Volumes

  • Client Notional Cleared (USD)
    $944,339,353,512,753
    Client Notional Outstanding (USD)
    $54,749,391,277,160
    As of COB Mar 18, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,779,550,000,000,000
    Trades Compressed
    19,166,442
  • 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 18, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$852,721,110,498
$2,827,339,154,366
$27,559,956,916,925
$25,258,014,931,379
EUR
€133,916,835,936
€1,372,589,722,730
€12,847,159,786,663
€12,552,434,240,270
GBP
£80,966,934,319
£338,805,301,572
£4,245,398,762,628
£4,042,393,958,644
JPY
¥810,055,130,000
¥7,890,541,973,158
¥90,188,614,865,950
¥143,525,570,669,631
CHF
CHF997,514,000
CHF10,246,795,246
CHF175,327,816,587
CHF272,864,943,169
AUD
$184,585,800,000
$832,888,544,605
$6,321,974,009,898
$3,866,391,162,544
CAD
$49,455,326,200
$243,369,328,131
$2,652,310,959,420
$2,104,724,358,846
Other*
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$55,193,316,068
$329,576,059,141
$2,664,687,714,608
$4,020,369,181,220
BRL
BRL0
BRL0
BRL0
BRL0
CLP
CLP0
CLP0
CLP0
CLP0
CNY
CNY9,437,000,000
CNY139,840,264,046
CNY1,169,991,729,131
CNY600,967,080,288
COP
COP0
COP0
COP0
COP0
CZK
CZK213,459,093,041
CZK636,737,981,728
CZK5,698,822,947,782
CZK5,516,270,182,006
DKK
DKK720,000,000
DKK976,896,033
DKK132,178,277,618
DKK681,855,483,353
HKD
HKD26,257,305,741
HKD303,958,953,562
HKD2,263,501,274,973
HKD3,657,950,634,412
HUF
HUF689,956,700,000
HUF2,100,442,701,967
HUF32,093,878,981,255
HUF31,172,715,038,020
INR
INR78,789,200,000
INR447,154,150,000
INR6,656,548,163,526
INR4,713,828,757,884
KRW
KRW2,544,418,217,200
KRW24,126,522,300,000
KRW179,759,927,905,768
KRW262,331,039,084,996
MXN
MXN6,708,000,000
MXN81,660,608,161
MXN255,715,822,096
MXN259,723,908,799
NOK
NOK80,155,460,000
NOK396,516,285,249
NOK1,830,740,289,972
NOK2,417,270,414,593
NZD
NZD3,655,263,000
NZD42,224,755,098
NZD293,639,616,844
NZD547,303,764,996
PLN
PLN3,274,240,000
PLN39,379,894,407
PLN517,953,301,087
PLN960,387,801,781
SEK
SEK90,153,691,000
SEK657,708,337,821
SEK5,160,828,101,047
SEK7,181,992,166,699
SGD
SGD11,703,295,530
SGD37,029,638,503
SGD288,632,502,483
SGD659,009,926,632
THB
THB21,220,000,000
THB32,538,000,000
THB53,758,000,000
THB48,878,000,000
TWD
TWD400,000,000
TWD1,915,000,000
TWD2,315,000,000
TWD2,315,000,000
ZAR
ZAR40,460,898,924
ZAR259,900,924,845
ZAR3,079,137,218,745
ZAR7,399,470,789,594
Total in USD$1,343,404,950,911$6,007,835,712,709$57,821,065,973,497$54,749,391,277,160

