Volumes

  • Client Notional Cleared (USD)
    $1,575,355,089,012,216
    Client Notional Outstanding (USD)
    $57,159,673,918,558
    As of COB Sep 24, 2021
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,725,107,000,000,000
    Trades Compressed
    32,220,077
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Sep 24, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$427,319,189,923
$2,460,813,420,505
$63,340,482,211,937
$24,997,381,309,120
EUR
€136,074,094,973
€1,031,300,634,787
€23,676,866,954,126
€10,307,948,860,612
GBP
£241,884,330,668
£940,813,342,305
£21,780,282,504,898
£6,917,148,837,739
JPY
¥1,565,295,112,862
¥8,789,202,074,862
¥230,852,716,542,596
¥73,725,004,183,451
CHF
CHF6,086,576,237
CHF33,787,803,162
CHF856,348,573,183
CHF477,943,431,633
AUD
$113,986,991,000
$303,695,996,050
$5,281,112,637,172
$2,188,129,215,585
CAD
$24,239,487,100
$94,616,085,893
$5,339,141,231,836
$2,376,226,087,202
Other*
Show All
Hide
$62,679,321,468
$343,112,208,289
$12,446,909,659,035
$5,989,948,802,638
BRL
BRL30,292,505
BRL1,850,896,244
BRL48,243,807,347
BRL15,666,906,955
CLP
CLP0
CLP6,903,500,000
CLP4,804,591,067,666
CLP1,828,608,010,444
CNY
CNY15,958,400,000
CNY77,408,073,547
CNY5,380,237,566,536
CNY2,488,123,012,888
COP
COP31,302,600,000
COP110,168,400,000
COP19,165,377,660,000
COP4,615,792,540,000
CZK
CZK33,365,783,013
CZK319,404,041,648
CZK16,551,964,936,027
CZK8,595,747,937,150
DKK
DKK201,040,000
DKK14,463,180,000
DKK497,323,351,360
DKK1,013,648,388,743
HKD
HKD32,142,000,000
HKD68,095,067,000
HKD2,448,463,350,995
HKD2,525,979,180,439
HUF
HUF737,915,664,665
HUF3,011,626,996,812
HUF74,365,874,429,671
HUF35,137,345,246,305
ILS
ILS3,166,200,000
ILS16,838,963,979
ILS588,334,139,660
ILS288,895,422,762
INR
INR246,980,000,000
INR778,346,538,000
INR38,678,350,901,491
INR11,637,252,318,446
KRW
KRW11,950,565,000,000
KRW20,372,472,670,000
KRW1,365,332,633,311,914
KRW623,343,735,192,345
MXN
MXN1,314,500,000
MXN41,364,412,253
MXN1,415,783,128,692
MXN632,152,240,875
NOK
NOK23,834,735,000
NOK231,808,498,000
NOK9,924,248,324,787
NOK2,565,254,138,665
NZD
NZD16,200,038,000
NZD127,584,519,630
NZD3,559,879,526,418
NZD1,873,363,362,841
PLN
PLN26,305,520,149
PLN76,622,484,398
PLN2,789,571,256,576
PLN1,584,599,315,440
SEK
SEK100,493,516,000
SEK628,001,987,800
SEK12,926,864,226,436
SEK5,118,889,542,969
SGD
SGD4,081,756,718
SGD23,614,865,072
SGD852,096,497,554
SGD352,808,349,539
THB
THB835,000,000
THB148,092,148,700
THB5,742,987,907,814
THB2,077,868,100,659
TWD
TWD21,935,430,000
TWD42,023,740,000
TWD2,953,896,247,325
TWD1,038,446,958,709
ZAR
ZAR19,481,720,000
ZAR418,836,716,246
ZAR19,192,630,844,836
ZAR12,401,263,996,485
Total in USD$1,102,408,564,256$5,711,069,753,312$145,563,547,071,380$57,159,673,918,558

