,480 $176,667,290,336
Basis £48,602,800,000 $60,666,014,960
Zeroes £620,250,888 $774,197,158
FRAs £31,440,200,000 $39,243,657,640
VNS £345,050,422 $430,691,937
Inflation £11,308,555,408 $14,115,338,860
Total£305,934,020,328$381,866,844,173
ProductVolume
JPY
USD
Equivalent
IRS ¥2,633,293,000,000 $24,433,245,187
OIS ¥1,284,000,000,000 $11,913,709,116
Basis ¥104,410,000,000 $968,777,546
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,021,703,000,000$37,315,731,849
ProductVolume
CHF
USD
Equivalent
IRS CHF20,741,489,400 $21,759,850,399
OIS CHF20,000,000 $20,981,956
Basis CHF180,000,000 $188,837,600
Zeroes CHF0 $0
FRAs CHF5,800,000,000 $6,084,767,100
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF26,741,489,400$28,054,437,055
ProductVolume
AUD
USD
Equivalent
IRS $70,170,420,738 $43,446,016,000
OIS $107,434,000,000 $66,517,761,100
Basis $9,561,400,000 $5,919,940,810
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$187,165,820,738$115,883,717,910
ProductVolume
CAD
USD
Equivalent
IRS $34,661,562,833 $24,859,472,734
OIS $137,698,128,100 $98,757,891,487
Basis $1,500,000,000 $1,075,808,650
Zeroes $8,214,000 $5,891,128
FRAs $0 $0
VNS $26,237,259 $18,817,513
Inflation $0 $0
Total$173,894,142,192$124,717,881,512
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,752,288,602 $740,578,405
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,752,288,602$740,578,405
ProductVolume
CLP
USD
Equivalent
IRS CLP42,000,000,000 $50,308,439
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP42,000,000,000$50,308,439
ProductVolume
CNY
USD
Equivalent
IRS CNY97,809,250,000 $13,783,230,580
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY97,809,250,000$13,783,230,580
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP668,000,000,000 $166,155,101
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP668,000,000,000$166,155,101
ProductVolume
CZK
USD
Equivalent
IRS CZK96,788,011,040 $3,930,477,606
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK111,100,000,000 $4,511,675,127
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK207,888,011,040$8,442,152,733
ProductVolume
DKK
USD
Equivalent
IRS DKK10,110,353,931 $1,506,444,845
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,000,000,000 $447,000,626
VNS DKK98,511,905 $14,678,294
Inflation DKK0 $0
TotalDKK13,208,865,836$1,968,123,765
ProductVolume
HKD
USD
Equivalent
IRS HKD55,664,369,878 $7,180,183,151
OIS HKD0 $0
Basis HKD200,000,000 $25,798,130
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD55,864,369,878$7,205,981,281
ProductVolume
HUF
USD
Equivalent
IRS HUF567,492,000,000 $1,773,939,138
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF440,000,000,000 $1,375,408,324
VNS HUF20,000,000,000 $62,518,560
Inflation HUF0 $0
TotalHUF1,027,492,000,000$3,211,866,022
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR279,108,487,846 $3,698,172,671
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR279,108,487,846$3,698,172,671
ProductVolume
KRW
USD
Equivalent
IRS KRW13,942,185,600,000 $11,473,444,539
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW13,942,185,600,000$11,473,444,539
ProductVolume
MXN
USD
Equivalent
IRS MXN3,363,700,000 $144,225,533
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,363,700,000$144,225,533
ProductVolume
NOK
USD
Equivalent
IRS NOK33,317,184,000 $3,202,159,045
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK59,000,000,000 $5,670,568,787
VNS NOK263,167,142 $25,293,345
Inflation NOK0 $0
TotalNOK92,580,351,142$8,898,021,177
