Volumes

  • Client Notional Cleared (USD)
    $667,473,912,222,382
    Client Notional Outstanding (USD)
    $42,313,716,767,040
    As of COB Feb 23, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,925,750,000,000,000
    Trades Compressed
    14,408,579
  • 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 Feb 23, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$668,792,825,740
$3,153,028,148,281
$24,186,479,067,532
$19,741,947,414,453
EUR
€112,521,659,718
€417,636,553,768
€5,906,987,145,185
€8,697,860,335,766
GBP
£209,161,792,315
£587,854,359,170
£2,455,976,618,077
£2,952,665,333,855
JPY
¥1,345,414,824,000
¥4,844,256,083,800
¥57,818,215,822,517
¥130,807,706,850,563
CHF
CHF3,737,662,000
CHF22,989,362,000
CHF263,280,345,205
CHF297,191,709,926
AUD
$44,986,570,000
$246,411,325,000
$1,539,867,339,613
$1,985,673,592,212
CAD
$67,412,506,280
$225,352,254,730
$1,368,920,006,141
$1,554,216,187,753
Other*
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$50,938,924,787
$254,545,909,374
$1,511,267,907,715
$3,424,742,837,074
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK74,144,463,870
CZK333,526,344,939
CZK2,151,662,774,387
CZK3,450,063,362,993
DKK
DKK1,087,000,000
DKK1,855,000,000
DKK60,052,582,592
DKK742,071,139,313
HKD
HKD29,164,949,286
HKD88,498,768,078
HKD604,442,184,501
HKD2,202,378,723,753
HUF
HUF2,183,779,325,000
HUF7,102,755,683,659
HUF42,606,621,571,281
HUF49,941,760,100,919
INR
INR0
INR0
INR0
INR0
MXN
MXN2,197,103,000
MXN3,961,103,000
MXN97,075,282,028
MXN160,344,722,262
NOK
NOK18,349,194,960
NOK210,111,059,960
NOK1,492,266,277,695
NOK1,594,378,553,883
NZD
NZD2,731,575,330
NZD35,002,849,896
NZD211,876,890,218
NZD536,306,357,338
PLN
PLN5,225,700,000
PLN62,579,901,020
PLN411,008,627,877
PLN797,984,780,781
SEK
SEK215,162,937,000
SEK815,009,639,000
SEK3,758,070,069,940
SEK7,061,442,816,932
SGD
SGD1,927,614,913
SGD11,729,134,913
SGD139,857,774,857
SGD601,554,000,491
ZAR
ZAR12,566,393,919
ZAR212,578,854,422
ZAR1,287,978,630,641
ZAR5,769,076,723,274
Total in USD$1,255,527,818,405$5,183,913,667,938$39,489,144,218,784$42,313,716,767,040