Figures as of COB Sep 24, 2021. Weekly figures as of COB Sep 24, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $98,596,269,108
OIS $282,996,969,383
Basis $15,316,685,000
Zeroes $0
FRAs $29,192,000,000
VNS $92,062,432
Inflation $1,125,204,000
Total$427,319,189,923
ProductVolume
EUR
USD
Equivalent
IRS €67,879,766,863 $79,527,934,857
OIS €59,113,596,653 $69,257,489,839
Basis €2,187,200,000 $2,562,523,520
Zeroes €0 $0
FRAs €3,500,000,000 $4,100,600,000
VNS €110,940,457 $129,977,839
Inflation €3,282,591,000 $3,845,883,616
Total€136,074,094,973$159,424,409,671
ProductVolume
GBP
USD
Equivalent
IRS £3,281,799,000 $4,483,101,524
OIS £229,767,855,146 $313,874,378,522
Basis £4,033,000,000 $5,509,279,650
Zeroes £0 $0
FRAs £3,500,000,000 $4,781,175,000
VNS £5,000,000 $6,830,250
Inflation £1,296,676,522 $1,771,324,963
Total£241,884,330,668$330,426,089,909
ProductVolume
JPY
USD
Equivalent
IRS ¥238,142,992,862 $2,149,498,988
OIS ¥1,327,152,120,000 $11,978,988,356
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,565,295,112,862$14,128,487,344
ProductVolume
CHF
USD
Equivalent
IRS CHF759,336,837 $820,815,952
OIS CHF5,327,239,400 $5,758,555,183
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,086,576,237$6,579,371,135
ProductVolume
AUD
USD
Equivalent
IRS $34,119,491,000 $24,757,102,670
OIS $78,383,500,000 $56,875,067,600
Basis $1,484,000,000 $1,076,790,400
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$113,986,991,000$82,708,960,670
ProductVolume
CAD
USD
Equivalent
IRS $21,604,487,100 $17,061,786,456
OIS $1,480,000,000 $1,168,805,528
Basis $1,155,000,000 $912,142,152
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,239,487,100$19,142,734,136
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL30,292,505 $5,675,623
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL30,292,505$5,675,623
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY15,958,400,000 $2,467,781,094
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY15,958,400,000$2,467,781,094
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP31,302,600,000 $8,156,700
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP31,302,600,000$8,156,700
ProductVolume
CZK
USD
Equivalent
IRS CZK24,865,783,013 $1,146,126,294
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK8,500,000,000 $391,786,315
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK33,365,783,013$1,537,912,609
ProductVolume
DKK
USD
Equivalent
IRS DKK201,040,000 $31,674,807
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK201,040,000$31,674,807
ProductVolume
HKD
USD
Equivalent
IRS HKD29,639,000,000 $3,807,119,966
OIS HKD0 $0
Basis HKD2,503,000,000 $321,509,541
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD32,142,000,000$4,128,629,507
ProductVolume
HUF
USD
Equivalent
IRS HUF397,915,664,665 $1,306,247,566
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF340,000,000,000 $1,116,126,385
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF737,915,664,665$2,422,373,951
ProductVolume
ILS
USD
Equivalent
IRS ILS3,166,200,000 $990,118,206
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,166,200,000$990,118,206
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR246,980,000,000 $3,345,683,110
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR246,980,000,000$3,345,683,110
ProductVolume
KRW
USD
Equivalent
IRS KRW11,950,565,000,000 $10,114,311,709
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,950,565,000,000$10,114,311,709
ProductVolume
MXN
USD
Equivalent
IRS MXN1,314,500,000 $65,493,970
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,314,500,000$65,493,970
ProductVolume
NOK
USD
Equivalent
IRS NOK20,834,735,000 $2,424,504,271
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,000,000,000 $349,105,127
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK23,834,735,000$2,773,609,398
ProductVolume
NZD
USD
Equivalent
IRS NZD15,770,038,000 $11,054,008,136
OIS NZD0 $0
Basis NZD430,000,000 $301,408,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD16,200,038,000$11,355,416,636
ProductVolume
PLN
USD
Equivalent
IRS PLN14,059,520,149 $3,575,848,250
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,246,000,000 $3,114,603,998
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN26,305,520,149$6,690,452,248
ProductVolume
SEK
USD
Equivalent
IRS SEK72,793,516,000 $8,408,145,077
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK27,700,000,000 $3,199,537,973
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK100,493,516,000$11,607,683,050
ProductVolume
SGD
USD
Equivalent
IRS SGD189,000,000 $139,612,188
OIS SGD3,892,756,718 $2,875,535,895
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,081,756,718$3,015,148,083
ProductVolume
THB
USD
Equivalent
IRS THB835,000,000 $24,981,301
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB835,000,000$24,981,301
ProductVolume
TWD
USD
Equivalent
IRS TWD21,935,430,000 $790,579,903
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD21,935,430,000$790,579,903
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,481,720,000 $1,303,639,563
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,481,720,000$1,303,639,563
ProductUSD
Equivalent
IRS$275,052,377,479
OIS$748,139,630,116
Basis$26,000,338,763
Zeroes$0
FRAs$46,244,934,798
VNS$228,870,521
Inflation$6,742,412,579
Total$1,102,408,564,256
Show:
ProductUSD
Equivalent
IRS $613,896,684,148
OIS $1,620,295,175,732
Basis $107,205,070,000
Zeroes $0
FRAs $103,807,500,000
VNS $2,235,346,625
Inflation $13,373,644,000
Total$2,460,813,420,505
ProductVolume
EUR
USD
Equivalent
IRS €420,163,117,222 $492,605,980,339
OIS €540,991,796,736 $633,694,525,149
Basis €7,751,200,000 $9,087,351,705
Zeroes €0 $0
FRAs €42,630,500,000 $49,924,470,975
VNS €1,570,650,319 $1,838,898,050
Inflation €18,193,370,510 $21,326,944,793
Total€1,031,300,634,787$1,208,478,171,011
ProductVolume
GBP
USD
Equivalent
IRS £10,550,662,000 $14,428,128,033
OIS £904,245,562,790 $1,237,353,157,094
Basis £12,073,360,000 $16,481,755,453
Zeroes £0 $0
FRAs £5,010,000,000 $6,854,782,500
VNS £273,049,393 $373,808,179
Inflation £8,660,708,122 $11,846,521,529
Total£940,813,342,305$1,287,338,152,788
ProductVolume
JPY
USD
Equivalent
IRS ¥4,150,253,234,862 $37,916,686,857
OIS ¥4,638,948,840,000 $42,246,271,633
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,789,202,074,862$80,162,958,490
ProductVolume
CHF
USD
Equivalent
IRS CHF11,496,243,837 $12,417,120,825
OIS CHF20,791,559,325 $22,481,503,664
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF1,500,000,000 $1,616,727,743
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF33,787,803,162$36,515,352,232
ProductVolume
AUD
USD
Equivalent
IRS $117,407,696,050 $85,225,718,520
OIS $177,444,700,000 $128,702,647,800
Basis $8,843,600,000 $6,419,020,035
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$303,695,996,050$220,347,386,355
ProductVolume
CAD
USD
Equivalent
IRS $69,276,185,893 $54,436,794,873
OIS $21,150,700,000 $16,575,259,631
Basis $4,186,600,000 $3,288,019,711
Zeroes $0 $0
FRAs $0 $0
VNS $2,600,000 $2,029,427
Inflation $0 $0
Total$94,616,085,893$74,302,103,642
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,850,896,244 $348,600,995
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,850,896,244$348,600,995
ProductVolume
CLP
USD
Equivalent
IRS CLP6,903,500,000 $8,761,885
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,903,500,000$8,761,885
ProductVolume
CNY
USD
Equivalent
IRS CNY77,408,073,547 $11,980,283,188
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY77,408,073,547$11,980,283,188
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP110,168,400,000 $28,704,182
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP110,168,400,000$28,704,182
ProductVolume
CZK
USD
Equivalent
IRS CZK214,611,041,648 $9,894,331,610
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK104,793,000,000 $4,827,938,647
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK319,404,041,648$14,722,270,257
ProductVolume
DKK
USD
Equivalent
IRS DKK14,463,180,000 $2,280,616,063
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK14,463,180,000$2,280,616,063
ProductVolume
HKD
USD
Equivalent
IRS HKD63,852,067,000 $8,201,351,391
OIS HKD0 $0