ProductVolume
NZD
USD
Equivalent
IRS NZD19,533,180,678 $11,841,014,127
OIS NZD870,000,000 $527,394,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD20,403,180,678$12,368,408,127
ProductVolume
PLN
USD
Equivalent
IRS PLN11,920,354,136 $2,925,132,605
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,000,000,000 $1,472,338,442
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN17,920,354,136$4,397,471,047
ProductVolume
SEK
USD
Equivalent
IRS SEK120,510,245,200 $12,196,097,095
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK100,000,000,000 $10,120,381,943
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK220,510,245,200$22,316,479,038
ProductVolume
SGD
USD
Equivalent
IRS SGD13,355,782,838 $9,362,951,970
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,355,782,838$9,362,951,970
ProductVolume
THB
USD
Equivalent
IRS THB35,314,260,000 $1,085,256,915
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB35,314,260,000$1,085,256,915
ProductVolume
TWD
USD
Equivalent
IRS TWD81,190,000,000 $2,689,657,457
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD81,190,000,000$2,689,657,457
ProductVolume
ZAR
USD
Equivalent
IRS ZAR179,399,687,596 $10,208,709,148
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR179,399,687,596$10,208,709,148
ProductUSD
Equivalent
IRS$1,128,814,756,333
OIS$847,683,717,662
Basis$181,713,651,696
Zeroes$1,347,520,702
FRAs$323,538,197,989
VNS$3,164,045,249
Inflation$29,571,604,732
Total$2,515,833,494,363
Show:
ProductUSD
Equivalent
IRS $2,736,082,830,623
OIS $2,608,137,278,739
Basis $589,334,040,000
Zeroes $950,000,000
FRAs $5,760,930,800,000
VNS $8,267,510,619
Inflation $19,401,126,490
Total$11,723,103,586,471
ProductVolume
EUR
USD
Equivalent
IRS €1,676,228,564,351 $1,829,017,162,133
OIS €1,526,715,417,992 $1,662,977,262,574
Basis €3,968,400,000 $4,313,329,080
Zeroes €2,017,623,688 $2,183,520,816
FRAs €1,321,300,000,000 $1,435,147,856,000
VNS €29,031,678,909 $31,428,931,535
Inflation €40,368,788,000 $44,120,095,796
Total€4,599,630,472,940$5,009,188,157,934
ProductVolume
GBP
USD
Equivalent
IRS £398,116,740,464 $476,959,276,216
OIS £457,174,615,049 $550,794,296,744
Basis £141,362,071,190 $170,983,006,078
Zeroes £2,182,099,890 $2,594,740,652
FRAs £753,890,200,000 $889,860,976,340
VNS £1,983,168,100 $2,347,110,637
Inflation £35,258,810,180 $42,481,493,096
Total£1,789,967,704,873$2,136,020,899,763
ProductVolume
JPY
USD
Equivalent
IRS ¥23,895,764,490,000 $215,651,411,784
OIS ¥2,546,310,000,000 $23,384,366,129
Basis ¥638,350,000,000 $5,794,043,804
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥27,080,424,490,000$244,829,821,717
ProductVolume
CHF
USD
Equivalent
IRS CHF56,315,430,133 $58,173,440,100
OIS CHF9,587,500,000 $9,742,447,151
Basis CHF1,764,000,000 $1,799,289,721
Zeroes CHF0 $0
FRAs CHF8,860,000,000 $9,224,641,605
VNS CHF31,000,000 $31,529,699
Inflation CHF0 $0
TotalCHF76,557,930,133$78,971,348,276
ProductVolume
AUD
USD
Equivalent
IRS $533,810,814,242 $317,896,234,965
OIS $554,372,000,000 $331,009,642,450
Basis $40,040,140,000 $24,106,551,779
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,128,222,954,242$673,012,429,194
ProductVolume
CAD
USD
Equivalent
IRS $273,072,523,153 $192,126,934,565
OIS $291,367,528,100 $206,784,327,971
Basis $11,606,600,000 $8,113,163,545
Zeroes $117,895,259 $82,914,434
FRAs $0 $0
VNS $1,273,289,413 $906,482,915
Inflation $0 $0
Total$577,437,835,925$408,013,823,430
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,941,901,507 $1,169,021,188
