Volumes

  • Client Notional Cleared (USD)
    $730,664,949,409,205
    Client Notional Outstanding (USD)
    $45,800,798,238,341
    As of COB May 22, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,116,632,000,000,000
    Trades Compressed
    15,503,115
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

Cleared Client OTC IRS (USD billions)
Notional Outstanding by Currency

As of COB May 22, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$466,815,349,053
$2,930,248,822,244
$62,413,025,539,944
$22,025,206,128,701
EUR
€135,145,987,405
€620,609,516,109
€13,093,521,788,086
€9,044,242,330,232
GBP
£149,205,839,618
£624,879,850,589
£9,548,109,598,737
£4,091,359,817,652
JPY
¥1,181,216,722,549
¥8,080,176,916,178
¥135,198,097,789,170
¥124,484,693,822,948
CHF
CHF40,065,560,000
CHF65,209,718,211
CHF570,340,238,234
CHF424,066,080,317
AUD
$31,423,355,000
$137,659,813,241
$2,999,494,557,708
$1,922,807,505,121
CAD
$61,921,450,000
$300,667,843,201
$3,757,501,937,555
$1,708,639,632,092
Other*
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$56,061,912,527
$194,027,235,499
$3,881,166,245,044
$3,289,549,794,937
CNY
CNY100,000,000
CNY350,000,000
CNY6,407,000,000
CNY6,407,000,000
CZK
CZK102,866,058,741
CZK397,144,894,839
CZK6,430,661,058,857
CZK3,751,826,025,839
DKK
DKK1,410,700,000
DKK8,152,000,000
DKK265,389,360,324
DKK734,077,642,685
HKD
HKD657,000,000
HKD180,325,301,197
HKD2,647,716,999,634
HKD2,688,365,447,031
HUF
HUF3,714,264,614,915
HUF5,539,507,270,581
HUF89,816,717,994,878
HUF35,586,614,068,736
INR
INR0
INR53,194,000,000
INR105,984,000,000
INR103,708,800,000
KRW
KRW0
KRW7,171,730,000,000
KRW11,718,150,000,000
KRW11,678,150,000,000
MXN
MXN63,400,000
MXN42,079,931,000
MXN307,386,987,554
MXN138,424,101,754
NOK
NOK87,943,638,870
NOK109,736,402,025
NOK3,085,320,514,215
NOK1,539,949,546,145
NZD
NZD7,032,178,108
NZD30,134,461,440
NZD565,245,269,262
NZD579,222,273,105
PLN
PLN26,688,697,483
PLN49,548,174,414
PLN994,078,833,525
PLN831,242,601,286
SEK
SEK100,086,940,304
SEK345,922,393,962
SEK9,589,116,951,555
SEK6,964,489,025,486
SGD
SGD875,731,389
SGD12,123,709,417
SGD359,505,776,140
SGD598,818,437,504
ZAR
ZAR24,632,500,000
ZAR304,941,917,497
ZAR3,439,771,165,773
ZAR5,481,899,786,692
Total in USD$1,005,554,308,716$5,177,786,238,433$102,680,181,405,607$45,800,798,238,341