Basis HKD4,243,000,000 $544,984,878
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD68,095,067,000$8,746,336,269
ProductVolume
HUF
USD
Equivalent
IRS HUF2,214,626,996,812 $7,305,155,834
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF797,000,000,000 $2,625,675,962
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,011,626,996,812$9,930,831,796
ProductVolume
ILS
USD
Equivalent
IRS ILS16,838,963,979 $5,257,461,127
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS16,838,963,979$5,257,461,127
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR778,346,538,000 $10,551,704,489
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR778,346,538,000$10,551,704,489
ProductVolume
KRW
USD
Equivalent
IRS KRW20,372,472,670,000 $17,275,772,421
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW20,372,472,670,000$17,275,772,421
ProductVolume
MXN
USD
Equivalent
IRS MXN41,364,412,253 $2,057,692,702
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN41,364,412,253$2,057,692,702
ProductVolume
NOK
USD
Equivalent
IRS NOK95,199,623,000 $11,011,848,661
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK136,500,000,000 $15,828,535,200
VNS NOK108,875,000 $12,546,527
Inflation NOK0 $0
TotalNOK231,808,498,000$26,852,930,388
ProductVolume
NZD
USD
Equivalent
IRS NZD67,924,071,630 $47,719,197,467
OIS NZD57,130,448,000 $40,084,801,011
Basis NZD2,530,000,000 $1,773,508,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD127,584,519,630$89,577,506,978
ProductVolume
PLN
USD
Equivalent
IRS PLN50,876,484,398 $12,922,665,264
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN25,746,000,000 $6,545,294,921
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN76,622,484,398$19,467,960,185
ProductVolume
SEK
USD
Equivalent
IRS SEK268,401,987,800 $30,941,195,757
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK359,600,000,000 $41,396,042,265
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK628,001,987,800$72,337,238,022
ProductVolume
SGD
USD
Equivalent
IRS SGD4,555,593,620 $3,367,991,507
OIS SGD19,059,271,452 $14,101,554,874
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD23,614,865,072$17,469,546,381
ProductVolume
THB
USD
Equivalent
IRS THB148,092,148,700 $4,436,021,470
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB148,092,148,700$4,436,021,470
ProductVolume
TWD
USD
Equivalent
IRS TWD42,023,740,000 $1,514,233,692
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD42,023,740,000$1,514,233,692
ProductVolume
ZAR
USD
Equivalent
IRS ZAR418,836,716,246 $28,267,735,799
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR418,836,716,246$28,267,735,799
ProductUSD
Equivalent
IRS$1,515,718,030,428
OIS$3,766,115,305,259
Basis$144,799,710,282
Zeroes$0
FRAs$233,426,968,213
VNS$4,462,628,808
Inflation$46,547,110,322
Total$5,711,069,753,312
Show:
ProductUSD
Equivalent
IRS $28,045,430,948,848
OIS $24,468,507,295,099
Basis $5,550,255,062,307
Zeroes $52,413,768,600
FRAs $4,500,595,050,000
VNS $71,104,969,640
Inflation $652,175,117,443
Total$63,340,482,211,937
ProductVolume
EUR
USD
Equivalent
IRS €11,451,087,296,394 $13,711,273,948,735
OIS €9,098,824,260,051 $10,894,035,259,549
Basis €290,998,839,930 $349,230,352,565
Zeroes €19,169,466,810 $23,105,011,840
FRAs €2,058,819,200,000 $2,480,119,760,025
VNS €43,557,615,442 $52,321,153,683
Inflation €714,410,275,499 $855,633,887,830
Total€23,676,866,954,126$28,365,719,374,227
ProductVolume
GBP
USD
Equivalent
IRS £3,271,788,951,854 $4,527,754,325,253
OIS £16,557,097,989,109 $22,854,654,742,358
Basis £198,035,715,351 $273,384,379,911
Zeroes £19,602,762,367 $26,978,910,591
FRAs £1,294,831,100,000 $1,783,816,345,925
VNS £42,558,812,071 $59,124,190,319
Inflation £396,367,174,146 $548,957,362,481
Total£21,780,282,504,898$30,074,670,256,838
ProductVolume
JPY
USD
Equivalent
IRS ¥197,402,858,047,596 $1,827,413,724,898
OIS ¥30,678,577,095,000 $282,327,079,018
Basis ¥631,811,400,000 $5,911,933,397
Zeroes ¥0 $0
FRAs ¥2,132,300,000,000 $19,896,407,296
VNS ¥7,170,000,000 $65,958,328
Inflation ¥0 $0
Total¥230,852,716,542,596$2,135,615,102,937
ProductVolume
CHF
USD
Equivalent
IRS CHF623,978,687,177 $685,376,528,516
OIS CHF209,627,638,102 $228,846,672,571
Basis CHF4,545,000,000 $4,960,988,918
Zeroes CHF0 $0
FRAs CHF18,149,500,000 $19,732,512,316
VNS CHF47,747,904 $51,617,889
Inflation CHF0 $0
TotalCHF856,348,573,183$938,968,320,210
ProductVolume
AUD
USD
Equivalent
IRS $3,501,433,220,318 $2,663,375,169,796
OIS $1,433,135,377,750 $1,071,523,372,445
Basis $345,321,016,624 $262,893,072,572
Zeroes $0 $0
FRAs $0 $0
VNS $1,223,022,480 $914,724,442
Inflation $0 $0
Total$5,281,112,637,172$3,998,706,339,255
ProductVolume
CAD
USD
Equivalent
IRS $3,956,875,733,065 $3,163,496,973,957
OIS $1,229,840,897,722 $977,549,708,435
Basis $140,681,550,000 $112,069,508,873
Zeroes $9,075,154,146 $7,221,584,195
FRAs $0 $0
VNS $2,667,896,903 $2,138,031,481
Inflation $0 $0
Total$5,339,141,231,836$4,262,475,806,941
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL48,243,807,347 $8,966,865,340
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL48,243,807,347$8,966,865,340
ProductVolume
CLP
USD
Equivalent
IRS CLP4,804,591,067,666 $6,509,603,752
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,804,591,067,666$6,509,603,752
ProductVolume
CNY
USD
Equivalent
IRS CNY5,380,237,566,536 $831,682,936,176
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,380,237,566,536$831,682,936,176
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP19,165,377,660,000 $5,238,004,161
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP19,165,377,660,000$5,238,004,161
ProductVolume
CZK
USD
Equivalent
IRS CZK11,385,234,436,027 $530,449,016,762
OIS CZK0 $0
Basis CZK1,050,000,000 $49,117,062
Zeroes CZK0 $0
FRAs CZK5,158,285,000,000 $239,853,036,316
VNS CZK7,395,500,000 $346,301,117
Inflation CZK0 $0
TotalCZK16,551,964,936,027$770,697,471,257
ProductVolume
DKK
USD
Equivalent
IRS DKK457,851,864,878 $73,797,835,907
OIS DKK0 $0
Basis DKK2,002,000,000 $317,390,726
Zeroes DKK0 $0
FRAs DKK37,278,000,000 $6,044,733,929
VNS DKK191,486,482 $30,939,651
Inflation DKK0 $0
TotalDKK497,323,351,360$80,190,900,213
ProductVolume
HKD
USD
Equivalent
IRS HKD2,302,396,796,907 $296,434,648,217
OIS HKD0 $0
Basis HKD142,452,500,000 $18,345,939,734
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD3,614,054,088 $464,833,409
Inflation HKD0 $0
TotalHKD2,448,463,350,995$315,245,421,360
ProductVolume
HUF
USD
Equivalent
IRS HUF59,464,347,960,214 $200,103,480,356
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,819,020,000,000 $49,793,017,680
VNS HUF82,506,469,457 $283,162,900
Inflation HUF0 $0
TotalHUF74,365,874,429,671$250,179,660,936
ProductVolume
ILS
USD
Equivalent
IRS ILS566,326,139,660 $174,186,754,217
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS22,008,000,000 $6,769,639,420
VNS ILS0 $0
Inflation ILS0 $0
TotalILS588,334,139,660$180,956,393,637
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR38,678,350,901,491 $525,234,162,145
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR38,678,350,901,491$525,234,162,145
ProductVolume
KRW
USD
Equivalent
IRS KRW1,365,332,633,311,914 $1,207,164,775,854
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,365,332,633,311,914$1,207,164,775,854
ProductVolume
MXN
USD
Equivalent
IRS MXN1,415,783,128,692 $70,351,320,139
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,415,783,128,692$70,351,320,139
ProductVolume
NOK
USD
Equivalent
IRS NOK3,919,849,141,469 $458,373,569,683
OIS NOK0 $0
Basis NOK44,065,000,000 $5,196,680,557
Zeroes NOK4,060,000,000 $455,032,232
FRAs NOK5,951,153,000,000 $695,848,811,448
VNS NOK5,121,183,318 $603,618,313
Inflation NOK0 $0
TotalNOK9,924,248,324,787$1,160,477,712,233
ProductVolume
NZD
USD
Equivalent
IRS NZD1,345,570,141,328 $957,156,446,506
OIS NZD2,167,517,678,290 $1,541,268,996,957
Basis NZD46,622,000,000 $33,064,507,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD169,706,800 $121,652,463
Inflation NZD0 $0
TotalNZD3,559,879,526,418$2,531,611,603,476
ProductVolume
PLN
USD
Equivalent
IRS PLN2,160,239,934,576 $569,330,396,152
OIS PLN0 $0
Basis PLN228,500,000 $60,037,910
Zeroes PLN0 $0
FRAs PLN629,076,500,000 $165,467,858,061