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,941,901,507$1,169,021,188
ProductVolume
CLP
USD
Equivalent
IRS CLP274,149,800,000 $322,834,617
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP274,149,800,000$322,834,617
ProductVolume
CNY
USD
Equivalent
IRS CNY432,399,049,798 $61,012,555,098
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY432,399,049,798$61,012,555,098
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP753,180,000,000 $186,688,374
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP753,180,000,000$186,688,374
ProductVolume
CZK
USD
Equivalent
IRS CZK488,283,847,700 $19,311,131,958
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK410,991,000,000 $16,348,660,789
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK899,274,847,700$35,659,792,747
ProductVolume
DKK
USD
Equivalent
IRS DKK50,830,353,931 $7,409,584,257
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK19,000,000,000 $2,814,319,785
VNS DKK152,911,905 $22,593,958
Inflation DKK0 $0
TotalDKK69,983,265,836$10,246,498,000
ProductVolume
HKD
USD
Equivalent
IRS HKD261,303,617,378 $33,701,275,801
OIS HKD0 $0
Basis HKD8,808,000,000 $1,136,130,324
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD270,111,617,378$34,837,406,125
ProductVolume
HUF
USD
Equivalent
IRS HUF5,150,799,199,204 $15,810,178,102
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,915,800,000,000 $18,232,660,506
VNS HUF20,000,000,000 $62,518,560
Inflation HUF0 $0
TotalHUF11,086,599,199,204$34,105,357,168
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,009,000,870,160 $13,314,370,076
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,009,000,870,160$13,314,370,076
ProductVolume
KRW
USD
Equivalent
IRS KRW57,437,948,218,808 $46,802,815,949
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW57,437,948,218,808$46,802,815,949
ProductVolume
MXN
USD
Equivalent
IRS MXN25,041,532,200 $1,029,687,681
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN25,041,532,200$1,029,687,681
ProductVolume
NOK
USD
Equivalent
IRS NOK200,075,462,946 $18,427,684,550
OIS NOK0 $0
Basis NOK8,000,000,000 $733,701,067
Zeroes NOK0 $0
FRAs NOK423,414,000,000 $40,478,062,034
VNS NOK963,167,142 $87,622,205
Inflation NOK0 $0
TotalNOK632,452,630,088$59,727,069,856
ProductVolume
NZD
USD
Equivalent
IRS NZD142,106,165,088 $83,068,676,761
OIS NZD54,540,000,000 $32,056,125,000
Basis NZD1,910,000,000 $1,112,857,680
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD198,556,165,088$116,237,659,441
ProductVolume
PLN
USD
Equivalent
IRS PLN83,311,494,006 $19,902,754,098
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN69,690,000,000 $16,930,761,636
VNS PLN2,512,900,000 $585,143,789
Inflation PLN0 $0
TotalPLN155,514,394,006$37,418,659,523
ProductVolume
SEK
USD
Equivalent
IRS SEK797,560,038,572 $79,347,610,167
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK422,000,000,000 $42,101,562,658
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,219,560,038,572$121,449,172,825
ProductVolume
SGD
USD
Equivalent
IRS SGD70,306,592,984 $48,923,191,118
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD70,306,592,984$48,923,191,118
ProductVolume
THB
USD
Equivalent
IRS THB214,011,308,824 $6,548,178,490
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB214,011,308,824$6,548,178,490
ProductVolume
TWD
USD
Equivalent
IRS TWD185,862,160,000 $6,153,554,882
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD185,862,160,000$6,153,554,882