Figures as of COB May 22, 2018. Weekly figures as of COB May 18, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $105,298,871,496
OIS $240,869,208,989
Basis $23,758,308,188
Zeroes $100,000,000
FRAs $95,960,000,000
VNS $196,960,380
Inflation $632,000,000
Total$466,815,349,053
ProductVolume
EUR
USD
Equivalent
IRS €62,093,607,668 $73,136,955,792
OIS €38,681,770,350 $45,561,323,207
Basis €250,000,000 $294,462,500
Zeroes €0 $0
FRAs €32,345,000,000 $38,097,558,250
VNS €177,065,387 $208,556,466
Inflation €1,598,544,000 $1,882,845,050
Total€135,145,987,405$159,181,701,265
ProductVolume
GBP
USD
Equivalent
IRS £31,024,539,105 $41,661,302,337
OIS £101,302,612,450 $136,034,213,128
Basis £1,603,500,000 $2,153,259,975
Zeroes £37,938,000 $50,945,043
FRAs £15,005,000,000 $20,149,464,250
VNS £11,100,000 $14,905,635
Inflation £221,150,063 $296,971,362
Total£149,205,839,618$200,361,061,730
ProductVolume
JPY
USD
Equivalent
IRS ¥1,147,186,722,549 $10,335,481,081
OIS ¥7,030,000,000 $63,336,186
Basis ¥27,000,000,000 $243,254,201
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,181,216,722,549$10,642,071,468
ProductVolume
CHF
USD
Equivalent
IRS CHF18,648,060,000 $18,780,462,259
OIS CHF148,500,000 $149,554,358
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF21,269,000,000 $21,420,011,078
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF40,065,560,000$40,350,027,695
ProductVolume
AUD
USD
Equivalent
IRS $7,441,355,000 $5,638,314,684
OIS $23,382,000,000 $17,716,541,400
Basis $600,000,000 $454,620,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$31,423,355,000$23,809,476,084
ProductVolume
CAD
USD
Equivalent
IRS $20,048,050,000 $15,648,479,881
OIS $41,873,400,000 $32,684,229,013
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$61,921,450,000$48,332,708,894
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY100,000,000 $15,704,751
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY100,000,000$15,704,751
ProductVolume
CZK
USD
Equivalent
IRS CZK37,166,058,741 $1,704,943,288
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK65,700,000,000 $3,013,899,720
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK102,866,058,741$4,718,843,008
ProductVolume
DKK
USD
Equivalent
IRS DKK1,410,700,000 $223,077,896
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,410,700,000$223,077,896
ProductVolume
HKD
USD
Equivalent
IRS HKD657,000,000 $83,695,867
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD657,000,000$83,695,867
ProductVolume
HUF
USD
Equivalent
IRS HUF783,764,614,915 $2,903,262,020
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,930,500,000,000 $10,855,311,898
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,714,264,614,915$13,758,573,918
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN63,400,000 $3,207,650
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN63,400,000$3,207,650
ProductVolume
NOK
USD
Equivalent
IRS NOK45,674,112,000 $5,669,330,652
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK42,258,925,280 $5,245,418,245
VNS NOK10,601,590 $1,315,930
Inflation NOK0 $0
TotalNOK87,943,638,870$10,916,064,827
ProductVolume
NZD
USD
Equivalent
IRS NZD7,032,178,108 $4,873,651,038
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD7,032,178,108$4,873,651,038
ProductVolume
PLN
USD
Equivalent
IRS PLN8,148,544,477 $2,237,105,376
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN18,540,153,006 $5,090,022,651
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN26,688,697,483$7,327,128,027
ProductVolume
SEK
USD
Equivalent
IRS SEK30,781,940,304 $3,544,754,636
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK69,270,000,000 $7,976,922,545
VNS SEK35,000,000 $4,030,494
Inflation SEK0 $0
TotalSEK100,086,940,304$11,525,707,675
ProductVolume
SGD
USD
Equivalent
IRS SGD875,731,389 $653,970,121
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD875,731,389$653,970,121
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,632,500,000 $1,962,287,749
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR24,632,500,000$1,962,287,749
ProductUSD
Equivalent
IRS$294,374,858,574
OIS$473,078,406,281
Basis$26,903,904,864
Zeroes$150,945,043
FRAs$207,808,608,637
VNS$425,768,905
Inflation$2,811,816,412
Total$1,005,554,308,716
Show:
ProductUSD
Equivalent
IRS $694,292,613,503
OIS $1,284,776,590,000
Basis $283,106,795,200
Zeroes $100,000,000
FRAs $660,779,000,000
VNS $1,450,810,041
Inflation $5,743,013,500
Total$2,930,248,822,244
ProductVolume
EUR
USD
Equivalent
IRS €333,752,406,632 $394,604,795,401
OIS €194,037,383,000 $229,321,869,546
Basis €969,500,000 $1,149,046,075
Zeroes €0 $0
FRAs €86,950,000,000 $102,630,432,500
VNS €573,231,477 $680,929,357
Inflation €4,326,995,000 $5,124,066,164
Total€620,609,516,109$733,511,139,043
ProductVolume
GBP
USD
Equivalent
IRS £128,570,506,530 $173,671,226,725
OIS £431,110,922,502 $582,323,059,398
Basis £6,226,470,000 $8,416,801,936
Zeroes £443,650,421 $600,267,841
FRAs £55,560,000,000 $74,994,045,000
VNS £345,787,753 $466,818,070
Inflation £2,622,513,383 $3,541,920,629
Total£624,879,850,589$844,014,139,599
ProductVolume
JPY
USD
Equivalent
IRS ¥5,371,836,916,178 $48,701,573,612
OIS ¥1,076,600,000,000 $9,736,077,258
Basis ¥1,631,740,000,000 $14,747,641,308
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,080,176,916,178$73,185,292,178
ProductVolume
CHF
USD
Equivalent
IRS CHF32,443,718,211 $32,442,797,130
OIS CHF0 $0
Basis CHF25,000,000 $24,968,789
Zeroes CHF0 $0
FRAs CHF32,741,000,000 $32,774,521,104
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF65,209,718,211$65,242,287,023
ProductVolume
AUD
USD
Equivalent
IRS $60,221,634,149 $45,201,662,703
OIS $75,467,470,000 $56,654,477,558
Basis $1,911,400,000 $1,433,393,830
Zeroes $0 $0
FRAs $0 $0
VNS $59,309,092 $44,506,309
Inflation $0 $0
Total$137,659,813,241$103,334,040,400
ProductVolume
CAD
USD
Equivalent
IRS $104,485,573,201 $81,464,884,133
OIS $195,985,270,000 $152,604,480,842
Basis $171,000,000 $133,729,569
Zeroes $0 $0
FRAs $0 $0
VNS $26,000,000 $20,187,903
Inflation $0 $0
Total$300,667,843,201$234,223,282,447
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY350,000,000 $55,171,656
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY350,000,000$55,171,656
ProductVolume
CZK
USD
Equivalent
IRS CZK245,494,894,839 $11,374,129,981
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK151,650,000,000 $6,993,049,025
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK397,144,894,839$18,367,179,006
ProductVolume
DKK
USD
Equivalent
IRS DKK8,152,000,000 $1,295,311,161
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,152,000,000$1,295,311,161
ProductVolume
HKD
