Volumes

  • Client Notional Cleared (USD)
    $816,871,811,705,354
    Client Notional Outstanding (USD)
    $48,120,704,579,080
    As of COB Sep 25, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,376,183,000,000,000
    Trades Compressed
    16,891,169
  • 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 Sep 25, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,010,545,756,859
$3,476,603,663,430
$109,060,224,667,504
$23,467,481,963,897
EUR
€248,985,815,471
€1,068,668,300,711
€28,107,050,150,063
€10,326,826,949,037
GBP
£57,831,712,579
£529,753,037,547
£17,155,868,464,102
£3,349,192,080,964
JPY
¥1,328,461,400,000
¥4,111,368,421,430
¥259,053,621,951,778
¥123,585,889,597,330
CHF
CHF3,990,627,000
CHF17,917,333,096
CHF924,390,981,599
CHF252,198,222,169
AUD
$123,999,412,332
$174,370,510,566
$5,527,423,342,923
$1,704,879,837,246
CAD
$190,078,827,665
$381,354,050,636
$10,174,547,857,609
$2,589,897,892,648
Other*
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$38,380,900,749
$299,465,714,535
$7,689,103,504,558
$3,492,925,992,117
CNY
CNY140,000,000
CNY58,093,826,290
CNY694,510,358,058
CNY254,256,999,390
CZK
CZK53,584,044,885
CZK304,653,111,321
CZK13,089,806,054,674
CZK4,193,959,455,559
DKK
DKK5,714,400,000
DKK16,424,721,153
DKK373,104,106,905
DKK702,736,102,055
HKD
HKD5,386,000,000
HKD115,187,611,167
HKD4,748,289,722,291
HKD3,054,879,998,965
HUF
HUF682,495,400,000
HUF4,889,688,814,511
HUF148,469,464,023,284
HUF33,175,466,437,481
INR
INR87,365,000,000
INR549,994,493,679
INR6,827,235,253,679
INR3,445,915,513,653
KRW
KRW53,400,000,000
KRW36,549,097,742,115
KRW358,026,940,646,252
KRW203,772,699,709,444
MXN
MXN1,955,399,000
MXN10,366,894,000
MXN568,846,705,354
MXN287,470,242,440
NOK
NOK36,463,100,000
NOK355,821,125,112
NOK5,632,328,575,288
NOK1,621,165,350,978
NZD
NZD4,430,766,000
NZD25,372,778,957
NZD1,124,556,083,482
NZD532,448,863,063
PLN
PLN14,587,683,958
PLN20,740,315,764
PLN1,754,498,876,653
PLN885,529,751,406
SEK
SEK92,562,625,193
SEK806,606,024,121
SEK18,612,195,209,323
SEK6,969,144,052,620
SGD
SGD3,165,120,000
SGD20,475,924,330
SGD691,389,263,519
SGD522,037,371,742
ZAR
ZAR89,449,132,784
ZAR431,565,709,817
ZAR8,157,976,262,281
ZAR6,130,758,523,986
Total in USD$1,670,754,404,690$6,200,169,789,843$188,887,043,701,757$48,120,704,579,080