Figures as of COB Mar 18, 2019. Weekly figures as of COB Mar 15, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $129,290,920,100
OIS $432,826,270,000
Basis $40,737,600,000
Zeroes $3,000,000,000
FRAs $245,035,000,000
VNS $114,259,148
Inflation $1,717,061,250
Total$852,721,110,498
ProductVolume
EUR
USD
Equivalent
IRS €55,324,526,503 $62,724,181,923
OIS €62,765,872,933 $71,160,808,438
Basis €360,000,000 $408,150,000
Zeroes €0 $0
FRAs €13,450,000,000 $15,248,937,500
VNS €60,000,000 $68,025,000
Inflation €1,956,436,500 $2,218,109,882
Total€133,916,835,936$151,828,212,743
ProductVolume
GBP
USD
Equivalent
IRS £26,671,181,451 $35,347,316,778
OIS £32,914,414,096 $43,621,473,001
Basis £10,782,000,000 $14,289,384,600
Zeroes £0 $0
FRAs £7,320,000,000 $9,701,196,000
VNS £72,012,172 $95,437,732
Inflation £3,207,326,600 $4,250,669,943
Total£80,966,934,319$107,305,478,054
ProductVolume
JPY
USD
Equivalent
IRS ¥595,755,130,000 $5,347,651,631
OIS ¥153,600,000,000 $1,378,753,198
Basis ¥60,700,000,000 $544,858,848
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥810,055,130,000$7,271,263,677
ProductVolume
CHF
USD
Equivalent
IRS CHF997,514,000 $996,467,709
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF997,514,000$996,467,709
ProductVolume
AUD
USD
Equivalent
IRS $18,503,800,000 $13,136,772,810
OIS $165,922,000,000 $117,796,323,900
Basis $160,000,000 $113,592,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$184,585,800,000$131,046,688,710
ProductVolume
CAD
USD
Equivalent
IRS $26,069,326,200 $19,526,122,538
OIS $22,800,000,000 $17,077,372,481
Basis $586,000,000 $438,918,433
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$49,455,326,200$37,042,413,452
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY9,437,000,000 $1,405,769,360
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,437,000,000$1,405,769,360
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK51,209,093,041 $2,266,892,122
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK162,250,000,000 $7,182,381,585
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK213,459,093,041$9,449,273,707
ProductVolume
DKK
USD
Equivalent
IRS DKK720,000,000 $109,385,920
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK720,000,000$109,385,920
ProductVolume
HKD
USD
Equivalent
IRS HKD26,257,305,741 $3,344,901,017
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD26,257,305,741$3,344,901,017
ProductVolume
HUF
USD
Equivalent
IRS HUF467,956,700,000 $1,689,740,377
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $14,443,562
FRAs HUF218,000,000,000 $787,174,117
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF689,956,700,000$2,491,358,056
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR78,789,200,000 $1,148,112,204
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR78,789,200,000$1,148,112,204
ProductVolume
KRW
USD
Equivalent
IRS KRW2,544,418,217,200 $2,247,401,619
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,544,418,217,200$2,247,401,619
ProductVolume
MXN
USD
Equivalent
IRS MXN6,708,000,000 $351,882,160
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,708,000,000$351,882,160
ProductVolume
NOK
USD
Equivalent
IRS NOK35,989,860,000 $4,208,602,000
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK44,160,000,000 $5,164,006,315
VNS NOK5,600,000 $654,856
Inflation NOK0 $0
TotalNOK80,155,460,000$9,373,263,171
ProductVolume
NZD
USD
Equivalent
IRS NZD3,655,263,000 $2,503,855,155
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,655,263,000$2,503,855,155
ProductVolume
PLN
USD
Equivalent
IRS PLN3,274,240,000 $865,399,762
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,274,240,000$865,399,762
ProductVolume
SEK
USD
Equivalent
IRS SEK69,403,691,000 $7,512,441,522
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK20,750,000,000 $2,246,035,612
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK90,153,691,000$9,758,477,134
ProductVolume
SGD
USD
Equivalent
IRS SGD11,703,295,530 $8,659,165,795
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,703,295,530$8,659,165,795
ProductVolume
THB
USD
Equivalent
IRS THB21,220,000,000 $669,823,232
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB21,220,000,000$669,823,232
ProductVolume
TWD
USD
Equivalent
IRS TWD400,000,000 $12,994,185
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD400,000,000$12,994,185
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,460,898,924 $2,802,253,591
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR40,460,898,924$2,802,253,591
ProductUSD
Equivalent
IRS$305,019,941,306
OIS$685,009,113,222
Basis$56,532,503,881
Zeroes$3,014,443,562
FRAs$285,364,731,129
VNS$278,376,736
Inflation$8,185,841,075
Total$1,343,404,950,911
Show:
ProductUSD
Equivalent
IRS $878,115,821,658
OIS $1,043,551,588,035
Basis $124,408,385,620
Zeroes $10,000
FRAs $774,032,044,673
VNS $702,114,973
Inflation $6,529,189,407
Total$2,827,339,154,366
ProductVolume
EUR
USD
Equivalent
IRS €484,824,788,650 $547,891,557,766
OIS €734,765,573,387 $830,366,279,969
Basis €2,573,800,000 $2,908,627,680
Zeroes €0 $0
FRAs €135,310,000,000 $152,795,078,000
VNS €1,680,602,693 $1,894,189,007
Inflation €13,434,958,000 $15,168,681,104
Total€1,372,589,722,730$1,551,024,413,526
ProductVolume
GBP
USD
Equivalent
IRS £120,498,511,383 $159,160,263,500
OIS £175,990,061,204 $231,829,198,216
Basis £8,365,100,000 $11,050,136,600
Zeroes £55,726,000 $72,922,099
FRAs £21,190,000,000 $28,045,868,500
VNS £371,647,658 $491,130,708
Inflation £12,334,255,327 $16,281,831,500
Total£338,805,301,572$446,931,351,123
ProductVolume
JPY
USD
Equivalent
IRS ¥5,717,361,973,158 $51,318,825,279
OIS ¥1,532,180,000,000 $13,762,802,207
Basis ¥203,100,000,000 $1,818,769,986
Zeroes ¥0 $0
FRAs ¥437,900,000,000 $3,935,420,071
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,890,541,973,158$70,835,817,543
ProductVolume
CHF
USD
Equivalent
IRS CHF9,916,795,246 $9,859,078,852
OIS CHF330,000,000 $328,652,525
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,246,795,246$10,187,731,377
ProductVolume
AUD
USD
Equivalent
IRS $113,961,594,605 $80,664,974,805
OIS $710,418,700,000 $503,032,293,585
Basis $8,508,250,000 $6,008,628,049
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$832,888,544,605$589,705,896,439
ProductVolume
CAD
USD
Equivalent
IRS $113,149,772,320 $84,636,143,988
OIS $124,330,000,000 $93,182,412,137
Basis $5,795,600,000 $4,346,116,150
Zeroes $93,955,811 $70,616,919
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$243,369,328,131$182,235,289,194
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY139,840,264,046 $20,814,961,278
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY139,840,264,046$20,814,961,278
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK451,812,981,728 $19,893,525,311
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK184,925,000,000 $8,139,457,192
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK636,737,981,728$28,032,982,503
ProductVolume
DKK
USD
Equivalent
IRS DKK976,896,033 $147,888,513
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK976,896,033$147,888,513
ProductVolume
HKD
USD
Equivalent