Figures as of COB Feb 23, 2018. Weekly figures as of COB Feb 23, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $196,438,810,222
OIS $261,172,100,000
Basis $50,481,500,000
Zeroes $0
FRAs $159,425,000,000
VNS $757,615,518
Inflation $517,800,000
Total$668,792,825,740
ProductVolume
EUR
USD
Equivalent
IRS €56,860,587,047 $69,901,562,686
OIS €43,477,418,000 $53,448,963,818
Basis €0 $0
Zeroes €0 $0
FRAs €10,769,000,000 $13,238,870,150
VNS €488,804,671 $600,912,022
Inflation €925,850,000 $1,138,193,698
Total€112,521,659,718$138,328,502,374
ProductVolume
GBP
USD
Equivalent
IRS £11,585,550,631 $16,186,752,064
OIS £147,761,150,000 $206,444,490,723
Basis £2,734,000,000 $3,819,808,100
Zeroes £9,750,000 $13,622,213
FRAs £45,100,100,000 $63,011,604,715
VNS £378,893,969 $529,371,709
Inflation £1,592,347,715 $2,224,748,610
Total£209,161,792,315$292,230,398,134
ProductVolume
JPY
USD
Equivalent
IRS ¥1,241,914,824,000 $11,619,168,489
OIS ¥103,500,000,000 $968,330,449
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,345,414,824,000$12,587,498,938
ProductVolume
CHF
USD
Equivalent
IRS CHF3,737,662,000 $3,989,818,531
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,737,662,000$3,989,818,531
ProductVolume
AUD
USD
Equivalent
IRS $17,905,570,000 $14,042,443,273
OIS $26,200,000,000 $20,547,350,000
Basis $881,000,000 $690,924,250
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$44,986,570,000$35,280,717,523
ProductVolume
CAD
USD
Equivalent
IRS $40,201,506,280 $31,832,691,646
OIS $27,211,000,000 $21,546,440,732
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$67,412,506,280$53,379,132,378
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK57,744,463,870 $2,800,885,886
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK16,400,000,000 $795,479,349
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK74,144,463,870$3,596,365,235
ProductVolume
DKK
USD
Equivalent
IRS DKK1,087,000,000 $179,489,932
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,087,000,000$179,489,932
ProductVolume
HKD
USD
Equivalent
IRS HKD29,164,949,286 $3,727,793,202
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD29,164,949,286$3,727,793,202
ProductVolume
HUF
USD
Equivalent
IRS HUF1,979,779,325,000 $7,777,565,606
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF204,000,000,000 $801,414,260
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,183,779,325,000$8,578,979,866
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
MXN
USD
Equivalent
IRS MXN2,197,103,000 $118,537,743
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,197,103,000$118,537,743
ProductVolume
NOK
USD
Equivalent
IRS NOK3,252,380,000 $414,447,913
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK15,000,000,000 $1,911,436,763
VNS NOK96,814,960 $12,337,045
Inflation NOK0 $0
TotalNOK18,349,194,960$2,338,221,721
ProductVolume
NZD
USD
Equivalent
IRS NZD2,731,575,330 $1,991,454,994
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,731,575,330$1,991,454,994
ProductVolume
PLN
USD
Equivalent
IRS PLN3,125,700,000 $920,677,467
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,100,000,000 $618,556,701
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,225,700,000$1,539,234,168
ProductVolume
SEK
USD
Equivalent
IRS SEK94,662,937,000 $11,579,634,982
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK120,500,000,000 $14,740,151,316
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK215,162,937,000$26,319,786,298
ProductVolume
SGD
USD
Equivalent
IRS SGD1,927,614,913 $1,460,590,955
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,927,614,913$1,460,590,955
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,566,393,919 $1,088,470,673
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR12,566,393,919$1,088,470,673
ProductUSD
Equivalent
IRS$376,070,796,264
OIS$564,127,675,722
Basis$54,992,232,350
Zeroes$13,622,213
FRAs$254,542,513,254
VNS$1,900,236,294
Inflation$3,880,742,308
Total$1,255,527,818,405
Show:
ProductUSD
Equivalent
IRS $801,848,116,859
OIS $1,579,810,544,000
Basis $184,609,675,000
Zeroes $300,000,000
FRAs $580,521,100,000
VNS $2,704,492,422
Inflation $3,234,220,000
Total$3,153,028,148,281
ProductVolume
EUR
USD
Equivalent
IRS €283,553,598,592 $349,593,457,817
OIS €112,179,733,500 $138,205,133,770
Basis €1,709,200,000 $2,105,202,085
Zeroes €3,650,000 $4,483,295
FRAs €14,396,000,000 $17,726,401,200
VNS €915,548,076 $1,126,928,390
Inflation €4,878,823,600 $6,009,395,235
Total€417,636,553,768$514,771,001,792
ProductVolume
GBP
USD
Equivalent
IRS £80,167,836,668 $111,909,200,285
OIS £412,024,781,000 $575,078,151,115
Basis £7,088,350,000 $9,900,140,710
Zeroes £121,986,000 $170,253,162
FRAs £81,029,100,000 $113,202,456,265
VNS £631,100,477 $881,822,210
Inflation £6,791,205,025 $9,479,498,759
Total£587,854,359,170$820,621,522,506
ProductVolume
JPY
USD
Equivalent
IRS ¥3,633,593,083,800 $33,969,574,071
OIS ¥717,300,000,000 $6,713,703,790
Basis ¥493,363,000,000 $4,631,370,052
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,844,256,083,800$45,314,647,913
ProductVolume
CHF
USD
Equivalent
IRS CHF20,577,362,000 $22,046,225,434
OIS CHF0 $0
Basis CHF112,000,000 $120,055,740
Zeroes CHF0 $0
FRAs CHF2,300,000,000 $2,465,430,378
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF22,989,362,000$24,631,711,552
ProductVolume
AUD
USD
Equivalent
IRS $67,067,205,000 $52,659,210,346
OIS $178,063,620,000 $139,489,446,181
Basis $1,280,500,000 $1,006,451,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$246,411,325,000$193,155,108,127
ProductVolume
CAD
USD
Equivalent
IRS $142,097,618,311 $112,133,764,194
OIS $82,096,780,000 $64,798,261,901
Basis $1,012,500,000 $798,672,411
Zeroes $0 $0
FRAs $0 $0
VNS $145,356,419 $114,919,887
Inflation $0 $0
Total$225,352,254,730$177,845,618,393
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK211,126,344,939 $10,264,424,307
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK122,400,000,000 $5,966,217,803