VNS PLN26,322,000 $6,751,481
Inflation PLN0 $0
TotalPLN2,789,571,256,576$734,865,043,604
ProductVolume
SEK
USD
Equivalent
IRS SEK8,569,315,481,516 $1,011,808,089,661
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK4,614,000,000 $549,260,520
FRAs SEK4,350,976,000,000 $513,692,811,460
VNS SEK1,958,744,920 $232,949,079
Inflation SEK0 $0
TotalSEK12,926,864,226,436$1,526,283,110,720
ProductVolume
SGD
USD
Equivalent
IRS SGD645,050,829,694 $482,613,280,242
OIS SGD206,052,338,804 $152,806,609,524
Basis SGD815,000,000 $615,349,353
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD178,329,056 $132,583,236
Inflation SGD0 $0
TotalSGD852,096,497,554$636,167,822,355
ProductVolume
THB
USD
Equivalent
IRS THB5,742,987,907,814 $181,827,958,412
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB5,742,987,907,814$181,827,958,412
ProductVolume
TWD
USD
Equivalent
IRS TWD2,953,896,247,325 $105,741,235,340
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,953,896,247,325$105,741,235,340
ProductVolume
ZAR
USD
Equivalent
IRS ZAR19,192,630,844,836 $1,317,517,657,925
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR19,192,630,844,836$1,317,517,657,925
ProductUSD
Equivalent
IRS$63,108,137,490,644
OIS$63,001,991,902,262
Basis$6,616,354,321,435
Zeroes$110,723,567,978
FRAs$10,481,629,983,876
VNS$187,943,437,431
Inflation$2,056,766,367,754
Total$145,563,547,071,380
Show:
ProductUSD
Equivalent
IRS $12,736,905,394,031
OIS $6,880,574,194,787
Basis $3,517,458,597,704
Zeroes $50,239,901,253
FRAs $1,163,367,126,163
VNS $348,920,314,226
Inflation $299,915,780,956
Total$24,997,381,309,120
ProductVolume
EUR
USD
Equivalent
IRS €6,280,411,270,692 $7,358,129,844,743
OIS €2,995,090,267,924 $3,509,047,757,900
Basis €124,767,908,877 $146,178,082,040
Zeroes €15,948,584,698 $18,685,361,832
FRAs €343,754,600,000 $402,742,889,360
VNS €188,044,573,781 $220,313,022,642
Inflation €359,931,654,639 $421,695,926,575
Total€10,307,948,860,611$12,076,792,885,092
ProductVolume
GBP
USD
Equivalent
IRS £1,175,359,575,086 $1,605,599,947,547
OIS £4,789,348,083,290 $6,542,488,949,178
Basis £332,877,249,687 $454,726,966,935
Zeroes £14,606,241,077 $19,952,855,623
FRAs £181,362,000,000 $247,749,560,100
VNS £62,124,434,472 $84,865,083,711
Inflation £361,471,254,127 $493,787,806,701
Total£6,917,148,837,739$9,449,171,169,795
ProductVolume
JPY
USD
Equivalent
IRS ¥49,519,615,721,426 $446,968,279,822
OIS ¥19,374,947,590,123 $174,879,931,313
Basis ¥4,710,517,786,584 $42,517,535,758
Zeroes ¥0 $0
FRAs ¥105,000,000,000 $947,738,966
VNS ¥14,923,085,318 $134,697,042
Inflation ¥0 $0
Total¥73,725,004,183,451$665,448,182,901
ProductVolume
CHF
USD
Equivalent
IRS CHF261,337,748,039 $282,496,754,988
OIS CHF178,496,454,440 $192,948,280,662
Basis CHF28,795,075,000 $31,126,445,790
Zeroes CHF0 $0
FRAs CHF8,592,500,000 $9,288,185,061
VNS CHF721,654,154 $780,082,320
Inflation CHF0 $0
TotalCHF477,943,431,633$516,639,748,821
ProductVolume
AUD
USD
Equivalent
IRS $1,372,571,445,814 $995,937,841,083
OIS $578,943,801,255 $420,081,622,191
Basis $228,884,613,861 $166,078,675,818
Zeroes $585,934,225 $425,153,873
FRAs $0 $0
VNS $7,143,420,430 $5,183,265,864
Inflation $0 $0
Total$2,188,129,215,585$1,587,706,558,829
ProductVolume
CAD
USD
Equivalent
IRS $1,899,149,087,654 $1,499,821,589,460
OIS $291,157,998,628 $229,937,215,106
Basis $162,939,604,356 $128,678,858,326
Zeroes $7,724,441,529 $6,100,249,974
FRAs $0 $0
VNS $15,254,955,035 $12,047,348,497
Inflation $0 $0
Total$2,376,226,087,202$1,876,585,261,363
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL15,666,906,955 $2,935,361,879
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL15,666,906,955$2,935,361,879
ProductVolume
CLP
USD
Equivalent
IRS CLP1,828,608,010,444 $2,306,431,405
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,828,608,010,444$2,306,431,405
ProductVolume
CNY
USD
Equivalent
IRS CNY2,488,123,012,888 $384,759,307,357
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,488,123,012,888$384,759,307,357
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP4,615,792,540,000 $1,202,763,808
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP4,615,792,540,000$1,202,763,808
ProductVolume
CZK
USD
Equivalent
IRS CZK6,310,812,581,480 $290,881,177,271
OIS CZK0 $0
Basis CZK3,675,000,000 $169,389,966
Zeroes CZK0 $0
FRAs CZK2,260,089,047,620 $104,173,171,746
VNS CZK21,171,308,050 $975,838,679
Inflation CZK0 $0
TotalCZK8,595,747,937,150$396,199,577,662
ProductVolume
DKK
USD
Equivalent
IRS DKK1,005,993,417,236 $158,499,041,632
OIS DKK0 $0
Basis DKK5,350,000,000 $842,917,914
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,304,971,507 $363,159,210
Inflation DKK0 $0
TotalDKK1,013,648,388,743$159,705,118,756
ProductVolume
HKD
USD
Equivalent
IRS HKD2,207,908,373,264 $283,605,116,570
OIS HKD0 $0
Basis HKD312,844,253,086 $40,184,743,144
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD5,226,554,088 $671,349,183
Inflation HKD0 $0
TotalHKD2,525,979,180,438$324,461,208,897
ProductVolume
HUF
USD
Equivalent
IRS HUF28,038,004,214,081 $92,041,047,892
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,600,000,000 $103,734,099
FRAs HUF6,935,685,365,854 $22,767,945,395
VNS HUF132,055,666,370 $433,502,393
Inflation HUF0 $0
TotalHUF35,137,345,246,305$115,346,229,779
ProductVolume
ILS
USD
Equivalent
IRS ILS284,875,422,762 $89,084,815,424
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS4,020,000,000 $1,257,114,266
VNS ILS0 $0
Inflation ILS0 $0
TotalILS288,895,422,762$90,341,929,690
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,637,252,318,446 $157,642,556,179
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,637,252,318,446$157,642,556,179
ProductVolume
KRW
USD
Equivalent
IRS KRW623,343,735,192,345 $527,564,415,549
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW623,343,735,192,345$527,564,415,549
ProductVolume
MXN
USD
Equivalent
IRS MXN632,152,240,875 $31,496,508,111
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN632,152,240,875$31,496,508,111
ProductVolume
NOK
USD
Equivalent
IRS NOK1,612,858,430,989 $187,685,715,897
OIS NOK0 $0
Basis NOK87,649,761,876 $10,199,660,423
Zeroes NOK320,000,000 $37,237,880
FRAs NOK819,999,233,540 $95,421,978,907
VNS NOK44,426,712,260 $5,169,864,345
Inflation NOK0 $0
TotalNOK2,565,254,138,665$298,514,457,452
ProductVolume
NZD
USD
Equivalent
IRS NZD614,090,044,883 $430,446,416,961
OIS NZD1,242,451,796,564 $870,896,586,802
Basis NZD16,223,600,000 $11,371,932,420
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD597,921,393 $419,113,001
Inflation NZD0 $0
TotalNZD1,873,363,362,840$1,313,134,049,184
ProductVolume
PLN
USD
Equivalent
IRS PLN1,278,680,536,460 $325,215,050,730
OIS PLN0 $0
Basis PLN428,500,000 $108,983,163
Zeroes PLN0 $0
FRAs PLN297,827,858,680 $75,748,476,189
VNS PLN7,662,420,300 $1,948,832,672
Inflation PLN0 $0
TotalPLN1,584,599,315,440$403,021,342,754
ProductVolume
SEK
USD
Equivalent
IRS SEK3,961,063,184,191 $457,529,677,643
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK4,614,000,000 $532,948,311
FRAs SEK1,134,252,850,118 $131,013,901,255
VNS SEK18,959,508,661 $2,189,951,910
Inflation SEK0 $0
TotalSEK5,118,889,542,970$591,266,479,119
ProductVolume
SGD
USD
Equivalent
IRS SGD235,934,583,969 $174,282,241,159
OIS SGD115,752,228,796 $85,504,878,150
Basis SGD445,217,296 $328,877,042
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD676,319,478 $499,589,642
Inflation SGD0 $0
TotalSGD352,808,349,539$260,615,585,993
ProductVolume
THB
USD
Equivalent
IRS THB2,077,868,100,659 $62,165,089,025
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,077,868,100,659$62,165,089,025
ProductVolume
TWD
USD
Equivalent
IRS TWD1,038,446,958,709 $37,426,906,895
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,038,446,958,709$37,426,906,895
ProductVolume
ZAR
USD
Equivalent
IRS ZAR12,400,888,996,485 $829,818,389,631
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $25,093,515
Inflation ZAR0 $0
TotalZAR12,401,263,996,485$829,843,483,146
ProductUSD
Equivalent
IRS$29,293,602,362,705
OIS$19,065,204,736,076
Basis$4,549,971,666,443
Zeroes$96,077,442,845
FRAs$2,254,478,087,408
VNS$684,940,108,852
Inflation$1,215,399,514,232
Total$57,159,673,918,561

