Volumes

  • Client Notional Cleared (USD)
    $2,637,663,635,413,192
    Client Notional Outstanding (USD)
    $95,758,724,237,917
    As of COB Jul 24, 2024
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $7,277,746,000,000,000
    Trades Compressed
    52,649,012
  • 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 $3.5 trillion* notional per day and have more than 3 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 Jul 24, 2024. *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
$1,029,371,018,879
$3,610,287,737,409
$114,420,502,726,311
$33,382,622,272,393
EUR
€456,551,494,526
€2,137,671,557,517
€82,536,265,250,641
€26,202,452,732,806
GBP
£131,734,883,552
£1,049,481,444,919
£29,494,856,781,499
£7,666,140,667,109
JPY
¥38,693,830,264,000
¥66,211,058,831,340
¥1,255,169,452,291,403
¥613,568,866,045,542
CHF
CHF7,745,947,000
CHF34,136,011,499
CHF1,153,590,367,488
CHF664,299,387,553
AUD
$228,144,690,831
$901,687,906,655
$21,156,381,302,263
$9,393,727,540,591
CAD
$280,762,103,979
$387,483,316,698
$8,465,110,000,779
$3,538,124,599,659
Other*
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$145,411,828,818
$707,575,010,595
$17,828,661,323,384
$10,608,752,797,369
BRL
BRL4,477,457,281
BRL7,213,080,522
BRL597,245,355,043
BRL136,189,749,243
CLP
CLP11,000,000,000
CLP152,225,418,000
CLP17,027,614,196,118
CLP4,140,571,392,923
CNY
CNY33,677,623,594
CNY110,207,055,782
CNY8,061,605,829,789
CNY4,576,411,226,138
COP
COP0
COP367,218,900,000
COP33,791,372,729,359
COP27,111,573,881,962
CZK
CZK261,982,733,900
CZK1,184,527,445,342
CZK36,994,613,549,075
CZK23,262,627,174,107
DKK
DKK935,600,000
DKK8,293,900,000
DKK577,424,991,574
DKK1,539,161,751,167
HKD
HKD28,243,863,000
HKD119,013,407,024
HKD3,900,151,890,781
HKD3,869,154,590,794
HUF
HUF853,173,790,838
HUF3,777,901,778,321
HUF143,052,984,206,844
HUF60,040,342,532,583
ILS
ILS17,067,088,462
ILS76,739,649,000
ILS2,128,301,404,085
ILS1,405,794,900,975
INR
INR510,977,068,000
INR2,799,865,225,184
INR56,872,862,753,992
INR21,680,244,035,909
KRW
KRW10,034,632,612,511
KRW34,534,060,056,704
KRW1,485,998,896,115,110
KRW878,689,777,483,839
MXN
MXN4,838,462,706
MXN50,598,554,632
MXN1,953,159,589,520
MXN941,534,850,153
NOK
NOK222,567,133,898
NOK232,489,208,058
NOK11,929,031,399,345
NOK4,353,861,663,402
NZD
NZD65,179,322,373
NZD427,067,000,685
NZD7,148,002,459,400
NZD3,645,477,238,213
PLN
PLN12,737,565,035
PLN143,622,080,275
PLN3,726,349,776,066
PLN2,609,319,268,784
SEK
SEK164,784,722,412
SEK492,923,541,234
SEK15,267,967,017,785
SEK6,307,163,135,520
SGD
SGD10,142,168,000
SGD50,941,389,500
SGD1,045,296,834,334
SGD678,819,462,237
THB
THB139,429,541,000
THB395,487,358,179
THB15,481,621,183,640
THB5,174,330,090,724
TWD
TWD720,000,000
TWD184,656,823,000
TWD7,238,162,964,977
TWD3,148,876,086,464
ZAR
ZAR288,356,432,000
ZAR2,052,078,688,936
ZAR41,998,082,158,755
ZAR40,325,214,071,500
Total in USD$2,452,949,512,688$9,357,918,999,304$288,508,103,282,216$95,758,724,237,917

Figures as of COB Jul 24, 2024. Weekly figures as of COB Jul 19, 2024. *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 $0
OIS $1,001,162,138,609
Basis $22,762,200,000
Zeroes $0
FRAs $0
VNS $163,520,770
Inflation $5,283,159,500
Total$1,029,371,018,879
ProductVolume
EUR
USD
Equivalent
IRS €91,688,126,998 $99,371,592,040
OIS €337,118,602,361 $365,369,141,239
Basis €2,077,986,667 $2,252,121,949
Zeroes €381,400,000 $413,361,320
FRAs €21,155,900,000 $22,928,764,420
VNS €34,763,500 $37,676,681
Inflation €4,094,715,000 $4,437,852,117
Total€456,551,494,526$494,810,509,766
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £128,628,285,252 $165,988,370,703
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £100,000,000 $129,045,000
Inflation £3,006,598,300 $3,879,864,776
Total£131,734,883,552$169,997,280,479
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥38,693,830,264,000 $251,250,480,595
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥38,693,830,264,000$251,250,480,595