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK333,526,344,939$16,230,642,110
ProductVolume
DKK
USD
Equivalent
IRS DKK1,855,000,000 $306,686,161
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,855,000,000$306,686,161
ProductVolume
HKD
USD
Equivalent
IRS HKD87,710,768,078 $11,209,705,947
OIS HKD0 $0
Basis HKD788,000,000 $100,711,241
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD88,498,768,078$11,310,417,188
ProductVolume
HUF
USD
Equivalent
IRS HUF6,543,755,683,659 $25,765,919,460
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF559,000,000,000 $2,197,951,336
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,102,755,683,659$27,963,870,796
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
MXN
USD
Equivalent
IRS MXN3,961,103,000 $212,726,072
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,961,103,000$212,726,072
ProductVolume
NOK
USD
Equivalent
IRS NOK87,696,245,000 $11,172,113,828
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK122,118,000,000 $15,552,668,800
VNS NOK296,814,960 $37,844,972
Inflation NOK0 $0
TotalNOK210,111,059,960$26,762,627,600
ProductVolume
NZD
USD
Equivalent
IRS NZD35,002,849,896 $25,657,983,100
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD35,002,849,896$25,657,983,100
ProductVolume
PLN
USD
Equivalent
IRS PLN47,365,901,020 $14,088,030,021
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,214,000,000 $4,503,578,402
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN62,579,901,020$18,591,608,423
ProductVolume
SEK
USD
Equivalent
IRS SEK343,701,639,000 $42,319,760,173
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK471,308,000,000 $58,083,197,036
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK815,009,639,000$100,402,957,209
ProductVolume
SGD
USD
Equivalent
IRS SGD11,499,134,913 $8,712,946,933
OIS SGD0 $0
Basis SGD230,000,000 $173,761,946
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,729,134,913$8,886,708,879
ProductVolume
ZAR
USD
Equivalent
IRS ZAR212,578,854,422 $18,219,681,836
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR212,578,854,422$18,219,681,836
ProductUSD
Equivalent
IRS$1,652,089,526,844
OIS$2,504,095,240,757
Basis$203,446,040,785
Zeroes$474,736,457
FRAs$800,219,001,220
VNS$4,866,007,881
Inflation$18,723,113,994
Total$5,183,913,667,938
Show:
ProductUSD
Equivalent
IRS $6,322,073,065,785
OIS $12,223,139,715,775
Basis $1,087,863,255,000
Zeroes $555,484,962
FRAs $4,499,946,000,000
VNS $11,768,892,010
Inflation $41,132,654,000
Total$24,186,479,067,532
ProductVolume
EUR
USD
Equivalent
IRS €3,014,806,489,567 $3,700,335,743,360
OIS €2,467,137,240,847 $3,030,725,374,445
Basis €25,687,085,182 $31,352,871,799
Zeroes €146,712,426 $181,243,344
FRAs €342,673,100,000 $421,129,952,680
VNS €5,831,018,843 $7,146,015,138
Inflation €50,705,498,320 $62,158,943,567
Total€5,906,987,145,185$7,253,030,144,333
ProductVolume
GBP
USD
Equivalent
IRS £869,561,080,146 $1,210,743,660,472
OIS £1,244,897,223,228 $1,732,283,675,883
Basis £40,801,660,000 $56,830,530,037
Zeroes £706,408,904 $992,061,329
FRAs £263,765,100,000 $367,280,654,639
VNS £2,514,303,563 $3,511,635,384
Inflation £33,730,842,236 $47,055,109,931
Total£2,455,976,618,077$3,418,697,327,675
ProductVolume
JPY
USD
Equivalent
IRS ¥45,159,335,004,654 $411,681,266,215
OIS ¥6,514,189,800,000 $59,431,736,669
Basis ¥6,044,691,017,863 $54,876,969,506
Zeroes ¥0 $0
FRAs ¥100,000,000,000 $914,035,008
VNS ¥0 $0
Inflation ¥0 $0
Total¥57,818,215,822,517$526,904,007,398
ProductVolume
CHF
USD
Equivalent
IRS CHF181,592,495,205 $191,295,502,961
OIS CHF125,000,000 $128,178,835
Basis CHF4,225,850,000 $4,474,346,432
Zeroes CHF0 $0
FRAs CHF77,330,000,000 $82,531,655,760
VNS CHF7,000,000 $7,492,641
Inflation CHF0 $0
TotalCHF263,280,345,205$278,437,176,629
ProductVolume
AUD
USD
Equivalent
IRS $392,128,408,817 $310,819,447,165
OIS $1,137,672,230,000 $899,735,221,908
Basis $9,863,990,000 $7,851,906,545
Zeroes $0 $0
FRAs $0 $0
VNS $202,710,796 $161,428,743
Inflation $0 $0
Total$1,539,867,339,613$1,218,568,004,361
ProductVolume
CAD
USD
Equivalent
IRS $665,218,368,256 $531,817,242,954
OIS $696,927,700,000 $558,525,011,628
Basis $6,159,950,000 $4,924,717,393
Zeroes $14,522,466 $11,793,938
FRAs $0 $0
VNS $599,465,419 $481,817,228
Inflation $0 $0
Total$1,368,920,006,141$1,095,760,583,141
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK1,635,882,774,387 $79,213,330,073
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK515,780,000,000 $24,985,468,258
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,151,662,774,387$104,198,798,331
ProductVolume
DKK
USD
Equivalent
IRS DKK46,552,582,592 $7,682,824,387
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK60,052,582,592$9,923,108,951
ProductVolume
HKD
USD
Equivalent
IRS HKD581,622,184,501 $74,373,165,999
OIS HKD0 $0
Basis HKD22,820,000,000 $2,917,835,734
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD604,442,184,501$77,291,001,733
ProductVolume
HUF
USD
Equivalent
IRS HUF32,939,091,571,281 $130,446,562,872
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,667,530,000,000 $38,264,597,918
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF42,606,621,571,281$168,711,160,790
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
MXN
USD
Equivalent
IRS MXN97,075,282,028 $5,169,829,385
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN97,075,282,028$5,169,829,385
ProductVolume
NOK
USD
Equivalent
IRS NOK572,971,584,730 $72,781,887,450
OIS NOK0 $0
Basis NOK37,330,000,000 $4,752,036,343
Zeroes NOK0 $0
FRAs NOK881,315,827,845 $112,208,982,699
VNS NOK648,865,120 $82,859,809
Inflation NOK0 $0
TotalNOK1,492,266,277,695$189,825,766,301
ProductVolume
NZD
USD
Equivalent
IRS NZD211,876,890,218 $154,276,179,913
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD211,876,890,218$154,276,179,913
ProductVolume
PLN
USD
Equivalent
IRS PLN341,558,627,877 $100,959,786,895
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN69,450,000,000 $20,521,888,331