USD
Equivalent
IRS HKD175,600,301,197 $22,369,894,198
OIS HKD0 $0
Basis HKD4,725,000,000 $601,929,292
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD180,325,301,197$22,971,823,490
ProductVolume
HUF
USD
Equivalent
IRS HUF2,273,507,270,581 $8,474,778,023
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,266,000,000,000 $12,182,092,961
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,539,507,270,581$20,656,870,984
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR53,194,000,000 $783,628,555
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR53,194,000,000$783,628,555
ProductVolume
KRW
USD
Equivalent
IRS KRW7,171,730,000,000 $6,659,867,776
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,171,730,000,000$6,659,867,776
ProductVolume
MXN
USD
Equivalent
IRS MXN42,079,931,000 $2,134,756,529
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN42,079,931,000$2,134,756,529
ProductVolume
NOK
USD
Equivalent
IRS NOK75,986,402,025 $9,405,346,604
OIS NOK0 $0
Basis NOK1,900,000,000 $234,515,787
Zeroes NOK0 $0
FRAs NOK31,850,000,000 $3,938,689,353
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK109,736,402,025$13,578,551,744
ProductVolume
NZD
USD
Equivalent
IRS NZD30,134,073,184 $20,767,343,064
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD388,256 $268,634
Inflation NZD0 $0
TotalNZD30,134,461,440$20,767,611,698
ProductVolume
PLN
USD
Equivalent
IRS PLN31,523,174,414 $8,692,772,183
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN18,025,000,000 $4,969,508,776
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN49,548,174,414$13,662,280,959
ProductVolume
SEK
USD
Equivalent
IRS SEK159,164,644,962 $18,324,027,258
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK186,660,000,000 $21,452,315,432
VNS SEK97,749,000 $11,262,709
Inflation SEK0 $0
TotalSEK345,922,393,962$39,787,605,399
ProductVolume
SGD
USD
Equivalent
IRS SGD12,084,709,417 $9,008,366,613
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD39,000,000 $29,056,772
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,123,709,417$9,037,423,385
ProductVolume
ZAR
USD
Equivalent
IRS ZAR304,941,917,497 $24,269,153,157
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR304,941,917,497$24,269,153,157
ProductUSD
Equivalent
IRS$1,613,210,471,410
OIS$2,316,200,183,157
Basis$309,848,821,786
Zeroes$729,324,613
FRAs$920,713,654,151
VNS$2,674,783,023
Inflation$14,409,000,293
Total$5,177,786,238,433
Show:
ProductUSD
Equivalent
IRS $15,663,591,211,985
OIS $30,335,487,447,083
Basis $3,685,793,666,168
Zeroes $5,719,633,138
FRAs $12,600,014,160,000
VNS $32,201,699,202
Inflation $90,217,722,368
Total$62,413,025,539,944
ProductVolume
EUR
USD
Equivalent
IRS €6,891,864,722,648 $8,429,576,244,014
OIS €5,193,802,077,590 $6,358,928,747,241
Basis €55,419,165,182 $67,833,610,131
Zeroes €3,818,992,035 $4,692,375,247
FRAs €813,712,844,592 $990,401,882,081
VNS €15,937,819,618 $19,511,866,304
Inflation €118,966,166,421 $145,696,235,915
Total€13,093,521,788,086$16,016,640,960,933
ProductVolume
GBP
USD
Equivalent
IRS £2,295,263,792,680 $3,187,573,568,716
OIS £6,154,522,840,268 $8,512,739,181,873
Basis £170,892,292,000 $238,513,400,661
Zeroes £7,904,992,504 $11,028,514,878
FRAs £829,456,912,564 $1,153,392,216,084
VNS £8,244,801,126 $11,494,025,149
Inflation £81,823,967,595 $114,026,293,835
Total£9,548,109,598,737$13,228,767,201,196
ProductVolume
JPY
USD
Equivalent
IRS ¥106,347,903,971,307 $981,479,187,318
OIS ¥17,235,019,800,000 $158,511,550,657
Basis ¥11,347,094,017,863 $103,958,954,709
Zeroes ¥0 $0
FRAs ¥268,080,000,000 $2,496,289,439
VNS ¥0 $0
Inflation ¥0 $0
Total¥135,198,097,789,170$1,246,445,982,123
ProductVolume
CHF
USD
Equivalent
IRS CHF379,437,276,234 $395,773,659,845
OIS CHF5,323,500,000 $5,478,329,580
Basis CHF15,044,512,000 $15,796,567,400
Zeroes CHF0 $0
FRAs CHF170,522,550,000 $177,263,998,518
VNS CHF12,400,000 $13,243,746
Inflation CHF0 $0
TotalCHF570,340,238,234$594,325,799,089
ProductVolume
AUD
USD
Equivalent
IRS $1,025,277,417,306 $797,417,755,601
OIS $1,941,332,620,000 $1,517,316,630,069
Basis $31,610,240,000 $24,520,847,392
Zeroes $0 $0
FRAs $0 $0
VNS $1,274,280,402 $990,637,588
Inflation $0 $0
Total$2,999,494,557,708$2,340,245,870,650
ProductVolume
CAD
USD
Equivalent
IRS $1,513,745,254,912 $1,193,166,385,124
OIS $2,230,274,150,000 $1,755,778,168,005
Basis $12,631,490,000 $9,940,851,135
Zeroes $14,522,466 $11,793,938
FRAs $0 $0
VNS $836,520,177 $666,608,426
Inflation $0 $0
Total$3,757,501,937,555$2,959,563,806,628
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY6,407,000,000 $1,005,987,410
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,407,000,000$1,005,987,410
ProductVolume
CZK
USD
Equivalent
IRS CZK4,453,384,831,697 $214,735,681,991
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,976,974,000,000 $94,789,277,602
VNS CZK302,227,160 $14,530,538
Inflation CZK0 $0
TotalCZK6,430,661,058,857$309,539,490,131
ProductVolume
DKK
USD
Equivalent
IRS DKK251,867,860,324 $41,486,854,408
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK21,500,000 $3,532,408
Inflation DKK0 $0
TotalDKK265,389,360,324$43,730,671,380
ProductVolume
HKD
USD
Equivalent
IRS HKD2,575,898,999,634 $328,565,088,645
OIS HKD0 $0
Basis HKD71,655,000,000 $9,142,202,116
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,765,588
Inflation HKD0 $0
TotalHKD2,647,716,999,634$337,728,056,349
ProductVolume
HUF
USD
Equivalent
IRS HUF62,058,287,994,878 $244,260,566,250
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF27,757,230,000,000 $107,634,768,275
VNS HUF1,200,000,000 $4,763,795
Inflation HUF0 $0
TotalHUF89,816,717,994,878$351,900,098,320
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR105,984,000,000 $1,569,258,071
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR105,984,000,000$1,569,258,071
ProductVolume
KRW
USD
Equivalent
IRS KRW11,718,150,000,000 $10,888,665,044
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,718,150,000,000$10,888,665,044
ProductVolume
MXN
USD
Equivalent
IRS MXN307,386,987,554 $16,352,945,443
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN307,386,987,554$16,352,945,443
ProductVolume
NOK
USD
Equivalent
IRS NOK1,320,661,234,341 $167,880,080,115
OIS NOK0 $0
Basis NOK61,275,000,000 $7,826,702,828
Zeroes NOK0 $0
FRAs NOK1,701,102,786,804 $216,729,199,910
VNS NOK2,281,493,070 $290,476,379
Inflation NOK0 $0
TotalNOK3,085,320,514,215$392,726,459,232
ProductVolume
NZD
USD
Equivalent
IRS NZD565,241,389,335 $407,964,954,220
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,879,927 $2,813,425
Inflation NZD0 $0
TotalNZD565,245,269,262$407,967,767,645
ProductVolume
PLN
USD