Figures as of COB Sep 24, 2021.

Notional Outstanding by Product

As of COB Sep 24, 2021

Daily Notional by Tenor
 

As of COB Sep 24, 2021

Notional Outstanding by Tenor
 

As of COB Sep 24, 2021

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,584,335,100,033
$8,156,013,851,508
$298,197,780,248,326
$127,196,917,439,909
EUR
€571,764,110,773
€3,734,366,205,615
€130,464,672,914,731
€76,266,110,941,008
GBP
£911,144,878,064
£3,858,653,663,939
£80,937,364,299,762
£33,431,032,504,839
JPY
¥3,693,515,625,724
¥20,146,910,549,724
¥811,760,752,341,984
¥751,604,574,709,154
CHF
CHF15,903,552,474
CHF122,213,010,324
CHF3,956,727,317,385
CHF2,640,148,962,257
AUD
$382,580,174,000
$1,047,500,062,922
$24,186,429,565,576
$22,821,060,318,352
CAD
$62,817,974,200
$324,473,534,979
$16,905,248,446,156
$19,110,747,336,482
Other*
Show All
Hide
$200,247,483,919
$1,159,773,547,896
$42,789,559,176,928
$34,642,911,094,134
BRL
BRL60,585,010
BRL3,701,792,488
BRL93,333,510,356
BRL125,930,223,015
CLP
CLP0
CLP32,433,800,000
CLP11,676,185,711,332
CLP11,215,119,418,324
CNY
CNY39,476,800,000
CNY200,002,147,094
CNY16,857,004,141,572
CNY14,358,597,746,175
COP
COP62,605,200,000
COP220,336,800,000
COP44,816,399,631,490
COP36,258,578,895,750
CZK
CZK101,942,691,854
CZK1,377,510,209,124
CZK62,196,276,055,131
CZK41,726,021,310,743
DKK
DKK842,080,000
DKK33,176,360,000
DKK1,579,209,111,630
DKK5,164,052,470,865
HKD
HKD120,039,000,000
HKD257,855,994,000
HKD9,510,414,413,212
HKD14,561,051,470,000
HUF
HUF5,043,133,389,330
HUF11,606,100,973,624
HUF266,292,963,946,170
HUF204,633,350,987,261
ILS
ILS9,296,000,000
ILS40,541,307,958
ILS1,464,988,913,707
ILS1,040,100,655,875
INR
INR1,159,820,000,000
INR2,975,859,076,000
INR119,270,982,213,924
INR103,088,945,994,794
KRW
KRW29,986,980,000,000
KRW53,103,254,140,000
KRW3,953,933,842,066,062
KRW3,263,533,614,979,880
MXN
MXN2,629,000,000
MXN89,028,824,506
MXN3,050,216,390,872
MXN3,344,430,923,425
NOK
NOK59,024,870,000
NOK638,325,156,000
NOK31,378,638,868,494
NOK23,208,833,495,558
NZD
NZD59,559,476,000
NZD449,436,039,260
NZD12,828,178,891,351
NZD10,636,138,898,855
PLN
PLN74,476,140,298
PLN283,624,668,796
PLN9,664,260,215,418
PLN7,162,114,432,686
SEK
SEK266,996,232,000
SEK2,062,224,576,600
SEK49,315,299,152,501
SEK50,088,637,157,009
SGD
SGD11,347,253,436
SGD66,516,573,814
SGD2,838,236,128,393
SGD1,097,767,961,663
THB
THB1,670,000,000
THB468,482,769,450
THB20,863,121,676,948
THB19,435,798,278,089
TWD
TWD67,187,860,000
TWD119,544,480,000
TWD8,467,468,217,469
TWD11,065,682,258,589
ZAR
ZAR58,708,420,000
ZAR1,763,485,012,492
ZAR71,231,920,740,478
ZAR43,208,540,153,631
Total in USD$4,076,869,666,106$20,301,438,006,715$653,012,892,163,679$338,150,977,776,994