IRS HKD295,423,953,562 $37,633,964,891
OIS HKD0 $0
Basis HKD8,535,000,000 $1,087,269,045
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD303,958,953,562$38,721,233,936
ProductVolume
HUF
USD
Equivalent
IRS HUF1,306,692,701,967 $4,691,102,776
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF793,750,000,000 $2,853,565,761
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,100,442,701,967$7,544,668,537
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR447,154,150,000 $6,442,349,951
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR447,154,150,000$6,442,349,951
ProductVolume
KRW
USD
Equivalent
IRS KRW24,126,522,300,000 $21,302,869,931
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW24,126,522,300,000$21,302,869,931
ProductVolume
MXN
USD
Equivalent
IRS MXN81,660,608,161 $4,223,661,107
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN81,660,608,161$4,223,661,107
ProductVolume
NOK
USD
Equivalent
IRS NOK121,298,426,221 $14,090,008,269
OIS NOK0 $0
Basis NOK9,500,000,000 $1,107,656,670
Zeroes NOK0 $0
FRAs NOK265,717,859,028 $30,895,530,162
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK396,516,285,249$46,093,195,101
ProductVolume
NZD
USD
Equivalent
IRS NZD42,221,112,812 $28,918,163,600
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,642,286 $2,493,196
Inflation NZD0 $0
TotalNZD42,224,755,098$28,920,656,796
ProductVolume
PLN
USD
Equivalent
IRS PLN38,579,894,407 $10,128,732,998
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN800,000,000 $210,125,419
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN39,379,894,407$10,338,858,417
ProductVolume
SEK
USD
Equivalent
IRS SEK366,023,701,706 $39,202,745,259
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK291,664,000,000 $31,339,203,460
VNS SEK20,636,115 $2,207,154
Inflation SEK0 $0
TotalSEK657,708,337,821$70,544,155,873
ProductVolume
SGD
USD
Equivalent
IRS SGD37,029,638,503 $27,324,948,577
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD37,029,638,503$27,324,948,577
ProductVolume
THB
USD
Equivalent
IRS THB32,538,000,000 $1,026,364,783
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB32,538,000,000$1,026,364,783
ProductVolume
TWD
USD
Equivalent
IRS TWD1,915,000,000 $61,962,528
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,915,000,000$61,962,528
ProductVolume
ZAR
USD
Equivalent
IRS ZAR259,900,924,845 $18,035,301,310
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR259,900,924,845$18,035,301,310
ProductUSD
Equivalent
IRS$2,059,142,866,979
OIS$2,722,495,576,625
Basis$152,735,589,800
Zeroes$143,549,018
FRAs$1,032,246,293,238
VNS$3,092,135,038
Inflation$37,979,702,011
Total$6,007,835,712,709
Show:
ProductUSD
Equivalent
IRS $8,557,187,725,596
OIS $11,917,439,455,759
Basis $1,474,582,458,180
Zeroes $14,613,420,000
FRAs $5,512,810,364,673
VNS $15,121,420,691
Inflation $68,202,072,026
Total$27,559,956,916,925
ProductVolume
EUR
USD
Equivalent
IRS €4,881,295,454,962 $5,545,357,383,365
OIS €5,623,926,119,940 $6,381,212,201,059
Basis €58,463,950,000 $66,387,411,983
Zeroes €475,716,094 $544,895,935
FRAs €2,177,253,426,963 $2,476,070,958,332
VNS €9,821,598,471 $11,165,012,547
Inflation €95,923,520,233 $108,931,974,860
Total€12,847,159,786,663$14,589,669,838,081
ProductVolume
GBP
USD
Equivalent
IRS £1,158,740,713,539 $1,508,405,492,799
OIS £2,313,757,034,366 $3,006,800,390,720
Basis £133,536,901,610 $173,269,511,231
Zeroes £2,044,904,215 $2,627,612,672
FRAs £517,681,000,000 $671,575,221,000
VNS £4,752,096,197 $6,194,982,912
Inflation £114,886,112,701 $149,630,291,924
Total£4,245,398,762,628$5,518,503,503,258
ProductVolume
JPY
USD
Equivalent
IRS ¥71,585,314,865,950 $650,484,186,042
OIS ¥6,901,520,000,000 $62,690,555,636
Basis ¥10,823,880,000,000 $98,508,658,312
Zeroes ¥0 $0
FRAs ¥877,900,000,000 $7,916,780,067
VNS ¥0 $0
Inflation ¥0 $0
Total¥90,188,614,865,950$819,600,180,057
ProductVolume
CHF
USD
Equivalent
IRS CHF155,272,404,587 $155,619,811,119
OIS CHF1,734,700,000 $1,745,156,435
Basis CHF2,446,017,000 $2,454,157,053
Zeroes CHF0 $0
FRAs CHF15,850,000,000 $15,784,836,180
VNS CHF24,695,000 $24,818,704
Inflation CHF0 $0
TotalCHF175,327,816,587$175,628,779,491
ProductVolume
AUD
USD
Equivalent
IRS $963,639,752,060 $685,916,146,198
OIS $5,291,208,868,965 $3,762,903,990,432
Basis $66,498,955,700 $47,440,442,160
Zeroes $0 $0
FRAs $0 $0
VNS $626,433,173 $448,748,333
Inflation $0 $0
Total$6,321,974,009,898$4,496,709,327,123
ProductVolume
CAD
USD
Equivalent
IRS $1,033,832,013,609 $777,916,073,218
OIS $1,602,998,210,000 $1,206,741,654,175
Basis $15,329,500,000 $11,538,203,345
Zeroes $93,955,811 $70,616,919
FRAs $0 $0
VNS $57,280,000 $43,166,297
Inflation $0 $0
Total$2,652,310,959,420$1,996,309,713,954
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY1,169,991,729,131 $173,271,679,204
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,169,991,729,131$173,271,679,204
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,451,540,593,782 $152,957,974,927
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,247,132,354,000 $99,339,712,161
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK5,698,822,947,782$252,304,417,469
ProductVolume
DKK
USD
Equivalent
IRS DKK132,138,277,618 $20,129,727,193
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK40,000,000 $6,135,830
Inflation DKK0 $0
TotalDKK132,178,277,618$20,135,863,023
ProductVolume
HKD
USD
Equivalent
IRS HKD2,211,612,174,973 $281,876,584,485
OIS HKD0 $0
Basis HKD51,882,000,000 $6,610,952,799
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD7,100,000 $906,231
Inflation HKD0 $0
TotalHKD2,263,501,274,973$288,488,443,515
ProductVolume
HUF
USD
Equivalent
IRS HUF22,063,288,981,255 $78,818,037,973
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF30,000,000,000 $107,831,012
FRAs HUF9,998,590,000,000 $35,740,406,943
VNS HUF2,000,000,000 $7,156,659
Inflation HUF0 $0
TotalHUF32,093,878,981,255$114,673,432,587
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,656,548,163,526 $94,193,379,608
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,656,548,163,526$94,193,379,608
ProductVolume
KRW
USD
Equivalent
IRS KRW179,759,927,905,768 $159,786,877,157
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW179,759,927,905,768$159,786,877,157
ProductVolume
MXN
USD
Equivalent
IRS MXN255,715,822,096 $13,277,800,667
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN255,715,822,096$13,277,800,667
ProductVolume
NOK
USD
Equivalent
IRS NOK966,392,026,466 $112,540,858,479
OIS NOK0 $0
Basis NOK44,690,000,000 $5,228,493,165
Zeroes NOK0 $0
FRAs NOK818,606,059,044 $95,318,853,808
VNS NOK1,052,204,462 $122,628,260
Inflation NOK0 $0
TotalNOK1,830,740,289,972$213,210,833,712
ProductVolume
NZD
USD
Equivalent
IRS NZD293,632,381,034 $200,124,831,371
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD7,235,810 $4,929,644
Inflation NZD0 $0
TotalNZD293,639,616,844$200,129,761,015
ProductVolume
PLN
USD
Equivalent
IRS PLN389,196,301,087 $102,710,600,408
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN128,757,000,000 $34,096,382,762
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN517,953,301,087$136,806,983,170