Figures as of COB Sep 25, 2018. Weekly figures as of COB Sep 21, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $129,516,907,444
OIS $497,376,346,566
Basis $28,903,124,000
Zeroes $0
FRAs $354,082,400,000
VNS $185,352,991
Inflation $481,625,858
Total$1,010,545,756,859
ProductVolume
EUR
USD
Equivalent
IRS €124,502,223,934 $146,507,992,014
OIS €109,859,068,000 $129,276,658,269
Basis €578,000,000 $680,161,500
Zeroes €0 $0
FRAs €12,370,000,000 $14,556,397,500
VNS €264,326,537 $311,046,252
Inflation €1,412,197,000 $1,661,802,820
Total€248,985,815,471$292,994,058,355
ProductVolume
GBP
USD
Equivalent
IRS £25,316,461,176 $33,384,817,353
OIS £26,143,652,000 $34,475,633,892
Basis £2,427,500,000 $3,201,144,250
Zeroes £649,317,975 $856,255,614
FRAs £0 $0
VNS £766,828 $1,011,216
Inflation £3,294,014,600 $4,343,817,053
Total£57,831,712,579$76,262,679,378
ProductVolume
JPY
USD
Equivalent
IRS ¥1,197,261,400,000 $10,602,270,534
OIS ¥111,000,000,000 $982,953,288
Basis ¥20,200,000,000 $178,879,787
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,328,461,400,000$11,764,103,609
ProductVolume
CHF
USD
Equivalent
IRS CHF2,945,227,000 $3,052,206,850
OIS CHF0 $0
Basis CHF545,400,000 $565,210,633
Zeroes CHF0 $0
FRAs CHF500,000,000 $518,161,563
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,990,627,000$4,135,579,046
ProductVolume
AUD
USD
Equivalent
IRS $52,640,412,332 $38,156,402,879
OIS $70,150,000,000 $50,848,227,500
Basis $409,000,000 $296,463,650
Zeroes $800,000,000 $579,880,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$123,999,412,332$89,880,974,029
ProductVolume
CAD
USD
Equivalent
IRS $16,627,501,000 $12,840,760,677
OIS $173,200,366,000 $133,755,785,003
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $250,960,665 $193,806,985
Inflation $0 $0
Total$190,078,827,665$146,790,352,665
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY140,000,000 $20,388,844
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY140,000,000$20,388,844
ProductVolume
CZK
USD
Equivalent
IRS CZK14,478,044,885 $665,473,657
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK39,106,000,000 $1,797,481,155
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK53,584,044,885$2,462,954,812
ProductVolume
DKK
USD
Equivalent
IRS DKK5,714,400,000 $901,339,138
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,714,400,000$901,339,138
ProductVolume
HKD
USD
Equivalent
IRS HKD5,386,000,000 $689,619,851
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD5,386,000,000$689,619,851
ProductVolume
HUF
USD
Equivalent
IRS HUF433,495,400,000 $1,573,514,583
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF249,000,000,000 $903,827,656
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF682,495,400,000$2,477,342,239
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR87,365,000,000 $1,201,967,394
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR87,365,000,000$1,201,967,394
ProductVolume
KRW
USD
Equivalent
IRS KRW53,400,000,000 $47,760,446
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW53,400,000,000$47,760,446
ProductVolume
MXN
USD
Equivalent
IRS MXN1,955,399,000 $102,883,247
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,955,399,000$102,883,247
ProductVolume
NOK
USD
Equivalent
IRS NOK31,387,100,000 $3,860,224,575
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,076,000,000 $624,285,134
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK36,463,100,000$4,484,509,709
ProductVolume
NZD
USD
Equivalent
IRS NZD4,430,766,000 $2,946,237,852
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD4,430,766,000$2,946,237,852
ProductVolume
PLN
USD
Equivalent
IRS PLN7,267,683,958 $1,993,959,685
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,320,000,000 $2,008,313,099
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN14,587,683,958$4,002,272,784
ProductVolume
SEK
USD
Equivalent
IRS SEK41,272,625,193 $4,685,545,234
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK51,290,000,000 $5,822,784,810
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK92,562,625,193$10,508,330,044
ProductVolume
SGD
USD
Equivalent
IRS SGD3,165,120,000 $2,317,071,742
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,165,120,000$2,317,071,742
ProductVolume
ZAR
USD
Equivalent
IRS ZAR89,449,132,784 $6,218,222,647
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR89,449,132,784$6,218,222,647
ProductUSD
Equivalent
IRS$400,083,599,252
OIS$847,917,571,912
Basis$33,824,983,820
Zeroes$1,436,135,614
FRAs$380,313,650,917
VNS$691,217,444
Inflation$6,487,245,731
Total$1,670,754,404,690
Show:
ProductUSD
Equivalent
IRS $767,697,182,269
OIS $1,514,731,044,257
Basis $157,810,283,768
Zeroes $930,000,000
FRAs $1,030,027,600,000
VNS $2,744,268,136
Inflation $2,663,285,000
Total$3,476,603,663,430
ProductVolume
EUR
USD
Equivalent
IRS €375,866,118,260 $439,811,623,324
OIS €651,643,541,760 $763,182,214,985
Basis €1,624,900,000 $1,904,374,070
Zeroes €644,700,000 $757,595,955
FRAs €33,468,000,000 $39,120,780,400
VNS €433,481,691 $507,152,916
Inflation €4,987,559,000 $5,848,249,637
Total€1,068,668,300,711$1,251,131,991,287
ProductVolume
GBP
USD
Equivalent
IRS £207,762,187,368 $272,911,957,076
OIS £249,911,497,892 $329,498,706,322
Basis £6,507,478,722 $8,566,224,876
Zeroes £68,974,731 $90,530,334
FRAs £58,676,400,000 $77,135,682,610
VNS £817,882,634 $1,075,583,576
Inflation £6,008,616,200 $7,903,477,788
Total£529,753,037,547$697,182,162,582
ProductVolume
JPY
USD
Equivalent
IRS ¥3,880,990,421,430 $34,532,487,451
OIS ¥28,038,000,000 $249,548,307
Basis ¥202,340,000,000 $1,799,809,403
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,111,368,421,430$36,581,845,161
ProductVolume
CHF
USD
Equivalent
IRS CHF16,541,333,096 $17,171,238,957
OIS CHF0 $0
Basis CHF376,000,000 $390,209,351
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,042,263,797
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,917,333,096$18,603,712,105
ProductVolume
AUD
USD
Equivalent
IRS $98,255,991,684 $71,250,657,567
OIS $73,854,572,884 $53,351,627,306
Basis $2,232,100,000 $1,620,976,395
Zeroes $0 $0
FRAs $0 $0
VNS $27,845,998 $19,996,211
Inflation $0 $0
Total$174,370,510,566$126,243,257,479
ProductVolume
CAD
USD
Equivalent
IRS $125,998,480,973 $97,261,107,053
OIS $255,343,000,000 $197,086,602,850
Basis $0 $0
Zeroes $12,569,663 $9,733,361
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$381,354,050,636$294,357,443,264
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY58,093,826,290 $8,479,002,066
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY58,093,826,290$8,479,002,066
ProductVolume
CZK
USD
Equivalent
IRS CZK240,109,111,321 $11,018,097,206
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK64,544,000,000 $2,961,149,227
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK304,653,111,321$13,979,246,433