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN411,008,627,877$121,481,675,226
ProductVolume
SEK
USD
Equivalent
IRS SEK1,940,674,405,375 $241,045,252,115
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,816,616,000,000 $226,030,781,575
VNS SEK779,664,565 $97,105,987
Inflation SEK0 $0
TotalSEK3,758,070,069,940$467,173,139,677
ProductVolume
SGD
USD
Equivalent
IRS SGD139,407,774,857 $105,553,103,158
OIS SGD0 $0
Basis SGD450,000,000 $340,592,916
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD139,857,774,857$105,893,696,074
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,287,969,630,641 $107,322,795,278
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR1,287,978,630,641$107,323,551,334
ProductUSD
Equivalent
IRS$13,757,590,646,437
OIS$18,503,968,915,143
Basis$1,256,185,061,705
Zeroes$1,740,583,573
FRAs$5,796,054,301,432
VNS$23,258,002,996
Inflation$150,346,707,498
Total$39,489,144,218,784
Show:
ProductUSD
Equivalent
IRS $8,908,378,146,715
OIS $6,025,157,684,766
Basis $2,141,421,392,906
Zeroes $19,765,306,378
FRAs $2,397,829,041,294
VNS $177,056,616,898
Inflation $72,339,225,495
Total$19,741,947,414,452
ProductVolume
EUR
USD
Equivalent
IRS €4,700,758,032,057 $5,778,876,886,709
OIS €3,128,228,244,120 $3,845,687,391,908
Basis €122,540,476,828 $150,645,135,189
Zeroes €13,863,267,271 $17,042,807,619
FRAs €534,832,855,082 $657,496,770,395
VNS €95,268,433,816 $117,118,249,112
Inflation €102,369,026,593 $125,847,362,842
Total€8,697,860,335,767$10,692,714,603,774
ProductVolume
GBP
USD
Equivalent
IRS £1,133,494,943,212 $1,583,662,459,908
OIS £1,222,437,663,240 $1,707,928,781,196
Basis £146,312,385,000 $204,420,348,703
Zeroes £21,922,664,404 $30,629,250,572
FRAs £300,921,088,536 $420,431,898,848
VNS £42,297,745,682 $59,096,295,380
Inflation £85,278,843,781 $119,147,336,589
Total£2,952,665,333,855$4,125,316,371,196
ProductVolume
JPY
USD
Equivalent
IRS ¥98,263,640,183,051 $919,339,852,955
OIS ¥12,911,759,582,194 $120,800,482,595
Basis ¥19,316,594,000,000 $180,723,151,050
Zeroes ¥0 $0
FRAs ¥311,000,000,000 $2,909,669,271
VNS ¥4,713,085,318 $44,094,918
Inflation ¥0 $0
Total¥130,807,706,850,563$1,223,817,250,789
ProductVolume
CHF
USD
Equivalent
IRS CHF214,378,688,590 $228,841,469,460
OIS CHF725,800,000 $774,765,158
Basis CHF32,942,755,000 $35,165,195,346
Zeroes CHF0 $0
FRAs CHF48,549,066,336 $51,824,366,285
VNS CHF595,400,000 $635,567,891
Inflation CHF0 $0
TotalCHF297,191,709,926$317,241,364,140
ProductVolume
AUD
USD
Equivalent
IRS $769,009,025,547 $603,095,328,285
OIS $1,151,964,776,688 $903,428,376,118
Basis $63,371,630,000 $49,699,200,828
Zeroes $110,102,501 $86,347,886
FRAs $0 $0
VNS $1,218,057,476 $955,261,576
Inflation $0 $0
Total$1,985,673,592,212$1,557,264,514,693
ProductVolume
CAD
USD
Equivalent
IRS $940,076,036,440 $744,378,839,528
OIS $574,253,869,712 $454,710,483,579
Basis $34,081,961,646 $26,987,062,828
Zeroes $1,205,322,466 $954,408,477
FRAs $0 $0
VNS $4,598,997,489 $3,641,616,509
Inflation $0 $0
Total$1,554,216,187,753$1,230,672,410,921
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK2,759,116,423,103 $133,830,496,112
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK690,020,000,000 $33,469,308,564
VNS CZK926,939,890 $44,961,070
Inflation CZK0 $0
TotalCZK3,450,063,362,993$167,344,765,746
ProductVolume
DKK
USD
Equivalent
IRS DKK706,914,980,855 $116,728,722,658
OIS DKK0 $0
Basis DKK6,950,000,000 $1,147,612,718
Zeroes DKK0 $0
FRAs DKK26,179,000,000 $4,322,784,653
VNS DKK2,027,158,458 $334,732,781
Inflation DKK0 $0
TotalDKK742,071,139,313$122,533,852,810
ProductVolume
HKD
USD
Equivalent
IRS HKD2,049,682,723,753 $261,985,482,959
OIS HKD0 $0
Basis HKD152,696,000,000 $19,517,233,005
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,202,378,723,753$281,502,715,964
ProductVolume
HUF
USD
Equivalent
IRS HUF37,776,886,148,919 $148,406,545,468
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $181,103,909
FRAs HUF12,115,830,000,000 $47,597,053,624
VNS HUF2,943,952,000 $11,565,319
Inflation HUF0 $0
TotalHUF49,941,760,100,919$196,196,268,320
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
MXN
USD
Equivalent
IRS MXN160,344,722,262 $8,650,892,351
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN160,344,722,262$8,650,892,351
ProductVolume
NOK
USD
Equivalent
IRS NOK812,892,930,183 $103,586,228,759
OIS NOK0 $0
Basis NOK47,697,540,000 $6,078,055,432
Zeroes NOK0 $0
FRAs NOK723,160,410,065 $92,151,692,904
VNS NOK10,627,673,635 $1,354,275,073
Inflation NOK0 $0
TotalNOK1,594,378,553,883$203,170,252,168
ProductVolume
NZD
USD
Equivalent
IRS NZD534,946,340,302 $390,002,629,397
OIS NZD0 $0
Basis NZD1,300,000,000 $947,765,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD60,017,036 $43,755,420
Inflation NZD0 $0
TotalNZD536,306,357,338$390,994,149,817
ProductVolume
PLN
USD
Equivalent
IRS PLN649,178,864,975 $191,216,160,523
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $7,363,770
FRAs PLN147,531,353,006 $43,455,479,530
VNS PLN1,249,562,800 $368,059,735
Inflation PLN0 $0
TotalPLN797,984,780,781$235,047,063,558
ProductVolume
SEK
USD
Equivalent
IRS SEK4,580,513,618,619 $560,310,903,262
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $31,781,443
FRAs SEK2,473,656,878,366 $302,589,848,056
VNS SEK7,012,508,237 $857,804,419
Inflation SEK0 $0
TotalSEK7,061,442,816,932$863,790,337,180
ProductVolume
SGD
USD
Equivalent
IRS SGD600,829,100,491 $455,259,784,422
OIS SGD0 $0
Basis SGD724,900,000 $549,270,695
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD601,554,000,491$455,809,055,117
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,769,076,723,274 $499,703,484,043
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,769,076,723,274$499,703,484,043
ProductUSD
Equivalent
IRS$21,636,254,313,514
OIS$13,058,487,965,320
Basis$2,817,301,423,700
Zeroes$68,698,370,054
FRAs$4,054,077,913,424
VNS$361,562,856,101
Inflation$317,333,924,926
Total$42,313,716,767,039