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,445,706,943,680 $83,036,806,276
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,445,706,943,680$83,036,806,276
ProductUSD
Equivalent
IRS$6,357,884,831,379
OIS$5,438,386,805,208
Basis$807,426,113,078
Zeroes$5,811,175,902
FRAs$8,232,070,301,353
VNS$43,739,443,917
Inflation$106,002,715,382
Total$20,991,321,386,219
Show:
ProductUSD
Equivalent
IRS $34,579,702,564,820
OIS $71,610,365,352,607
Basis $7,223,402,960,587
Zeroes $32,753,469,028
FRAs $72,252,650,060,720
VNS $90,619,998,190
Inflation $319,701,355,597
Total$186,109,195,761,549
ProductVolume
EUR
USD
Equivalent
IRS €24,773,174,346,422 $27,346,197,902,937
OIS €22,439,168,584,999 $24,810,322,706,228
Basis €176,954,700,000 $195,507,573,580
Zeroes €37,429,651,710 $41,430,469,938
FRAs €15,972,866,040,000 $17,626,927,216,240
VNS €128,024,621,413 $140,967,579,107
Inflation €697,512,530,886 $766,496,226,928
Total€64,225,130,475,430$70,927,849,674,958
ProductVolume
GBP
USD
Equivalent
IRS £6,378,524,288,668 $8,193,121,074,934
OIS £36,462,334,047,331 $47,164,274,606,241
Basis £1,987,763,876,463 $2,551,491,531,335
Zeroes £36,673,330,613 $47,086,721,985
FRAs £9,955,715,940,000 $12,807,454,059,592
VNS £10,791,440,962 $13,741,505,987
Inflation £556,372,905,723 $711,985,185,995
Total£55,388,175,829,760$71,489,154,686,069
ProductVolume
JPY
USD
Equivalent
IRS ¥322,649,013,075,668 $2,963,432,027,032
OIS ¥43,786,626,000,000 $405,195,173,075
Basis ¥10,860,054,332,000 $100,386,291,155
Zeroes ¥0 $0
FRAs ¥794,000,000,000 $7,382,868,041
VNS ¥0 $0
Inflation ¥0 $0
Total¥378,089,693,407,668$3,476,396,359,303
ProductVolume
CHF
USD
Equivalent
IRS CHF917,825,283,070 $953,327,103,767
OIS CHF325,750,900,000 $336,308,258,967
Basis CHF15,104,700,000 $15,582,615,277
Zeroes CHF0 $0
FRAs CHF347,372,000,000 $357,417,284,007
VNS CHF71,785,000 $73,655,798
Inflation CHF0 $0
TotalCHF1,606,124,668,070$1,662,708,917,816
ProductVolume
AUD
USD
Equivalent
IRS $6,680,070,902,252 $4,413,540,225,041
OIS $34,564,183,256,096 $23,065,996,791,392
Basis $1,020,560,382,092 $672,615,140,813
Zeroes $0 $0
FRAs $0 $0
VNS $1,811,893,141 $1,217,913,493
Inflation $0 $0
Total$42,266,626,433,581$28,153,370,070,739
ProductVolume
CAD
USD
Equivalent
IRS $4,937,244,277,999 $3,681,362,737,756
OIS $8,879,838,864,000 $6,643,892,807,111
Basis $286,065,000,000 $213,455,310,449
Zeroes $2,245,691,475 $1,666,036,733
FRAs $0 $0
VNS $15,600,911,587 $11,639,007,802
Inflation $0 $0
Total$14,120,994,745,061$10,552,015,899,851
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL66,928,265,952 $14,719,061,697
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL66,928,265,952$14,719,061,697
ProductVolume
CLP
USD
Equivalent
IRS CLP7,063,299,400,000 $8,777,864,080
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,063,299,400,000$8,777,864,080
ProductVolume
CNY
USD
Equivalent
IRS CNY5,905,124,587,618 $845,252,789,774
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,905,124,587,618$845,252,789,774
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP13,153,016,400,000 $3,663,206,415
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP13,153,016,400,000$3,663,206,415
ProductVolume
CZK
USD
Equivalent
IRS CZK12,666,766,252,462 $550,047,772,566
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK15,375,838,000,000 $666,617,248,060
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK28,067,309,652,462$1,217,734,263,880
ProductVolume
DKK
USD
Equivalent
IRS DKK564,116,355,084 $83,018,463,909