ProductVolume
DKK
USD
Equivalent
IRS DKK16,424,721,153 $2,578,056,389
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK16,424,721,153$2,578,056,389
ProductVolume
HKD
USD
Equivalent
IRS HKD110,003,611,167 $14,038,202,574
OIS HKD0 $0
Basis HKD5,184,000,000 $662,746,928
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD115,187,611,167$14,700,949,502
ProductVolume
HUF
USD
Equivalent
IRS HUF2,464,188,814,511 $8,901,712,561
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,425,500,000,000 $8,762,005,698
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,889,688,814,511$17,663,718,259
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR549,994,493,679 $7,585,365,053
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR549,994,493,679$7,585,365,053
ProductVolume
KRW
USD
Equivalent
IRS KRW36,549,097,742,115 $32,604,271,931
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW36,549,097,742,115$32,604,271,931
ProductVolume
MXN
USD
Equivalent
IRS MXN10,366,894,000 $550,911,396
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN10,366,894,000$550,911,396
ProductVolume
NOK
USD
Equivalent
IRS NOK102,697,896,472 $12,595,045,411
OIS NOK0 $0
Basis NOK8,270,000,000 $1,014,441,218
Zeroes NOK0 $0
FRAs NOK244,440,000,000 $29,978,375,547
VNS NOK413,228,640 $50,671,227
Inflation NOK0 $0
TotalNOK355,821,125,112$43,638,533,403
ProductVolume
NZD
USD
Equivalent
IRS NZD25,175,388,169 $16,664,992,714
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD197,390,788 $130,633,223
Inflation NZD0 $0
TotalNZD25,372,778,957$16,795,625,937
ProductVolume
PLN
USD
Equivalent
IRS PLN16,990,315,764 $4,632,412,119
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,750,000,000 $1,027,414,848
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN20,740,315,764$5,659,826,967
ProductVolume
SEK
USD
Equivalent
IRS SEK402,836,024,121 $45,387,520,064
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK403,670,000,000 $45,401,181,753
VNS SEK100,000,000 $11,223,659
Inflation SEK0 $0
TotalSEK806,606,024,121$90,799,925,476
ProductVolume
SGD
USD
Equivalent
IRS SGD20,475,924,330 $14,968,298,410
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,475,924,330$14,968,298,410
ProductVolume
ZAR
USD
Equivalent
IRS ZAR431,565,709,817 $29,461,983,313
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR431,565,709,817$29,461,983,313
ProductUSD
Equivalent
IRS$1,902,516,759,851
OIS$2,865,685,109,080
Basis$173,769,066,009
Zeroes$1,787,859,650
FRAs$1,235,456,453,880
VNS$4,539,528,948
Inflation$16,415,012,425
Total$6,200,169,789,843
Show:
ProductUSD
Equivalent
IRS $29,099,550,656,228
OIS $51,377,272,524,253
Basis $6,378,443,513,295
Zeroes $7,582,882,749
FRAs $21,970,039,160,000
VNS $72,964,715,306
Inflation $154,371,215,673
Total$109,060,224,667,504
ProductVolume
EUR
USD
Equivalent
IRS €13,560,101,773,753 $16,196,581,412,808
OIS €11,887,835,212,098 $14,164,859,916,822
Basis €129,027,885,182 $153,511,412,226
Zeroes €7,857,869,874 $9,385,601,649
FRAs €2,260,695,444,592 $2,675,553,709,541
VNS €34,439,633,409 $41,040,489,489
Inflation €227,092,331,155 $271,568,104,650
Total€28,107,050,150,063$33,512,500,647,185
ProductVolume
GBP
USD
Equivalent
IRS £4,282,972,129,047 $5,795,787,497,184
OIS £10,811,317,767,939 $14,641,336,081,489
Basis £306,035,923,022 $415,832,070,509
Zeroes £14,017,059,618 $19,070,045,474
FRAs £1,542,385,382,970 $2,089,012,680,642
VNS £19,447,195,303 $26,258,901,071
Inflation £179,693,006,203 $242,184,901,241
Total£17,155,868,464,102$23,229,482,177,610
ProductVolume
JPY
USD
Equivalent
IRS ¥209,914,882,133,915 $1,914,653,928,641
OIS ¥25,389,057,800,000 $232,141,369,603
Basis ¥20,720,162,017,863 $188,754,851,625
Zeroes ¥0 $0
FRAs ¥3,026,480,000,000 $27,380,744,926
VNS ¥3,040,000,000 $27,331,985
Inflation ¥0 $0
Total¥259,053,621,951,778$2,362,958,226,780
ProductVolume
CHF
USD
Equivalent
IRS CHF616,861,719,599 $636,541,549,371
OIS CHF8,623,500,000 $8,818,428,008
Basis CHF23,068,312,000 $23,964,545,321
Zeroes CHF0 $0
FRAs CHF275,718,550,000 $283,106,482,395
VNS CHF118,900,000 $120,693,447
Inflation CHF0 $0
TotalCHF924,390,981,599$952,551,698,542
ProductVolume
AUD
USD
Equivalent
IRS $2,276,701,525,259 $1,719,744,348,109
OIS $3,160,127,692,884 $2,420,058,747,746
Basis $85,529,180,000 $64,556,966,720
Zeroes $3,130,000,000 $2,281,263,000
FRAs $0 $0
VNS $1,934,944,780 $1,481,123,053
Inflation $0 $0
Total$5,527,423,342,923$4,208,122,448,628
ProductVolume
CAD
USD
Equivalent
IRS $2,913,958,002,482 $2,265,235,287,039
OIS $7,237,949,387,999 $5,589,256,544,869
Basis $20,813,490,000 $16,184,582,945
Zeroes $135,096,311 $104,516,344
FRAs $0 $0
VNS $1,691,880,817 $1,319,399,753
Inflation $0 $0
Total$10,174,547,857,609$7,872,100,330,950
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY694,510,358,058 $102,783,452,956
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY694,510,358,058$102,783,452,956
ProductVolume
CZK
USD
Equivalent
IRS CZK7,892,853,627,514 $370,177,639,493
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,196,310,000,000 $240,406,660,757
VNS CZK642,427,160 $29,574,982
Inflation CZK0 $0
TotalCZK13,089,806,054,674$610,613,875,232
ProductVolume
DKK
USD
Equivalent
IRS DKK359,557,606,905 $58,337,789,998
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK46,500,000 $7,409,940
Inflation DKK0 $0
TotalDKK373,104,106,905$60,585,484,502
ProductVolume
HKD
USD
Equivalent
IRS HKD4,632,096,522,291 $590,596,529,809
OIS HKD0 $0
Basis HKD116,007,000,000 $14,797,413,290
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD186,200,000 $23,721,168
Inflation HKD0 $0
TotalHKD4,748,289,722,291$605,417,664,267
ProductVolume
HUF
USD
Equivalent
IRS HUF97,898,670,416,909 $373,189,847,692
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF50,567,076,328,000 $190,007,777,370
VNS HUF3,717,278,375 $13,908,463
Inflation HUF0 $0
TotalHUF148,469,464,023,284$563,211,533,525
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,827,235,253,679 $97,587,821,596
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,827,235,253,679$97,587,821,596
ProductVolume
KRW
USD
Equivalent
IRS KRW358,026,940,646,252 $320,654,819,883
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW358,026,940,646,252$320,654,819,883
ProductVolume
MXN
USD
Equivalent
IRS MXN568,846,705,354 $29,954,168,443
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN568,846,705,354$29,954,168,443
ProductVolume
NOK
USD
Equivalent
IRS NOK2,615,900,911,817 $325,028,075,026
OIS NOK0 $0
Basis NOK92,581,300,000 $11,666,777,219
Zeroes NOK0 $0
FRAs NOK2,918,879,014,534 $365,582,798,594
VNS NOK4,967,348,937 $618,343,571
Inflation NOK0 $0
TotalNOK5,632,328,575,288$702,895,994,410
ProductVolume
NZD
USD
Equivalent
IRS NZD1,124,345,658,997 $785,155,992,971
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD210,424,485 $139,621,739
