Volumes

  • Client Notional Cleared (USD)
    $790,528,389,273,125
    Client Notional Outstanding (USD)
    $47,125,879,119,434
    As of COB Aug 14, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,317,239,000,000,000
    Trades Compressed
    16,570,840
  • 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 Aug 14, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$463,047,570,235
$2,283,813,850,428
$94,701,672,881,812
$23,503,703,760,529
EUR
€98,674,021,810
€569,642,526,413
€24,008,015,157,878
€9,792,972,723,792
GBP
£85,568,288,763
£330,943,994,156
£15,310,234,605,619
£3,957,257,635,217
JPY
¥780,498,010,000
¥7,107,859,083,000
¥218,645,362,692,361
¥127,064,533,015,137
CHF
CHF12,537,150,000
CHF4,083,415,039
CHF822,675,655,799
CHF251,796,832,748
AUD
$17,998,583,995
$68,807,668,333
$4,647,582,164,812
$1,559,229,135,764
CAD
$56,395,034,600
$282,144,976,269
$7,258,884,299,010
$2,111,974,533,999
Other*
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$37,457,483,804
$191,134,353,257
$6,218,887,278,960
$3,348,849,189,564
CNY
CNY12,879,500,000
CNY57,455,500,000
CNY376,940,500,000
CNY191,653,879,942
CZK
CZK103,408,482,235
CZK558,675,011,530
CZK11,396,129,128,994
CZK4,410,328,815,894
DKK
DKK278,800,000
DKK1,016,707,528
DKK325,897,554,850
DKK713,012,894,642
HKD
HKD9,786,198,917
HKD105,938,698,258
HKD4,049,025,381,816
HKD3,024,003,746,203
HUF
HUF429,414,374,014
HUF1,733,747,024,583
HUF133,011,093,076,814
HUF33,972,849,752,183
INR
INR18,420,000,000
INR222,355,000,000
INR3,415,188,000,000
INR2,109,757,639,400
KRW
KRW8,288,400,000,000
KRW15,770,803,600,000
KRW204,039,437,100,000
KRW152,241,225,488,738
MXN
MXN2,866,350,000
MXN4,727,950,000
MXN484,030,385,277
MXN233,736,582,517
NOK
NOK19,921,435,780
NOK111,200,101,249
NOK4,524,354,306,948
NOK1,533,808,975,112
NZD
NZD14,103,220,016
NZD59,339,068,576
NZD933,717,102,089
NZD593,863,948,612
PLN
PLN2,104,350,000
PLN28,079,256,970
PLN1,470,010,466,303
PLN841,667,760,329
SEK
SEK9,191,424,800
SEK354,778,599,000
SEK14,556,934,541,578
SEK6,529,331,813,260
SGD
SGD3,413,250,000
SGD8,881,780,000
SGD567,333,720,605
SGD544,435,486,780
ZAR
ZAR68,688,906,415
ZAR186,559,968,704
ZAR6,253,951,510,169
ZAR6,176,392,265,887
Total in USD$796,924,102,295$3,892,240,846,169$162,543,621,269,532$47,125,879,119,434