ProductVolume
CHF
USD
Equivalent
IRS CHF213,000,000 $240,460,601
OIS CHF7,532,947,000 $8,504,117,182
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,745,947,000$8,744,577,783
ProductVolume
AUD
USD
Equivalent
IRS $29,421,853,118 $19,359,579,352
OIS $188,908,300,000 $124,301,661,400
Basis $9,749,250,000 $6,415,006,500
Zeroes $0 $0
FRAs $0 $0
VNS $65,287,713 $42,959,315
Inflation $0 $0
Total$228,144,690,831$150,119,206,567
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $280,762,103,979 $203,244,609,801
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$280,762,103,979$203,244,609,801
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL4,477,457,281 $791,140,080
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL4,477,457,281$791,140,080
ProductVolume
CLP
USD
Equivalent
IRS CLP11,000,000,000 $11,600,928
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP11,000,000,000$11,600,928
ProductVolume
CNY
USD
Equivalent
IRS CNY33,677,623,594 $4,636,970,830
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY33,677,623,594$4,636,970,830
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK121,782,733,900 $5,191,301,159
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK140,200,000,000 $5,976,384,330
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK261,982,733,900$11,167,685,489
ProductVolume
DKK
USD
Equivalent
IRS DKK935,600,000 $135,881,721
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK935,600,000$135,881,721
ProductVolume
HKD
USD
Equivalent
IRS HKD26,903,863,000 $3,445,215,871
OIS HKD0 $0
Basis HKD1,340,000,000 $171,595,777
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD28,243,863,000$3,616,811,648
ProductVolume
HUF
USD
Equivalent
IRS HUF370,993,790,838 $1,021,965,156
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF482,180,000,000 $1,328,246,378
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF853,173,790,838$2,350,211,534
ProductVolume
ILS
USD
Equivalent
IRS ILS11,837,088,462 $3,243,837,785
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS5,230,000,000 $1,433,230,112
VNS ILS0 $0
Inflation ILS0 $0
TotalILS17,067,088,462$4,677,067,897
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR510,977,068,000 $6,103,405,017
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR510,977,068,000$6,103,405,017
ProductVolume
KRW
USD
Equivalent
IRS KRW10,034,632,612,511 $7,254,807,878
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW10,034,632,612,511$7,254,807,878
ProductVolume
MXN
USD
Equivalent
IRS MXN4,838,462,706 $263,212,413
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,838,462,706$263,212,413
ProductVolume
NOK
USD
Equivalent
IRS NOK40,732,133,898 $3,689,738,833
OIS NOK148,200,000,000 $13,424,764,251
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK33,635,000,000 $3,046,841,738
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK222,567,133,898$20,161,344,822
ProductVolume
NZD
USD
Equivalent
IRS NZD17,859,322,373 $10,583,434,438
OIS NZD47,320,000,000 $28,041,832,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD65,179,322,373$38,625,266,438
ProductVolume
PLN
USD
Equivalent
IRS PLN7,442,565,035 $1,876,332,086
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,295,000,000 $1,334,913,212
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN12,737,565,035$3,211,245,298
ProductVolume
SEK
USD
Equivalent
IRS SEK59,784,722,412 $5,543,218,708
OIS SEK5,000,000,000 $463,598,264
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK100,000,000,000 $9,271,965,286
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK164,784,722,412$15,278,782,258
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD10,142,168,000 $7,547,940,761
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD10,142,168,000$7,547,940,761
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB139,429,541,000 $3,862,314,155
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB139,429,541,000$3,862,314,155
ProductVolume
TWD