Figures as of COB Sep 24, 2021. Weekly figures as of COB Sep 24, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $531,017,851,216
OIS $775,299,608,766
Basis $72,652,778,000
Zeroes $0
FRAs $199,604,000,000
VNS $567,733,159
Inflation $5,193,128,892
Total$1,584,335,100,033
ProductVolume
EUR
USD
Equivalent
IRS €297,933,290,554 $349,058,643,213
OIS €205,851,257,306 $241,175,333,060
Basis €4,374,400,000 $5,125,047,040
Zeroes €0 $0
FRAs €48,600,000,000 $56,939,760,000
VNS €221,880,913 $259,955,678
Inflation €14,783,282,000 $17,320,093,191
Total€571,764,110,773$669,878,832,182
ProductVolume
GBP
USD
Equivalent
IRS £44,450,374,682 $60,721,434,334
OIS £838,399,438,498 $1,145,295,552,960
Basis £13,746,000,000 $18,777,723,300
Zeroes £71,409,840 $97,549,412
FRAs £7,500,000,000 $10,245,375,000
VNS £10,000,000 $13,660,500
Inflation £6,967,655,044 $9,518,165,173
Total£911,144,878,064$1,244,669,460,679
ProductVolume
JPY
USD
Equivalent
IRS ¥711,725,985,724 $6,424,099,519
OIS ¥2,981,789,640,000 $26,913,887,896
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,693,515,625,724$33,337,987,415
ProductVolume
CHF
USD
Equivalent
IRS CHF1,845,473,674 $1,994,891,011
OIS CHF14,058,078,800 $15,196,280,186
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF15,903,552,474$17,191,171,197
ProductVolume
AUD
USD
Equivalent
IRS $93,436,174,000 $67,797,287,854
OIS $282,162,000,000 $204,736,747,200
Basis $6,982,000,000 $5,066,139,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$382,580,174,000$277,600,174,254
ProductVolume
CAD
USD
Equivalent
IRS $56,651,974,200 $44,739,959,882
OIS $2,960,000,000 $2,337,611,056
Basis $3,206,000,000 $2,531,885,489
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$62,817,974,200$49,609,456,427
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL60,585,010 $11,351,247
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL60,585,010$11,351,247
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY39,476,800,000 $6,104,628,327
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY39,476,800,000$6,104,628,327
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP62,605,200,000 $16,313,400
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP62,605,200,000$16,313,400
ProductVolume
CZK
USD
Equivalent
IRS CZK79,004,566,026 $3,641,518,565
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK21,000,000,000 $967,942,661
VNS CZK1,938,125,828 $89,333,080
Inflation CZK0 $0
TotalCZK101,942,691,854$4,698,794,306
ProductVolume
DKK
USD
Equivalent
IRS DKK842,080,000 $132,673,704
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK842,080,000$132,673,704
ProductVolume
HKD
USD
Equivalent
IRS HKD114,333,000,000 $14,686,036,878
OIS HKD0 $0
Basis HKD5,706,000,000 $732,933,855
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD120,039,000,000$15,418,970,733
ProductVolume
HUF
USD
Equivalent
IRS HUF1,799,133,389,330 $5,906,059,546
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,244,000,000,000 $10,649,158,802
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,043,133,389,330$16,555,218,348
ProductVolume
ILS
USD
Equivalent
IRS ILS9,296,000,000 $2,906,998,562
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS9,296,000,000$2,906,998,562
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,159,820,000,000 $15,711,353,892
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,159,820,000,000$15,711,353,892
ProductVolume
KRW
USD
Equivalent
IRS KRW29,986,980,000,000 $25,379,357,623
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW29,986,980,000,000$25,379,357,623
ProductVolume
MXN
USD
Equivalent
IRS MXN2,629,000,000 $130,987,940
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,629,000,000$130,987,940
ProductVolume
NOK
USD
Equivalent
IRS NOK49,024,870,000 $5,704,944,492
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK10,000,000,000 $1,163,683,757
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK59,024,870,000$6,868,628,249
ProductVolume
NZD
USD
Equivalent
IRS NZD37,419,476,000 $26,229,181,702
OIS NZD21,280,000,000 $14,916,216,000
Basis NZD860,000,000 $602,817,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD59,559,476,000$41,748,214,702
ProductVolume
PLN
USD
Equivalent
IRS PLN41,184,140,298 $10,474,627,473
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN33,292,000,000 $8,467,368,635
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN74,476,140,298$18,941,996,108
ProductVolume
SEK
USD
Equivalent
IRS SEK176,196,232,000 $20,351,860,468
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK90,800,000,000 $10,488,016,171
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK266,996,232,000$30,839,876,639
ProductVolume
SGD
USD
Equivalent
IRS SGD350,000,000 $258,541,090
OIS SGD10,997,253,436 $8,123,548,245
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,347,253,436$8,382,089,335
ProductVolume
THB
USD
Equivalent
IRS THB1,670,000,000 $49,962,603
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,670,000,000$49,962,603
ProductVolume
TWD
USD
Equivalent
IRS TWD67,187,860,000 $2,421,533,194
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD67,187,860,000$2,421,533,194
ProductVolume
ZAR
USD
Equivalent
IRS ZAR58,708,420,000 $3,928,535,007
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR58,708,420,000$3,928,535,007
ProductUSD
Equivalent
IRS$1,190,072,965,450
OIS$2,449,722,452,661
Basis$105,489,323,884
Zeroes$97,549,412
FRAs$298,525,305,026
VNS$930,682,417
Inflation$32,031,387,256
Total$4,076,869,666,106
Show:
ProductUSD
Equivalent
IRS $2,666,350,277,580
OIS $4,168,517,826,480
Basis $403,823,872,354
Zeroes $223,200,000
FRAs $872,959,000,000
VNS $6,620,411,702
Inflation $37,519,263,392
Total$8,156,013,851,508
ProductVolume
EUR
USD
Equivalent
IRS €1,702,989,472,344 $1,996,300,084,485
OIS €1,409,751,775,099 $1,651,611,053,783
Basis €18,707,812,962 $21,933,328,908
Zeroes €500,000,000 $586,810,000
FRAs €522,849,320,000 $612,843,757,698
VNS €5,035,863,190 $5,894,357,229
Inflation €74,531,962,020 $87,372,500,038
Total€3,734,366,205,615$4,376,541,892,141
ProductVolume
GBP
USD
Equivalent
IRS £389,631,226,950 $532,358,191,309
OIS £3,338,474,806,161 $4,567,710,275,810
Basis £44,631,237,833 $60,994,950,040
Zeroes £73,370,040 $100,227,829
FRAs £40,892,000,000 $55,892,890,800
VNS £6,127,796,615 $8,410,811,359
Inflation £38,823,226,340 $53,079,933,671
Total£3,858,653,663,939$5,278,547,280,818
ProductVolume
JPY
USD
Equivalent
IRS ¥9,340,627,469,724 $85,319,423,273
OIS ¥10,766,283,080,000 $98,060,098,900
Basis ¥40,000,000,000 $365,747,726
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥20,146,910,549,724$183,745,269,899
ProductVolume
CHF
USD
Equivalent
IRS CHF27,481,361,674 $29,685,729,031
OIS CHF88,047,198,650 $95,173,937,704
Basis CHF3,680,000,000 $3,978,577,007
Zeroes CHF0 $0
FRAs CHF3,000,000,000 $3,233,455,486
VNS CHF4,450,000 $4,818,103
Inflation CHF0 $0
TotalCHF122,213,010,324$132,076,517,331
ProductVolume
AUD
USD
Equivalent
IRS $409,091,852,100 $296,765,319,739
OIS $602,537,200,000 $436,995,897,530
Basis $35,866,500,000 $26,021,112,950
Zeroes $0 $0
FRAs $0 $0
VNS $4,510,822 $3,263,580
Inflation $0 $0
Total$1,047,500,062,922$759,785,593,799
ProductVolume
CAD
USD
Equivalent
IRS $226,787,248,255 $178,097,264,958
OIS $78,947,400,000 $62,161,235,089
Basis $18,509,200,000 $14,515,593,559
Zeroes $0 $0
FRAs $0 $0
VNS $229,686,724 $179,959,717
Inflation $0 $0
Total$324,473,534,979$254,954,053,323
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,701,792,488 $697,201,990
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,701,792,488$697,201,990
ProductVolume
CLP
USD
Equivalent
IRS CLP32,433,800,000 $41,237,074
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP32,433,800,000$41,237,074
ProductVolume
CNY
USD
Equivalent
IRS CNY200,002,147,094 $30,953,631,676
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY200,002,147,094$30,953,631,676
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP220,336,800,000 $57,408,364
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP220,336,800,000$57,408,364
ProductVolume
CZK
USD
Equivalent
IRS CZK653,332,083,296 $30,115,481,678
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK722,240,000,000 $33,284,488,515
VNS CZK1,938,125,828 $89,333,080
Inflation CZK0 $0
TotalCZK1,377,510,209,124$63,489,303,273
ProductVolume
DKK
USD
Equivalent
IRS DKK33,176,360,000 $5,231,624,355
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK33,176,360,000$5,231,624,355
ProductVolume
HKD
USD
Equivalent
IRS HKD243,869,994,000 $31,323,373,914
OIS HKD0 $0
Basis HKD13,986,000,000 $1,796,443,653
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD257,855,994,000$33,119,817,567