Figures as of COB Aug 14, 2018. Weekly figures as of COB Aug 10, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $153,901,306,000
OIS $172,741,200,000
Basis $18,610,100,000
Zeroes $0
FRAs $116,261,000,000
VNS $729,964,235
Inflation $804,000,000
Total$463,047,570,235
ProductVolume
EUR
USD
Equivalent
IRS €79,399,033,069 $90,034,533,549
OIS €16,228,030,000 $18,401,774,619
Basis €828,500,000 $939,477,575
Zeroes €0 $0
FRAs €1,700,000,000 $1,927,715,000
VNS €38,634,141 $43,809,184
Inflation €479,824,600 $544,097,105
Total€98,674,021,810$111,891,407,032
ProductVolume
GBP
USD
Equivalent
IRS £35,875,220,476 $45,604,580,269
OIS £40,068,066,981 $50,934,526,746
Basis £0 $0
Zeroes £24,000,000 $30,508,800
FRAs £9,000,000,000 $11,440,800,000
VNS £127,094,006 $161,561,900
Inflation £473,907,300 $602,430,960
Total£85,568,288,763$108,774,408,675
ProductVolume
JPY
USD
Equivalent
IRS ¥729,988,010,000 $6,563,754,979
OIS ¥50,510,000,000 $454,165,355
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥780,498,010,000$7,017,920,334
ProductVolume
CHF
USD
Equivalent
IRS CHF1,187,150,000 $1,193,835,479
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF11,350,000,000 $11,413,917,940
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,537,150,000$12,607,753,419
ProductVolume
AUD
USD
Equivalent
IRS $17,850,489,750 $12,914,829,334
OIS $0 $0
Basis $145,000,000 $104,907,500
Zeroes $0 $0
FRAs $0 $0
VNS $3,094,245 $2,238,686
Inflation $0 $0
Total$17,998,583,995$13,021,975,520
ProductVolume
CAD
USD
Equivalent
IRS $9,933,034,600 $7,592,321,792
OIS $45,713,000,000 $34,940,762,822
Basis $749,000,000 $572,498,662
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$56,395,034,600$43,105,583,276
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY12,879,500,000 $1,870,864,655
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,879,500,000$1,870,864,655
ProductVolume
CZK
USD
Equivalent
IRS CZK84,358,482,235 $3,719,673,806
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK19,050,000,000 $839,984,126
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK103,408,482,235$4,559,657,932
ProductVolume
DKK
USD
Equivalent
IRS DKK278,800,000 $42,411,427
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK278,800,000$42,411,427
ProductVolume
HKD
USD
Equivalent
IRS HKD9,786,198,917 $1,246,649,544
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,786,198,917$1,246,649,544
ProductVolume
HUF
USD
Equivalent
IRS HUF247,414,374,014 $868,791,256
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF182,000,000,000 $639,089,824
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF429,414,374,014$1,507,881,080
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR18,420,000,000 $263,293,310
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR18,420,000,000$263,293,310
ProductVolume
KRW
USD
Equivalent
IRS KRW8,288,400,000,000 $7,332,790,714
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW8,288,400,000,000$7,332,790,714
ProductVolume
MXN
USD
Equivalent
IRS MXN2,866,350,000 $151,450,386
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,866,350,000$151,450,386
ProductVolume
NOK
USD
Equivalent
IRS NOK15,114,260,000 $1,795,661,213
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,800,000,000 $570,267,669
VNS NOK7,175,780 $852,524
Inflation NOK0 $0
TotalNOK19,921,435,780$2,366,781,406
ProductVolume
NZD
USD
Equivalent
IRS NZD14,101,769,150 $9,266,272,508
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,450,866 $953,364
Inflation NZD0 $0
TotalNZD14,103,220,016$9,267,225,872
ProductVolume
PLN
USD
Equivalent
IRS PLN2,104,350,000 $554,783,686
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,104,350,000$554,783,686
ProductVolume
SEK
USD
Equivalent
IRS SEK9,191,424,800 $1,005,615,343
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK9,191,424,800$1,005,615,343
ProductVolume
SGD
USD
Equivalent
IRS SGD3,413,250,000 $2,476,330,395
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,413,250,000$2,476,330,395
ProductVolume
ZAR
USD
Equivalent
IRS ZAR68,688,906,415 $4,811,748,054
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR68,688,906,415$4,811,748,054
ProductUSD
Equivalent
IRS$352,948,204,389
OIS$277,735,722,852
Basis$20,226,983,737
Zeroes$30,508,800
FRAs$143,092,774,559
VNS$939,379,893
Inflation$1,950,528,065
Total$796,924,102,295
Show:
ProductUSD
Equivalent
IRS $665,278,600,802
OIS $910,203,125,000
Basis $133,849,070,000
Zeroes $156,581,601
FRAs $569,191,700,000
VNS $849,981,025
Inflation $4,284,792,000
Total$2,283,813,850,428
ProductVolume
EUR
USD
Equivalent
IRS €244,554,123,141 $282,108,990,706
OIS €231,330,160,000 $266,183,031,403
Basis €5,912,600,000 $6,791,868,440
Zeroes €498,500,000 $568,190,300
FRAs €82,885,500,000 $95,188,717,900
VNS €509,479,032 $585,716,575
Inflation €3,952,164,240 $4,575,189,218
Total€569,642,526,413$656,001,704,542
ProductVolume
GBP
USD
Equivalent
IRS £90,240,845,032 $116,266,258,784
OIS £191,717,148,000 $246,899,016,102
Basis £2,621,157,500 $3,374,314,597
Zeroes £12,094,000 $15,536,557
FRAs £39,595,970,000 $51,117,514,674
VNS £183,485,924 $236,096,312
Inflation £6,573,293,700 $8,458,101,352
Total£330,943,994,156$426,366,838,378
ProductVolume
JPY
USD
Equivalent
IRS ¥6,864,229,083,000 $61,822,945,284
OIS ¥216,630,000,000 $1,951,019,777
Basis ¥27,000,000,000 $242,315,459
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,107,859,083,000$64,016,280,520
ProductVolume
CHF
USD
Equivalent
IRS CHF3,983,415,039 $4,002,169,551
OIS CHF100,000,000 $100,603,724
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,083,415,039$4,102,773,275
ProductVolume
AUD
USD
Equivalent
IRS $64,375,508,300 $47,649,457,829
OIS $1,633,800,000 $1,213,982,130
Basis $2,783,300,000 $2,063,725,455
Zeroes $0 $0
FRAs $0 $0
VNS $15,060,033 $11,184,135
Inflation $0 $0
Total$68,807,668,333$50,938,349,549
ProductVolume
CAD
USD
Equivalent
IRS $64,770,976,269 $49,557,051,330
OIS $217,374,000,000 $166,309,644,890
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$282,144,976,269$215,866,696,220
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY57,455,500,000 $8,404,434,802
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY57,455,500,000$8,404,434,802
ProductVolume
CZK
USD
Equivalent
IRS CZK194,745,011,530 $8,792,274,217
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK363,930,000,000 $16,405,548,659
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK558,675,011,530$25,197,822,876
ProductVolume
DKK
USD
Equivalent
IRS DKK1,016,707,528 $157,099,949
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,016,707,528$157,099,949
ProductVolume
HKD