USD
Equivalent
IRS TWD720,000,000 $21,991,448
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD720,000,000$21,991,448
ProductVolume
ZAR
USD
Equivalent
IRS ZAR288,356,432,000 $15,694,148,203
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR288,356,432,000$15,694,148,203
ProductUSD
Equivalent
IRS$182,376,429,530
OIS$2,179,264,373,977
Basis$31,600,924,226
Zeroes$413,361,320
FRAs$45,320,345,476
VNS$373,201,766
Inflation$13,600,876,393
Total$2,452,949,512,688
Show:
ProductUSD
Equivalent
IRS $0
OIS $3,455,096,471,162
Basis $113,775,378,000
Zeroes $0
FRAs $0
VNS $1,109,693,801
Inflation $40,306,194,446
Total$3,610,287,737,409
ProductVolume
EUR
USD
Equivalent
IRS €665,660,415,310 $725,522,142,439
OIS €1,404,166,143,481 $1,530,818,854,181
Basis €17,740,300,000 $19,365,413,520
Zeroes €1,610,000,000 $1,760,857,000
FRAs €31,433,000,000 $34,279,982,800
VNS €663,166,706 $723,129,728
Inflation €16,398,532,020 $17,879,772,179
Total€2,137,671,557,517$2,330,350,151,847
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,040,230,573,075 $1,349,720,717,501
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £117,587,500 $152,248,503
Inflation £9,133,284,344 $11,847,955,646
Total£1,049,481,444,919$1,361,720,921,650
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥66,211,058,831,340 $420,062,277,540
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥66,211,058,831,340$420,062,277,540
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF34,136,011,499 $38,278,233,892
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF34,136,011,499$38,278,233,892
ProductVolume
AUD
USD
Equivalent
IRS $177,986,298,408 $119,784,112,116
OIS $610,768,262,000 $410,860,828,482
Basis $112,870,300,000 $75,956,968,175
Zeroes $0 $0
FRAs $0 $0
VNS $63,046,247 $42,404,906
Inflation $0 $0
Total$901,687,906,655$606,644,313,679
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $387,483,316,698 $283,000,352,692
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$387,483,316,698$283,000,352,692
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL7,213,080,522 $1,316,181,213
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL7,213,080,522$1,316,181,213
ProductVolume
CLP
USD
Equivalent
IRS CLP152,225,418,000 $162,434,556
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP152,225,418,000$162,434,556
ProductVolume
CNY
USD
Equivalent
IRS CNY110,207,055,782 $15,171,770,744
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY110,207,055,782$15,171,770,744
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP367,218,900,000 $92,263,243
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP367,218,900,000$92,263,243
ProductVolume
CZK
USD
Equivalent
IRS CZK469,988,245,342 $20,259,100,623
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK714,539,200,000 $30,792,485,404
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,184,527,445,342$51,051,586,027
ProductVolume
DKK
USD
Equivalent
IRS DKK4,533,900,000 $663,587,262
OIS DKK3,760,000,000 $550,326,117
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,293,900,000$1,213,913,379
ProductVolume
HKD
USD
Equivalent
IRS HKD116,481,407,024 $14,918,830,169
OIS HKD0 $0
Basis HKD2,532,000,000 $324,273,765
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD119,013,407,024$15,243,103,934
ProductVolume
HUF
USD
Equivalent
IRS HUF2,616,222,378,321 $7,288,624,031
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,152,600,000,000 $3,211,624,210
VNS HUF9,079,400,000 $25,371,772
Inflation HUF0 $0
TotalHUF3,777,901,778,321$10,525,620,013
ProductVolume
ILS
USD
Equivalent
IRS ILS38,411,489,000 $10,577,157,884
OIS ILS191,000,000 $52,506,426
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS38,137,160,000 $10,508,459,405
VNS ILS0 $0
Inflation ILS0 $0
TotalILS76,739,649,000$21,138,123,715
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,799,865,225,184 $33,496,325,924
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,799,865,225,184$33,496,325,924