Figures as of COB Feb 23, 2018.

Notional Outstanding by Product

As of COB Feb 23, 2018

Daily Notional by Tenor
 

As of COB Feb 23, 2018

Notional Outstanding by Tenor
 

As of COB Feb 23, 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
$2,133,008,272,849
$10,814,218,974,393
$91,404,436,482,507
$128,338,446,472,331
EUR
€634,477,721,735
€4,250,670,032,495
€36,182,193,456,723
€86,283,550,138,650
GBP
£473,598,076,340
£2,025,052,612,434
£12,138,307,804,088
£27,439,413,300,052
JPY
¥3,122,449,648,000
¥18,123,108,417,600
¥260,088,812,339,316
¥1,454,928,825,849,120
CHF
CHF14,149,824,000
CHF126,571,964,258
CHF1,294,061,729,728
CHF3,632,317,092,262
AUD
$124,918,140,000
$1,144,196,922,000
$7,112,096,854,034
$21,327,772,508,623
CAD
$168,799,726,560
$547,376,680,907
$4,558,195,889,968
$12,696,163,621,079
Other*
Show All
Hide
$155,109,937,563
$948,224,511,611
$6,760,391,590,694
$22,818,938,862,734
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK147,822,131,740
CZK1,746,509,777,702
CZK8,960,003,540,820
CZK26,190,315,742,366
DKK
DKK8,174,000,000
DKK21,554,000,000
DKK328,789,895,686
DKK4,239,823,304,681
HKD
HKD91,529,464,420
HKD311,825,039,618
HKD2,804,527,183,708
HKD14,603,255,510,482
HUF
HUF4,758,138,650,000
HUF16,569,345,687,318
HUF137,377,786,559,176
HUF306,560,002,102,089
INR
INR0
INR0
INR0
INR0
MXN
MXN4,794,206,000
MXN8,522,206,000
MXN293,895,419,544
MXN737,342,667,060
NOK
NOK117,478,389,920
NOK857,937,159,920
NOK5,831,399,925,901
NOK17,862,309,121,407
NZD
NZD6,343,150,660
NZD144,571,299,792
NZD973,384,205,236
NZD5,269,323,783,088
PLN
PLN17,629,900,000
PLN156,713,419,773
PLN1,227,790,959,817
PLN4,397,395,110,797
SEK
SEK667,115,074,000
SEK2,811,001,668,000
SEK17,095,801,227,022
SEK48,039,751,704,754
SGD
SGD8,735,829,826
SGD92,634,019,826
SGD1,152,192,897,054
SGD2,851,110,718,826
ZAR
ZAR33,808,387,838
ZAR883,162,603,152
ZAR6,491,968,097,754
ZAR26,414,900,010,067
Total in USD$4,005,746,000,453$21,463,611,323,320$172,450,621,270,117$339,835,993,788,008