USD
Equivalent
IRS HKD105,929,198,258 $13,494,730,700
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD9,500,000 $1,210,268
Inflation HKD0 $0
TotalHKD105,938,698,258$13,495,940,968
ProductVolume
HUF
USD
Equivalent
IRS HUF857,747,024,583 $3,089,036,745
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF876,000,000,000 $3,174,827,053
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,733,747,024,583$6,263,863,798
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR222,355,000,000 $3,237,550,213
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR222,355,000,000$3,237,550,213
ProductVolume
KRW
USD
Equivalent
IRS KRW15,770,803,600,000 $14,070,163,394
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,770,803,600,000$14,070,163,394
ProductVolume
MXN
USD
Equivalent
IRS MXN4,727,950,000 $254,221,378
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,727,950,000$254,221,378
ProductVolume
NOK
USD
Equivalent
IRS NOK58,032,101,249 $7,005,339,664
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK53,084,000,000 $6,397,993,846
VNS NOK84,000,000 $10,031,887
Inflation NOK0 $0
TotalNOK111,200,101,249$13,413,365,397
ProductVolume
NZD
USD
Equivalent
IRS NZD59,339,068,576 $39,444,087,290
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD59,339,068,576$39,444,087,290
ProductVolume
PLN
USD
Equivalent
IRS PLN20,079,256,970 $5,441,252,190
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,000,000,000 $2,176,753,955
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN28,079,256,970$7,618,006,145
ProductVolume
SEK
USD
Equivalent
IRS SEK115,698,599,000 $12,869,732,300
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK239,080,000,000 $26,583,451,162
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK354,778,599,000$39,453,183,462
ProductVolume
SGD
USD
Equivalent
IRS SGD8,881,780,000 $6,491,447,591
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,881,780,000$6,491,447,591
ProductVolume
ZAR
USD
Equivalent
IRS ZAR186,559,968,704 $13,633,165,994
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR186,559,968,704$13,633,165,994
ProductUSD
Equivalent
IRS$1,359,832,460,500
OIS$1,596,097,973,239
Basis$146,321,293,951
Zeroes$740,308,458
FRAs$770,236,507,249
VNS$1,694,220,202
Inflation$17,318,082,570
Total$3,892,240,846,169
Show:
ProductUSD
Equivalent
IRS $25,127,073,181,507
OIS $45,405,580,685,380
Basis $5,630,212,367,827
Zeroes $6,626,882,749
FRAs $18,335,380,960,000
VNS $61,242,146,784
Inflation $135,556,657,565
Total$94,701,672,881,812
ProductVolume
EUR
USD
Equivalent
IRS €11,531,372,448,645 $13,835,565,304,956
OIS €10,114,346,721,692 $12,098,440,483,234
Basis €107,790,235,182 $128,811,884,734
Zeroes €6,042,721,122 $7,265,042,694
FRAs €2,032,537,344,592 $2,410,496,518,536
VNS €31,250,315,890 $37,333,051,198
Inflation €184,675,370,755 $222,252,588,464
Total€24,008,015,157,878$28,740,164,873,816
ProductVolume
GBP
USD
Equivalent
IRS £3,604,744,060,695 $4,912,838,810,426
OIS £9,923,836,064,276 $13,484,808,894,773
Basis £260,403,373,300 $356,638,860,803
Zeroes £12,447,834,340 $17,018,386,589
FRAs £1,348,931,482,970 $1,837,669,147,657
VNS £17,270,431,792 $23,427,515,440
Inflation £142,601,358,246 $193,885,033,182
Total£15,310,234,605,619$20,826,286,648,870
ProductVolume
JPY
USD
Equivalent
IRS ¥175,030,081,874,498 $1,601,339,860,921
OIS ¥23,578,709,800,000 $215,883,013,480
Basis ¥17,495,091,017,863 $159,758,243,575
Zeroes ¥0 $0
FRAs ¥2,541,480,000,000 $23,008,319,033
VNS ¥0 $0
Inflation ¥0 $0
Total¥218,645,362,692,361$1,999,989,437,009
ProductVolume
CHF
USD
Equivalent
IRS CHF535,112,693,799 $552,578,612,797
OIS CHF7,523,500,000 $7,690,730,651
Basis CHF17,754,412,000 $18,523,389,383
Zeroes CHF0 $0
FRAs CHF262,168,550,000 $269,406,893,933
VNS CHF116,500,000 $118,218,199
Inflation CHF0 $0
TotalCHF822,675,655,799$848,317,844,963
ProductVolume
AUD
USD
Equivalent
IRS $1,795,198,177,132 $1,371,393,785,934
OIS $2,774,303,120,000 $2,140,699,535,440
Basis $75,607,180,000 $57,357,655,660
Zeroes $650,000,000 $480,415,000
FRAs $0 $0
VNS $1,823,687,680 $1,399,991,801
Inflation $0 $0
Total$4,647,582,164,812$3,571,331,383,835
ProductVolume
CAD
USD
Equivalent
IRS $2,417,630,203,500 $1,884,426,450,508
OIS $4,824,371,972,000 $3,739,342,616,478
Basis $15,420,490,000 $12,058,907,847
Zeroes $122,526,648 $94,782,983
FRAs $0 $0
VNS $1,339,106,862 $1,048,162,451
Inflation $0 $0
Total$7,258,884,299,010$5,636,970,920,267
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY376,940,500,000 $56,427,481,604
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY376,940,500,000$56,427,481,604
ProductVolume
CZK
USD
Equivalent
IRS CZK6,906,407,701,834 $325,465,800,767
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,489,079,000,000 $208,358,897,829
VNS CZK642,427,160 $29,574,982
Inflation CZK0 $0
TotalCZK11,396,129,128,994$533,854,273,578
ProductVolume
DKK
USD
Equivalent
IRS DKK312,351,054,850 $50,955,134,158
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
TotalDKK325,897,554,850$53,202,828,662
ProductVolume
HKD
USD
Equivalent
IRS HKD3,946,409,881,816 $503,197,282,154
OIS HKD0 $0
Basis HKD102,443,000,000 $13,065,787,079
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD172,500,000 $21,975,856
Inflation HKD0 $0
TotalHKD4,049,025,381,816$516,285,045,089
ProductVolume
HUF
USD
Equivalent
IRS HUF87,811,449,470,439 $337,037,596,863
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF45,196,426,328,000 $170,723,467,647
VNS HUF3,217,278,375 $12,113,518
Inflation HUF0 $0
TotalHUF133,011,093,076,814$507,773,178,028
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,415,188,000,000 $50,045,963,024
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,415,188,000,000$50,045,963,024
ProductVolume
KRW
USD
Equivalent
IRS KRW204,039,437,100,000 $183,164,348,328
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW204,039,437,100,000$183,164,348,328
ProductVolume
MXN
USD
Equivalent
IRS MXN484,030,385,277 $25,504,742,579
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN484,030,385,277$25,504,742,579
ProductVolume
NOK
USD
Equivalent
IRS NOK1,940,574,988,077 $243,852,939,951
OIS NOK0 $0
Basis NOK79,478,000,000 $10,070,529,867
Zeroes NOK0 $0
FRAs NOK2,500,252,484,534 $314,750,863,984
VNS NOK4,048,834,337 $507,303,570
Inflation NOK0 $0
TotalNOK4,524,354,306,948$569,181,637,372
ProductVolume
NZD
USD
Equivalent
IRS NZD933,705,020,590 $659,138,042,001
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD12,081,499 $8,362,732
Inflation NZD0 $0
TotalNZD933,717,102,089$659,146,404,733
ProductVolume
PLN
USD
Equivalent
IRS PLN1,102,914,313,297 $314,984,835,442