ProductVolume
KRW
USD
Equivalent
IRS KRW34,534,060,056,704 $24,942,443,107
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW34,534,060,056,704$24,942,443,107
ProductVolume
MXN
USD
Equivalent
IRS MXN50,598,554,632 $2,823,822,181
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN50,598,554,632$2,823,822,181
ProductVolume
NOK
USD
Equivalent
IRS NOK155,192,508,058 $14,364,096,614
OIS NOK40,890,000,000 $3,749,616,108
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK36,406,700,000 $3,378,226,528
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK232,489,208,058$21,491,939,250
ProductVolume
NZD
USD
Equivalent
IRS NZD131,141,489,685 $79,327,058,378
OIS NZD295,708,511,000 $179,155,084,405
Basis NZD217,000,000 $131,936,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD427,067,000,685$258,614,078,783
ProductVolume
PLN
USD
Equivalent
IRS PLN77,655,880,275 $19,764,499,671
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN65,966,200,000 $16,777,958,781
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN143,622,080,275$36,542,458,452
ProductVolume
SEK
USD
Equivalent
IRS SEK381,821,541,234 $35,994,612,946
OIS SEK69,600,000,000 $6,599,158,038
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK41,502,000,000 $3,921,387,195
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK492,923,541,234$46,515,158,179
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD50,941,389,500 $37,924,184,492
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD50,941,389,500$37,924,184,492
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB395,487,358,179 $10,961,071,719
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB395,487,358,179$10,961,071,719
ProductVolume
TWD
USD
Equivalent
IRS TWD184,656,823,000 $5,652,376,351
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD184,656,823,000$5,652,376,351
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,050,104,198,936 $112,587,802,015
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,974,490,000 $108,353,318
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,052,078,688,936$112,696,155,333
ProductUSD
Equivalent
IRS$1,211,120,652,300
OIS$7,760,418,271,922
Basis$209,553,969,460
Zeroes$1,869,210,318
FRAs$102,870,124,323
VNS$2,052,848,710
Inflation$70,033,922,271
Total$9,357,918,999,304
Show:
ProductUSD
Equivalent
IRS $6,522,386,880
OIS $110,323,176,235,937
Basis $3,252,190,425,000
Zeroes $0
FRAs $0
VNS $65,072,605,067
Inflation $773,541,073,427
Total$114,420,502,726,311
ProductVolume
EUR
USD
Equivalent
IRS €14,936,507,405,160 $16,159,411,160,176
OIS €60,178,422,388,741 $65,092,939,939,582
Basis €537,477,054,686 $582,263,430,689
Zeroes €72,200,468,439 $77,593,225,808
FRAs €6,110,335,425,000 $6,607,025,605,869
VNS €26,077,806,561 $28,239,081,714
Inflation €675,244,702,054 $730,661,646,607
Total€82,536,265,250,641$89,278,134,090,445
ProductVolume
GBP
USD
Equivalent
IRS £744,000,000 $935,114,650
OIS £29,034,853,223,586 $36,788,145,369,565
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £17,059,994,051 $21,626,417,859
Inflation £442,199,563,862 $560,269,969,478
Total£29,494,856,781,499$37,370,976,871,552
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,255,121,798,791,403 $8,125,026,780,588
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥47,653,500,000 $300,245,723
Inflation ¥0 $0
Total¥1,255,169,452,291,403$8,125,327,026,311
ProductVolume
CHF
USD
Equivalent
IRS CHF213,000,000 $240,460,601
OIS CHF1,153,342,867,488 $1,297,107,286,588
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF34,500,000 $38,861,133
Inflation CHF0 $0
TotalCHF1,153,590,367,488$1,297,386,608,322
ProductVolume
AUD
USD
Equivalent
IRS $4,632,117,217,091 $3,059,287,618,544
OIS $14,604,823,040,798 $9,640,469,875,855
Basis $1,912,394,800,000 $1,263,848,805,547
Zeroes $3,841,000,000 $2,545,685,400
FRAs $0 $0
VNS $3,205,244,374 $2,128,355,446
Inflation $0 $0
Total$21,156,381,302,263$13,968,280,340,792
ProductVolume
CAD
USD