Inflation NZD0 $0
TotalNZD1,124,556,083,482$785,295,614,710
ProductVolume
PLN
USD
Equivalent
IRS PLN1,323,842,723,647 $374,632,630,963
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN430,656,153,006 $120,932,938,287
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,754,498,876,653$495,565,569,250
ProductVolume
SEK
USD
Equivalent
IRS SEK10,274,050,716,627 $1,198,462,737,231
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK8,333,906,055,312 $975,179,544,781
VNS SEK4,238,437,384 $490,881,114
Inflation SEK0 $0
TotalSEK18,612,195,209,323$2,174,133,163,126
ProductVolume
SGD
USD
Equivalent
IRS SGD690,683,263,519 $515,300,476,205
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
TotalSGD691,389,263,519$515,835,529,939
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,157,367,262,281 $624,523,008,510
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $45,048,153
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR8,157,976,262,281$624,568,812,719
ProductUSD
Equivalent
IRS$63,296,891,848,560
OIS$88,531,331,434,386
Basis$7,268,122,941,742
Zeroes$38,502,187,869
FRAs$28,939,442,781,857
VNS$144,628,285,779
Inflation$668,124,221,564
Total$188,887,043,701,757
Show:
ProductUSD
Equivalent
IRS $10,241,258,383,601
OIS $6,764,327,984,459
Basis $2,968,537,224,593
Zeroes $5,463,707,813
FRAs $3,197,960,631,528
VNS $219,894,160,368
Inflation $70,039,871,534
Total$23,467,481,963,896
ProductVolume
EUR
USD
Equivalent
IRS €5,481,326,850,236 $6,450,151,371,015
OIS €3,918,337,608,906 $4,610,903,781,280
Basis €136,414,336,828 $160,525,570,863
Zeroes €14,618,055,919 $17,201,797,302
FRAs €540,744,998,224 $636,321,676,660
VNS €116,536,809,018 $137,134,690,012
Inflation €118,848,289,906 $139,854,725,146
Total€10,326,826,949,037$12,152,093,612,278
ProductVolume
GBP
USD
Equivalent
IRS £1,329,661,412,613 $1,753,424,504,813
OIS £1,392,729,986,525 $1,836,593,033,230
Basis £178,080,604,222 $234,834,892,788
Zeroes £18,895,165,713 $24,917,055,026
FRAs £222,921,105,870 $293,966,062,311
VNS £55,803,226,991 $73,587,715,434
Inflation £151,100,579,030 $199,256,333,567
Total£3,349,192,080,964$4,416,579,597,169
ProductVolume
JPY
USD
Equivalent
IRS ¥94,641,626,789,512 $838,092,776,529
OIS ¥8,558,009,722,500 $75,784,899,026
Basis ¥18,590,100,000,000 $164,623,422,626
Zeroes ¥0 $0
FRAs ¥1,788,400,000,000 $15,837,059,996
VNS ¥7,753,085,318 $68,656,943
Inflation ¥0 $0
Total¥123,585,889,597,330$1,094,406,815,120
ProductVolume
CHF
USD
Equivalent
IRS CHF196,232,092,297 $203,359,855,223
OIS CHF4,141,131,684 $4,291,550,530
Basis CHF32,918,617,000 $34,114,324,058
Zeroes CHF0 $0
FRAs CHF18,242,881,188 $18,905,519,652
VNS CHF663,500,000 $687,600,394
Inflation CHF0 $0
TotalCHF252,198,222,169$261,358,849,857
ProductVolume
AUD
USD
Equivalent
IRS $962,635,640,539 $697,766,444,045
OIS $652,923,682,746 $473,271,731,438
Basis $83,630,120,000 $60,619,292,482
Zeroes $2,740,102,501 $1,986,163,298
FRAs $0 $0
VNS $2,950,291,460 $2,138,518,765
Inflation $0 $0
Total$1,704,879,837,246$1,235,782,150,028
ProductVolume
CAD
USD
Equivalent
IRS $994,213,876,595 $767,792,012,198
OIS $1,554,612,982,708 $1,200,566,053,524
Basis $35,253,461,646 $27,224,852,611
Zeroes $135,096,311 $104,329,532
FRAs $0 $0
VNS $5,682,475,387 $4,388,350,751
Inflation $0 $0
Total$2,589,897,892,647$2,000,075,598,616
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY254,256,999,390 $37,028,617,111
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY254,256,999,390$37,028,617,111
ProductVolume
CZK
USD
Equivalent
IRS CZK3,219,734,942,167 $147,992,964,799
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK972,655,146,342 $44,707,443,755
VNS CZK1,569,367,050 $72,134,908
Inflation CZK0 $0
TotalCZK4,193,959,455,559$192,772,543,462
ProductVolume
DKK
USD
Equivalent
IRS DKK695,639,943,597 $109,724,119,244
OIS DKK0 $0
Basis DKK5,050,000,000 $796,542,532
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,046,158,458 $322,743,018
Inflation DKK0 $0
TotalDKK702,736,102,055$110,843,404,794
ProductVolume
HKD
USD
Equivalent
IRS HKD2,857,469,798,965 $365,868,529,080
OIS HKD0 $0
Basis HKD197,224,000,000 $25,252,429,546
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD186,200,000 $23,840,924
Inflation HKD0 $0
TotalHKD3,054,879,998,965$391,144,799,550
ProductVolume
HUF
USD
Equivalent
IRS HUF21,538,209,330,218 $78,180,037,134
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $167,335,160
FRAs HUF11,584,495,876,888 $42,049,750,002
VNS HUF6,661,230,375 $24,179,133
Inflation HUF0 $0
TotalHUF33,175,466,437,481$120,421,301,429
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,445,915,513,653 $47,408,894,733
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,445,915,513,653$47,408,894,733
ProductVolume
KRW
USD
Equivalent
IRS KRW203,772,699,709,444 $182,252,343,043
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW203,772,699,709,444$182,252,343,043
ProductVolume
MXN
USD
Equivalent
IRS MXN287,470,242,440 $15,125,236,370
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN287,470,242,440$15,125,236,370
ProductVolume
NOK
USD
Equivalent
IRS NOK1,033,443,364,938 $127,100,734,843
OIS NOK0 $0
Basis NOK40,718,840,000 $5,007,913,023
Zeroes NOK0 $0
FRAs NOK532,548,783,918 $65,496,904,884
VNS NOK14,454,362,122 $1,777,707,526
Inflation NOK0 $0
TotalNOK1,621,165,350,978$199,383,260,276
ProductVolume
NZD
USD
Equivalent
IRS NZD530,878,421,542 $353,007,606,405
OIS NZD0 $0
Basis NZD1,300,000,000 $864,435,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,441,521 $179,830,089
Inflation NZD0 $0
TotalNZD532,448,863,063$354,051,871,494
ProductVolume
PLN
USD
Equivalent
IRS PLN730,090,289,342 $200,307,362,262
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN154,189,899,264 $42,303,496,513
VNS PLN1,249,562,800 $342,829,691
Inflation PLN0 $0
TotalPLN885,529,751,406$242,953,688,466
ProductVolume
SEK
USD
Equivalent
IRS SEK4,637,122,798,028 $526,437,281,947
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,495,568
FRAs SEK2,321,290,161,826 $263,528,428,430
VNS SEK10,471,281,056 $1,188,770,058
Inflation SEK0 $0
TotalSEK6,969,144,052,620$791,183,976,003
ProductVolume
SGD
USD
Equivalent
IRS SGD521,516,671,742 $381,783,800,690
OIS SGD0 $0
Basis SGD361,700,000 $264,787,701
Zeroes SGD39,000,000 $28,550,512
FRAs SGD0 $0
VNS SGD120,000,000 $87,847,731
Inflation SGD0 $0
TotalSGD522,037,371,742$382,164,986,634
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,130,158,523,986 $426,149,358,636
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $41,710,115
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,130,758,523,986$426,191,068,751
ProductUSD
Equivalent
IRS$23,902,803,338,988
OIS$15,013,147,928,220
Basis$3,682,665,687,823
Zeroes$49,940,144,326
FRAs$4,621,076,973,731
VNS$441,919,575,745
Inflation$409,150,930,247
Total$48,120,704,579,080