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN367,096,153,006 $103,737,853,003
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,470,010,466,303$418,722,688,445
ProductVolume
SEK
USD
Equivalent
IRS SEK7,955,237,816,082 $942,143,681,991
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK6,597,887,839,112 $782,397,221,388
VNS SEK3,808,886,384 $443,559,105
Inflation SEK0 $0
TotalSEK14,556,934,541,578$1,724,984,462,484
ProductVolume
SGD
USD
Equivalent
IRS SGD566,627,720,605 $424,853,683,776
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
TotalSGD567,333,720,605$425,388,737,510
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,253,342,510,169 $495,159,683,315
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
TotalZAR6,253,951,510,169$495,205,487,524
ProductUSD
Equivalent
IRS$53,847,101,259,978
OIS$77,142,491,922,460
Basis$6,386,908,435,367
Zeroes$31,563,388,668
FRAs$24,458,170,427,574
VNS$125,691,556,274
Inflation$551,694,279,211
Total$162,543,621,269,532
Show:
ProductUSD
Equivalent
IRS $10,367,641,927,401
OIS $6,311,468,140,416
Basis $3,144,748,794,525
Zeroes $5,392,707,813
FRAs $3,391,442,163,834
VNS $212,060,112,398
Inflation $70,949,914,142
Total$23,503,703,760,529
ProductVolume
EUR
USD
Equivalent
IRS €5,294,504,151,177 $6,003,702,982,227
OIS €3,615,043,933,432 $4,099,279,068,316
Basis €131,969,686,828 $149,647,026,379
Zeroes €13,618,389,467 $15,442,572,736
FRAs €520,251,466,730 $589,939,150,698
VNS €113,948,797,052 $129,212,238,417
Inflation €103,636,299,106 $117,518,381,371
Total€9,792,972,723,792$11,104,741,420,144
ProductVolume
GBP
USD
Equivalent
IRS £1,370,743,841,873 $1,742,489,571,789
OIS £1,884,197,207,752 $2,395,191,490,494
Basis £173,397,520,500 $220,422,928,060
Zeroes £19,966,319,177 $25,381,184,938
FRAs £322,890,282,488 $410,458,127,099
VNS £53,853,350,090 $68,458,378,634
Inflation £132,209,113,337 $168,064,224,874
Total£3,957,257,635,217$5,030,465,905,888
ProductVolume
JPY
USD
Equivalent
IRS ¥98,507,773,874,669 $885,741,796,292
OIS ¥9,144,757,055,150 $82,225,932,250
Basis ¥18,013,889,000,000 $161,973,555,725
Zeroes ¥0 $0
FRAs ¥1,393,400,000,000 $12,528,885,492
VNS ¥4,713,085,318 $42,378,144
Inflation ¥0 $0
Total¥127,064,533,015,137$1,142,512,547,903
ProductVolume
CHF
USD
Equivalent
IRS CHF191,019,402,876 $192,095,135,636
OIS CHF3,041,131,684 $3,058,257,928
Basis CHF29,122,317,000 $29,286,320,394
Zeroes CHF0 $0
FRAs CHF27,952,881,188 $28,110,298,862
VNS CHF661,100,000 $664,823,009
Inflation CHF0 $0
TotalCHF251,796,832,748$253,214,835,829
ProductVolume
AUD
USD
Equivalent
IRS $875,750,608,792 $633,605,565,461
OIS $594,104,010,112 $429,834,251,316
Basis $85,775,380,000 $62,058,487,430
Zeroes $760,102,501 $549,934,159
FRAs $0 $0
VNS $2,839,034,360 $2,054,041,359
Inflation $0 $0
Total$1,559,229,135,765$1,128,102,279,725
ProductVolume
CAD
USD
Equivalent
IRS $870,683,309,756 $665,507,383,441
OIS $1,198,152,534,517 $915,808,709,407
Basis $37,686,461,646 $28,805,672,740
Zeroes $122,526,648 $93,653,328
FRAs $0 $0
VNS $5,329,701,432 $4,073,760,936
Inflation $0 $0
Total$2,111,974,533,999$1,614,289,179,852
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY191,653,879,942 $27,839,471,248
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY191,653,879,942$27,839,471,248
ProductVolume
CZK
USD
Equivalent
IRS CZK3,243,835,129,662 $143,032,546,835
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,164,924,319,182 $51,365,770,941
VNS CZK1,569,367,050 $69,199,129
Inflation CZK0 $0
TotalCZK4,410,328,815,894$194,467,516,905
ProductVolume
DKK
USD
Equivalent
IRS DKK705,916,736,184 $107,384,994,171
OIS DKK0 $0
Basis DKK5,050,000,000 $768,212,726
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,046,158,458 $311,264,350
Inflation DKK0 $0
TotalDKK713,012,894,642$108,464,471,247
ProductVolume
HKD
USD
Equivalent
IRS HKD2,828,941,246,203 $360,374,681,045
OIS HKD0 $0
Basis HKD194,890,000,000 $24,826,751,592
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD172,500,000 $21,974,522
Inflation HKD0 $0
TotalHKD3,024,003,746,203$385,223,407,159
ProductVolume
HUF
USD
Equivalent
IRS HUF22,198,742,644,920 $77,950,497,384
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $161,879,345
FRAs HUF11,721,845,876,888 $41,161,057,226
VNS HUF6,161,230,375 $21,635,053
Inflation HUF0 $0
TotalHUF33,972,849,752,183$119,295,069,008
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,109,757,639,400 $30,156,627,207
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,109,757,639,400$30,156,627,207
ProductVolume
KRW
USD
Equivalent
IRS KRW152,241,225,488,738 $134,688,606,314
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW152,241,225,488,738$134,688,606,314
ProductVolume
MXN
USD
Equivalent
IRS MXN233,736,582,517 $12,350,025,495
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN233,736,582,517$12,350,025,495
ProductVolume
NOK
USD
Equivalent
IRS NOK918,205,667,940 $109,088,126,307
OIS NOK0 $0
Basis NOK44,155,540,000 $5,245,932,685
Zeroes NOK0 $0
FRAs NOK557,886,819,250 $66,280,170,041
VNS NOK13,560,947,922 $1,611,118,785
Inflation NOK0 $0
TotalNOK1,533,808,975,112$182,225,347,818
ProductVolume
NZD
USD
Equivalent
IRS NZD592,491,850,077 $389,326,394,686
OIS NZD0 $0
Basis NZD1,300,000,000 $854,230,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD72,098,535 $47,375,948
Inflation NZD0 $0
TotalNZD593,863,948,612$390,228,000,634
ProductVolume
PLN
USD
Equivalent
IRS PLN680,201,298,265 $179,325,959,839
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN160,216,899,264 $42,239,039,114
VNS PLN1,249,562,800 $329,430,492
Inflation PLN0 $0
TotalPLN841,667,760,329$221,894,429,445
ProductVolume
SEK
USD
Equivalent
IRS SEK4,425,234,842,228 $484,156,064,182
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,425,478
FRAs SEK2,093,795,429,266 $229,077,956,397
VNS SEK10,041,730,056 $1,098,645,535
Inflation SEK0 $0
TotalSEK6,529,331,813,260$714,361,091,592
ProductVolume
SGD
USD
Equivalent
IRS SGD543,709,786,780 $394,464,241,143
OIS SGD0 $0
Basis SGD561,700,000 $407,516,233
Zeroes SGD44,000,000 $31,922,226
FRAs SGD0 $0
VNS SGD120,000,000 $87,060,616
Inflation SGD0 $0
TotalSGD544,435,486,780$394,990,740,218
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,175,792,265,887 $432,622,354,487
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $42,030,788
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,176,392,265,887$432,664,385,275
ProductUSD
Equivalent
IRS$23,343,388,325,383
OIS$14,267,022,477,334
Basis$3,829,045,428,489
Zeroes$47,124,310,811
FRAs$4,862,602,619,704
VNS$420,163,437,327
Inflation$356,532,520,387
Total$47,125,879,119,435