Figures as of COB Feb 23, 2018. Weekly figures as of COB Feb 23, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $566,235,800,835
OIS $731,360,040,000
Basis $163,978,200,000
Zeroes $0
FRAs $667,930,000,000
VNS $1,582,091,014
Inflation $1,922,141,000
Total$2,133,008,272,849
ProductVolume
EUR
USD
Equivalent
IRS €292,082,151,894 $359,071,193,431
OIS €262,378,100,000 $322,554,517,235
Basis €0 $0
Zeroes €0 $0
FRAs €75,034,000,000 $92,243,047,900
VNS €1,009,169,841 $1,240,622,944
Inflation €3,974,300,000 $4,885,805,705
Total€634,477,721,735$779,995,187,215
ProductVolume
GBP
USD
Equivalent
IRS £52,162,734,972 $72,879,165,166
OIS £307,283,300,000 $429,320,862,595
Basis £16,130,400,000 $22,536,588,360
Zeroes £19,500,000 $27,244,425
FRAs £92,580,200,000 $129,348,426,430
VNS £985,645,938 $1,377,095,222
Inflation £4,436,295,430 $6,198,170,160
Total£473,598,076,340$661,687,552,358
ProductVolume
JPY
USD
Equivalent
IRS ¥2,779,009,648,000 $25,999,996,707
OIS ¥307,000,000,000 $2,872,245,872
Basis ¥36,440,000,000 $340,927,165
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,122,449,648,000$29,213,169,744
ProductVolume
CHF
USD
Equivalent
IRS CHF13,599,824,000 $14,517,318,531
OIS CHF100,000,000 $106,746,371
Basis CHF450,000,000 $480,358,668
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF14,149,824,000$15,104,423,570
ProductVolume
AUD
USD
Equivalent
IRS $54,208,640,000 $42,513,125,920
OIS $66,000,000,000 $51,760,500,000
Basis $4,709,500,000 $3,693,425,375
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$124,918,140,000$97,967,051,295
ProductVolume
CAD
USD
Equivalent
IRS $88,671,352,560 $70,212,489,160
OIS $79,312,000,000 $62,801,488,637
Basis $800,000,000 $633,462,665
Zeroes $16,374,000 $12,965,397
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$168,799,726,560$133,660,405,859
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK115,022,131,740 $5,579,129,908
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK32,800,000,000 $1,590,958,698
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK147,822,131,740$7,170,088,606
ProductVolume
DKK
USD
Equivalent
IRS DKK8,174,000,000 $1,349,724,656
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,174,000,000$1,349,724,656
ProductVolume
HKD
USD
Equivalent
IRS HKD91,529,464,420 $11,699,074,527
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD91,529,464,420$11,699,074,527
ProductVolume
HUF
USD
Equivalent
IRS HUF4,350,138,650,000 $17,089,525,241
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF408,000,000,000 $1,602,828,521
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,758,138,650,000$18,692,353,762
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
MXN
USD
Equivalent
IRS MXN4,794,206,000 $258,656,222
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,794,206,000$258,656,222
ProductVolume
NOK
USD
Equivalent
IRS NOK9,284,760,000 $1,183,148,773
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK108,000,000,000 $13,762,344,696
VNS NOK193,629,920 $24,674,090
Inflation NOK0 $0
TotalNOK117,478,389,920$14,970,167,559
ProductVolume
NZD
USD
Equivalent
IRS NZD6,343,150,660 $4,624,473,989
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD6,343,150,660$4,624,473,989
ProductVolume
PLN
USD
Equivalent
IRS PLN13,429,900,000 $3,955,787,923
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,200,000,000 $1,237,113,402
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN17,629,900,000$5,192,901,325
ProductVolume
SEK
USD
Equivalent
IRS SEK244,115,074,000 $29,861,353,770
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK423,000,000,000 $51,743,435,740
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK667,115,074,000$81,604,789,510
ProductVolume
SGD
USD
Equivalent
IRS SGD8,735,829,826 $6,619,306,555
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,735,829,826$6,619,306,555
ProductVolume
ZAR
USD
Equivalent
IRS ZAR33,808,387,838 $2,928,400,852
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR33,808,387,838$2,928,400,852
ProductUSD
Equivalent
IRS$1,236,577,672,166
OIS$1,600,776,400,710
Basis$191,662,962,233
Zeroes$40,209,822
FRAs$959,458,155,387
VNS$4,224,483,270
Inflation$13,006,116,865
Total$4,005,746,000,453
Show:
ProductUSD
Equivalent
IRS $2,470,314,692,679
OIS $4,075,098,048,000
Basis $641,007,700,000
Zeroes $600,000,000
FRAs $3,607,120,200,000
VNS $8,168,512,814
Inflation $11,909,820,900
Total$10,814,218,974,393
ProductVolume
EUR
USD
Equivalent
IRS €1,526,700,093,007 $1,881,691,503,488
OIS €706,956,859,000 $870,617,571,515
Basis €5,370,000,000 $6,614,846,910
Zeroes €7,300,000 $8,966,590
FRAs €1,988,746,000,000 $2,452,764,102,200
VNS €2,006,493,288 $2,470,562,442
Inflation €20,883,287,200 $25,720,071,322
Total€4,250,670,032,495$5,239,887,624,467
ProductVolume
GBP
USD
Equivalent
IRS £324,783,409,912 $453,410,903,722
OIS £1,017,796,216,000 $1,420,855,693,696
Basis £80,091,402,800 $111,787,330,234
Zeroes £993,407,136 $1,388,472,311
FRAs £560,410,200,000 $783,193,252,130
VNS £1,606,951,924 $2,245,126,209
Inflation £39,371,024,662 $54,874,416,421
Total£2,025,052,612,434$2,827,755,194,723
ProductVolume
JPY
USD
Equivalent
IRS ¥14,055,860,417,600 $131,409,183,091
OIS ¥2,829,960,000,000 $26,432,738,036
Basis ¥1,157,288,000,000 $10,862,571,571
Zeroes ¥0 $0
FRAs ¥80,000,000,000 $752,480,835
VNS ¥0 $0
Inflation ¥0 $0
Total¥18,123,108,417,600$169,456,973,533
ProductVolume
CHF
USD
Equivalent
IRS CHF69,989,964,258 $74,922,517,938
OIS CHF724,000,000 $773,390,544
Basis CHF2,148,000,000 $2,294,344,535
Zeroes CHF0 $0
FRAs CHF53,710,000,000 $57,484,929,733
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF126,571,964,258$135,475,182,750
ProductVolume
AUD
USD
Equivalent
IRS $421,952,982,000 $330,501,646,852
OIS $697,037,240,000 $546,350,001,362
Basis $25,206,700,000 $19,797,919,095
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$1,144,196,922,000$896,649,567,309
ProductVolume
CAD
USD
Equivalent
IRS $328,028,264,068 $258,808,068,910
OIS $204,683,560,000 $161,582,962,233
Basis $14,175,000,000 $11,165,573,157
Zeroes $103,244,000 $81,353,510
FRAs $0 $0
VNS $386,612,839 $305,336,724
Inflation $0 $0
Total$547,376,680,907$431,943,294,534
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK534,541,777,702 $25,991,760,079
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,211,968,000,000 $58,835,379,424
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,746,509,777,702$84,827,139,503
ProductVolume
DKK
USD
Equivalent
IRS DKK19,554,000,000 $3,238,027,569