Figures as of COB Sep 25, 2018.

Notional Outstanding by Product

As of COB Sep 25, 2018

Daily Notional by Tenor
 

As of COB Sep 25, 2018

Notional Outstanding by Tenor
 

As of COB Sep 25, 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
$4,003,553,908,251
$12,812,819,181,690
$412,477,410,637,474
$134,249,637,851,912
EUR
€1,700,397,147,938
€5,688,378,407,384
€162,712,337,245,054
€80,943,475,893,340
GBP
£353,126,241,660
£2,451,933,767,232
£73,954,408,222,598
£31,049,772,383,744
JPY
¥9,033,526,800,000
¥14,808,163,974,860
¥1,122,492,232,517,652
¥1,175,785,885,344,140
CHF
CHF22,794,602,400
CHF130,789,560,342
CHF4,794,363,742,686
CHF3,642,936,575,865
AUD
$298,657,820,664
$983,317,255,960
$30,363,548,812,674
$22,021,077,837,391
CAD
$426,563,340,626
$1,032,271,060,940
$30,466,154,167,367
$17,954,142,556,306
Other*
Show All
Hide
$151,713,345,788
$1,112,712,211,476
$31,799,777,565,770
$25,333,326,907,804
CNY
CNY3,030,000,000
CNY209,023,652,580
CNY2,968,815,250,869
CNY2,166,413,053,581
CZK
CZK175,170,839,770
CZK1,295,828,262,642
CZK48,484,886,957,801
CZK36,289,456,207,324
DKK
DKK13,971,600,000
DKK57,554,442,306
DKK1,425,787,227,586
DKK4,009,475,266,602
HKD
HKD10,772,000,000
HKD601,474,414,698
HKD22,766,494,020,150
HKD20,831,262,402,315
HUF
HUF3,112,121,200,000
HUF42,855,299,385,510
HUF553,557,535,571,458
HUF310,315,226,148,058
INR
INR366,850,000,000
INR1,922,886,987,358
INR41,023,757,186,264
INR33,083,228,680,370
KRW
KRW106,800,000,000
KRW96,730,861,304,230
KRW1,100,130,062,920,089
KRW820,776,331,725,665
MXN
MXN5,698,472,000
MXN20,733,788,000
MXN1,599,884,927,314
MXN1,193,366,275,575
NOK
NOK73,142,200,000
NOK1,359,586,635,224
NOK22,788,360,333,915
NOK18,748,206,848,219
NZD
NZD47,537,638,000
NZD124,640,690,865
NZD5,114,555,420,393
NZD5,863,478,440,392
PLN
PLN36,642,907,916
PLN95,491,951,528
PLN5,492,827,232,800
PLN4,738,018,072,605
SEK
SEK327,385,650,386
SEK2,096,914,490,056
SEK74,116,342,449,270
SEK54,373,865,834,445
SGD
SGD12,728,760,000
SGD87,684,709,178
SGD3,836,100,226,586
SGD3,064,594,045,340
ZAR
ZAR370,473,675,568
ZAR1,349,548,892,040
ZAR35,129,486,508,675
ZAR25,184,146,863,015
Total in USD$7,271,395,655,977$25,588,851,576,940$800,625,396,585,380$339,793,141,481,143