Figures as of COB Aug 14, 2018.

Notional Outstanding by Product

As of COB Aug 14, 2018

Daily Notional by Tenor
 

As of COB Aug 14, 2018

Notional Outstanding by Tenor
 

As of COB Aug 14, 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
$3,166,621,644,568
$10,442,180,670,759
$356,589,841,988,151
$140,155,383,876,722
EUR
€631,892,759,380
€3,603,958,071,945
€136,563,847,278,874
€80,735,378,534,608
GBP
£365,835,739,949
£1,543,850,786,879
£64,958,668,245,710
£33,375,749,063,268
JPY
¥3,626,222,620,000
¥34,854,383,197,030
¥943,746,817,178,862
¥1,216,590,919,219,790
CHF
CHF28,524,100,000
CHF20,362,215,478
CHF4,061,181,907,661
CHF3,371,496,466,927
AUD
$78,884,167,990
$595,617,147,067
$25,751,338,214,579
$21,451,111,123,768
CAD
$116,737,239,400
$728,521,656,847
$23,022,582,580,368
$15,627,871,960,078
Other*
Show All
Hide
$158,951,627,984
$742,886,786,572
$26,027,152,423,136
$24,610,233,416,665
CNY
CNY41,378,000,000
CNY199,095,000,000
CNY1,625,197,363,730
CNY1,414,378,138,320
CZK
CZK330,898,964,470
CZK1,553,135,271,060
CZK41,239,714,566,441
CZK36,814,173,014,707
DKK
DKK557,600,000
DKK8,726,830,112
DKK1,240,665,388,073
DKK4,012,112,147,257
HKD
HKD52,995,197,834
HKD463,603,984,464
HKD19,238,766,962,845
HKD19,989,297,569,634
HUF
HUF1,949,589,998,028
HUF11,776,696,449,166
HUF469,784,820,792,030
HUF298,294,576,633,640
INR
INR160,860,000,000
INR1,464,696,000,000
INR26,843,522,040,248
INR24,177,622,563,950
KRW
KRW34,627,000,000,000
KRW48,594,499,000,000
KRW644,692,421,618,642
KRW544,012,363,235,490
MXN
MXN5,192,700,000
MXN9,632,506,000
MXN1,374,448,613,160
MXN1,124,909,239,235
NOK
NOK105,046,908,360
NOK372,244,225,098
NOK18,286,923,472,342
NOK18,043,064,985,338
NZD
NZD62,186,370,032
NZD206,480,487,844
NZD4,258,419,285,870
NZD5,850,122,455,796
PLN
PLN6,250,290,000
PLN91,091,673,940
PLN4,573,094,082,100
PLN5,436,144,811,923
SEK
SEK87,546,849,600
SEK1,697,940,508,400
SEK59,721,451,409,443
SEK55,066,883,565,225
SGD
SGD15,306,000,000
SGD57,758,860,000
SGD3,243,687,790,714
SGD2,892,096,991,587
ZAR
ZAR225,361,562,830
ZAR509,340,790,916
ZAR28,207,029,882,145
ZAR30,650,511,994,384
Total in USD$4,714,749,595,946$18,667,789,035,842$685,425,320,490,060$340,537,378,909,908