ProductVolume
SEK
USD
Equivalent
IRS SEK3,427,835,368,998 $373,070,245,534
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,731,458,000,000 $188,816,106,528
VNS SEK1,534,732,049 $168,064,911
Inflation SEK0 $0
TotalSEK5,160,828,101,047$562,054,416,973
ProductVolume
SGD
USD
Equivalent
IRS SGD288,572,502,483 $212,962,457,972
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD60,000,000 $44,196,455
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD288,632,502,483$213,006,654,427
ProductVolume
THB
USD
Equivalent
IRS THB53,758,000,000 $1,696,188,016
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB53,758,000,000$1,696,188,016
ProductVolume
TWD
USD
Equivalent
IRS TWD2,315,000,000 $74,956,713
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,315,000,000$74,956,713
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,079,137,218,745 $221,576,027,352
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,079,137,218,745$221,576,027,352
ProductUSD
Equivalent
IRS$19,985,761,665,788
OIS$26,433,726,783,824
Basis$1,886,020,288,228
Zeroes$18,008,572,993
FRAs$9,137,469,622,454
VNS$33,314,701,400
Inflation$326,764,338,810
Total$57,821,065,973,497
Show:
ProductUSD
Equivalent
IRS $11,046,131,564,721
OIS $7,117,190,613,883
Basis $3,343,825,738,116
Zeroes $9,978,413,148
FRAs $3,424,204,207,333
VNS $228,049,219,601
Inflation $88,635,174,578
Total$25,258,014,931,380
ProductVolume
EUR
USD
Equivalent
IRS €6,151,674,696,522 $6,974,461,187,182
OIS €5,025,002,937,301 $5,697,097,080,165
Basis €131,188,356,828 $148,734,799,554
Zeroes €8,978,167,144 $10,178,996,999
FRAs €935,769,372,290 $1,060,928,525,834
VNS €137,489,690,213 $155,878,936,279
Inflation €162,331,019,972 $184,042,793,893
Total€12,552,434,240,270$14,231,322,319,906
ProductVolume
GBP
USD
Equivalent
IRS £1,410,708,443,562 $1,869,611,900,253
OIS £1,862,384,815,139 $2,468,218,595,504
Basis £218,621,593,858 $289,739,198,340
Zeroes £12,577,325,919 $16,668,730,040
FRAs £293,472,832,236 $388,939,544,562
VNS £55,885,493,536 $74,065,044,584
Inflation £188,743,454,394 $250,141,700,108
Total£4,042,393,958,644$5,357,384,713,391
ProductVolume
JPY
USD
Equivalent
IRS ¥114,101,965,019,159 $1,024,208,653,284
OIS ¥13,014,605,565,154 $116,822,454,694
Basis ¥15,359,347,000,000 $137,869,458,283
Zeroes ¥0 $0
FRAs ¥1,041,900,000,000 $9,352,363,000
VNS ¥7,753,085,318 $69,593,693
Inflation ¥0 $0
Total¥143,525,570,669,631$1,288,322,522,954
ProductVolume
CHF
USD
Equivalent
IRS CHF231,122,385,297 $230,879,961,338
OIS CHF3,315,831,684 $3,312,353,713
Basis CHF29,853,500,000 $29,822,186,704
Zeroes CHF0 $0
FRAs CHF7,853,881,188 $7,845,643,263
VNS CHF719,345,000 $718,590,480
Inflation CHF0 $0
TotalCHF272,864,943,169$272,578,735,498
ProductVolume
AUD
USD
Equivalent
IRS $859,506,911,375 $610,206,931,731
OIS $2,913,122,041,764 $2,068,170,993,550
Basis $88,669,022,300 $62,950,572,382
Zeroes $823,102,501 $584,361,621
FRAs $0 $0
VNS $4,270,084,604 $3,031,546,565
Inflation $0 $0
Total$3,866,391,162,544$2,744,944,405,849
ProductVolume
CAD
USD
Equivalent
IRS $1,172,880,312,835 $878,496,227,125
OIS $900,574,806,654 $674,537,343,011
Basis $24,247,961,646 $18,161,906,708
Zeroes $311,013,682 $232,951,601
FRAs $0 $0
VNS $6,710,264,029 $5,026,038,521
Inflation $0 $0
Total$2,104,724,358,846$1,576,454,466,966
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY600,967,080,288 $89,522,211,258
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY600,967,080,288$89,522,211,258
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK3,713,924,302,678 $164,405,679,623
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,800,626,512,278 $79,709,008,954
VNS CZK1,719,367,050 $76,111,866
Inflation CZK0 $0
TotalCZK5,516,270,182,006$244,190,800,443
ProductVolume
DKK
USD
Equivalent
IRS DKK674,831,923,322 $102,523,764,596
OIS DKK0 $0
Basis DKK5,050,000,000 $767,220,686
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK1,973,560,031 $299,832,887
Inflation DKK0 $0
TotalDKK681,855,483,353$103,590,818,169
ProductVolume
HKD
USD
Equivalent
IRS HKD3,425,952,334,412 $436,429,828,778
OIS HKD0 $0
Basis HKD231,805,000,000 $29,529,487,449
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD193,300,000 $24,624,361
Inflation HKD0 $0
TotalHKD3,657,950,634,412$465,983,940,588
ProductVolume
HUF
USD
Equivalent
IRS HUF24,407,549,718,541 $88,132,988,079
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,000,000,000 $137,213,837
FRAs HUF6,717,390,000,000 $24,255,759,370
VNS HUF9,775,319,479 $35,297,608
Inflation HUF0 $0
TotalHUF31,172,715,038,020$112,561,258,894
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,713,828,757,884 $68,689,672,246
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,713,828,757,884$68,689,672,246
ProductVolume
KRW
USD
Equivalent
IRS KRW262,331,039,084,996 $231,708,450,294
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW262,331,039,084,996$231,708,450,294
ProductVolume
MXN
USD
Equivalent
IRS MXN259,723,908,799 $13,624,360,485
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN259,723,908,799$13,624,360,485
ProductVolume
NOK
USD
Equivalent
IRS NOK1,288,795,316,523 $150,709,854,005
OIS NOK0 $0
Basis NOK80,205,840,000 $9,379,154,534
Zeroes NOK0 $0
FRAs NOK1,027,077,637,926 $120,104,968,476
VNS NOK21,191,620,144 $2,478,117,306
Inflation NOK0 $0
TotalNOK2,417,270,414,593$282,672,094,321
ProductVolume
NZD
USD
Equivalent
IRS NZD545,694,171,696 $373,800,507,612
OIS NZD0 $0
Basis NZD1,300,000,000 $890,500,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD309,593,300 $212,071,411
Inflation NZD0 $0
TotalNZD547,303,764,996$374,903,079,023
ProductVolume
PLN
USD
Equivalent
IRS PLN782,013,198,627 $206,690,418,561
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN177,155,040,354 $46,823,058,109
VNS PLN1,219,562,800 $322,337,201
Inflation PLN0 $0
TotalPLN960,387,801,781$253,835,813,871
ProductVolume
SEK
USD
Equivalent
IRS SEK4,669,855,989,534 $505,477,727,936
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,122,716
FRAs SEK2,498,902,808,550 $270,487,937,279
VNS SEK12,973,556,905 $1,404,292,570
Inflation SEK0 $0
TotalSEK7,181,992,166,699$777,398,080,501
ProductVolume
SGD
USD
Equivalent
IRS SGD658,189,226,632 $486,988,440,407
OIS SGD0 $0
Basis SGD461,700,000 $341,607,784
Zeroes SGD239,000,000 $176,834,005
FRAs SGD0 $0
VNS SGD120,000,000 $88,786,948
Inflation SGD0 $0
TotalSGD659,009,926,632$487,595,669,144
ProductVolume
THB
USD
Equivalent
IRS THB48,878,000,000 $1,542,866,162
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB48,878,000,000$1,542,866,162
ProductVolume
TWD
USD
Equivalent
IRS TWD2,315,000,000 $75,203,846
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,315,000,000$75,203,846
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,398,870,789,594 $512,433,306,987
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $41,554,988
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,399,470,789,594$512,474,861,975
ProductUSD
Equivalent
IRS$25,998,062,034,263
OIS$18,214,039,106,766
Basis$4,072,011,830,540
Zeroes$38,027,178,955
FRAs$5,432,651,016,180
VNS$471,780,441,881
Inflation$522,819,668,579
Total$54,749,391,277,164