Equivalent
IRS PLN757,776,680,519 $221,460,059,166
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN236,302,153,006 $68,439,809,748
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN994,078,833,525$289,899,868,914
ProductVolume
SEK
USD
Equivalent
IRS SEK5,179,416,217,590 $626,750,996,342
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK4,408,400,520,400 $534,068,194,713
VNS SEK1,300,213,565 $158,713,694
Inflation SEK0 $0
TotalSEK9,589,116,951,555$1,160,977,904,749
ProductVolume
SGD
USD
Equivalent
IRS SGD358,799,776,140 $271,683,552,569
OIS SGD0 $0
Basis SGD542,000,000 $410,808,592
Zeroes SGD44,000,000 $32,830,500
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD359,505,776,140$272,218,606,303
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,439,762,165,773 $284,659,709,997
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR3,439,771,165,773$284,660,466,053
ProductUSD
Equivalent
IRS$33,486,273,154,203
OIS$48,645,809,312,579
Basis$4,163,737,611,132
Zeroes$21,485,147,701
FRAs$15,947,470,080,934
VNS$65,465,846,940
Inflation$349,940,252,118
Total$102,680,181,405,607
Show:
ProductUSD
Equivalent
IRS $9,980,506,606,374
OIS $6,275,245,841,976
Basis $2,800,583,595,610
Zeroes $7,053,858,202
FRAs $2,697,338,314,894
VNS $190,425,582,305
Inflation $74,052,329,339
Total$22,025,206,128,700
ProductVolume
EUR
USD
Equivalent
IRS €4,998,863,633,332 $5,887,911,530,520
OIS €3,125,771,049,243 $3,681,689,430,351
Basis €125,495,556,828 $147,814,941,610
Zeroes €14,368,897,880 $16,924,406,367
FRAs €578,916,430,754 $681,876,717,964
VNS €103,059,547,704 $121,388,688,264
Inflation €97,767,214,492 $115,155,113,589
Total€9,044,242,330,233$10,652,760,828,665
ProductVolume
GBP
USD
Equivalent
IRS £1,303,059,524,055 $1,749,813,481,877
OIS £2,143,250,188,370 $2,878,063,515,452
Basis £176,637,045,000 $237,197,055,878
Zeroes £17,037,493,083 $22,878,797,586
FRAs £300,932,689,498 $404,107,462,092
VNS £46,385,372,915 $62,288,598,020
Inflation £104,057,504,732 $139,733,620,229
Total£4,091,359,817,653$5,494,082,531,134
ProductVolume
JPY
USD
Equivalent
IRS ¥94,663,115,338,328 $852,859,275,988
OIS ¥11,530,509,399,302 $103,883,142,478
Basis ¥18,118,276,000,000 $163,235,064,643
Zeroes ¥0 $0
FRAs ¥168,080,000,000 $1,514,302,446
VNS ¥4,713,085,318 $42,462,141
Inflation ¥0 $0
Total¥124,484,693,822,948$1,121,534,247,696
ProductVolume
CHF
USD
Equivalent
IRS CHF258,470,613,317 $260,305,768,989
OIS CHF5,924,300,000 $5,966,362,858
Basis CHF31,073,217,000 $31,293,838,562
Zeroes CHF0 $0
FRAs CHF128,030,550,000 $128,939,573,997
VNS CHF567,400,000 $571,428,571
Inflation CHF0 $0
TotalCHF424,066,080,317$427,076,972,977
ProductVolume
AUD
USD
Equivalent
IRS $785,085,912,606 $594,859,595,982
OIS $1,071,044,342,932 $811,530,298,640
Basis $64,277,520,000 $48,703,076,904
Zeroes $110,102,501 $83,424,665
FRAs $0 $0
VNS $2,289,627,082 $1,734,850,440
Inflation $0 $0
Total$1,922,807,505,121$1,456,911,246,631
ProductVolume
CAD
USD
Equivalent
IRS $919,742,128,513 $717,903,546,433
OIS $747,210,667,220 $583,234,334,169
Basis $36,305,461,646 $28,338,181,826
Zeroes $545,322,466 $425,650,756
FRAs $0 $0
VNS $4,836,052,247 $3,774,774,419
Inflation $0 $0
Total$1,708,639,632,092$1,333,676,487,603
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY6,407,000,000 $1,006,203,377
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY6,407,000,000$1,006,203,377
ProductVolume
CZK
USD
Equivalent
IRS CZK2,722,195,196,609 $124,877,067,600
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,028,401,662,180 $47,176,552,235
VNS CZK1,229,167,050 $56,386,396
Inflation CZK0 $0
TotalCZK3,751,826,025,839$172,110,006,231
ProductVolume
DKK
USD
Equivalent
IRS DKK718,578,984,227 $113,630,883,998
OIS DKK0 $0
Basis DKK5,050,000,000 $798,570,480
Zeroes DKK0 $0
FRAs DKK8,400,000,000 $1,328,315,253
VNS DKK2,048,658,458 $323,960,033
Inflation DKK0 $0
TotalDKK734,077,642,685$116,081,729,764
ProductVolume
HKD
USD
Equivalent
IRS HKD2,500,805,447,031 $318,580,029,813
OIS HKD0 $0
Basis HKD187,397,000,000 $23,872,685,465
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,764,728
Inflation HKD0 $0
TotalHKD2,688,365,447,031$342,473,480,006
ProductVolume
HUF
USD
Equivalent
IRS HUF20,182,113,287,468 $74,759,643,234
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $170,766,039
FRAs HUF15,354,256,829,268 $56,876,043,967
VNS HUF4,143,952,000 $15,350,244
Inflation HUF0 $0
TotalHUF35,586,614,068,736$131,821,803,484
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR103,708,800,000 $1,524,680,976
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR103,708,800,000$1,524,680,976
ProductVolume
KRW
USD
Equivalent
IRS KRW11,678,150,000,000 $10,850,173,277
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,678,150,000,000$10,850,173,277
ProductVolume
MXN
USD
Equivalent
IRS MXN138,424,101,754 $7,003,407,584
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN138,424,101,754$7,003,407,584
ProductVolume
NOK
USD
Equivalent
IRS NOK880,029,862,013 $109,234,313,556
OIS NOK0 $0
Basis NOK39,552,540,000 $4,909,486,306
Zeroes NOK0 $0
FRAs NOK608,129,837,587 $75,484,535,501
VNS NOK12,237,306,545 $1,518,964,115
Inflation NOK0 $0
TotalNOK1,539,949,546,145$191,147,299,478
ProductVolume
NZD
USD
Equivalent
IRS NZD577,858,376,142 $400,484,747,586
OIS NZD0 $0
Basis NZD1,300,000,000 $900,965,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD63,896,963 $44,283,790
Inflation NZD0 $0
TotalNZD579,222,273,105$401,429,996,376
ProductVolume
PLN
USD
Equivalent
IRS PLN651,768,510,252 $178,936,844,775
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,863,512
FRAs PLN178,199,528,234 $48,922,985,418
VNS PLN1,249,562,800 $343,055,581
Inflation PLN0 $0
TotalPLN831,242,601,286$228,209,749,286
ProductVolume
SEK
USD
Equivalent
IRS SEK4,806,557,298,953 $553,508,521,494
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,919,126
FRAs SEK2,150,138,857,586 $247,603,452,128
VNS SEK7,533,057,237 $867,483,963
Inflation SEK0 $0
TotalSEK6,964,489,025,486$802,009,376,711
ProductVolume
SGD
USD
Equivalent
IRS SGD598,092,737,504 $446,637,844,451
OIS SGD0 $0
Basis SGD561,700,000 $419,460,832
Zeroes SGD44,000,000 $32,857,890
FRAs SGD0 $0
VNS SGD120,000,000 $89,612,426
Inflation SGD0 $0
TotalSGD598,818,437,504$447,179,775,599
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,481,899,786,692 $436,702,112,786
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,481,899,786,692$436,702,112,786
ProductUSD
Equivalent
IRS$22,820,371,599,694
OIS$14,341,137,606,900
Basis$3,488,066,923,116
Zeroes$47,606,544,143
FRAs$4,391,168,255,895
VNS$383,506,245,436
Inflation$328,941,063,157
Total$45,800,798,238,341