Figures as of COB Aug 14, 2018. Weekly figures as of COB Aug 10, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $549,921,021,894
OIS $533,500,800,000
Basis $83,383,100,000
Zeroes $0
FRAs $1,988,354,000,000
VNS $8,863,370,674
Inflation $2,599,352,000
Total$3,166,621,644,568
ProductVolume
EUR
USD
Equivalent
IRS €313,570,432,944 $355,573,192,437
OIS €94,341,479,072 $106,978,520,194
Basis €1,903,000,000 $2,157,906,850
Zeroes €0 $0
FRAs €218,844,000,000 $248,158,153,800
VNS €121,214,564 $137,451,255
Inflation €3,112,632,800 $3,529,569,964
Total€631,892,759,380$716,534,794,500
ProductVolume
GBP
USD
Equivalent
IRS £101,298,254,377 $128,770,340,965
OIS £118,455,188,962 $150,580,236,208
Basis £7,913,400,000 $10,059,514,080
Zeroes £177,980,394 $226,248,677
FRAs £134,398,000,000 $170,846,737,600
VNS £450,123,912 $572,197,517
Inflation £3,142,792,304 $3,995,117,577
Total£365,835,739,949$465,050,392,624
ProductVolume
JPY
USD
Equivalent
IRS ¥2,705,862,620,000 $24,330,015,016
OIS ¥831,020,000,000 $7,472,193,499
Basis ¥89,340,000,000 $803,308,906
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,626,222,620,000$32,605,517,421
ProductVolume
CHF
USD
Equivalent
IRS CHF5,824,100,000 $5,856,898,632
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF22,700,000,000 $22,827,835,881
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF28,524,100,000$28,684,734,513
ProductVolume
AUD
USD
Equivalent
IRS $62,321,979,500 $45,089,952,168
OIS $11,400,000,000 $8,247,900,000
Basis $5,156,000,000 $3,730,366,000
Zeroes $0 $0
FRAs $0 $0
VNS $6,188,490 $4,477,373
Inflation $0 $0
Total$78,884,167,990$57,072,695,541
ProductVolume
CAD
USD
Equivalent
IRS $29,529,419,400 $22,570,831,919
OIS $85,666,000,000 $65,478,865,704
Basis $1,498,000,000 $1,144,997,325
Zeroes $34,470,000 $26,347,168
FRAs $0 $0
VNS $9,350,000 $7,146,679
Inflation $0 $0
Total$116,737,239,400$89,228,188,795
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY41,378,000,000 $6,010,531,285
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY41,378,000,000$6,010,531,285
ProductVolume
CZK
USD
Equivalent
IRS CZK231,198,964,470 $10,194,407,358
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK99,700,000,000 $4,396,137,396
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK330,898,964,470$14,590,544,754
ProductVolume
DKK
USD
Equivalent
IRS DKK557,600,000 $84,822,855
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK557,600,000$84,822,855
ProductVolume
HKD
USD
Equivalent
IRS HKD52,995,197,834 $6,750,980,616
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD52,995,197,834$6,750,980,616
ProductVolume
HUF
USD
Equivalent
IRS HUF571,589,998,028 $2,007,128,303
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,378,000,000,000 $4,838,822,951
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,949,589,998,028$6,845,951,254
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR160,860,000,000 $2,299,313,894
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR160,860,000,000$2,299,313,894
ProductVolume
KRW
USD
Equivalent
IRS KRW34,627,000,000,000 $30,634,687,522
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW34,627,000,000,000$30,634,687,522
ProductVolume
MXN
USD
Equivalent
IRS MXN5,192,700,000 $274,368,593
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,192,700,000$274,368,593
ProductVolume
NOK
USD
Equivalent
IRS NOK39,432,556,800 $4,684,815,055
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK65,600,000,000 $7,793,658,148
VNS NOK14,351,560 $1,705,048
Inflation NOK0 $0
TotalNOK105,046,908,360$12,480,178,251
ProductVolume
NZD
USD
Equivalent
IRS NZD62,183,468,300 $40,860,757,020
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,901,732 $1,906,728
Inflation NZD0 $0
TotalNZD62,186,370,032$40,862,663,748
ProductVolume
PLN
USD
Equivalent
IRS PLN6,250,290,000 $1,647,805,225
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,250,290,000$1,647,805,225
ProductVolume
SEK
USD
Equivalent
IRS SEK47,546,849,600 $5,202,005,405
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,000,000,000 $4,376,319,734
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK87,546,849,600$9,578,325,139
ProductVolume
SGD
USD
Equivalent
IRS SGD15,306,000,000 $11,104,581,565
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD15,306,000,000$11,104,581,565
ProductVolume
ZAR
USD
Equivalent
IRS ZAR225,361,562,830 $15,786,873,283
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR225,361,562,830$15,786,873,283
ProductUSD
Equivalent
IRS$1,267,356,017,116
OIS$874,557,829,499
Basis$101,279,193,161
Zeroes$252,595,845
FRAs$2,451,591,665,510
VNS$9,588,255,274
Inflation$10,124,039,541
Total$4,714,749,595,946
Show:
ProductUSD
Equivalent
IRS $2,488,839,299,229
OIS $2,562,648,622,000
Basis $630,347,633,411
Zeroes $469,163,202
FRAs $4,743,506,600,000
VNS $3,320,986,017
Inflation $13,048,366,900
Total$10,442,180,670,759
ProductVolume
EUR
USD
Equivalent
IRS €1,238,169,437,920 $1,427,927,369,033
OIS €707,751,397,393 $815,453,320,352
Basis €21,685,392,800 $24,897,090,471
Zeroes €997,000,000 $1,136,380,600
FRAs €1,619,217,000,000 $1,872,643,264,000
VNS €1,690,391,646 $1,949,062,052
Inflation €14,447,452,186 $16,729,840,193
Total€3,603,958,071,945$4,160,736,326,701
ProductVolume
GBP
USD
Equivalent
IRS £332,005,303,874 $427,732,807,933
OIS £619,658,357,200 $797,764,797,553
Basis £52,079,389,030 $67,096,454,746
Zeroes £2,116,049,006 $2,720,541,961
FRAs £517,111,940,000 $667,246,378,048
VNS £842,011,813 $1,082,346,875
Inflation £20,037,735,956 $25,780,660,249
Total£1,543,850,786,879$1,989,423,987,365
ProductVolume
JPY
USD
Equivalent
IRS ¥32,746,603,197,030 $294,707,391,547
OIS ¥1,929,260,000,000 $17,389,365,743
Basis ¥178,520,000,000 $1,604,658,406
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥34,854,383,197,030$313,701,415,696
ProductVolume
CHF
USD
Equivalent
IRS CHF16,404,215,478 $16,481,503,079
OIS CHF200,000,000 $201,207,447
Basis CHF2,108,000,000 $2,117,060,736
Zeroes CHF0 $0
FRAs CHF1,650,000,000 $1,659,480,750
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF20,362,215,478$20,459,252,012
ProductVolume
AUD
USD
Equivalent
IRS $446,526,050,600 $330,835,725,332
OIS $131,237,600,000 $96,763,156,260
Basis $17,823,376,400 $13,177,552,381
Zeroes $0 $0
FRAs $0 $0
VNS $30,120,067 $22,368,270
Inflation $0 $0
Total$595,617,147,067$440,798,802,243
ProductVolume
CAD
USD
Equivalent
IRS $238,043,956,776 $182,381,015,663
OIS $489,399,000,000 $374,399,270,933
Basis $1,000,000,000 $761,208,800
Zeroes $59,694,000 $45,831,509
FRAs $0 $0
VNS $19,006,071 $14,467,589
Inflation $0 $0
Total$728,521,656,847$557,601,794,494
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY199,095,000,000 $29,128,277,320
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY199,095,000,000$29,128,277,320
ProductVolume
CZK
USD
Equivalent
IRS CZK577,675,271,060 $26,082,544,527
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK975,460,000,000 $44,003,654,684
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,553,135,271,060$70,086,199,211
ProductVolume
DKK
USD
Equivalent
IRS DKK8,726,830,112 $1,351,486,675
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,726,830,112$1,351,486,675