Figures as of COB Sep 25, 2018. Weekly figures as of COB Sep 21, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $383,860,480,888
OIS $1,161,460,133,132
Basis $132,489,448,000
Zeroes $0
FRAs $2,323,574,800,000
VNS $545,064,815
Inflation $1,623,981,416
Total$4,003,553,908,251
ProductVolume
EUR
USD
Equivalent
IRS €588,480,418,894 $692,494,332,933
OIS €635,415,281,971 $747,724,933,059
Basis €1,156,000,000 $1,360,323,000
Zeroes €0 $0
FRAs €470,316,000,000 $553,444,353,000
VNS €578,653,073 $680,930,004
Inflation €4,450,794,000 $5,237,471,840
Total€1,700,397,147,938$2,000,942,343,836
ProductVolume
GBP
USD
Equivalent
IRS £106,490,478,599 $140,428,994,128
OIS £78,321,322,000 $103,282,327,321
Basis £26,834,267,200 $35,386,348,157
Zeroes £1,298,635,950 $1,712,511,227
FRAs £128,870,000,000 $169,940,869,000
VNS £1,520,199,567 $2,004,687,169
Inflation £9,791,338,344 $12,911,837,874
Total£353,126,241,660$465,667,574,876
ProductVolume
JPY
USD
Equivalent
IRS ¥8,771,126,800,000 $77,672,143,458
OIS ¥222,000,000,000 $1,965,906,575
Basis ¥40,400,000,000 $357,759,575
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥9,033,526,800,000$79,995,809,608
ProductVolume
CHF
USD
Equivalent
IRS CHF12,843,740,000 $13,310,264,781
OIS CHF0 $0
Basis CHF8,781,600,000 $9,100,575,159
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,036,323,126
VNS CHF169,262,400 $175,410,539
Inflation CHF0 $0
TotalCHF22,794,602,400$23,622,573,605
ProductVolume
AUD
USD
Equivalent
IRS $145,051,820,664 $105,140,812,208
OIS $148,800,000,000 $107,857,680,000
Basis $3,206,000,000 $2,323,869,100
Zeroes $1,600,000,000 $1,159,760,000
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$298,657,820,664$216,482,121,308
ProductVolume
CAD
USD
Equivalent
IRS $55,298,902,000 $42,705,152,521
OIS $368,900,732,000 $284,887,429,145
Basis $1,146,000,000 $885,010,426
Zeroes $28,607,000 $22,092,053
FRAs $0 $0
VNS $1,189,099,626 $918,294,560
Inflation $0 $0
Total$426,563,340,626$329,417,978,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY3,030,000,000 $441,272,846
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,030,000,000$441,272,846
ProductVolume
CZK
USD
Equivalent
IRS CZK53,146,839,770 $2,442,858,971
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK122,024,000,000 $5,608,751,609
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK175,170,839,770$8,051,610,580
ProductVolume
DKK
USD
Equivalent
IRS DKK13,971,600,000 $2,203,757,157
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK13,971,600,000$2,203,757,157
ProductVolume
HKD
USD
Equivalent
IRS HKD10,772,000,000 $1,379,239,702
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,772,000,000$1,379,239,702
ProductVolume
HUF
USD
Equivalent
IRS HUF1,470,121,200,000 $5,336,289,951
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,642,000,000,000 $5,960,180,766
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,112,121,200,000$11,296,470,717
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR366,850,000,000 $5,047,121,139
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR366,850,000,000$5,047,121,139
ProductVolume
KRW
USD
Equivalent
IRS KRW106,800,000,000 $95,520,893
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW106,800,000,000$95,520,893
ProductVolume
MXN
USD
Equivalent
IRS MXN5,698,472,000 $299,824,897
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,698,472,000$299,824,897
ProductVolume
NOK
USD
Equivalent
IRS NOK62,990,200,000 $7,747,014,476
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,152,000,000 $1,248,570,269
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK73,142,200,000$8,995,584,745
ProductVolume
NZD
USD
Equivalent
IRS NZD47,537,638,000 $31,610,152,388
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD47,537,638,000$31,610,152,388
ProductVolume
PLN
USD
Equivalent
IRS PLN22,002,907,916 $6,036,711,501
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,640,000,000 $4,016,626,199
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN36,642,907,916$10,053,337,700
ProductVolume
SEK
USD
Equivalent
IRS SEK127,005,650,386 $14,418,533,279
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK200,380,000,000 $22,748,481,580
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK327,385,650,386$37,167,014,859
ProductVolume
SGD
USD
Equivalent
IRS SGD12,728,760,000 $9,318,272,328
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,728,760,000$9,318,272,328
ProductVolume
ZAR
USD
Equivalent
IRS ZAR370,473,675,568 $25,754,165,837
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR370,473,675,568$25,754,165,837
ProductUSD
Equivalent
IRS$1,562,695,795,143
OIS$2,412,225,530,371
Basis$181,903,333,417
Zeroes$2,894,363,280
FRAs$3,087,578,955,549
VNS$4,324,387,087
Inflation$19,773,291,130
Total$7,271,395,655,977
Show:
ProductUSD
Equivalent
IRS $2,750,147,228,887
OIS $3,920,756,053,847
Basis $626,191,667,536
Zeroes $2,520,000,000
FRAs $5,493,358,200,000
VNS $9,486,886,820
Inflation $10,359,144,600
Total$12,812,819,181,690
ProductVolume
EUR
USD
Equivalent
IRS €2,146,101,505,569 $2,512,388,895,772
OIS €2,503,500,021,520 $2,931,375,723,939
Basis €13,455,800,000 $15,738,370,980
Zeroes €1,367,603,282 $1,606,435,589
FRAs €999,780,000,000 $1,167,991,546,000
VNS €1,919,437,013 $2,252,212,161
Inflation €22,254,040,000 $26,062,011,787
Total€5,688,378,407,384$6,657,415,196,228
ProductVolume
GBP
USD
Equivalent
IRS £654,532,140,896 $860,170,526,475
OIS £914,382,145,784 $1,204,992,597,015
Basis £143,175,280,684 $188,229,041,382
Zeroes £567,729,896 $746,460,014
FRAs £705,610,800,000 $930,259,523,920
VNS £2,424,956,564 $3,190,080,794
Inflation £31,240,713,408 $41,063,844,015
Total£2,451,933,767,232$3,228,652,073,615
ProductVolume
JPY
USD
Equivalent
IRS ¥13,322,347,974,860 $118,550,801,854
OIS ¥356,076,000,000 $3,168,690,905
Basis ¥1,129,740,000,000 $10,047,695,586
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥14,808,163,974,860$131,767,188,345
ProductVolume
CHF
USD
Equivalent
IRS CHF56,310,760,342 $58,428,951,249
OIS CHF4,000,000,000 $4,170,250,818
Basis CHF3,182,800,000 $3,300,461,327
Zeroes CHF0 $0
FRAs CHF67,296,000,000 $69,672,834,269
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF130,789,560,342$135,572,497,663
ProductVolume
AUD
USD
Equivalent
IRS $653,376,218,196 $473,901,590,787
OIS $313,601,145,768 $227,386,221,012
Basis $16,284,200,000 $11,827,182,990
Zeroes $0 $0
FRAs $0 $0
VNS $55,691,996 $39,992,422
Inflation $0 $0
Total$983,317,255,960$713,154,987,211
ProductVolume
CAD
USD
Equivalent
IRS $434,363,637,538 $335,342,983,226
OIS $595,162,000,000 $459,292,590,695
Basis $700,000,000 $542,047,390
Zeroes $108,109,326 $83,495,344
FRAs $0 $0
VNS $1,937,314,076 $1,497,124,057
Inflation $0 $0
Total$1,032,271,060,940$796,758,240,712
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY209,023,652,580 $30,503,083,744
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY209,023,652,580$30,503,083,744
ProductVolume
CZK
USD
Equivalent
IRS CZK697,740,262,642 $32,019,258,207
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK598,088,000,000 $27,413,406,669
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,295,828,262,642$59,432,664,876
ProductVolume
DKK
USD
Equivalent
IRS DKK57,554,442,306 $9,043,069,571