Figures as of COB Mar 18, 2019.

Notional Outstanding by Product

As of COB Mar 18, 2019

Daily Notional by Tenor
 

As of COB Mar 18, 2019

Notional Outstanding by Tenor
 

As of COB Mar 18, 2019

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,665,695,793,746
$11,158,773,013,943
$120,656,440,262,263
$142,049,699,969,250
EUR
€636,425,255,073
€6,584,561,345,288
€65,421,998,799,048
€85,056,328,030,593
GBP
£264,020,155,126
£1,838,503,258,270
£22,606,398,275,476
£35,199,556,003,939
JPY
¥4,601,638,160,000
¥33,150,978,946,316
¥437,282,016,455,428
¥1,284,675,207,443,160
CHF
CHF14,114,848,000
CHF229,720,122,328
CHF1,714,607,631,562
CHF3,228,240,727,831
AUD
$587,662,040,000
$2,517,082,632,864
$22,420,684,629,804
$31,308,168,433,289
CAD
$124,156,292,400
$688,914,018,011
$8,293,234,717,986
$16,836,846,695,629
Other*
Show All
Hide
$211,690,426,627
$1,318,880,365,383
$11,720,054,805,903
$28,683,814,205,888
BRL
BRL0
BRL467,963,198
BRL467,963,198
BRL467,963,198
CLP
CLP0
CLP33,404,000,000
CLP33,404,000,000
CLP33,404,000,000
CNY
CNY29,914,000,000
CNY447,333,728,092
CNY4,493,612,993,730
CNY6,586,221,250,298
COP
COP0
COP288,002,000,000
COP288,002,000,000
COP288,002,000,000
CZK
CZK534,410,186,082
CZK2,831,072,783,455
CZK21,011,263,796,564
CZK38,798,302,923,882
DKK
DKK2,940,000,000
DKK7,756,061,378
DKK449,914,419,444
DKK4,031,976,910,095
HKD
HKD204,667,022,963
HKD1,210,457,287,124
HKD10,177,530,256,981
HKD24,240,437,966,876
HUF
HUF2,724,713,400,000
HUF5,374,561,423,934
HUF168,281,859,300,606
HUF276,276,387,610,001
INR
INR365,918,400,000
INR2,579,861,400,000
INR30,341,608,135,130
INR64,470,002,078,602
KRW
KRW8,456,068,434,400
KRW73,588,562,003,428
KRW634,739,242,623,842
KRW1,583,647,008,900,190
MXN
MXN26,832,000,000
MXN165,881,216,322
MXN571,971,237,392
MXN1,419,580,773,062
NOK
NOK231,302,170,000
NOK1,843,856,414,498
NOK8,568,445,856,330
NOK20,792,522,956,263
NZD
NZD16,336,936,000
NZD163,276,126,197
NZD1,704,170,673,498
NZD6,238,809,276,248
PLN
PLN8,706,530,000
PLN128,641,343,711
PLN1,699,562,410,768
PLN5,781,959,995,716
SEK
SEK563,762,592,000
SEK2,280,418,158,602
SEK24,695,787,692,878
SEK54,209,681,980,052
SGD
SGD23,327,353,530
SGD147,566,054,472
SGD1,196,734,729,651
SGD3,597,629,049,567
THB
THB74,968,000,000
THB86,906,000,000
THB161,874,000,000
THB156,994,000,000
TWD
TWD800,000,000
TWD9,730,000,000
TWD10,530,000,000
TWD10,530,000,000
ZAR
ZAR170,313,797,848
ZAR1,801,456,811,014
ZAR13,087,123,813,680
ZAR30,406,647,759,620
Total in USD$4,514,449,465,817$25,163,188,154,919$263,995,475,177,850$363,410,687,855,767