Figures as of COB May 22, 2018.

Notional Outstanding by Product

As of COB May 22, 2018

Daily Notional by Tenor
 

As of COB May 22, 2018

Notional Outstanding by Tenor
 

As of COB May 22, 2018

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
$2,943,756,692,150
$10,945,439,972,472
$233,331,184,154,081
$136,892,056,488,191
EUR
€613,790,046,911
€3,862,805,416,535
€81,514,453,639,430
€81,680,422,972,394
GBP
£546,865,806,394
£2,706,674,329,518
£40,691,433,038,933
£34,516,828,435,199
JPY
¥9,119,581,445,098
¥39,952,338,832,356
¥614,649,699,848,246
¥1,200,970,830,879,220
CHF
CHF124,768,420,000
CHF306,677,410,542
CHF2,787,939,901,241
CHF3,906,372,350,079
AUD
$151,189,740,000
$848,793,974,481
$16,225,431,839,230
$21,694,564,916,390
CAD
$145,083,400,000
$798,891,385,702
$12,343,170,316,145
$14,048,420,069,359
Other*
Show All
Hide
$199,632,667,499
$772,631,747,847
$16,015,204,873,581
$23,118,366,641,897
CNY
CNY200,000,000
CNY12,514,000,000
CNY57,418,000,000
CNY57,418,000,000
CZK
CZK255,638,117,482
CZK1,534,897,401,628
CZK22,970,664,449,979
CZK30,091,305,551,885
DKK
DKK2,821,400,000
DKK42,953,224,342
DKK976,673,991,934
DKK4,223,227,716,693
HKD
HKD1,314,000,000
HKD833,881,732,894
HKD12,034,336,363,053
HKD16,917,618,036,996
HUF
HUF11,233,869,229,830
HUF22,280,893,641,162
HUF294,979,996,472,004
HUF286,443,597,334,361
INR
INR147,328,000,000
INR968,716,000,000
INR1,858,258,000,000
INR1,798,782,800,000
KRW
KRW0
KRW22,691,608,800,000
KRW33,574,717,600,000
KRW33,534,717,600,000
MXN
MXN126,800,000
MXN140,179,862,000
MXN862,464,021,714
MXN1,047,280,908,369
NOK
NOK221,434,877,740
NOK479,107,089,354
NOK12,111,293,206,844
NOK16,930,307,090,444
NZD
NZD42,722,036,216
NZD142,063,480,157
NZD2,684,220,385,481
NZD5,811,917,798,973
PLN
PLN103,029,374,966
PLN174,455,001,840
PLN3,074,547,276,997
PLN5,055,884,557,590
SEK
SEK386,646,766,208
SEK1,198,904,141,724
SEK37,654,782,069,361
SEK49,198,622,089,344
SGD
SGD5,451,812,778
SGD56,948,098,834
SGD2,236,310,056,670
SGD3,196,809,232,940
ZAR
ZAR119,239,000,000
ZAR949,850,304,994
ZAR15,780,003,971,816
ZAR27,164,516,976,189
Total in USD$5,036,318,218,602$21,869,492,817,252$436,463,901,378,599$344,726,232,847,952