ProductVolume
HUF
USD
Equivalent
IRS HUF6,727,100,973,624 $22,180,100,643
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,879,000,000,000 $16,051,741,542
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,606,100,973,624$38,231,842,185
ProductVolume
ILS
USD
Equivalent
IRS ILS40,541,307,958 $12,658,813,719
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS40,541,307,958$12,658,813,719
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,975,859,076,000 $40,338,257,922
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,975,859,076,000$40,338,257,922
ProductVolume
KRW
USD
Equivalent
IRS KRW53,103,254,140,000 $45,036,798,776
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW53,103,254,140,000$45,036,798,776
ProductVolume
MXN
USD
Equivalent
IRS MXN89,028,824,506 $4,429,909,687
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN89,028,824,506$4,429,909,687
ProductVolume
NOK
USD
Equivalent
IRS NOK241,107,406,000 $27,888,839,762
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK397,000,000,000 $46,034,327,301
VNS NOK217,750,000 $25,093,055
Inflation NOK0 $0
TotalNOK638,325,156,000$73,948,260,118
ProductVolume
NZD
USD
Equivalent
IRS NZD232,635,143,260 $163,299,992,167
OIS NZD208,080,896,000 $145,949,538,902
Basis NZD8,720,000,000 $6,110,577,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD449,436,039,260$315,360,108,069
ProductVolume
PLN
USD
Equivalent
IRS PLN163,978,668,796 $41,643,111,162
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN119,646,000,000 $30,428,407,746
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN283,624,668,796$72,071,518,908
ProductVolume
SEK
USD
Equivalent
IRS SEK763,094,576,600 $87,987,354,662
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,299,130,000,000 $149,539,021,257
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,062,224,576,600$237,526,375,919
ProductVolume
SGD
USD
Equivalent
IRS SGD13,654,290,910 $10,105,193,708
OIS SGD52,862,282,904 $39,115,892,586
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD66,516,573,814$49,221,086,294
ProductVolume
THB
USD
Equivalent
IRS THB468,482,769,450 $14,027,523,441
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB468,482,769,450$14,027,523,441
ProductVolume
TWD
USD
Equivalent
IRS TWD119,544,480,000 $4,307,584,143
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD119,544,480,000$4,307,584,143
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,763,485,012,492 $119,025,244,416
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,763,485,012,492$119,025,244,416
ProductUSD
Equivalent
IRS$6,435,829,307,348
OIS$11,305,691,423,070
Basis$539,540,203,197
Zeroes$910,237,829
FRAs$1,820,267,090,345
VNS$21,228,047,825
Inflation$177,971,697,101
Total$20,301,438,006,715
Show:
ProductUSD
Equivalent
IRS $131,912,369,734,095
OIS $72,834,382,239,899
Basis $20,330,616,730,428
Zeroes $117,747,828,699
FRAs $70,916,264,100,000
VNS $292,850,355,849
Inflation $1,793,549,259,356
Total$298,197,780,248,326
ProductVolume
EUR
USD
Equivalent
IRS €53,846,763,970,558 $64,501,293,534,950
OIS €32,140,294,053,022 $38,520,982,459,756
Basis €845,133,700,399 $1,013,577,594,360
Zeroes €49,319,075,792 $59,268,775,525
FRAs €40,772,178,280,000 $49,007,459,002,898
VNS €148,693,608,727 $178,503,405,546
Inflation €2,662,290,226,233 $3,189,456,417,750
Total€130,464,672,914,731$156,470,541,190,785
ProductVolume
GBP
USD
Equivalent
IRS £16,522,757,698,633 $22,872,633,912,343
OIS £50,546,125,490,218 $69,837,931,279,890
Basis £1,723,287,840,462 $2,385,987,132,299
Zeroes £49,331,898,910 $68,083,998,439
FRAs £10,578,786,820,000 $14,591,270,961,095
VNS £132,356,505,730 $183,658,652,972
Inflation £1,384,718,045,809 $1,917,860,086,128
Total£80,937,364,299,762$111,857,426,023,166
ProductVolume
JPY
USD
Equivalent
IRS ¥692,473,191,168,484 $6,440,025,779,092
OIS ¥107,173,261,886,000 $986,561,246,276
Basis ¥7,736,646,260,000 $72,378,798,031
Zeroes ¥0 $0
FRAs ¥4,264,600,000,000 $39,792,814,593
VNS ¥113,053,027,500 $1,024,612,521
Inflation ¥0 $0
Total¥811,760,752,341,984$7,539,783,250,513
ProductVolume
CHF
USD
Equivalent
IRS CHF2,062,268,921,273 $2,266,271,598,642
OIS CHF1,105,417,820,496 $1,208,517,941,811
Basis CHF42,710,000,000 $46,458,360,265
Zeroes CHF0 $0
FRAs CHF745,658,000,000 $820,762,740,746
VNS CHF672,575,616 $736,117,690
Inflation CHF0 $0
TotalCHF3,956,727,317,385$4,342,746,759,154
ProductVolume
AUD
USD
Equivalent
IRS $16,829,386,850,238 $12,808,995,591,633
OIS $5,515,689,137,000 $4,124,211,118,379
Basis $1,831,691,167,874 $1,395,907,832,629
Zeroes $1,004,000,000 $772,628,200
FRAs $0 $0
VNS $8,658,410,464 $6,578,423,338
Inflation $0 $0
Total$24,186,429,565,576$18,336,465,594,179
ProductVolume
CAD
USD
Equivalent
IRS $13,035,650,739,717 $10,402,117,874,258
OIS $3,156,504,358,824 $2,509,413,657,593
Basis $647,825,048,960 $515,110,083,598
Zeroes $18,150,308,291 $14,443,168,390
FRAs $0 $0
VNS $47,117,990,364 $37,505,136,789
Inflation $0 $0
Total$16,905,248,446,156$13,478,589,920,628
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL93,333,510,356 $17,350,487,761
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL93,333,510,356$17,350,487,761
ProductVolume
CLP
USD
Equivalent
IRS CLP11,676,185,711,332 $15,842,125,968
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP11,676,185,711,332$15,842,125,968
ProductVolume
CNY
USD
Equivalent
IRS CNY16,857,004,141,572 $2,605,619,124,637
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,857,004,141,572$2,605,619,124,637
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP44,816,399,631,490 $12,212,862,621
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP44,816,399,631,490$12,212,862,621
ProductVolume
CZK
USD
Equivalent
IRS CZK32,046,983,929,303 $1,492,892,203,369
OIS CZK0 $0
Basis CZK2,100,000,000 $98,234,125
Zeroes CZK0 $0
FRAs CZK30,105,912,000,000 $1,401,207,944,436
VNS CZK41,280,125,828 $1,925,108,479
Inflation CZK0 $0
TotalCZK62,196,276,055,131$2,896,123,490,409
ProductVolume
DKK
USD
Equivalent
IRS DKK1,210,394,195,384 $195,081,690,145
OIS DKK0 $0
Basis DKK4,004,000,000 $634,781,453
Zeroes DKK0 $0
FRAs DKK357,704,000,000 $57,867,456,796
VNS DKK7,106,916,246 $1,157,442,573
Inflation DKK0 $0
TotalDKK1,579,209,111,630$254,741,370,967
ProductVolume
HKD
USD
Equivalent
IRS HKD9,074,295,305,036 $1,168,405,558,962
OIS HKD0 $0
Basis HKD428,941,000,000 $55,239,602,613
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD7,178,108,176 $923,235,784
Inflation HKD0 $0
TotalHKD9,510,414,413,212$1,224,568,397,359
ProductVolume
HUF
USD
Equivalent
IRS HUF165,299,500,642,504 $556,199,247,011
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF100,127,601,364,752 $335,480,936,556
VNS HUF865,861,938,914 $2,927,242,807
Inflation HUF0 $0
TotalHUF266,292,963,946,170$894,607,426,374
ProductVolume
ILS
USD
Equivalent
IRS ILS1,401,672,913,707 $430,867,142,597
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS63,316,000,000 $19,424,238,984
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,464,988,913,707$450,291,381,581
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR119,270,982,213,924 $1,620,701,871,799
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR119,270,982,213,924$1,620,701,871,799
ProductVolume
KRW
USD
Equivalent
IRS KRW3,953,933,842,066,062 $3,497,538,739,035
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,953,933,842,066,062$3,497,538,739,035
ProductVolume
MXN
USD
Equivalent
IRS MXN3,050,216,390,872 $151,519,699,245
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,050,216,390,872$151,519,699,245
ProductVolume
NOK
USD
Equivalent
IRS NOK9,549,004,575,710 $1,117,336,527,681
OIS NOK0 $0
Basis NOK88,130,000,000 $10,393,361,114
Zeroes NOK8,120,000,000 $910,064,463
FRAs NOK21,721,320,000,000 $2,543,101,229,119
VNS NOK12,064,292,784 $1,419,770,426
Inflation NOK0 $0
TotalNOK31,378,638,868,494$3,673,160,952,803
ProductVolume
NZD
USD
Equivalent
IRS NZD6,341,046,621,172 $4,518,364,067,153
OIS NZD6,191,691,356,580 $4,405,641,285,743
Basis NZD295,101,500,000 $209,814,381,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD339,413,599 $243,304,926
Inflation NZD0 $0
TotalNZD12,828,178,891,351$9,134,063,039,372
ProductVolume
PLN
USD
Equivalent
IRS PLN6,273,605,416,431 $1,653,380,305,331
OIS PLN0 $0
Basis PLN457,000,000 $120,075,820
Zeroes PLN0 $0
FRAs PLN3,388,445,244,252 $891,822,396,797
VNS PLN1,752,554,735 $455,678,326
Inflation PLN0 $0
TotalPLN9,664,260,215,418$2,545,778,456,274
ProductVolume
SEK
USD
Equivalent
IRS SEK23,914,933,662,661 $2,824,951,655,482
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,228,000,000 $1,098,521,039