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK2,000,000,000 $331,153,241
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK21,554,000,000$3,569,180,810
ProductVolume
HKD
USD
Equivalent
IRS HKD307,551,439,618 $39,306,474,359
OIS HKD0 $0
Basis HKD4,273,600,000 $546,192,335
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD311,825,039,618$39,852,666,694
ProductVolume
HUF
USD
Equivalent
IRS HUF14,799,345,687,318 $58,289,288,195
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,770,000,000,000 $6,974,446,111
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF16,569,345,687,318$65,263,734,306
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
MXN
USD
Equivalent
IRS MXN8,522,206,000 $457,780,136
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,522,206,000$457,780,136
ProductVolume
NOK
USD
Equivalent
IRS NOK200,227,530,000 $25,501,952,961
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK657,116,000,000 $83,635,336,504
VNS NOK593,629,920 $75,689,943
Inflation NOK0 $0
TotalNOK857,937,159,920$109,212,979,408
ProductVolume
NZD
USD
Equivalent
IRS NZD144,571,299,792 $106,047,979,696
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD144,571,299,792$106,047,979,696
ProductVolume
PLN
USD
Equivalent
IRS PLN116,819,419,773 $34,709,455,879
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN39,894,000,000 $11,820,125,250
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN156,713,419,773$46,529,581,129
ProductVolume
SEK
USD
Equivalent
IRS SEK1,083,639,668,000 $133,700,599,064
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,727,362,000,000 $212,932,641,370
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,811,001,668,000$346,633,240,434
ProductVolume
SGD
USD
Equivalent
IRS SGD92,174,019,826 $69,853,047,820
OIS SGD0 $0
Basis SGD460,000,000 $347,523,892
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD92,634,019,826$70,200,571,712
ProductVolume
ZAR
USD
Equivalent
IRS ZAR883,162,603,152 $75,629,657,783
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR883,162,603,152$75,629,657,783
ProductUSD
Equivalent
IRS$6,173,784,540,221
OIS$7,101,710,405,386
Basis$804,424,001,729
Zeroes$2,078,792,411
FRAs$7,275,844,046,798
VNS$13,265,228,132
Inflation$92,504,308,643
Total$21,463,611,323,320
Show:
ProductUSD
Equivalent
IRS $20,788,958,912,973
OIS $32,384,654,559,972
Basis $4,158,355,887,608
Zeroes $2,793,969,925
FRAs $33,873,787,300,000
VNS $53,001,845,907
Inflation $142,884,006,122
Total$91,404,436,482,507
ProductVolume
EUR
USD
Equivalent
IRS €15,601,767,838,981 $19,150,214,367,923
OIS €9,290,252,067,693 $11,417,969,146,145
Basis €62,441,970,364 $76,268,207,928
Zeroes €355,412,252 $438,930,585
FRAs €10,937,942,800,000 $13,394,376,427,640
VNS €15,937,295,993 $19,531,193,997
Inflation €273,496,071,440 $335,693,617,097
Total€36,182,193,456,723$44,394,491,891,315
ProductVolume
GBP
USD
Equivalent
IRS £3,157,812,391,453 $4,395,350,388,441
OIS £4,616,223,022,484 $6,430,098,543,056
Basis £425,541,170,200 $592,240,954,790
Zeroes £3,446,409,871 $4,837,073,758
FRAs £3,750,338,200,000 $5,190,680,834,779
VNS £9,342,824,123 $13,012,798,016
Inflation £175,603,785,957 $244,593,924,065
Total£12,138,307,804,088$16,870,814,516,905
ProductVolume
JPY
USD
Equivalent
IRS ¥220,317,025,054,966 $2,007,768,914,654
OIS ¥21,170,603,600,000 $193,463,772,452
Basis ¥18,040,554,035,726 $163,561,755,350
Zeroes ¥0 $0
FRAs ¥560,000,000,000 $5,093,339,148
VNS ¥629,648,624 $5,718,620
Inflation ¥0 $0
Total¥260,088,812,339,316$2,369,893,500,224
ProductVolume
CHF
USD
Equivalent
IRS CHF592,548,829,728 $624,503,274,193
OIS CHF31,984,000,000 $33,933,278,633
Basis CHF35,280,900,000 $37,309,321,798
Zeroes CHF0 $0
FRAs CHF634,234,000,000 $674,036,664,807
VNS CHF14,000,000 $14,985,282
Inflation CHF0 $0
TotalCHF1,294,061,729,728$1,369,797,524,713
ProductVolume
AUD
USD
Equivalent
IRS $2,439,398,903,830 $1,931,118,336,099
OIS $4,476,398,660,000 $3,542,821,593,375
Basis $195,849,980,000 $155,140,493,049
Zeroes $0 $0
FRAs $0 $0
VNS $449,310,204 $357,628,238
Inflation $0 $0
Total$7,112,096,854,034$5,629,438,050,761
ProductVolume
CAD
USD
Equivalent
IRS $2,613,341,024,858 $2,092,619,970,874
OIS $1,888,437,170,000 $1,513,661,539,183
Basis $46,758,100,000 $37,325,576,032
Zeroes $741,543,932 $594,184,117
FRAs $0 $0
VNS $8,918,051,178 $7,156,442,792
Inflation $0 $0
Total$4,558,195,889,968$3,651,357,712,998
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK4,656,187,540,820 $225,427,310,364
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,303,816,000,000 $208,250,496,173
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK8,960,003,540,820$433,677,806,537
ProductVolume
DKK
USD
Equivalent
IRS DKK218,989,895,686 $36,216,278,976
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK109,000,000,000 $18,048,813,259
VNS DKK800,000,000 $133,435,634
Inflation DKK0 $0
TotalDKK328,789,895,686$54,398,527,869
ProductVolume
HKD
USD
Equivalent
IRS HKD2,709,879,583,708 $346,524,329,074
OIS HKD0 $0
Basis HKD94,647,600,000 $12,102,476,556
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,804,527,183,708$358,626,805,630
ProductVolume
HUF
USD
Equivalent
IRS HUF95,171,206,559,176 $376,705,670,153
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF42,206,580,000,000 $166,856,920,128
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF137,377,786,559,176$543,562,590,281
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
MXN
USD
Equivalent
IRS MXN293,895,419,544 $15,641,092,206
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN293,895,419,544$15,641,092,206
ProductVolume
NOK
USD
Equivalent
IRS NOK1,617,658,539,971 $205,628,217,579
OIS NOK0 $0
Basis NOK85,390,000,000 $10,879,942,333
Zeroes NOK0 $0
FRAs NOK4,127,053,655,690 $525,663,523,653
VNS NOK1,297,730,240 $165,719,618
Inflation NOK0 $0
TotalNOK5,831,399,925,901$742,337,403,183
ProductVolume
NZD
USD
Equivalent
IRS NZD973,384,205,236 $708,739,510,875
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD973,384,205,236$708,739,510,875
ProductVolume
PLN
USD
Equivalent
IRS PLN944,272,959,817 $278,786,490,119
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN283,518,000,000 $83,504,533,677
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,227,790,959,817$362,291,023,796
ProductVolume
SEK
USD
Equivalent
IRS SEK6,677,981,647,892 $830,312,082,598
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,416,252,000,000 $1,297,171,338,692
VNS SEK1,567,579,130 $195,252,951
Inflation SEK0 $0
TotalSEK17,095,801,227,022$2,127,678,674,241