Figures as of COB May 22, 2018. Weekly figures as of COB May 18, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $344,527,635,530
OIS $666,948,017,979
Basis $128,906,216,376
Zeroes $981,354,794
FRAs $1,795,016,000,000
VNS $1,407,571,671
Inflation $5,969,895,800
Total$2,943,756,692,150
ProductVolume
EUR
USD
Equivalent
IRS €348,022,743,772 $409,918,588,752
OIS €164,704,746,866 $193,997,486,096
Basis €600,000,000 $706,710,000
Zeroes €0 $0
FRAs €95,890,000,000 $112,944,036,500
VNS €411,068,273 $484,176,766
Inflation €4,161,488,000 $4,901,608,641
Total€613,790,046,911$722,952,606,755
ProductVolume
GBP
USD
Equivalent
IRS £121,587,275,570 $163,273,472,999
OIS £256,024,224,900 $343,802,130,407
Basis £12,272,200,000 $16,479,723,770
Zeroes £75,876,000 $101,890,087
FRAs £155,106,000,000 $208,284,092,100
VNS £44,400,000 $59,622,540
Inflation £1,755,829,924 $2,357,816,213
Total£546,865,806,394$734,358,748,116
ProductVolume
JPY
USD
Equivalent
IRS ¥9,021,601,445,098 $81,279,349,927
OIS ¥14,060,000,000 $126,672,373
Basis ¥83,920,000,000 $756,070,093
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥9,119,581,445,098$82,162,092,393
ProductVolume
CHF
USD
Equivalent
IRS CHF58,595,420,000 $59,011,450,728
OIS CHF297,000,000 $299,108,716
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF65,876,000,000 $66,343,723,249
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF124,768,420,000$125,654,282,693
ProductVolume
AUD
USD
Equivalent
IRS $75,378,740,000 $57,114,471,298
OIS $70,564,000,000 $53,466,342,800
Basis $5,247,000,000 $3,975,651,900
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$151,189,740,000$114,556,465,998
ProductVolume
CAD
USD
Equivalent
IRS $51,294,600,000 $40,037,934,668
OIS $93,788,800,000 $73,206,728,330
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$145,083,400,000$113,244,662,998
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY200,000,000 $31,409,501
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY200,000,000$31,409,501
ProductVolume
CZK
USD
Equivalent
IRS CZK124,238,117,482 $5,699,257,649
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK131,400,000,000 $6,027,799,440
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK255,638,117,482$11,727,057,089
ProductVolume
DKK
USD
Equivalent
IRS DKK2,821,400,000 $446,155,792
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,821,400,000$446,155,792
ProductVolume
HKD
USD
Equivalent
IRS HKD1,314,000,000 $167,391,734
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,314,000,000$167,391,734
ProductVolume
HUF
USD
Equivalent
IRS HUF2,300,389,229,830 $8,521,222,514
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,933,480,000,000 $33,091,865,462
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,233,869,229,830$41,613,087,976
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR147,328,000,000 $2,165,951,191
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR147,328,000,000$2,165,951,191
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN126,800,000 $6,415,300
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN126,800,000$6,415,300
ProductVolume
NOK
USD
Equivalent
IRS NOK112,895,824,000 $14,013,272,015
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK108,517,850,560 $13,469,853,043
VNS NOK21,203,180 $2,631,859
Inflation NOK0 $0
TotalNOK221,434,877,740$27,485,756,917
ProductVolume
NZD
USD
Equivalent
IRS NZD42,722,036,216 $29,608,507,199
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD42,722,036,216$29,608,507,199
ProductVolume
PLN
USD
Equivalent
IRS PLN20,903,068,954 $5,738,738,748
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN82,126,306,012 $22,546,996,119
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN103,029,374,966$28,285,734,867
ProductVolume
SEK
USD
Equivalent
IRS SEK95,036,766,208 $10,944,144,984
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK291,540,000,000 $33,572,859,808
VNS SEK70,000,000 $8,060,987
Inflation SEK0 $0
TotalSEK386,646,766,208$44,525,065,779
ProductVolume
SGD
USD
Equivalent
IRS SGD5,451,812,778 $4,071,251,421
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,451,812,778$4,071,251,421
ProductVolume
ZAR
USD
Equivalent
IRS ZAR119,239,000,000 $9,498,882,733
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR119,239,000,000$9,498,882,733
ProductUSD
Equivalent
IRS$1,243,909,553,492
OIS$1,334,012,437,892
Basis$150,824,372,139
Zeroes$1,083,244,881
FRAs$2,291,297,225,721
VNS$1,962,063,823
Inflation$13,229,320,654
Total$5,036,318,218,602
Show:
ProductUSD
Equivalent
IRS $2,515,688,238,796
OIS $3,421,217,550,000
Basis $965,711,905,600
Zeroes $604,000,000
FRAs $4,016,460,251,410
VNS $8,781,834,266
Inflation $16,976,192,400
Total$10,945,439,972,472
ProductVolume
EUR
USD
Equivalent
IRS €1,854,149,099,804 $2,192,999,225,794
OIS €772,514,892,000 $913,249,546,793
Basis €1,901,000,000 $2,252,494,050
Zeroes €0 $0
FRAs €1,205,030,000,000 $1,423,554,040,500
VNS €3,019,988,731 $3,589,491,574
Inflation €26,190,436,000 $30,983,836,836
Total€3,862,805,416,535$4,566,628,635,547
ProductVolume
GBP
USD
Equivalent
IRS £478,193,060,020 $646,000,608,100
OIS £1,321,410,233,004 $1,784,959,621,747
Basis £78,814,576,260 $106,427,436,372
Zeroes £1,143,562,000 $1,547,244,601
FRAs £813,198,000,000 $1,098,372,225,800
VNS £927,892,872 $1,252,540,264
Inflation £12,987,005,362 $17,539,556,014
Total£2,706,674,329,518$3,656,099,232,898
ProductVolume
JPY
USD
Equivalent
IRS ¥31,851,918,832,356 $288,992,150,394
OIS ¥4,153,200,000,000 $37,596,706,603
Basis ¥3,947,220,000,000 $35,679,121,679
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥39,952,338,832,356$362,267,978,676
ProductVolume
CHF
USD
Equivalent
IRS CHF118,721,410,542 $118,712,616,189
OIS CHF1,218,000,000 $1,217,039,387
Basis CHF3,720,000,000 $3,715,350,818
Zeroes CHF0 $0
FRAs CHF183,018,000,000 $182,944,111,219
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF306,677,410,542$306,589,117,613
ProductVolume
AUD
USD
Equivalent
IRS $427,187,616,298 $320,737,253,633
OIS $392,540,340,000 $294,764,838,795
Basis $28,947,400,000 $21,719,280,295
Zeroes $0 $0
FRAs $0 $0
VNS $118,618,183 $89,012,618
Inflation $0 $0
Total$848,793,974,481$637,310,385,341
ProductVolume
CAD
USD
Equivalent
IRS $325,786,639,830 $254,119,697,320
OIS $468,685,940,000 $364,960,202,779
Basis $3,222,000,000 $2,514,166,139
Zeroes $59,174,000 $45,991,431
FRAs $0 $0
VNS $1,137,631,872 $885,689,189
Inflation $0 $0
Total$798,891,385,702$622,525,746,858
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY12,514,000,000 $1,965,294,712
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,514,000,000$1,965,294,712
ProductVolume
CZK
USD
Equivalent
IRS CZK884,647,401,628 $40,982,928,311
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK650,250,000,000 $30,005,486,343
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,534,897,401,628$70,988,414,654
ProductVolume
DKK
USD
Equivalent
IRS DKK32,953,224,342 $5,237,234,041
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK10,000,000,000 $1,584,058,040
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK42,953,224,342$6,821,292,081
ProductVolume
HKD
USD
Equivalent
IRS HKD820,051,732,894 $104,467,317,347
OIS HKD0 $0