FRAs SEK25,382,422,000,000 $2,996,498,750,113
VNS SEK8,715,489,840 $1,038,372,717
Inflation SEK0 $0
TotalSEK49,315,299,152,501$5,823,587,299,351
ProductVolume
SGD
USD
Equivalent
IRS SGD2,260,892,538,226 $1,691,701,838,165
OIS SGD573,785,104,960 $425,519,090,445
Basis SGD3,060,000,000 $2,310,550,784
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD498,485,207 $370,028,266
Inflation SGD0 $0
TotalSGD2,838,236,128,393$2,119,901,507,660
ProductVolume
THB
USD
Equivalent
IRS THB20,863,121,676,948 $660,598,410,411
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB20,863,121,676,948$660,598,410,411
ProductVolume
TWD
USD
Equivalent
IRS TWD8,467,468,217,469 $303,114,339,446
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD8,467,468,217,469$303,114,339,446
ProductVolume
ZAR
USD
Equivalent
IRS ZAR71,231,920,740,478 $4,888,238,193,855
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR71,231,920,740,478$4,888,238,193,855
ProductUSD
Equivalent
IRS$278,992,709,381,267
OIS$196,486,075,054,212
Basis$26,038,647,519,069
Zeroes$262,324,984,755
FRAs$143,620,952,572,133
VNS$711,316,889,009
Inflation$6,900,865,763,234
Total$653,012,892,163,679
Show:
ProductUSD
Equivalent
IRS $69,704,069,844,137
OIS $19,956,914,569,093
Basis $21,735,338,922,430
Zeroes $158,238,211,789
FRAs $11,307,716,266,128
VNS $1,596,804,999,894
Inflation $2,737,834,626,439
Total$127,196,917,439,910
ProductVolume
EUR
USD
Equivalent
IRS €45,555,657,231,468 $53,373,008,012,388
OIS €12,909,807,575,793 $15,125,130,555,799
Basis €770,035,698,461 $902,173,824,317
Zeroes €109,451,372,206 $128,233,227,677
FRAs €12,991,890,639,861 $15,221,299,073,662
VNS €1,038,327,569,726 $1,216,504,580,691
Inflation €2,890,940,853,493 $3,387,026,303,953
Total€76,266,110,941,008$89,353,375,578,487
ProductVolume
GBP
USD
Equivalent
IRS £9,163,212,259,297 $12,517,406,106,813
OIS £15,893,269,964,230 $21,711,001,434,636
Basis £3,897,910,350,408 $5,324,740,434,174
Zeroes £297,868,836,524 $406,903,724,133
FRAs £1,398,205,070,427 $1,910,018,036,456
VNS £414,125,728,564 $565,716,451,505
Inflation £2,366,440,295,391 $3,232,675,765,518
Total£33,431,032,504,841$45,668,461,953,235
ProductVolume
JPY
USD
Equivalent
IRS ¥570,164,729,268,498 $5,146,355,530,901
OIS ¥81,392,544,774,458 $734,656,058,981
Basis ¥99,197,725,236,147 $895,367,138,155
Zeroes ¥28,245,317,628 $254,944,649
FRAs ¥610,000,000,000 $5,505,912,086
VNS ¥211,330,112,423 $1,907,483,640
Inflation ¥0 $0
Total¥751,604,574,709,154$6,784,047,068,412
ProductVolume
CHF
USD
Equivalent
IRS CHF1,469,262,224,767 $1,588,219,894,894
OIS CHF721,636,796,556 $780,063,556,973
Basis CHF300,017,937,658 $324,308,655,992
Zeroes CHF7,052 $7,623
FRAs CHF146,173,442,762 $158,008,261,552
VNS CHF3,058,553,462 $3,306,186,858
Inflation CHF0 $0
TotalCHF2,640,148,962,257$2,853,906,563,892
ProductVolume
AUD
USD
Equivalent
IRS $15,731,916,970,618 $11,415,078,953,880
OIS $3,151,725,415,581 $2,286,891,961,545
Basis $3,892,660,917,127 $2,824,514,761,467
Zeroes $2,283,978,998 $1,657,255,161
FRAs $0 $0
VNS $42,473,036,028 $30,818,434,942
Inflation $0 $0
Total$22,821,060,318,352$16,558,961,366,995
ProductVolume
CAD
USD
Equivalent
IRS $16,041,782,431,240 $12,668,732,423,487
OIS $1,328,663,418,714 $1,049,289,965,421
Basis $1,395,302,824,814 $1,101,917,334,502
Zeroes $31,715,573,447 $25,046,849,712
FRAs $0 $0
VNS $313,283,088,267 $247,410,138,809
Inflation $0 $0
Total$19,110,747,336,482$15,092,396,711,931
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL125,930,223,015 $23,594,368,504
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL125,930,223,015$23,594,368,504
ProductVolume
CLP
USD
Equivalent
IRS CLP11,215,119,418,324 $14,145,679,929
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP11,215,119,418,324$14,145,679,929
ProductVolume
CNY
USD
Equivalent
IRS CNY14,358,597,746,175 $2,220,390,268,015
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY14,358,597,746,175$2,220,390,268,015
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP36,258,578,895,750 $9,448,107,997
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP36,258,578,895,750$9,448,107,997
ProductVolume
CZK
USD
Equivalent
IRS CZK27,750,014,416,629 $1,279,067,752,143
OIS CZK0 $0
Basis CZK7,350,000,000 $338,779,931
Zeroes CZK0 $0
FRAs CZK13,761,784,260,186 $634,315,146,468
VNS CZK206,872,633,928 $9,535,278,465
Inflation CZK0 $0
TotalCZK41,726,021,310,743$1,923,256,957,007
ProductVolume
DKK
USD
Equivalent
IRS DKK5,080,897,756,417 $800,519,577,189
OIS DKK0 $0
Basis DKK10,702,000,000 $1,686,150,937
Zeroes DKK15,500,000,000 $2,442,098,629
FRAs DKK45,718,000,000 $7,203,088,073
VNS DKK11,234,714,448 $1,770,082,629
Inflation DKK0 $0
TotalDKK5,164,052,470,865$813,620,997,457
ProductVolume
HKD
USD
Equivalent
IRS HKD13,482,290,956,313 $1,731,795,913,542
OIS HKD0 $0
Basis HKD1,068,357,405,510 $137,230,163,261
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD10,403,108,176 $1,336,275,881
Inflation HKD0 $0
TotalHKD14,561,051,469,999$1,870,362,352,684
ProductVolume
HUF
USD
Equivalent
IRS HUF169,334,695,670,295 $555,879,181,519
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF61,015,817,418 $200,298,129
FRAs HUF33,740,204,565,864 $110,759,801,611
VNS HUF1,497,434,933,684 $4,915,666,586
Inflation HUF0 $0
TotalHUF204,633,350,987,261$671,754,947,845
ProductVolume
ILS
USD
Equivalent
IRS ILS1,015,482,655,875 $317,556,650,158
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS24,618,000,000 $7,698,417,662
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,040,100,655,875$325,255,067,820
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR103,088,945,994,794 $1,396,481,275,456
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR103,088,945,994,794$1,396,481,275,456
ProductVolume
KRW
USD
Equivalent
IRS KRW3,263,533,614,979,880 $2,762,078,299,674
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,263,533,614,979,880$2,762,078,299,674
ProductVolume
MXN
USD
Equivalent
IRS MXN3,344,430,923,425 $166,633,745,634
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,344,430,923,425$166,633,745,634
ProductVolume
NOK
USD
Equivalent
IRS NOK14,240,438,202,422 $1,657,136,663,302
OIS NOK0 $0
Basis NOK238,024,096,351 $27,698,477,477
Zeroes NOK4,380,000,000 $509,693,486
FRAs NOK8,609,928,573,386 $1,001,923,403,238
VNS NOK116,062,623,399 $13,506,018,968
Inflation NOK0 $0
TotalNOK23,208,833,495,558$2,700,774,256,471
ProductVolume
NZD
USD
Equivalent
IRS NZD6,220,436,395,957 $4,360,214,891,746
OIS NZD4,094,289,799,399 $2,869,892,434,889
Basis NZD319,632,765,985 $224,046,587,317
Zeroes NZD104,000,000 $72,898,800
FRAs NZD0 $0
VNS NZD1,675,937,514 $1,174,748,400
Inflation NZD0 $0
TotalNZD10,636,138,898,855$7,455,401,561,152
ProductVolume
PLN
USD
Equivalent
IRS PLN5,503,589,287,001 $1,399,763,285,773
OIS PLN0 $0
Basis PLN857,000,000 $217,966,326
Zeroes PLN500,000,000 $127,168,218
FRAs PLN1,640,651,548,483 $417,277,467,949
VNS PLN16,516,597,203 $4,200,772,471
Inflation PLN0 $0
TotalPLN7,162,114,432,687$1,821,586,660,737
ProductVolume
SEK
USD
Equivalent
IRS SEK39,290,738,994,053 $4,538,346,981,698
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,687,603,754 $1,118,983,974
FRAs SEK10,729,301,909,340 $1,239,307,179,826
VNS SEK58,908,649,862 $6,804,348,815
Inflation SEK0 $0
TotalSEK50,088,637,157,009$5,785,577,494,313
ProductVolume
SGD
USD
Equivalent
IRS SGD695,029,294,811 $513,410,374,745
OIS SGD395,751,502,846 $292,337,213,552
Basis SGD4,624,617,296 $3,416,153,127
Zeroes SGD500,000,000 $369,344,414
FRAs SGD0 $0
VNS SGD1,862,546,710 $1,375,842,445
Inflation SGD0 $0
TotalSGD1,097,767,961,663$810,908,928,283
ProductVolume
THB
USD
Equivalent
IRS THB19,435,798,278,089 $581,474,892,389
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB19,435,798,278,089$581,474,892,389
ProductVolume
TWD
USD
Equivalent
IRS TWD11,065,682,258,589 $398,820,812,318
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD11,065,682,258,589$398,820,812,318
ProductVolume
ZAR
USD
Equivalent
IRS ZAR43,207,790,153,631 $2,891,294,233,419
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR750,000,000 $50,187,030
Inflation ZAR0 $0
TotalZAR43,208,540,153,631$2,891,344,420,449
ProductUSD
Equivalent
IRS$192,624,994,338,197
OIS$66,212,107,134,342
Basis$33,502,995,349,413
Zeroes$725,174,706,394
FRAs$32,021,032,054,711
VNS$3,707,137,498,029
Inflation$9,357,536,695,910
Total$338,150,977,776,996

Figures as of COB Sep 24, 2021.

Notional Outstanding by Product

As of COB Sep 24, 2021

Daily Notional by Tenor

As of COB Sep 24, 2021

Notional Outstanding by Currency

As of COB Sep 24, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

Stay up to date