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK19,000,000,000 $2,814,319,785
VNS DKK223,711,905 $32,885,777
Inflation DKK0 $0
TotalDKK583,340,066,989$85,865,669,471
ProductVolume
HKD
USD
Equivalent
IRS HKD6,517,465,435,171 $838,524,245,897
OIS HKD0 $0
Basis HKD273,816,000,000 $35,220,358,092
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD6,791,741,435,171$873,803,818,458
ProductVolume
HUF
USD
Equivalent
IRS HUF96,155,309,465,748 $314,196,463,997
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF81,539,400,000,000 $266,004,126,405
VNS HUF60,000,000,000 $181,868,105
Inflation HUF0 $0
TotalHUF177,767,709,465,748$580,425,910,247
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR25,201,249,706,808 $349,831,291,147
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR25,201,249,706,808$349,831,291,147
ProductVolume
KRW
USD
Equivalent
IRS KRW1,433,422,577,508,740 $1,204,036,524,662
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,433,422,577,508,740$1,204,036,524,662
ProductVolume
MXN
USD
Equivalent
IRS MXN634,357,209,998 $32,032,277,378
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN634,357,209,998$32,032,277,378
ProductVolume
NOK
USD
Equivalent
IRS NOK3,686,586,251,916 $391,081,634,589
OIS NOK0 $0
Basis NOK45,620,000,000 $4,741,592,437
Zeroes NOK0 $0
FRAs NOK8,079,253,400,000 $863,462,479,209
VNS NOK8,433,372,883 $894,423,784
Inflation NOK0 $0
TotalNOK11,819,893,024,799$1,260,180,130,019
ProductVolume
NZD
USD
Equivalent
IRS NZD2,644,682,803,869 $1,685,841,808,855
OIS NZD4,815,587,680,000 $3,066,553,597,281
Basis NZD11,627,000,000 $7,284,046,374
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD53,304,597 $33,358,907
Inflation NZD0 $0
TotalNZD7,471,950,788,466$4,759,712,811,417
ProductVolume
PLN
USD
Equivalent
IRS PLN2,105,971,072,633 $541,138,024,349
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN817,931,062,000 $208,855,355,898
VNS PLN4,125,800,000 $985,757,336
Inflation PLN0 $0
TotalPLN2,932,183,734,633$752,036,969,890
ProductVolume
SEK
USD
Equivalent
IRS SEK12,896,634,473,120 $1,338,725,898,534
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK14,688,076,000,000 $1,531,770,513,314
VNS SEK1,809,553,644 $186,688,600
Inflation SEK0 $0
TotalSEK27,586,520,026,764$2,870,683,100,448
ProductVolume
SGD
USD
Equivalent
IRS SGD1,314,062,001,831 $950,896,226,203
OIS SGD0 $0
Basis SGD2,966,000,000 $2,161,975,545
Zeroes SGD320,000,000 $232,228,082
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD1,317,423,001,831$953,345,970,986
ProductVolume
THB
USD
Equivalent
IRS THB6,005,612,542,162 $193,188,119,768
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB6,005,612,542,162$193,188,119,768
ProductVolume
TWD
USD
Equivalent
IRS TWD2,657,047,451,326 $88,119,690,485
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,657,047,451,326$88,119,690,485
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,547,378,084,349 $1,742,540,024,257
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR26,547,378,084,349$1,742,540,024,257
ProductUSD
Equivalent
IRS$92,952,820,527,287
OIS$177,456,403,790,464
Basis$11,021,849,395,644
Zeroes$125,339,453,067
FRAs$106,591,355,531,271
VNS$260,689,398,511
Inflation$1,798,182,768,520
Total$390,206,640,864,764
Show:
ProductUSD
Equivalent
IRS $55,777,387,907,233
OIS $29,635,249,056,329
Basis $20,140,120,200,816
Zeroes $95,627,235,607
FRAs $39,417,744,269,031
VNS $1,310,312,129,522
Inflation $1,491,842,019,936
Total$147,868,282,818,474
ProductVolume
EUR
USD
Equivalent