Basis HKD13,830,000,000 $1,761,841,691
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD833,881,732,894$106,229,159,038
ProductVolume
HUF
USD
Equivalent
IRS HUF7,923,173,641,162 $29,531,510,616
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,357,720,000,000 $53,485,131,815
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF22,280,893,641,162$83,016,642,431
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR968,716,000,000 $14,270,652,530
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR968,716,000,000$14,270,652,530
ProductVolume
KRW
USD
Equivalent
IRS KRW22,691,608,800,000 $21,062,867,456
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW22,691,608,800,000$21,062,867,456
ProductVolume
MXN
USD
Equivalent
IRS MXN140,179,862,000 $7,113,102,772
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN140,179,862,000$7,113,102,772
ProductVolume
NOK
USD
Equivalent
IRS NOK180,105,089,354 $22,281,120,441
OIS NOK0 $0
Basis NOK3,800,000,000 $469,031,573
Zeroes NOK0 $0
FRAs NOK295,202,000,000 $36,534,630,312
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK479,107,089,354$59,284,782,326
ProductVolume
NZD
USD
Equivalent
IRS NZD142,062,703,646 $97,860,088,415
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD776,511 $537,268
Inflation NZD0 $0
TotalNZD142,063,480,157$97,860,625,683
ProductVolume
PLN
USD
Equivalent
IRS PLN99,449,001,840 $27,411,974,219
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN75,006,000,000 $20,645,961,332
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN174,455,001,840$48,057,935,551
ProductVolume
SEK
USD
Equivalent
IRS SEK585,388,643,724 $67,368,649,143
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK613,320,000,000 $70,432,816,865
VNS SEK195,498,000 $22,525,418
Inflation SEK0 $0
TotalSEK1,198,904,141,724$137,823,991,426
ProductVolume
SGD
USD
Equivalent
IRS SGD56,870,098,834 $42,383,510,565
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD78,000,000 $58,113,545
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD56,948,098,834$42,441,624,110
ProductVolume
ZAR
USD
Equivalent
IRS ZAR949,850,304,994 $75,695,363,077
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR949,850,304,994$75,695,363,077
ProductUSD
Equivalent
IRS$6,880,610,751,341
OIS$6,832,236,158,634
Basis$1,140,250,628,217
Zeroes$2,255,349,577
FRAs$6,934,018,713,636
VNS$14,621,630,597
Inflation$65,499,585,250
Total$21,869,492,817,252
Show:
ProductUSD
Equivalent
IRS $52,758,304,875,367
OIS $78,724,732,856,411
Basis $13,760,010,439,310
Zeroes $17,480,897,871
FRAs $87,579,478,083,572
VNS $154,577,282,492
Inflation $336,599,719,058
Total$233,331,184,154,081
ProductVolume
EUR
USD
Equivalent
IRS €36,241,707,109,821 $44,334,671,139,934
OIS €20,736,485,060,467 $25,401,343,790,896
Basis €155,507,860,209 $190,593,967,224
Zeroes €7,749,969,270 $9,522,354,099
FRAs €23,713,193,778,368 $29,006,578,170,643
VNS €48,352,356,553 $59,174,847,646
Inflation €611,457,504,742 $748,931,782,146
Total€81,514,453,639,430$99,750,816,052,588
ProductVolume
GBP
USD
Equivalent
IRS £8,478,675,995,123 $11,780,314,454,728
OIS £20,097,931,653,235 $27,834,563,917,275
Basis £1,450,144,670,689 $2,020,870,743,461
Zeroes £24,119,921,052 $33,643,413,594
FRAs £10,224,511,425,128 $14,187,364,210,978
VNS £29,406,720,032 $41,108,848,903
Inflation £386,642,653,674 $538,318,074,733
Total£40,691,433,038,933$56,436,183,663,672
ProductVolume
JPY
USD
Equivalent
IRS ¥517,533,548,563,896 $4,770,698,931,563
OIS ¥59,106,283,600,000 $543,691,286,796
Basis ¥36,408,918,035,726 $333,613,000,711
Zeroes ¥0 $0
FRAs ¥1,600,320,000,000 $14,898,543,479
VNS ¥629,648,624 $5,718,620
Inflation ¥0 $0
Total¥614,649,699,848,246$5,662,907,481,169
ProductVolume
CHF
USD
Equivalent
IRS CHF1,205,711,537,241 $1,256,609,730,470
OIS CHF87,049,240,000 $91,115,697,918
Basis CHF84,534,624,000 $88,597,128,282
Zeroes CHF0 $0
FRAs CHF1,410,619,700,000 $1,471,341,759,410
VNS CHF24,800,000 $26,487,492
Inflation CHF0 $0
TotalCHF2,787,939,901,241$2,907,690,803,572
ProductVolume
AUD
USD
Equivalent
IRS $6,934,319,279,026 $5,383,521,976,203
OIS $8,753,083,840,000 $6,829,194,070,788
Basis $534,534,800,000 $416,093,369,662
Zeroes $0 $0
FRAs $0 $0
VNS $3,493,920,204 $2,698,785,339
Inflation $0 $0
Total$16,225,431,839,230$12,631,508,201,992
ProductVolume
CAD
USD
Equivalent
IRS $5,916,864,535,210 $4,668,635,173,725
OIS $6,279,306,230,000 $4,943,987,918,715
Basis $128,525,780,000 $101,151,439,222
Zeroes $1,639,739,767 $1,293,282,706
FRAs $0 $0
VNS $16,834,031,168 $13,338,333,576
Inflation $0 $0
Total$12,343,170,316,145$9,728,406,147,944
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY57,418,000,000 $9,021,517,974
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY57,418,000,000$9,021,517,974
ProductVolume
CZK
USD
Equivalent
IRS CZK12,377,501,845,339 $595,834,349,104
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK10,592,436,010,000 $509,046,094,466
VNS CZK726,594,640 $34,970,711
Inflation CZK0 $0
TotalCZK22,970,664,449,979$1,104,915,414,281
ProductVolume
DKK
USD
Equivalent
IRS DKK848,630,991,934 $139,583,123,871
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK127,200,000,000 $20,962,380,189
VNS DKK843,000,000 $140,500,450
Inflation DKK0 $0
TotalDKK976,673,991,934$160,686,004,510
ProductVolume
HKD
USD
Equivalent
IRS HKD11,750,866,763,053 $1,498,894,677,352
OIS HKD0 $0
Basis HKD283,143,600,000 $36,129,013,932
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,531,176
Inflation HKD0 $0
TotalHKD12,034,336,363,053$1,535,065,222,460
ProductVolume
HUF
USD
Equivalent
IRS HUF178,806,096,472,004 $702,837,495,260
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF115,817,100,000,000 $449,477,812,302
VNS HUF356,800,000,000 $1,376,195,403
Inflation HUF0 $0
TotalHUF294,979,996,472,004$1,153,691,502,965
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,858,258,000,000 $27,469,906,526
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,858,258,000,000$27,469,906,526
ProductVolume
KRW
USD
Equivalent
IRS KRW33,574,717,600,000 $31,190,501,328
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW33,574,717,600,000$31,190,501,328
ProductVolume
MXN
USD
Equivalent
IRS MXN862,464,021,714 $45,837,777,480
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN862,464,021,714$45,837,777,480
ProductVolume
NOK
USD
Equivalent
IRS NOK3,669,960,647,096 $466,709,882,082
OIS NOK0 $0
Basis NOK133,280,000,000 $17,029,275,302
Zeroes NOK0 $0
FRAs NOK8,303,351,573,608 $1,058,150,208,174
VNS NOK4,700,986,140 $598,429,740
Inflation NOK0 $0
TotalNOK12,111,293,206,844$1,542,487,795,298
ProductVolume
NZD
USD
Equivalent
IRS NZD2,681,606,231,547 $1,933,009,289,059
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD20,153,934 $14,290,311
Inflation NZD0 $0
TotalNZD2,684,220,385,481$1,934,907,471,870
ProductVolume
PLN
USD
Equivalent
IRS PLN2,117,614,970,985 $618,306,478,633
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN956,932,306,012 $276,845,440,797
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,074,547,276,997$895,151,919,430
ProductVolume
SEK
USD
Equivalent
IRS SEK15,554,731,065,031 $1,886,533,664,663
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,097,402,027,200 $2,685,375,999,425