Figures as of COB Mar 18, 2019. Weekly figures as of COB Mar 15, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $493,278,745,200
OIS $1,179,428,740,000
Basis $123,394,200,000
Zeroes $6,000,000,000
FRAs $858,980,002,000
VNS $262,200,046
Inflation $4,351,906,500
Total$2,665,695,793,746
ProductVolume
EUR
USD
Equivalent
IRS €314,634,446,206 $356,716,803,386
OIS €153,955,435,867 $174,546,975,414
Basis €1,440,000,000 $1,632,600,000
Zeroes €0 $0
FRAs €157,460,000,000 $178,520,275,000
VNS €140,000,000 $158,725,000
Inflation €8,795,373,000 $9,971,754,139
Total€636,425,255,073$721,547,132,939
ProductVolume
GBP
USD
Equivalent
IRS £93,546,025,057 $123,976,547,008
OIS £84,733,257,582 $112,296,986,273
Basis £37,969,200,000 $50,320,580,760
Zeroes £84,187,256 $111,573,370
FRAs £38,640,000,000 $51,209,592,000
VNS £146,048,689 $193,558,327
Inflation £8,901,436,542 $11,797,073,849
Total£264,020,155,126$349,905,911,587
ProductVolume
JPY
USD
Equivalent
IRS ¥4,013,038,160,000 $36,022,065,078
OIS ¥467,200,000,000 $4,193,707,643
Basis ¥121,400,000,000 $1,089,717,697
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,601,638,160,000$41,305,490,418
ProductVolume
CHF
USD
Equivalent
IRS CHF4,114,848,000 $4,110,531,941
OIS CHF8,000,000,000 $7,991,608,811
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF2,000,000,000 $1,997,902,203
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF14,114,848,000$14,100,042,955
ProductVolume
AUD
USD
Equivalent
IRS $175,597,040,000 $124,665,118,548
OIS $410,795,000,000 $291,643,910,250
Basis $1,270,000,000 $901,636,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$587,662,040,000$417,210,665,298
ProductVolume
CAD
USD
Equivalent
IRS $65,784,292,400 $49,272,932,664
OIS $56,600,000,000 $42,393,828,178
Basis $1,772,000,000 $1,327,241,405
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$124,156,292,400$92,994,002,247
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY29,914,000,000 $4,456,096,707
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY29,914,000,000$4,456,096,707
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK125,910,186,082 $5,573,713,417
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK408,500,000,000 $18,083,222,665
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK534,410,186,082$23,656,936,082
ProductVolume
DKK
USD
Equivalent
IRS DKK2,940,000,000 $446,659,172
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,940,000,000$446,659,172
ProductVolume
HKD
USD
Equivalent
IRS HKD204,667,022,963 $26,072,398,291
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD204,667,022,963$26,072,398,291
ProductVolume
HUF
USD
Equivalent
IRS HUF1,472,713,400,000 $5,317,806,745
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,000,000,000 $28,887,124
FRAs HUF1,244,000,000,000 $4,491,947,714
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,724,713,400,000$9,838,641,583
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR365,918,400,000 $5,332,144,262
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR365,918,400,000$5,332,144,262
ProductVolume
KRW
USD
Equivalent
IRS KRW8,456,068,434,400 $7,468,969,434
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW8,456,068,434,400$7,468,969,434
ProductVolume
MXN
USD
Equivalent
IRS MXN26,832,000,000 $1,407,528,642
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN26,832,000,000$1,407,528,642
ProductVolume
NOK
USD
Equivalent
IRS NOK63,970,970,000 $7,480,672,397
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK167,320,000,000 $19,566,157,984
VNS NOK11,200,000 $1,309,712
Inflation NOK0 $0
TotalNOK231,302,170,000$27,048,140,093
ProductVolume
NZD
USD
Equivalent
IRS NZD16,336,936,000 $11,190,801,160
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD16,336,936,000$11,190,801,160
ProductVolume
PLN
USD
Equivalent
IRS PLN8,706,530,000 $2,301,184,089
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,706,530,000$2,301,184,089
ProductVolume
SEK
USD
Equivalent
IRS SEK242,262,592,000 $26,223,152,243
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK321,500,000,000 $34,800,021,649
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK563,762,592,000$61,023,173,892
ProductVolume
SGD
USD
Equivalent
IRS SGD23,327,353,530 $17,259,704,436
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD23,327,353,530$17,259,704,436
ProductVolume
THB
USD
Equivalent
IRS THB74,968,000,000 $2,366,414,141
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB74,968,000,000$2,366,414,141
ProductVolume
TWD
USD
Equivalent
IRS TWD800,000,000 $25,988,370
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD800,000,000$25,988,370
ProductVolume
ZAR
USD
Equivalent
IRS ZAR170,313,797,848 $11,795,646,273
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR170,313,797,848$11,795,646,273
ProductUSD
Equivalent
IRS$1,317,429,479,342
OIS$1,817,827,900,831
Basis$178,665,976,362
Zeroes$6,140,460,494
FRAs$1,167,649,121,215
VNS$615,793,085
Inflation$26,120,734,488
Total$4,514,449,465,817
Show:
ProductUSD
Equivalent
IRS $2,897,009,738,575
OIS $2,735,252,223,540
Basis $455,805,661,240
Zeroes $1,172,020,000
FRAs $5,048,926,180,692
VNS $3,817,917,698
Inflation $16,789,272,198
Total$11,158,773,013,943
ProductVolume
EUR
USD
Equivalent
IRS €2,207,105,342,041 $2,493,956,310,999
OIS €2,150,922,500,753 $2,431,154,004,183
Basis €6,283,000,000 $7,101,143,530
Zeroes €0 $0
FRAs €2,140,412,004,000 $2,418,361,401,518
VNS €3,464,061,494 $3,904,419,934
Inflation €76,374,437,000 $86,312,967,572
Total€6,584,561,345,288$7,440,790,247,736
ProductVolume
GBP
USD
Equivalent
IRS £394,915,814,711 $521,414,924,958
OIS £621,955,902,366 $820,165,345,063
Basis £121,337,087,940 $160,453,624,682
Zeroes £983,587,021 $1,298,534,582
FRAs £659,660,000,000 $864,994,381,000
VNS £973,310,522 $1,286,615,844
Inflation £38,677,555,710 $51,018,540,658
Total£1,838,503,258,270$2,420,631,966,787
ProductVolume
JPY
USD
Equivalent
IRS ¥26,083,858,946,316 $234,294,244,083
OIS ¥5,126,360,000,000 $46,030,149,076
Basis ¥1,064,960,000,000 $9,540,174,782
Zeroes ¥0 $0
FRAs ¥875,800,000,000 $7,870,840,142
VNS ¥0 $0
Inflation ¥0 $0
Total¥33,150,978,946,316$297,735,408,083
ProductVolume
CHF
USD
Equivalent
IRS CHF32,374,122,328 $32,194,258,085
OIS CHF5,260,000,000 $5,245,038,981
Basis CHF300,000,000 $296,677,215
Zeroes CHF0 $0
FRAs CHF191,786,000,000 $191,002,888,159
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF229,720,122,328$228,738,862,440
ProductVolume
AUD
USD
Equivalent
IRS $520,334,732,864 $368,067,443,423
OIS $1,950,139,000,000 $1,380,681,917,900
Basis $46,608,900,000 $32,958,864,898
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$2,517,082,632,864$1,781,708,226,221
ProductVolume
CAD
USD
Equivalent
IRS $379,320,132,640 $283,907,391,418
OIS $292,020,000,000 $218,837,074,983
Basis $17,340,600,000 $13,010,287,452
Zeroes $233,285,371 $175,310,473
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$688,914,018,011$515,930,064,326
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL467,963,198 $121,889,223
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL467,963,198$121,889,223
ProductVolume
CLP
USD
Equivalent
IRS CLP33,404,000,000 $49,800,969
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP33,404,000,000$49,800,969
ProductVolume
CNY
USD
Equivalent
IRS CNY447,333,728,092 $66,600,387,037
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY447,333,728,092$66,600,387,037
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP288,002,000,000 $91,265,864
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP288,002,000,000$91,265,864
ProductVolume
CZK
USD
Equivalent
IRS CZK1,123,514,783,455 $49,474,380,347
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,707,558,000,000 $75,169,747,355
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,831,072,783,455$124,644,127,702
ProductVolume
DKK
USD
Equivalent
IRS DKK7,756,061,378 $1,176,069,638
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,756,061,378$1,176,069,638
ProductVolume
HKD
USD
Equivalent
IRS HKD1,193,387,287,124 $152,025,523,223
OIS HKD0 $0