ProductVolume
SGD
USD
Equivalent
IRS SGD1,151,292,897,054 $871,559,519,911
OIS SGD0 $0
Basis SGD900,000,000 $681,185,832
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,152,192,897,054$872,240,705,743
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,491,950,097,754 $541,195,938,221
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR6,491,968,097,754$541,197,450,333
ProductUSD
Equivalent
IRS$55,427,270,605,233
OIS$55,516,602,432,816
Basis$5,243,865,801,276
Zeroes$8,664,158,385
FRAs$55,437,470,191,956
VNS$93,576,533,167
Inflation$723,171,547,284
Total$172,450,621,270,117
Show:
ProductUSD
Equivalent
IRS $43,508,049,387,781
OIS $25,556,191,862,245
Basis $20,049,504,529,335
Zeroes $124,303,609,850
FRAs $37,479,073,489,043
VNS $866,109,912,117
Inflation $755,213,681,960
Total$128,338,446,472,331
ProductVolume
EUR
USD
Equivalent
IRS €44,061,121,318,194 $54,166,539,492,521
OIS €18,385,436,106,880 $22,602,135,877,993
Basis €1,180,215,123,746 $1,450,897,462,377
Zeroes €329,916,276,399 $405,582,574,391
FRAs €20,393,348,712,044 $25,070,563,239,152
VNS €509,655,569,267 $626,545,074,078
Inflation €1,423,857,032,120 $1,750,418,642,437
Total€86,283,550,138,650$106,072,682,362,949
ProductVolume
GBP
USD
Equivalent
IRS £8,738,535,313,103 $12,209,044,612,702
OIS £7,040,979,172,220 $9,837,304,050,467
Basis £4,139,090,119,789 $5,782,929,760,863
Zeroes £273,085,645,081 $381,541,609,025
FRAs £6,038,835,041,622 $8,437,158,378,402
VNS £184,993,502,662 $258,463,672,244
Inflation £1,023,894,505,576 $1,430,534,208,465
Total£27,439,413,300,053$38,336,976,292,168
ProductVolume
JPY
USD
Equivalent
IRS ¥1,173,905,621,439,240 $10,982,884,609,059
OIS ¥68,497,827,411,072 $640,855,381,121
Basis ¥210,371,644,795,550 $1,968,205,499,327
Zeroes ¥800,000,000,000 $7,484,679,796
FRAs ¥1,288,000,000,000 $12,050,334,472
VNS ¥65,732,203,260 $614,980,617
Inflation ¥0 $0
Total¥1,454,928,825,849,122$13,612,095,484,392
ProductVolume
CHF
USD
Equivalent
IRS CHF1,869,505,331,256 $1,995,629,089,727
OIS CHF46,738,146,460 $49,891,275,043
Basis CHF526,629,262,000 $562,157,623,826
Zeroes CHF6,647,980,159 $7,096,477,539
FRAs CHF1,181,130,535,639 $1,260,813,979,119
VNS CHF1,665,836,748 $1,778,220,269
Inflation CHF0 $0
TotalCHF3,632,317,092,262$3,877,366,665,523
ProductVolume
AUD
USD
Equivalent
IRS $11,224,532,804,712 $8,802,839,852,095
OIS $7,678,074,536,747 $6,021,529,955,444
Basis $2,405,739,474,102 $1,886,701,182,565
Zeroes $3,288,041,539 $2,578,646,577
FRAs $0 $0
VNS $16,137,651,523 $12,655,953,207
Inflation $0 $0
Total$21,327,772,508,623$16,726,305,589,888
ProductVolume
CAD
USD
Equivalent
IRS $9,333,599,184,892 $7,390,608,270,561
OIS $2,669,513,775,581 $2,113,796,639,149
Basis $533,317,815,269 $422,296,155,887
Zeroes $15,572,278,265 $12,330,571,118
FRAs $0 $0
VNS $144,160,567,072 $114,150,421,310
Inflation $0 $0
Total$12,696,163,621,079$10,053,182,058,025
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$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
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 CZK18,396,967,751,460 $892,341,947,055
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,546,819,295
FRAs CZK7,759,604,111,126 $376,378,343,129
VNS CZK1,853,879,780 $89,922,139
Inflation CZK0 $0
TotalCZK26,190,315,742,366$1,270,357,031,618
ProductVolume
DKK
USD
Equivalent
IRS DKK3,806,819,478,596 $628,597,762,336
OIS DKK0 $0
Basis DKK13,900,000,000 $2,295,225,436
Zeroes DKK15,500,000,000 $2,559,424,047
FRAs DKK398,378,000,000 $65,781,821,484
VNS DKK5,225,826,085 $862,909,997
Inflation DKK0 $0
TotalDKK4,239,823,304,681$700,097,143,300
ProductVolume
HKD
USD
Equivalent
IRS HKD14,082,021,910,482 $1,799,929,944,525
OIS HKD0 $0
Basis HKD521,233,600,000 $66,622,816,716
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,603,255,510,482$1,866,552,761,241
ProductVolume
HUF
USD
Equivalent
IRS HUF245,339,455,985,295 $963,816,366,079
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF183,115,000,000 $719,367,511
FRAs HUF60,837,343,212,794 $238,999,580,486
VNS HUF200,087,904,000 $786,045,586
Inflation HUF0 $0
TotalHUF306,560,002,102,089$1,204,321,359,662
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
MXN
USD
Equivalent
IRS MXN737,342,667,060 $39,780,991,530
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN737,342,667,060$39,780,991,530
ProductVolume
NOK
USD
Equivalent
IRS NOK8,239,974,102,435 $1,050,012,628,536
OIS NOK0 $0
Basis NOK169,718,880,000 $21,627,127,111
Zeroes NOK6,085,453,072 $775,463,915
FRAs NOK9,424,061,592,619 $1,200,899,852,516
VNS NOK22,469,093,282 $2,863,216,729
Inflation NOK0 $0
TotalNOK17,862,309,121,408$2,276,178,288,807
ProductVolume
NZD
USD
Equivalent
IRS NZD5,250,655,201,312 $3,827,990,174,517
OIS NZD0 $0
Basis NZD18,278,000,000 $13,325,575,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD390,581,776 $284,753,644
Inflation NZD0 $0
TotalNZD5,269,323,783,088$3,841,600,504,061
ProductVolume
PLN
USD
Equivalent
IRS PLN3,558,770,443,907 $1,048,238,716,909
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,290,000,000 $969,072,165
FRAs PLN830,803,281,052 $244,713,779,397
VNS PLN4,531,385,838 $1,334,723,369
Inflation PLN0 $0
TotalPLN4,397,395,110,797$1,295,256,291,840
ProductVolume
SEK
USD
Equivalent
IRS SEK25,533,417,942,217 $3,123,372,979,923
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK113,084,415,614 $13,833,040,644
FRAs SEK22,360,757,361,656 $2,735,277,568,873
VNS SEK32,491,985,266 $3,974,579,082
Inflation SEK0 $0
TotalSEK48,039,751,704,753$5,876,458,168,522
ProductVolume
SGD
USD
Equivalent
IRS SGD2,848,428,118,826 $2,158,308,860,637
OIS SGD0 $0
Basis SGD2,682,600,000 $2,032,657,700
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,851,110,718,826$2,160,341,518,337
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,414,900,010,067 $2,287,994,803,817
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR26,414,900,010,067$2,287,994,803,817
ProductUSD
Equivalent
IRS$156,875,980,490,310
OIS$66,821,705,041,462
Basis$32,228,595,617,043
Zeroes$961,321,355,873
FRAs$77,121,710,366,073
VNS$1,890,514,384,388
Inflation$3,936,166,532,862
Total$339,835,993,788,011

Figures as of COB Feb 23, 2018.

Notional Outstanding by Product

As of COB Feb 23, 2018

Daily Notional by Tenor

As of COB Feb 23, 2018

Notional Outstanding by Currency

As of COB Feb 23, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

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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