VNS SEK2,648,977,130 $323,323,435
Inflation SEK0 $0
TotalSEK37,654,782,069,361$4,572,232,987,523
ProductVolume
SGD
USD
Equivalent
IRS SGD2,234,898,056,670 $1,692,012,494,946
OIS SGD0 $0
Basis SGD1,084,000,000 $821,617,184
Zeroes SGD88,000,000 $65,661,000
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD2,236,310,056,670$1,693,082,602,413
ProductVolume
ZAR
USD
Equivalent
IRS ZAR15,779,985,971,816 $1,309,462,737,411
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR15,780,003,971,816$1,309,464,249,523
ProductUSD
Equivalent
IRS$135,881,990,271,153
OIS$144,396,099,445,325
Basis$16,966,793,886,790
Zeroes$62,005,609,270
FRAs$137,259,518,703,435
VNS$273,643,886,689
Inflation$1,623,849,575,937
Total$436,463,901,378,599
Show:
ProductUSD
Equivalent
IRS $46,163,372,232,240
OIS $25,580,316,256,659
Basis $23,049,019,721,050
Zeroes $100,432,371,163
FRAs $40,249,992,034,399
VNS $939,965,241,718
Inflation $808,958,630,962
Total$136,892,056,488,191
ProductVolume
EUR
USD
Equivalent
IRS €43,273,444,410,378 $50,969,626,498,764
OIS €16,880,298,990,390 $19,882,460,165,831
Basis €1,198,278,668,545 $1,411,392,529,745
Zeroes €310,358,753,246 $365,556,057,511
FRAs €17,885,576,714,970 $21,066,526,533,728
VNS €529,519,479,063 $623,694,518,415
Inflation €1,602,945,955,801 $1,888,029,894,040
Total€81,680,422,972,393$96,207,286,198,034
ProductVolume
GBP
USD
Equivalent
IRS £10,122,895,658,442 $13,593,530,434,939
OIS £11,220,878,279,168 $15,067,956,397,181
Basis £4,699,935,640,541 $6,311,308,574,901
Zeroes £263,054,506,408 $353,242,743,930
FRAs £6,838,191,833,735 $9,182,665,903,931
VNS £195,700,669,570 $262,796,644,132
Inflation £1,176,171,847,334 $1,579,422,365,192
Total£34,516,828,435,198$46,350,923,064,206
ProductVolume
JPY
USD
Equivalent
IRS ¥921,988,795,073,450 $8,306,579,531,271
OIS ¥74,365,570,806,955 $669,990,277,102
Basis ¥203,106,572,795,550 $1,829,871,370,742
Zeroes ¥800,000,000,000 $7,207,531,871
FRAs ¥644,160,000,000 $5,803,504,662
VNS ¥65,732,203,260 $592,208,687
Inflation ¥0 $0
Total¥1,200,970,830,879,215$10,820,044,424,335
ProductVolume
CHF
USD
Equivalent
IRS CHF1,984,734,494,857 $1,998,826,219,705
OIS CHF66,455,800,921 $66,927,640,789
Basis CHF531,429,586,000 $535,202,765,497
Zeroes CHF6,647,980,159 $6,695,181,186
FRAs CHF1,315,494,651,394 $1,324,834,736,285
VNS CHF1,609,836,748 $1,621,266,678
Inflation CHF0 $0
TotalCHF3,906,372,350,079$3,934,107,810,140
ProductVolume
AUD
USD
Equivalent
IRS $12,049,291,024,137 $9,129,747,808,989
OIS $7,085,431,545,089 $5,368,631,481,714
Basis $2,537,972,044,102 $1,923,021,417,816
Zeroes $2,688,041,539 $2,036,729,074
FRAs $0 $0
VNS $19,182,261,522 $14,534,399,555
Inflation $0 $0
Total$21,694,564,916,389$16,437,971,837,148
ProductVolume
CAD
USD
Equivalent
IRS $10,068,495,524,999 $7,858,951,352,300
OIS $3,254,076,944,537 $2,539,965,612,564
Basis $562,477,455,269 $439,041,060,976
Zeroes $12,147,871,700 $9,482,005,776
FRAs $0 $0
VNS $151,222,272,855 $118,036,352,382
Inflation $0 $0
Total$14,048,420,069,360$10,965,476,383,998
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY57,418,000,000 $9,017,353,750
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY57,418,000,000$9,017,353,750
ProductVolume
CZK
USD
Equivalent
IRS CZK21,386,074,755,015 $981,057,606,084
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,462,911,143
FRAs CZK8,670,882,462,770 $397,765,148,070
VNS CZK2,458,334,100 $112,772,792
Inflation CZK0 $0
TotalCZK30,091,305,551,885$1,380,398,438,089
ProductVolume
DKK
USD
Equivalent
IRS DKK3,897,324,890,608 $616,294,773,808
OIS DKK0 $0
Basis DKK10,100,000,000 $1,597,140,960
Zeroes DKK15,500,000,000 $2,451,057,908
FRAs DKK295,034,000,000 $46,654,543,154
VNS DKK5,268,826,085 $833,174,054
Inflation DKK0 $0
TotalDKK4,223,227,716,693$667,830,689,884
ProductVolume
HKD
USD
Equivalent
IRS HKD16,269,962,436,996 $2,072,646,284,578
OIS HKD0 $0
Basis HKD647,329,600,000 $82,463,945,171
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,529,456
Inflation HKD0 $0
TotalHKD16,917,618,036,996$2,155,151,759,205
ProductVolume
HUF
USD
Equivalent
IRS HUF204,087,195,962,278 $755,990,502,157
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF194,400,000,000 $720,106,682
FRAs HUF81,753,513,468,083 $302,835,655,164
VNS HUF408,487,904,000 $1,513,142,332
Inflation HUF0 $0
TotalHUF286,443,597,334,361$1,061,059,406,335
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,798,782,800,000 $26,444,910,320
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,798,782,800,000$26,444,910,320
ProductVolume
KRW
USD
Equivalent
IRS KRW33,534,717,600,000 $31,157,117,931
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW33,534,717,600,000$31,157,117,931
ProductVolume
MXN
USD
Equivalent
IRS MXN1,047,280,908,369 $52,985,968,220
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,047,280,908,369$52,985,968,220
ProductVolume
NOK
USD
Equivalent
IRS NOK8,186,025,412,928 $1,016,096,050,063
OIS NOK0 $0
Basis NOK175,418,880,000 $21,773,989,462
Zeroes NOK2,770,764,490 $343,923,053
FRAs NOK8,540,242,678,884 $1,060,063,512,494
VNS NOK25,849,354,142 $3,208,568,910
Inflation NOK0 $0
TotalNOK16,930,307,090,444$2,101,486,043,982
ProductVolume
NZD
USD
Equivalent
IRS NZD5,790,635,063,264 $4,013,199,630,595
OIS NZD0 $0
Basis NZD20,872,000,000 $14,465,339,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD410,735,710 $284,660,384
Inflation NZD0 $0
TotalNZD5,811,917,798,974$4,027,949,630,579
ProductVolume
PLN
USD
Equivalent
IRS PLN4,027,464,556,636 $1,105,702,084,211
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,290,000,000 $903,238,205
FRAs PLN1,020,743,275,354 $280,235,356,794
VNS PLN4,386,725,600 $1,204,333,786
Inflation PLN0 $0
TotalPLN5,055,884,557,590$1,388,045,012,996
ProductVolume
SEK
USD
Equivalent
IRS SEK27,752,128,581,698 $3,195,850,731,442
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK62,583,393,405 $7,206,913,264
FRAs SEK21,350,336,730,975 $2,458,639,850,178
VNS SEK33,573,383,266 $3,866,208,718
Inflation SEK0 $0
TotalSEK49,198,622,089,344$5,665,563,703,602
ProductVolume
SGD
USD
Equivalent
IRS SGD3,194,085,832,940 $2,385,248,176,342
OIS SGD0 $0
Basis SGD2,395,400,000 $1,788,813,382
Zeroes SGD88,000,000 $65,715,779
FRAs SGD0 $0
VNS SGD240,000,000 $179,224,853
Inflation SGD0 $0
TotalSGD3,196,809,232,940$2,387,281,930,356
ProductVolume
ZAR
USD
Equivalent
IRS ZAR27,164,516,976,189 $2,163,994,676,645
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR27,164,516,976,189$2,163,994,676,645
ProductUSD
Equivalent
IRS$156,419,875,034,034
OIS$69,202,692,742,160
Basis$35,620,946,669,302
Zeroes$857,806,486,545
FRAs$76,376,016,778,859
VNS$1,972,484,246,852
Inflation$4,276,410,890,194
Total$344,726,232,847,946

Figures as of COB May 22, 2018.

Notional Outstanding by Product

As of COB May 22, 2018

Daily Notional by Tenor

As of COB May 22, 2018

Notional Outstanding by Currency

As of COB May 22, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

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

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.
  • 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.
  • "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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