Basis HKD17,070,000,000 $2,174,538,091
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,210,457,287,124$154,200,061,314
ProductVolume
HUF
USD
Equivalent
IRS HUF3,189,061,423,934 $11,448,919,399
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,155,500,000,000 $7,745,436,252
VNS HUF30,000,000,000 $107,621,638
Inflation HUF0 $0
TotalHUF5,374,561,423,934$19,301,977,289
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,579,861,400,000 $37,118,486,560
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,579,861,400,000$37,118,486,560
ProductVolume
KRW
USD
Equivalent
IRS KRW73,588,562,003,428 $64,976,593,075
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW73,588,562,003,428$64,976,593,075
ProductVolume
MXN
USD
Equivalent
IRS MXN165,881,216,322 $8,579,905,880
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN165,881,216,322$8,579,905,880
ProductVolume
NOK
USD
Equivalent
IRS NOK352,036,696,442 $40,882,497,042
OIS NOK0 $0
Basis NOK15,000,000,000 $1,748,732,212
Zeroes NOK0 $0
FRAs NOK1,476,819,718,056 $171,983,979,881
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK1,843,856,414,498$214,615,209,135
ProductVolume
NZD
USD
Equivalent
IRS NZD163,268,841,624 $111,810,531,108
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD7,284,573 $4,986,392
Inflation NZD0 $0
TotalNZD163,276,126,197$111,815,517,500
ProductVolume
PLN
USD
Equivalent
IRS PLN110,081,343,711 $28,915,965,879
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN18,560,000,000 $4,877,146,873
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN128,641,343,711$33,793,112,752
ProductVolume
SEK
USD
Equivalent
IRS SEK1,295,528,886,372 $139,012,761,887
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK984,848,000,000 $105,782,927,731
VNS SEK41,272,230 $4,414,307
Inflation SEK0 $0
TotalSEK2,280,418,158,602$244,800,103,925
ProductVolume
SGD
USD
Equivalent
IRS SGD147,566,054,472 $108,939,292,982
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD147,566,054,472$108,939,292,982
ProductVolume
THB
USD
Equivalent
IRS THB86,906,000,000 $2,742,788,964
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB86,906,000,000$2,742,788,964
ProductVolume
TWD
USD
Equivalent
IRS TWD9,730,000,000 $315,010,797
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD9,730,000,000$315,010,797
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,801,456,811,014 $124,998,764,777
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,801,456,811,014$124,998,764,777
ProductUSD
Equivalent
IRS$7,742,915,393,768
OIS$7,674,575,506,150
Basis$683,089,704,102
Zeroes$2,645,865,055
FRAs$8,896,714,929,603
VNS$9,125,975,813
Inflation$154,120,780,428
Total$25,163,188,154,919
Show:
ProductUSD
Equivalent
IRS $28,819,981,113,263
OIS $31,627,447,934,658
Basis $5,711,442,504,182
Zeroes $30,484,603,644
FRAs $54,219,075,283,060
VNS $48,402,889,220
Inflation $199,605,934,236
Total$120,656,440,262,263
ProductVolume
EUR
USD
Equivalent
IRS €25,861,673,302,325 $29,393,941,010,742
OIS €18,466,776,078,082 $20,963,088,102,913
Basis €136,479,635,056 $155,047,426,397
Zeroes €1,193,107,247 $1,364,808,399
FRAs €20,429,193,561,349 $23,232,082,006,931
VNS €23,292,855,783 $26,469,028,220
Inflation €503,390,259,206 $571,842,555,925
Total€65,421,998,799,048$74,343,834,939,527
ProductVolume
GBP
USD
Equivalent
IRS £4,331,606,292,061 $5,635,722,905,008
OIS £8,397,537,636,022 $10,916,286,877,948
Basis £1,144,568,636,596 $1,487,126,262,691
Zeroes £19,820,271,489 $25,690,456,117
FRAs £8,291,502,700,000 $10,760,096,357,155
VNS £15,353,032,754 $20,025,503,611
Inflation £406,009,706,554 $528,035,154,889
Total£22,606,398,275,476$29,372,983,517,419
ProductVolume
JPY
USD
Equivalent
IRS ¥382,606,917,855,428 $3,479,839,645,625
OIS ¥24,858,840,600,000 $225,851,057,167
Basis ¥27,424,458,000,000 $249,595,213,092
Zeroes ¥0 $0
FRAs ¥2,391,800,000,000 $21,671,166,954
VNS ¥0 $0
Inflation ¥0 $0
Total¥437,282,016,455,428$3,976,957,082,838
ProductVolume
CHF
USD
Equivalent
IRS CHF595,764,004,810 $596,981,696,629
OIS CHF65,919,400,000 $66,179,536,292
Basis CHF26,248,934,000 $26,318,608,964
Zeroes CHF0 $0
FRAs CHF1,026,476,000,000 $1,028,223,229,730
VNS CHF199,292,752 $200,023,111
Inflation CHF0 $0
TotalCHF1,714,607,631,562$1,717,903,094,726
ProductVolume
AUD
USD
Equivalent
IRS $5,580,771,877,694 $3,975,482,956,639
OIS $16,356,233,968,620 $11,643,571,487,757
Basis $474,353,811,400 $338,326,490,919
Zeroes $8,050,000,000 $5,755,430,000
FRAs $0 $0
VNS $1,274,972,090 $913,923,599
Inflation $0 $0
Total$22,420,684,629,804$15,964,050,288,914
ProductVolume
CAD
USD
Equivalent
IRS $3,986,529,358,298 $3,002,219,039,267
OIS $4,221,226,420,000 $3,176,741,989,864
Basis $70,972,200,000 $53,358,675,670
Zeroes $1,563,627,401 $1,180,652,904
FRAs $0 $0
VNS $12,943,112,287 $9,750,828,555
Inflation $0 $0
Total$8,293,234,717,986$6,243,251,186,260
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL467,963,198 $121,889,223
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL467,963,198$121,889,223
ProductVolume
CLP
USD
Equivalent
IRS CLP33,404,000,000 $49,800,969
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP33,404,000,000$49,800,969
ProductVolume
CNY
USD
Equivalent
IRS CNY4,493,612,993,730 $665,408,265,974
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,493,612,993,730$665,408,265,974
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP288,002,000,000 $91,265,864
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP288,002,000,000$91,265,864
ProductVolume
CZK
USD
Equivalent
IRS CZK9,942,871,088,564 $440,526,292,751
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK11,068,092,708,000 $490,139,332,881
VNS CZK300,000,000 $13,460,762
Inflation CZK0 $0
TotalCZK21,011,263,796,564$930,679,086,394
ProductVolume
DKK
USD
Equivalent
IRS DKK448,034,419,444 $68,313,648,177
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,800,000,000 $274,160,384
VNS DKK80,000,000 $12,271,661
Inflation DKK0 $0
TotalDKK449,914,419,444$68,600,080,222
ProductVolume
HKD
USD
Equivalent
IRS HKD10,006,802,056,981 $1,275,504,527,878
OIS HKD0 $0
Basis HKD170,714,000,000 $21,753,022,787
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD14,200,000 $1,812,461
Inflation HKD0 $0
TotalHKD10,177,530,256,981$1,297,259,363,126
ProductVolume
HUF
USD
Equivalent
IRS HUF65,269,179,300,606 $233,197,479,495
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF60,000,000,000 $215,662,024
FRAs HUF102,824,680,000,000 $366,459,711,026
VNS HUF128,000,000,000 $459,162,908
Inflation HUF0 $0
TotalHUF168,281,859,300,606$600,332,015,453
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR30,341,608,135,130 $429,347,501,846
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR30,341,608,135,130$429,347,501,846
ProductVolume
KRW
USD
Equivalent
IRS KRW634,739,242,623,842 $564,458,701,652
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW634,739,242,623,842$564,458,701,652
ProductVolume
MXN
USD
Equivalent
IRS MXN571,971,237,392 $29,702,702,967
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN571,971,237,392$29,702,702,967
ProductVolume
NOK
USD
Equivalent
IRS NOK2,796,447,329,318 $325,783,973,667
OIS NOK0 $0
Basis NOK77,120,000,000 $9,020,104,696
Zeroes NOK0 $0
FRAs NOK5,692,774,118,088 $664,076,283,393
VNS NOK2,104,408,924 $245,256,520
Inflation NOK0 $0
TotalNOK8,568,445,856,330$999,125,618,276
ProductVolume
NZD
USD
Equivalent
IRS NZD1,704,156,201,878 $1,161,005,061,116
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD14,471,620 $9,859,288
Inflation NZD0 $0
TotalNZD1,704,170,673,498$1,161,014,920,404
ProductVolume
PLN
USD
Equivalent
IRS PLN1,134,440,410,768 $299,434,244,673
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN565,122,000,000 $149,457,580,885
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,699,562,410,768$448,891,825,558
ProductVolume
SEK
USD
Equivalent
IRS SEK10,963,542,228,780 $1,193,621,658,482
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK13,729,176,000,000 $1,502,546,456,388
VNS SEK3,069,464,098 $336,129,823
Inflation SEK0 $0
TotalSEK24,695,787,692,878$2,696,504,244,693