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK57,554,442,306$9,043,069,571
ProductVolume
HKD
USD
Equivalent
IRS HKD584,246,414,698 $74,560,617,139
OIS HKD0 $0
Basis HKD17,228,000,000 $2,201,981,522
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD601,474,414,698$76,762,598,661
ProductVolume
HUF
USD
Equivalent
IRS HUF6,423,499,385,510 $23,216,955,900
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF36,431,800,000,000 $131,807,370,263
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF42,855,299,385,510$155,024,326,163
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,922,886,987,358 $26,531,559,139
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,922,886,987,358$26,531,559,139
ProductVolume
KRW
USD
Equivalent
IRS KRW96,730,861,304,230 $86,312,777,901
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW96,730,861,304,230$86,312,777,901
ProductVolume
MXN
USD
Equivalent
IRS MXN20,733,788,000 $1,101,822,792
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN20,733,788,000$1,101,822,792
ProductVolume
NOK
USD
Equivalent
IRS NOK358,050,177,944 $43,907,396,793
OIS NOK0 $0
Basis NOK17,480,000,000 $2,144,092,633
Zeroes NOK0 $0
FRAs NOK983,230,000,000 $120,609,958,714
VNS NOK826,457,280 $101,342,454
Inflation NOK0 $0
TotalNOK1,359,586,635,224$166,762,790,594
ProductVolume
NZD
USD
Equivalent
IRS NZD124,245,909,290 $82,112,860,978
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD394,781,575 $261,266,447
Inflation NZD0 $0
TotalNZD124,640,690,865$82,374,127,425
ProductVolume
PLN
USD
Equivalent
IRS PLN85,491,951,528 $23,346,290,528
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN10,000,000,000 $2,741,067,876
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN95,491,951,528$26,087,358,404
ProductVolume
SEK
USD
Equivalent
IRS SEK1,108,374,490,056 $124,941,992,184
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK988,340,000,000 $111,330,065,729
VNS SEK200,000,000 $22,447,319
Inflation SEK0 $0
TotalSEK2,096,914,490,056$236,294,505,232
ProductVolume
SGD
USD
Equivalent
IRS SGD87,684,709,178 $64,135,718,600
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD87,684,709,178$64,135,718,600
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,349,548,892,040 $92,345,808,374
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,349,548,892,040$92,345,808,374
ProductUSD
Equivalent
IRS$7,796,478,630,961
OIS$8,777,673,687,370
Basis$860,222,541,346
Zeroes$4,956,390,947
FRAs$8,055,183,973,440
VNS$16,851,352,474
Inflation$77,485,000,402
Total$25,588,851,576,940
Show:
ProductUSD
Equivalent
IRS $98,919,456,837,084
OIS $135,156,976,948,133
Basis $24,200,343,020,320
Zeroes $22,916,786,879
FRAs $153,309,521,825,844
VNS $307,375,399,470
Inflation $560,819,819,744
Total$412,477,410,637,474
ProductVolume
EUR
USD
Equivalent
IRS €71,461,558,114,802 $85,350,855,466,067
OIS €45,614,069,586,196 $54,413,386,454,308
Basis €392,880,268,947 $466,756,249,400
Zeroes €16,169,374,965 $19,306,762,464
FRAs €43,982,273,978,368 $52,630,660,762,163
VNS €118,165,633,477 $140,393,894,293
Inflation €1,127,220,288,299 $1,349,475,678,907
Total€162,712,337,245,054$194,370,835,267,602
ProductVolume
GBP
USD
Equivalent
IRS £16,679,323,442,571 $22,544,747,397,125
OIS £35,583,037,200,015 $48,204,268,249,996
Basis £2,577,978,319,410 $3,499,416,197,164
Zeroes £54,889,565,257 $74,005,683,590
FRAs £18,236,816,182,578 $24,689,492,388,994
VNS £67,121,736,969 $90,685,341,516
Inflation £755,241,775,798 $1,021,330,072,076
Total£73,954,408,222,598$100,123,945,330,461
ProductVolume
JPY
USD
Equivalent
IRS ¥957,903,308,729,788 $8,739,885,579,377
OIS ¥90,931,517,600,000 $830,885,869,961
Basis ¥65,744,746,035,726 $598,495,339,245
Zeroes ¥0 $0
FRAs ¥7,837,120,000,000 $71,165,272,795
VNS ¥75,540,152,138 $681,119,938
Inflation ¥0 $0
Total¥1,122,492,232,517,652$10,241,113,181,316
ProductVolume
CHF
USD
Equivalent
IRS CHF1,984,520,670,286 $2,046,625,547,899
OIS CHF160,953,240,000 $165,967,430,503
Basis CHF158,118,624,000 $163,600,578,615
Zeroes CHF0 $0
FRAs CHF2,490,357,700,000 $2,563,760,772,381
VNS CHF413,508,400 $423,489,014
Inflation CHF0 $0
TotalCHF4,794,363,742,686$4,940,377,818,412
ProductVolume
AUD
USD
Equivalent
IRS $15,049,315,119,880 $11,370,253,854,407
OIS $14,311,647,785,768 $10,940,269,403,492
Basis $983,720,195,932 $747,643,288,943
Zeroes $10,960,000,000 $8,052,771,000
FRAs $0 $0
VNS $7,905,711,094 $5,938,324,082
Inflation $0 $0
Total$30,363,548,812,674$23,072,157,641,924
ProductVolume
CAD
USD
Equivalent
IRS $11,911,832,717,794 $9,257,791,664,793
OIS $18,300,713,045,998 $14,144,469,969,574
Basis $209,358,230,000 $163,121,253,630
Zeroes $3,276,021,651 $2,546,182,324
FRAs $0 $0
VNS $40,974,151,924 $31,850,072,100
Inflation $0 $0
Total$30,466,154,167,367$23,599,779,142,421
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY2,968,815,250,869 $439,521,558,017
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,968,815,250,869$439,521,558,017
ProductVolume
CZK
USD
Equivalent
IRS CZK23,013,961,553,161 $1,076,487,221,064
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK25,468,838,010,000 $1,182,190,823,543
VNS CZK2,087,394,640 $95,148,485
Inflation CZK0 $0
TotalCZK48,484,886,957,801$2,258,773,193,092
ProductVolume
DKK
USD
Equivalent
IRS DKK1,263,094,227,586 $204,420,235,187
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK161,800,000,000 $26,296,478,977
VNS DKK893,000,000 $148,255,514
Inflation DKK0 $0
TotalDKK1,425,787,227,586$230,864,969,678
ProductVolume
HKD
USD
Equivalent
IRS HKD22,344,260,020,150 $2,848,855,896,294
OIS HKD0 $0
Basis HKD421,861,600,000 $53,814,732,429
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD372,400,000 $47,442,337
Inflation HKD0 $0
TotalHKD22,766,494,020,150$2,902,718,071,060
ProductVolume
HUF
USD
Equivalent
IRS HUF286,872,963,801,958 $1,091,790,191,825
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF266,178,702,656,000 $992,533,949,653
VNS HUF505,869,113,500 $1,915,705,208
Inflation HUF0 $0
TotalHUF553,557,535,571,458$2,086,239,846,686
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR41,023,757,186,264 $591,352,763,195
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR41,023,757,186,264$591,352,763,195
ProductVolume
KRW
USD
Equivalent
IRS KRW1,100,130,062,920,089 $984,446,485,904
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,100,130,062,920,089$984,446,485,904
ProductVolume
MXN
USD
Equivalent
IRS MXN1,599,884,927,314 $84,146,680,425
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,599,884,927,314$84,146,680,425
ProductVolume
NOK
USD
Equivalent
IRS NOK7,640,533,006,973 $948,922,085,273
OIS NOK0 $0
Basis NOK190,832,600,000 $24,084,012,407
Zeroes NOK0 $0
FRAs NOK14,946,922,029,068 $1,867,928,263,088
VNS NOK10,072,697,874 $1,254,164,124
Inflation NOK0 $0
TotalNOK22,788,360,333,915$2,842,188,524,892
ProductVolume
NZD
USD
Equivalent
IRS NZD5,111,528,177,343 $3,572,625,631,627
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD433,243,050 $287,906,941
Inflation NZD0 $0
TotalNZD5,114,555,420,393$3,574,797,431,068
ProductVolume
PLN
USD
Equivalent
IRS PLN3,814,998,926,788 $1,077,744,532,296
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,677,828,306,012 $471,377,007,957
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,492,827,232,800$1,549,121,540,253