ProductVolume
HKD
USD
Equivalent
IRS HKD463,584,984,464 $59,057,976,244
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD19,000,000 $2,420,536
Inflation HKD0 $0
TotalHKD463,603,984,464$59,060,396,780
ProductVolume
HUF
USD
Equivalent
IRS HUF3,216,696,449,166 $11,580,924,358
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,560,000,000,000 $30,739,053,162
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF11,776,696,449,166$42,319,977,520
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,464,696,000,000 $21,323,960,714
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,464,696,000,000$21,323,960,714
ProductVolume
KRW
USD
Equivalent
IRS KRW48,594,499,000,000 $43,331,205,506
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW48,594,499,000,000$43,331,205,506
ProductVolume
MXN
USD
Equivalent
IRS MXN9,632,506,000 $518,017,828
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,632,506,000$518,017,828
ProductVolume
NOK
USD
Equivalent
IRS NOK173,208,225,098 $20,891,650,901
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK198,868,000,000 $23,974,932,670
VNS NOK168,000,000 $20,063,774
Inflation NOK0 $0
TotalNOK372,244,225,098$44,886,647,345
ProductVolume
NZD
USD
Equivalent
IRS NZD206,480,487,844 $137,385,967,172
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD206,480,487,844$137,385,967,172
ProductVolume
PLN
USD
Equivalent
IRS PLN70,017,673,940 $18,946,095,936
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN21,074,000,000 $5,735,768,608
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN91,091,673,940$24,681,864,544
ProductVolume
SEK
USD
Equivalent
IRS SEK366,976,508,400 $40,827,146,975
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,330,964,000,000 $148,412,322,832
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,697,940,508,400$189,239,469,807
ProductVolume
SGD
USD
Equivalent
IRS SGD57,758,860,000 $42,283,509,320
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD57,758,860,000$42,283,509,320
ProductVolume
ZAR
USD
Equivalent
IRS ZAR509,340,790,916 $37,289,806,830
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR509,340,790,916$37,289,806,830
ProductUSD
Equivalent
IRS$5,637,579,721,408
OIS$4,685,943,701,002
Basis$740,001,658,951
Zeroes$4,371,917,272
FRAs$7,537,921,454,754
VNS$6,411,715,113
Inflation$55,558,867,342
Total$18,667,789,035,842
Show:
ProductUSD
Equivalent
IRS $85,335,133,078,856
OIS $118,930,087,001,805
Basis $21,033,138,094,984
Zeroes $19,975,786,879
FRAs $130,516,094,083,572
VNS $263,862,625,903
Inflation $491,551,316,152
Total$356,589,841,988,151
ProductVolume
EUR
USD
Equivalent
IRS €59,701,273,523,281 $71,668,790,180,126
OIS €37,741,533,372,812 $45,240,939,307,262
Basis €308,990,783,389 $369,133,374,683
Zeroes €12,460,874,179 $14,974,400,873
FRAs €37,756,800,578,368 $45,391,794,772,393
VNS €106,086,780,758 $126,352,818,923
Inflation €936,701,366,087 $1,128,067,421,661
Total€136,563,847,278,874$163,940,052,275,921
ProductVolume
GBP
USD
Equivalent
IRS £14,298,459,952,519 $19,446,661,710,677
OIS £32,412,495,038,983 $44,076,412,457,901
Basis £2,169,028,670,451 $2,966,499,011,566
Zeroes £47,538,798,047 $64,456,100,306
FRAs £15,365,278,382,578 $20,952,746,880,324
VNS £56,252,833,537 $76,529,730,292
Inflation £609,614,569,595 $831,716,356,583
Total£64,958,668,245,710$88,415,022,247,649
ProductVolume
JPY
USD
Equivalent
IRS ¥800,404,573,390,998 $7,325,107,639,851
OIS ¥83,078,339,600,000 $760,329,983,973
Basis ¥53,647,324,035,726 $489,833,637,381
Zeroes ¥0 $0
FRAs ¥6,547,120,000,000 $59,541,202,269
VNS ¥69,460,152,138 $626,455,969
Inflation ¥0 $0
Total¥943,746,817,178,862$8,635,438,919,443
ProductVolume
CHF
USD
Equivalent
IRS CHF1,710,527,543,661 $1,765,207,932,859
OIS CHF139,515,240,000 $143,793,031,876
Basis CHF119,624,424,000 $123,957,191,880
Zeroes CHF0 $0
FRAs CHF2,091,281,700,000 $2,157,310,726,622
VNS CHF233,000,000 $236,436,398
Inflation CHF0 $0
TotalCHF4,061,181,907,661$4,190,505,319,635
ProductVolume
AUD
USD
Equivalent
IRS $12,203,486,522,678 $9,309,109,051,208
OIS $12,684,223,440,000 $9,762,793,305,670
Basis $851,482,731,472 $651,936,396,151
Zeroes $6,000,000,000 $4,451,075,000
FRAs $0 $0
VNS $6,145,520,429 $4,661,911,338
Inflation $0 $0
Total$25,751,338,214,579$19,732,951,739,367
ProductVolume
CAD
USD
Equivalent
IRS $10,022,207,259,669 $7,808,336,146,143
OIS $12,782,297,474,000 $9,915,721,970,298
Basis $181,120,580,000 $141,510,050,341
Zeroes $2,694,750,326 $2,100,498,069
FRAs $0 $0
VNS $34,262,516,373 $26,686,911,907
Inflation $0 $0
Total$23,022,582,580,368$17,894,355,576,758
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY1,625,197,363,730 $243,388,689,656
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,625,197,363,730$243,388,689,656
ProductVolume
CZK
USD
Equivalent
IRS CZK20,187,503,161,801 $948,357,924,179
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK21,050,124,010,000 $981,690,163,303
VNS CZK2,087,394,640 $95,148,485
Inflation CZK0 $0
TotalCZK41,239,714,566,441$1,930,143,235,967
ProductVolume
DKK
USD
Equivalent
IRS DKK1,097,972,388,073 $178,615,319,872
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK141,800,000,000 $23,243,236,270
VNS DKK893,000,000 $148,255,514
Inflation DKK0 $0
TotalDKK1,240,665,388,073$202,006,811,656
ProductVolume
HKD
USD
Equivalent
IRS HKD18,859,648,362,845 $2,404,703,867,637
OIS HKD0 $0
Basis HKD378,773,600,000 $48,315,680,590
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD345,000,000 $43,951,713
Inflation HKD0 $0
TotalHKD19,238,766,962,845$2,453,063,499,940
ProductVolume
HUF
USD
Equivalent
IRS HUF258,427,509,022,530 $989,950,845,029
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF210,873,442,656,000 $793,346,562,932
VNS HUF483,869,113,500 $1,836,981,874
Inflation HUF0 $0
TotalHUF469,784,820,792,030$1,785,134,389,835
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR26,843,522,040,248 $393,513,210,865
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR26,843,522,040,248$393,513,210,865
ProductVolume
KRW
USD
Equivalent
IRS KRW644,692,421,618,642 $577,792,701,201
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW644,692,421,618,642$577,792,701,201
ProductVolume
MXN
USD
Equivalent
IRS MXN1,374,448,613,160 $72,319,787,771
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,374,448,613,160$72,319,787,771
ProductVolume
NOK
USD
Equivalent
IRS NOK5,735,394,834,600 $719,818,235,497
OIS NOK0 $0
Basis NOK163,686,000,000 $20,776,307,505
Zeroes NOK0 $0
FRAs NOK12,379,606,969,068 $1,558,554,904,439
VNS NOK8,235,668,674 $1,032,084,122
Inflation NOK0 $0
TotalNOK18,286,923,472,342$2,300,181,531,563
ProductVolume
NZD
USD
Equivalent
IRS NZD4,255,788,728,791 $3,007,304,542,680
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD36,557,079 $25,388,925
Inflation NZD0 $0
TotalNZD4,258,419,285,870$3,009,213,824,105
ProductVolume
PLN
USD
Equivalent
IRS PLN3,180,613,776,088 $906,347,132,347
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,392,480,306,012 $394,416,488,177
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,573,094,082,100$1,300,763,620,524
ProductVolume
SEK
USD
Equivalent
IRS SEK23,618,826,756,562 $2,801,849,182,255