ProductVolume
SGD
USD
Equivalent
IRS SGD1,196,614,729,651 $883,160,197,458
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD120,000,000 $88,392,910
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,196,734,729,651$883,248,590,368
ProductVolume
THB
USD
Equivalent
IRS THB161,874,000,000 $5,109,203,106
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB161,874,000,000$5,109,203,106
ProductVolume
TWD
USD
Equivalent
IRS TWD10,530,000,000 $340,999,167
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD10,530,000,000$340,999,167
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,087,123,813,680 $939,768,730,641
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,087,123,813,680$939,768,730,641
ProductUSD
Equivalent
IRS$82,989,675,744,569
OIS$79,048,605,754,309
Basis$8,051,988,309,398
Zeroes$64,780,005,998
FRAs$92,434,101,568,787
VNS$106,840,149,739
Inflation$1,299,483,645,050
Total$263,995,475,177,850
Show:
ProductUSD
Equivalent
IRS $49,189,288,941,398
OIS $24,168,520,900,482
Basis $23,749,635,019,843
Zeroes $100,809,363,673
FRAs $42,625,018,307,961
VNS $1,138,743,532,341
Inflation $1,077,683,903,552
Total$142,049,699,969,250
ProductVolume
EUR
USD
Equivalent
IRS €43,742,685,891,192 $49,593,270,129,139
OIS €20,313,616,244,888 $23,030,562,417,641
Basis €1,079,264,547,783 $1,223,616,181,049
Zeroes €143,613,281,793 $162,821,558,232
FRAs €16,910,477,176,450 $19,172,253,498,800
VNS €644,336,560,375 $730,516,575,325
Inflation €2,222,334,328,113 $2,519,571,544,498
Total€85,056,328,030,594$96,432,611,904,684
ProductVolume
GBP
USD
Equivalent
IRS £10,450,998,413,826 $13,850,708,197,844
OIS £8,891,227,826,190 $11,783,544,238,050
Basis £5,923,916,766,293 $7,850,966,890,368
Zeroes £284,103,832,701 $376,522,809,479
FRAs £7,458,239,705,528 $9,884,405,081,736
VNS £268,986,167,878 $356,487,368,289
Inflation £1,922,083,291,523 $2,547,336,986,255
Total£35,199,556,003,939$46,649,971,572,021
ProductVolume
JPY
USD
Equivalent
IRS ¥1,008,360,879,664,720 $9,051,307,209,413
OIS ¥72,477,687,279,028 $650,578,405,628
Basis ¥201,629,823,000,000 $1,809,881,271,038
Zeroes ¥0 $0
FRAs ¥2,083,800,000,000 $18,704,726,000
VNS ¥123,017,499,417 $1,104,236,788
Inflation ¥0 $0
Total¥1,284,675,207,443,165$11,531,575,848,867
ProductVolume
CHF
USD
Equivalent
IRS CHF1,517,188,520,270 $1,515,597,143,269
OIS CHF79,041,633,279 $78,958,726,616
Basis CHF552,039,586,000 $551,460,552,420
Zeroes CHF3,141,680,159 $3,138,384,855
FRAs CHF1,073,944,743,231 $1,072,818,284,033
VNS CHF2,884,564,892 $2,881,539,276
Inflation CHF0 $0
TotalCHF3,228,240,727,831$3,224,854,630,469
ProductVolume
AUD
USD
Equivalent
IRS $14,479,225,334,304 $10,279,526,026,089
OIS $13,689,938,536,581 $9,719,171,864,046
Basis $3,097,120,089,744 $2,198,800,407,714
Zeroes $11,722,683,072 $8,322,518,847
FRAs $0 $0
VNS $30,161,789,587 $21,413,362,517
Inflation $0 $0
Total$31,308,168,433,288$22,227,234,179,213
ProductVolume
CAD
USD
Equivalent
IRS $12,759,211,427,252 $9,556,745,882,145
OIS $3,306,089,666,532 $2,476,286,170,723
Basis $580,626,104,669 $434,893,344,820
Zeroes $12,630,862,231 $9,460,611,363
FRAs $0 $0
VNS $178,288,634,945 $133,539,536,323
Inflation $0 $0
Total$16,836,846,695,629$12,610,925,545,374
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL467,963,198 $123,469,881
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL467,963,198$123,469,881
ProductVolume
CLP
USD
Equivalent
IRS CLP33,404,000,000 $50,171,599
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP33,404,000,000$50,171,599
ProductVolume
CNY
USD
Equivalent
IRS CNY6,586,221,250,298 $981,107,134,655
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,586,221,250,298$981,107,134,655
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP288,002,000,000 $92,903,871
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP288,002,000,000$92,903,871
ProductVolume
CZK
USD
Equivalent
IRS CZK26,831,891,079,207 $1,187,777,382,878
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK22,100,000,000 $978,308,986
FRAs CZK11,940,873,110,575 $528,591,107,153
VNS CZK3,438,734,100 $152,223,732
Inflation CZK0 $0
TotalCZK38,798,302,923,882$1,717,499,022,749
ProductVolume
DKK
USD
Equivalent
IRS DKK3,997,014,682,437 $607,246,009,303
OIS DKK0 $0
Basis DKK10,100,000,000 $1,534,441,372
Zeroes DKK15,500,000,000 $2,354,835,769
FRAs DKK5,600,000,000 $850,779,375
VNS DKK3,762,227,659 $571,576,017
Inflation DKK0 $0
TotalDKK4,031,976,910,096$612,557,641,836
ProductVolume
HKD
USD
Equivalent
IRS HKD23,466,115,366,876 $2,989,333,099,813
OIS HKD0 $0
Basis HKD773,936,000,000 $98,591,201,218
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD386,600,000 $49,248,721
Inflation HKD0 $0
TotalHKD24,240,437,966,876$3,087,973,549,752
ProductVolume
HUF
USD
Equivalent
IRS HUF198,973,724,078,128 $718,472,319,196
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF102,000,000,000 $368,310,825
FRAs HUF76,581,412,892,915 $276,527,092,124
VNS HUF619,250,638,958 $2,236,046,216
Inflation HUF0 $0
TotalHUF276,276,387,610,001$997,603,768,361
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR64,470,002,078,602 $939,453,582,202
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR64,470,002,078,602$939,453,582,202
ProductVolume
KRW
USD
Equivalent
IRS KRW1,583,647,008,900,190 $1,398,783,748,675
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,583,647,008,900,190$1,398,783,748,675
ProductVolume
MXN
USD
Equivalent
IRS MXN1,419,580,773,062 $74,467,076,517
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,419,580,773,062$74,467,076,517
ProductVolume
NOK
USD
Equivalent
IRS NOK9,214,722,607,791 $1,077,556,289,281
OIS NOK0 $0
Basis NOK214,491,480,000 $25,082,322,400
Zeroes NOK0 $0
FRAs NOK11,318,596,408,641 $1,323,580,238,396
VNS NOK44,712,459,831 $5,228,610,166
Inflation NOK0 $0
TotalNOK20,792,522,956,263$2,431,447,460,243
ProductVolume
NZD
USD
Equivalent
IRS NZD6,231,667,147,863 $4,268,691,996,286
OIS NZD0 $0
Basis NZD6,240,000,000 $4,274,400,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD902,128,385 $617,957,944
Inflation NZD0 $0
TotalNZD6,238,809,276,248$4,273,584,354,230
ProductVolume
PLN
USD
Equivalent
IRS PLN4,663,130,725,339 $1,232,491,271,399
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,090,000,000 $816,704,110
FRAs PLN1,113,252,394,777 $294,238,772,242
VNS PLN2,486,875,600 $657,294,991
Inflation PLN0 $0
TotalPLN5,781,959,995,716$1,528,204,042,742
ProductVolume
SEK
USD
Equivalent
IRS SEK30,173,350,022,478 $3,266,044,273,689
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK8,050,763,420 $871,436,209
FRAs SEK23,979,950,653,840 $2,595,654,127,168
VNS SEK48,330,540,314 $5,231,427,214
Inflation SEK0 $0
TotalSEK54,209,681,980,052$5,867,801,264,280
ProductVolume
SGD
USD
Equivalent
IRS SGD3,594,947,649,567 $2,659,870,259,751
OIS SGD0 $0
Basis SGD1,963,400,000 $1,452,702,453
Zeroes SGD478,000,000 $353,668,011
FRAs SGD0 $0
VNS SGD240,000,000 $177,573,897
Inflation SGD0 $0
TotalSGD3,597,629,049,567$2,661,854,204,112
ProductVolume
THB
USD
Equivalent
IRS THB156,994,000,000 $4,955,618,687
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB156,994,000,000$4,955,618,687
ProductVolume
TWD
USD
Equivalent
IRS TWD10,530,000,000 $342,071,923
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD10,530,000,000$342,071,923
ProductVolume
ZAR
USD
Equivalent
IRS ZAR30,405,447,759,620 $2,105,830,009,601
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $83,109,975
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR30,406,647,759,620$2,105,913,119,576
ProductUSD
Equivalent
IRS$165,609,585,732,431
OIS$72,847,169,209,259
Basis$37,950,188,734,695
Zeroes$666,901,620,334
FRAs$77,792,642,014,988
VNS$2,399,608,109,757
Inflation$6,144,592,434,305
Total$363,410,687,855,769

Figures as of COB Mar 18, 2019.

Notional Outstanding by Product

As of COB Mar 18, 2019

Daily Notional by Tenor

As of COB Mar 18, 2019

Notional Outstanding by Currency

As of COB Mar 18, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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