ProductVolume
SEK
USD
Equivalent
IRS SEK30,457,857,072,789 $3,557,753,058,844
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK43,646,908,286,224 $5,111,419,208,002
VNS SEK11,577,090,257 $1,329,625,911
Inflation SEK0 $0
TotalSEK74,116,342,449,270$8,670,501,892,757
ProductVolume
SGD
USD
Equivalent
IRS SGD3,834,688,226,586 $2,866,655,416,855
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
TotalSGD3,836,100,226,586$2,867,725,524,322
ProductVolume
ZAR
USD
Equivalent
IRS ZAR35,128,268,508,675 $2,717,287,476,004
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $90,096,305
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR35,129,486,508,675$2,717,379,084,421
ProductUSD
Equivalent
IRS$259,700,272,816,367
OIS$264,447,577,089,162
Basis$29,919,980,181,837
Zeroes$126,983,943,562
FRAs$242,916,346,753,397
VNS$582,610,230,328
Inflation$2,931,625,570,727
Total$800,625,396,585,380
Show:
ProductUSD
Equivalent
IRS $46,069,947,437,958
OIS $26,975,552,515,529
Basis $22,298,683,403,832
Zeroes $88,140,741,766
FRAs $36,880,498,783,479
VNS $1,052,285,010,910
Inflation $884,529,958,438
Total$134,249,637,851,912
ProductVolume
EUR
USD
Equivalent
IRS €45,046,187,904,355 $53,008,101,616,450
OIS €18,454,745,488,846 $21,716,621,753,999
Basis €1,178,581,318,883 $1,386,895,566,995
Zeroes €210,010,155,326 $247,129,450,280
FRAs €13,709,052,883,461 $16,132,127,980,612
VNS €573,357,899,869 $674,698,908,671
Inflation €1,771,540,242,601 $2,084,659,980,480
Total€80,943,475,893,341$95,250,235,257,487
ProductVolume
GBP
USD
Equivalent
IRS £10,533,834,634,174 $13,890,967,732,085
OIS £7,637,978,525,618 $10,072,202,281,733
Basis £4,880,510,878,372 $6,435,929,695,309
Zeroes £270,646,109,331 $356,901,024,375
FRAs £6,066,095,833,458 $7,999,360,575,581
VNS £225,951,697,624 $297,962,503,656
Inflation £1,434,754,705,167 $1,892,011,029,704
Total£31,049,772,383,744$40,945,334,842,443
ProductVolume
JPY
USD
Equivalent
IRS ¥904,393,461,914,312 $8,008,797,537,430
OIS ¥66,125,568,459,262 $585,570,674,866
Basis ¥200,613,827,515,550 $1,776,522,714,329
Zeroes ¥0 $0
FRAs ¥4,546,800,000,000 $40,263,891,964
VNS ¥106,227,455,017 $940,690,326
Inflation ¥0 $0
Total¥1,175,785,885,344,141$10,412,095,508,915
ProductVolume
CHF
USD
Equivalent
IRS CHF1,928,585,291,694 $1,998,637,537,379
OIS CHF82,940,304,135 $85,952,955,215
Basis CHF551,568,586,000 $571,603,280,999
Zeroes CHF3,921,080,159 $4,063,506,046
FRAs CHF1,074,019,568,729 $1,113,031,316,368
VNS CHF1,901,745,148 $1,970,822,476
Inflation CHF0 $0
TotalCHF3,642,936,575,865$3,775,259,418,483
ProductVolume
AUD
USD
Equivalent
IRS $14,019,745,501,719 $10,162,212,526,921
OIS $5,226,883,608,398 $3,788,706,583,547
Basis $2,738,756,633,323 $1,985,187,745,664
Zeroes $12,148,041,539 $8,805,507,910
FRAs $0 $0
VNS $23,544,052,412 $17,065,906,391
Inflation $0 $0
Total$22,021,077,837,391$15,961,978,270,433
ProductVolume
CAD
USD
Equivalent
IRS $11,281,401,921,232 $8,712,180,030,297
OIS $5,931,280,676,052 $4,580,493,224,227
Basis $561,184,904,669 $433,380,882,438
Zeroes $10,465,781,585 $8,082,308,738
FRAs $0 $0
VNS $169,809,272,769 $131,136,977,966
Inflation $0 $0
Total$17,954,142,556,307$13,865,273,423,666
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY2,166,413,053,581 $315,504,704,519
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,166,413,053,581$315,504,704,519
ProductVolume
CZK
USD
Equivalent
IRS CZK25,353,033,200,336 $1,165,335,227,079
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,465,802,537
FRAs CZK10,901,394,272,888 $501,075,302,118
VNS CZK3,138,734,100 $144,269,815
Inflation CZK0 $0
TotalCZK36,289,456,207,324$1,668,020,601,549
ProductVolume
DKK
USD
Equivalent
IRS DKK3,947,689,440,516 $622,673,770,961
OIS DKK0 $0
Basis DKK10,100,000,000 $1,593,085,064
Zeroes DKK15,500,000,000 $2,444,833,515
FRAs DKK30,922,000,000 $4,877,363,996
VNS DKK5,263,826,085 $830,269,576
Inflation DKK0 $0
TotalDKK4,009,475,266,601$632,419,323,112
ProductVolume
HKD
USD
Equivalent
IRS HKD20,175,912,002,315 $2,583,310,329,229
OIS HKD0 $0
Basis HKD654,978,000,000 $83,862,946,697
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD372,400,000 $47,681,848
Inflation HKD0 $0
TotalHKD20,831,262,402,315$2,667,220,957,774
ProductVolume
HUF
USD
Equivalent
IRS HUF208,694,472,944,497 $757,525,446,721
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF92,200,000,000 $334,670,321
FRAs HUF101,015,530,742,811 $366,669,198,144
VNS HUF513,022,460,750 $1,862,184,289
Inflation HUF0 $0
TotalHUF310,315,226,148,058$1,126,391,499,475
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR33,083,228,680,370 $455,158,955,498
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR33,083,228,680,370$455,158,955,498
ProductVolume
KRW
USD
Equivalent
IRS KRW820,776,331,725,665 $734,094,458,112
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW820,776,331,725,665$734,094,458,112
ProductVolume
MXN
USD
Equivalent
IRS MXN1,193,366,275,575 $62,788,923,265
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,193,366,275,575$62,788,923,265
ProductVolume
NOK
USD
Equivalent
IRS NOK10,186,721,582,874 $1,252,840,593,646
OIS NOK0 $0
Basis NOK164,951,480,000 $20,286,989,140
Zeroes NOK0 $0
FRAs NOK8,366,092,483,450 $1,028,925,762,640
VNS NOK30,441,301,896 $3,743,903,122
Inflation NOK0 $0
TotalNOK18,748,206,848,220$2,305,797,248,548
ProductVolume
NZD
USD
Equivalent
IRS NZD5,842,414,615,565 $3,884,913,598,620
OIS NZD0 $0
Basis NZD20,240,000,000 $13,458,588,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD823,824,826 $547,802,318
Inflation NZD0 $0
TotalNZD5,863,478,440,391$3,898,919,988,938
ProductVolume
PLN
USD
Equivalent
IRS PLN3,831,448,318,167 $1,051,195,061,022
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,090,000,000 $847,771,513
FRAs PLN899,093,028,838 $246,674,905,370
VNS PLN4,386,725,600 $1,203,540,777
Inflation PLN0 $0
TotalPLN4,738,018,072,605$1,299,921,278,682
ProductVolume
SEK
USD
Equivalent
IRS SEK32,491,898,690,905 $3,688,698,267,685
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK41,006,593,405 $4,655,343,521
FRAs SEK21,799,459,053,743 $2,474,820,804,194
VNS SEK41,501,496,393 $4,711,528,228
Inflation SEK0 $0
TotalSEK54,373,865,834,446$6,172,885,943,628
ProductVolume
SGD
USD
Equivalent
IRS SGD3,062,280,645,340 $2,241,786,709,619
OIS SGD0 $0
Basis SGD1,995,400,000 $1,460,761,347
Zeroes SGD78,000,000 $57,101,025
FRAs SGD0 $0
VNS SGD240,000,000 $175,695,461
Inflation SGD0 $0
TotalSGD3,064,594,045,340$2,243,480,267,452
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,182,946,863,015 $1,750,639,337,019
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $83,420,229
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,184,146,863,015$1,750,722,757,248
ProductUSD
Equivalent
IRS$161,962,150,846,017
OIS$68,260,258,944,614
Basis$35,008,865,659,814
Zeroes$723,011,481,776
FRAs$66,788,325,884,466
VNS$2,189,327,695,830
Inflation$4,861,200,968,622
Total$339,793,141,481,139

Figures as of COB Sep 25, 2018.

Notional Outstanding by Product

As of COB Sep 25, 2018

Daily Notional by Tenor

As of COB Sep 25, 2018

Notional Outstanding by Currency

As of COB Sep 25, 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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