IRS €48,566,428,935,328 $53,996,155,690,297
OIS €17,758,465,239,282 $19,743,861,653,034
Basis €983,282,080,739 $1,093,213,017,366
Zeroes €169,006,261,769 $187,901,161,835
FRAs €12,529,120,006,259 $13,929,875,622,959
VNS €863,740,558,501 $960,306,752,942
Inflation €2,316,653,995,153 $2,575,655,911,811
Total€83,186,697,077,031$92,486,969,810,244
ProductVolume
GBP
USD
Equivalent
IRS £12,460,395,581,308 $15,553,065,764,588
OIS £13,100,837,319,898 $16,352,465,142,696
Basis £6,650,685,967,533 $8,301,386,224,675
Zeroes £333,431,343,514 $416,189,002,975
FRAs £6,224,400,822,448 $7,769,297,106,580
VNS £309,301,288,741 $386,069,868,607
Inflation £2,192,111,186,018 $2,736,193,182,387
Total£41,271,163,509,460$51,514,666,292,508
ProductVolume
JPY
USD
Equivalent
IRS ¥931,399,920,123,084 $8,642,077,662,937
OIS ¥87,705,513,108,910 $813,783,466,564
Basis ¥173,355,625,575,144 $1,608,495,713,989
Zeroes ¥0 $0
FRAs ¥374,000,000,000 $3,470,192,531
VNS ¥111,941,422,393 $1,038,658,524
Inflation ¥0 $0
Total¥1,192,947,000,229,531$11,068,865,694,545
ProductVolume
CHF
USD
Equivalent
IRS CHF1,968,677,749,762 $2,065,335,448,765
OIS CHF348,802,049,324 $365,927,454,179
Basis CHF471,017,481,178 $494,143,391,920
Zeroes CHF7,052 $7,398
FRAs CHF454,435,871,110 $476,747,661,676
VNS CHF3,082,632,392 $3,233,982,786
Inflation CHF0 $0
TotalCHF3,246,015,790,818$3,405,387,946,724
ProductVolume
AUD
USD
Equivalent
IRS $16,113,910,715,369 $9,976,927,819,421
OIS $20,735,137,121,192 $12,838,160,148,586
Basis $4,304,409,897,249 $2,665,075,387,882
Zeroes $6,571,700,771 $4,068,868,532
FRAs $0 $0
VNS $30,020,756,670 $18,587,351,492
Inflation $0 $0
Total$41,190,050,191,251$25,502,819,575,913
ProductVolume
CAD
USD
Equivalent
IRS $13,808,738,800,702 $9,903,707,093,668
OIS $5,556,355,113,867 $3,985,049,927,467
Basis $1,057,512,936,028 $758,454,375,693
Zeroes $18,909,950,848 $13,562,325,789
FRAs $0 $0
VNS $228,327,804,857 $163,758,018,258
Inflation $0 $0
Total$20,669,844,606,302$14,824,531,740,875
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL76,152,718,617 $15,030,042,950
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL76,152,718,617$15,030,042,950
ProductVolume
CLP
USD
Equivalent
IRS CLP9,294,374,720,214 $11,132,987,627
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,294,374,720,214$11,132,987,627
ProductVolume
CNY
USD
Equivalent
IRS CNY11,001,947,608,220 $1,550,388,953,070
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,001,947,608,220$1,550,388,953,070
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP15,366,434,561,204 $3,822,172,891
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP15,366,434,561,204$3,822,172,891
ProductVolume
CZK
USD
Equivalent
IRS CZK29,146,001,043,209 $1,183,593,950,993
OIS CZK0 $0
Basis CZK2,050,000,000 $83,248,731
Zeroes CZK30,955,400,000 $1,257,072,081
FRAs CZK16,707,936,763,806 $678,494,893,962
VNS CZK61,398,734,100 $2,493,349,608
Inflation CZK0 $0
TotalCZK45,948,341,941,115$1,865,922,515,375
ProductVolume
DKK
USD
Equivalent
IRS DKK4,774,989,826,180 $711,474,480,165
OIS DKK0 $0
Basis DKK6,700,000,000 $998,301,398
Zeroes DKK15,500,000,000 $2,309,503,233
FRAs DKK30,000,000,000 $4,470,006,258
VNS DKK4,101,786,812 $611,167,091
Inflation DKK0 $0
TotalDKK4,831,291,612,992$719,863,458,145
ProductVolume
HKD
USD
Equivalent
IRS HKD19,528,123,679,466 $2,518,945,331,115
OIS HKD0 $0
Basis HKD1,122,292,959,140 $144,765,296,245
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,252,822
Inflation HKD0 $0
TotalHKD20,652,403,238,606$2,663,966,880,182