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK36,091,906,664,624 $4,275,077,206,547
VNS SEK10,717,988,257 $1,234,981,894
Inflation SEK0 $0
TotalSEK59,721,451,409,443$7,078,161,370,696
ProductVolume
SGD
USD
Equivalent
IRS SGD3,242,275,790,714 $2,434,724,116,144
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
TotalSGD3,243,687,790,714$2,435,794,223,611
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,205,811,882,145 $2,245,583,917,329
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
TotalZAR28,207,029,882,145$2,245,675,525,746
ProductUSD
Equivalent
IRS$220,189,102,001,317
OIS$229,223,590,269,650
Basis$25,847,805,254,765
Zeroes$106,113,618,432
FRAs$207,103,816,226,848
VNS$503,558,024,652
Inflation$2,451,335,094,396
Total$685,425,320,490,060
Show:
ProductUSD
Equivalent
IRS $46,583,229,979,737
OIS $25,708,816,998,852
Basis $25,189,028,647,761
Zeroes $88,944,361,530
FRAs $40,711,687,752,630
VNS $1,024,950,048,151
Inflation $848,726,088,062
Total$140,155,383,876,723
ProductVolume
EUR
USD
Equivalent
IRS €43,572,694,594,719 $49,409,257,035,682
OIS €17,404,130,880,551 $19,735,414,212,001
Basis €1,217,702,151,725 $1,380,813,354,948
Zeroes €225,610,508,975 $255,831,036,652
FRAs €16,017,069,772,974 $18,162,556,269,064
VNS €565,318,931,543 $641,043,402,424
Inflation €1,732,851,694,121 $1,964,967,178,548
Total€80,735,378,534,608$91,549,882,489,319
ProductVolume
GBP
USD
Equivalent
IRS £10,419,188,069,121 $13,244,871,873,467
OIS £9,863,789,089,920 $12,538,848,691,106
Basis £4,713,621,633,782 $5,991,955,820,864
Zeroes £277,627,420,291 $352,919,976,674
FRAs £6,559,681,596,916 $8,338,667,246,000
VNS £216,244,354,701 $274,889,823,696
Inflation £1,325,596,898,537 $1,685,098,777,420
Total£33,375,749,063,268$42,427,252,209,227
ProductVolume
JPY
USD
Equivalent
IRS ¥940,742,397,435,662 $8,458,772,624,517
OIS ¥71,410,218,813,565 $642,091,613,663
Basis ¥199,643,355,515,550 $1,795,111,770,135
Zeroes ¥800,000,000,000 $7,193,274,289
FRAs ¥3,894,800,000,000 $35,020,455,874
VNS ¥100,147,455,017 $900,485,142
Inflation ¥0 $0
Total¥1,216,590,919,219,794$10,939,090,223,620
ProductVolume
CHF
USD
Equivalent
IRS CHF1,829,957,063,161 $1,840,262,533,347
OIS CHF62,502,304,135 $62,854,288,149
Basis CHF535,751,986,000 $538,769,092,920
Zeroes CHF3,921,080,159 $3,943,161,865
FRAs CHF937,642,796,724 $942,923,166,456
VNS CHF1,721,236,748 $1,730,929,956
Inflation CHF0 $0
TotalCHF3,371,496,466,927$3,390,483,172,693
ProductVolume
AUD
USD
Equivalent
IRS $12,942,821,689,922 $9,364,131,492,659
OIS $5,775,944,241,697 $4,178,895,658,868
Basis $2,701,823,288,863 $1,954,769,149,492
Zeroes $8,688,041,539 $6,285,798,054
FRAs $0 $0
VNS $21,833,861,747 $15,796,798,974
Inflation $0 $0
Total$21,451,111,123,768$15,519,878,898,047
ProductVolume
CAD
USD
Equivalent
IRS $10,585,868,839,474 $8,091,316,089,180
OIS $4,298,568,464,558 $3,285,613,746,509
Basis $565,871,211,669 $432,524,047,748
Zeroes $10,998,466,259 $8,406,685,209
FRAs $0 $0
VNS $166,564,978,118 $127,314,054,970
Inflation $0 $0
Total$15,627,871,960,078$11,945,174,623,616
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY1,414,378,138,320 $205,451,303,820
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,414,378,138,320$205,451,303,820
ProductVolume
CZK
USD
Equivalent
IRS CZK24,968,515,173,859 $1,100,953,092,017
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,406,146,655
FRAs CZK11,809,948,706,748 $520,743,802,934
VNS CZK3,819,134,100 $168,399,581
Inflation CZK0 $0
TotalCZK36,814,173,014,707$1,623,271,441,187
ProductVolume
DKK
USD
Equivalent
IRS DKK3,910,976,321,171 $594,942,927,297
OIS DKK0 $0
Basis DKK10,100,000,000 $1,536,425,453
Zeroes DKK15,500,000,000 $2,357,880,646
FRAs DKK70,272,000,000 $10,689,870,241
VNS DKK5,263,826,085 $800,740,235
Inflation DKK0 $0
TotalDKK4,012,112,147,256$610,327,843,872
ProductVolume
HKD
USD
Equivalent
IRS HKD19,336,596,969,634 $2,463,260,760,463
OIS HKD0 $0
Basis HKD652,355,600,000 $83,102,624,204
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD345,000,000 $43,949,045
Inflation HKD0 $0
TotalHKD19,989,297,569,634$2,546,407,333,712
ProductVolume
HUF
USD
Equivalent
IRS HUF202,042,280,739,629 $709,467,942,762
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF194,400,000,000 $682,632,207
FRAs HUF95,555,873,433,261 $335,542,781,913
VNS HUF502,022,460,750 $1,762,843,110
Inflation HUF0 $0
TotalHUF298,294,576,633,640$1,047,456,199,992
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR24,177,622,563,950 $345,592,089,250
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR24,177,622,563,950$345,592,089,250
ProductVolume
KRW
USD
Equivalent
IRS KRW544,012,363,235,490 $481,290,575,444
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW544,012,363,235,490$481,290,575,444
ProductVolume
MXN
USD
Equivalent
IRS MXN1,124,909,239,235 $59,437,241,849
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,124,909,239,235$59,437,241,849
ProductVolume
NOK
USD
Equivalent
IRS NOK9,215,212,608,552 $1,094,820,378,581
OIS NOK0 $0
Basis NOK187,144,880,000 $22,233,890,532
Zeroes NOK2,208,285,268 $262,357,019
FRAs NOK8,609,730,738,022 $1,022,885,642,088
VNS NOK28,768,473,496 $3,417,860,486
Inflation NOK0 $0
TotalNOK18,043,064,985,338$2,143,620,128,706
ProductVolume
NZD
USD
Equivalent
IRS NZD5,829,455,316,941 $3,830,535,088,762
OIS NZD0 $0
Basis NZD20,240,000,000 $13,299,704,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD427,138,855 $280,672,941
Inflation NZD0 $0
TotalNZD5,850,122,455,796$3,844,115,465,703
ProductVolume
PLN
USD
Equivalent
IRS PLN4,434,925,534,081 $1,169,208,703,720
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,240,000,000 $854,182,595
FRAs PLN993,592,552,242 $261,947,365,543
VNS PLN4,386,725,600 $1,156,501,437
Inflation PLN0 $0
TotalPLN5,436,144,811,923$1,433,166,753,295
ProductVolume
SEK
USD
Equivalent
IRS SEK30,903,154,206,691 $3,381,052,089,878
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK43,517,393,405 $4,761,150,688
FRAs SEK24,078,569,570,737 $2,634,387,979,424
VNS SEK41,642,394,393 $4,556,010,809
Inflation SEK0 $0
TotalSEK55,066,883,565,226$6,024,757,230,799
ProductVolume
SGD
USD
Equivalent
IRS SGD2,889,373,591,587 $2,096,255,371,703
OIS SGD0 $0
Basis SGD2,395,400,000 $1,737,874,995
Zeroes SGD88,000,000 $63,844,452
FRAs SGD0 $0
VNS SGD240,000,000 $174,121,232
Inflation SGD0 $0
TotalSGD2,892,096,991,587$2,098,231,212,382
ProductVolume
ZAR
USD
Equivalent
IRS ZAR30,649,311,994,384 $2,147,024,535,079
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $84,061,575
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR30,650,511,994,384$2,147,108,596,654
ProductUSD
Equivalent
IRS$156,325,541,639,964
OIS$66,498,127,298,398
Basis$37,404,882,403,052
Zeroes$733,996,550,110
FRAs$72,977,052,332,167
VNS$2,098,986,642,189
Inflation$4,498,792,044,030
Total$340,537,378,909,910

Figures as of COB Aug 14, 2018.

Notional Outstanding by Product

As of COB Aug 14, 2018

Daily Notional by Tenor

As of COB Aug 14, 2018

Notional Outstanding by Currency

As of COB Aug 14, 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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