ProductVolume
HUF
USD
Equivalent
IRS HUF188,586,324,280,282 $589,507,273,348
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF106,600,000,000 $333,223,926
FRAs HUF52,255,233,846,504 $163,346,099,144
VNS HUF771,659,858,958 $2,412,153,167
Inflation HUF0 $0
TotalHUF241,719,817,985,744$755,598,749,585
ProductVolume
ILS
USD
Equivalent
IRS ILS0 $0
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS0$0
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR52,790,669,602,003 $699,473,574,332
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR52,790,669,602,003$699,473,574,332
ProductVolume
KRW
USD
Equivalent
IRS KRW2,832,144,579,269,170 $2,330,657,092,645
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,832,144,579,269,170$2,330,657,092,645
ProductVolume
MXN
USD
Equivalent
IRS MXN1,823,617,788,303 $78,191,351,197
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,823,617,788,303$78,191,351,197
ProductVolume
NOK
USD
Equivalent
IRS NOK12,138,146,546,143 $1,166,613,473,477
OIS NOK0 $0
Basis NOK269,927,941,020 $25,943,134,865
Zeroes NOK0 $0
FRAs NOK11,160,704,363,261 $1,072,670,200,033
VNS NOK91,364,924,422 $8,781,204,892
Inflation NOK0 $0
TotalNOK23,660,143,774,846$2,274,008,013,267
ProductVolume
NZD
USD
Equivalent
IRS NZD7,377,283,688,585 $4,472,109,372,020
OIS NZD3,640,771,425,010 $2,207,035,637,841
Basis NZD17,887,900,000 $10,843,644,980
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,162,856,423 $704,923,564
Inflation NZD0 $0
TotalNZD11,037,105,870,018$6,690,693,578,405
ProductVolume
PLN
USD
Equivalent
IRS PLN4,807,715,268,400 $1,179,764,000,932
OIS PLN0 $0
Basis PLN1,500,000,000 $368,084,610
Zeroes PLN5,855,800,000 $1,436,953,241
FRAs PLN1,117,651,859,638 $274,260,299,532
VNS PLN10,475,652,468 $2,570,617,638
Inflation PLN0 $0
TotalPLN5,943,198,580,506$1,458,399,955,953
ProductVolume
SEK
USD
Equivalent
IRS SEK35,607,394,629,211 $3,603,604,336,504
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK981,630,182 $99,344,724
FRAs SEK16,057,445,059,461 $1,625,074,770,339
VNS SEK52,306,553,270 $5,293,622,972
Inflation SEK0 $0
TotalSEK51,718,127,872,124$5,234,072,074,539
ProductVolume
SGD
USD
Equivalent
IRS SGD3,226,690,702,528 $2,262,042,625,068
OIS SGD0 $0
Basis SGD5,996,205,896 $4,203,586,453
Zeroes SGD620,000,000 $434,645,448
FRAs SGD0 $0
VNS SGD320,980,844 $225,020,746
Inflation SGD0 $0
TotalSGD3,233,627,889,268$2,266,905,877,715
ProductVolume
THB
USD
Equivalent
IRS THB13,264,453,681,402 $407,635,331,328
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB13,264,453,681,402$407,635,331,328
ProductVolume
TWD
USD
Equivalent
IRS TWD5,215,061,241,230 $172,764,236,442
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,215,061,241,230$172,764,236,442
ProductVolume
ZAR
USD
Equivalent
IRS ZAR39,179,748,109,600 $2,229,516,998,020
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $15,364,305
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR39,180,018,109,600$2,229,532,362,325
ProductUSD
Equivalent
IRS$180,397,629,223,810
OIS$86,644,828,233,919
Basis$35,248,093,609,623
Zeroes$723,234,709,094
FRAs$65,415,451,122,045
VNS$2,866,655,074,631
Inflation$6,803,691,114,134
Total$378,099,583,087,256

Figures as of COB Mar 27, 2020.

Notional Outstanding by Product

As of COB Mar 27, 2020

Daily Notional by Tenor

As of COB Mar 27, 2020

Notional Outstanding by Currency

As of COB Mar 27, 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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