Equivalent
IRS $291,812,780,309 $214,563,674,798
OIS $8,148,810,574,350 $5,986,194,340,088
Basis $13,192,010,000 $9,761,911,937
Zeroes $2,360,800,000 $1,731,998,093
FRAs $0 $0
VNS $8,933,836,120 $6,582,370,183
Inflation $0 $0
Total$8,465,110,000,779$6,218,834,295,099
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL597,245,355,043 $111,370,978,765
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL597,245,355,043$111,370,978,765
ProductVolume
CLP
USD
Equivalent
IRS CLP17,027,614,196,118 $18,164,931,963
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP17,027,614,196,118$18,164,931,963
ProductVolume
CNY
USD
Equivalent
IRS CNY8,061,605,829,789 $1,116,985,151,826
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,061,605,829,789$1,116,985,151,826
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP33,791,372,729,359 $8,621,621,965
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP33,791,372,729,359$8,621,621,965
ProductVolume
CZK
USD
Equivalent
IRS CZK15,770,784,732,881 $681,144,561,001
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK38,450,534,000 $1,645,690,045
FRAs CZK21,185,378,282,194 $911,699,358,780
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK36,994,613,549,075$1,594,489,609,826
ProductVolume
DKK
USD
Equivalent
IRS DKK337,459,591,574 $48,906,913,989
OIS DKK239,965,400,000 $34,773,338,177
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK577,424,991,574$83,680,252,166
ProductVolume
HKD
USD
Equivalent
IRS HKD3,828,133,190,781 $489,683,247,065
OIS HKD0 $0
Basis HKD70,135,500,000 $8,971,014,729
Zeroes HKD1,564,200,000 $199,955,259
FRAs HKD0 $0
VNS HKD319,000,000 $40,794,010
Inflation HKD0 $0
TotalHKD3,900,151,890,781$498,895,011,063
ProductVolume
HUF
USD
Equivalent
IRS HUF77,405,999,268,844 $214,128,267,752
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF19,500,000,000 $53,926,991
FRAs HUF65,618,405,538,000 $181,253,117,489
VNS HUF9,079,400,000 $25,371,772
Inflation HUF0 $0
TotalHUF143,052,984,206,844$395,460,684,004
ProductVolume
ILS
USD
Equivalent
IRS ILS1,250,452,505,287 $339,102,904,277
OIS ILS6,711,000,000 $1,828,426,614
Basis ILS0 $0
Zeroes ILS390,000,000 $104,109,662
FRAs ILS870,747,898,798 $236,017,203,868
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,128,301,404,085$577,052,644,421
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR56,872,862,753,992 $682,932,635,891
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR56,872,862,753,992$682,932,635,891
ProductVolume
KRW
USD
Equivalent
IRS KRW1,485,998,896,115,110 $1,096,528,679,356
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,485,998,896,115,110$1,096,528,679,356
ProductVolume
MXN
USD
Equivalent
IRS MXN1,953,159,589,520 $113,279,837,133
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,953,159,589,520$113,279,837,133
ProductVolume
NOK
USD
Equivalent
IRS NOK6,133,236,435,252 $577,142,153,945
OIS NOK2,210,976,100,000 $206,407,924,472
Basis NOK16,848,000,000 $1,597,555,754
Zeroes NOK6,301,212,000 $597,330,532
FRAs NOK3,560,162,700,000 $333,891,493,814
VNS NOK1,506,952,093 $142,367,049
Inflation NOK0 $0
TotalNOK11,929,031,399,345$1,119,778,825,566
ProductVolume
NZD
USD
Equivalent
IRS NZD1,924,983,997,707 $1,170,965,494,657
OIS NZD5,178,900,758,121 $3,147,687,089,874
Basis NZD40,744,000,000 $24,836,022,150
Zeroes NZD3,360,000,000 $2,003,736,000
FRAs NZD0 $0
VNS NZD13,703,572 $8,216,810
Inflation NZD0 $0
TotalNZD7,148,002,459,400$4,345,500,559,491
ProductVolume
PLN
USD
Equivalent
IRS PLN2,368,780,247,207 $594,512,569,185
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,133,320,000 $1,038,964,002
FRAs PLN1,352,867,014,184 $339,633,417,539
VNS PLN569,194,675 $141,841,539
Inflation PLN0 $0
TotalPLN3,726,349,776,066$935,326,792,265
ProductVolume
SEK
USD
Equivalent
IRS SEK9,300,026,190,419 $883,330,335,134
OIS SEK2,158,091,000,000 $203,396,602,895
Basis SEK0 $0
Zeroes SEK17,819,346,000 $1,684,616,830
FRAs SEK3,790,920,000,000 $360,502,790,255
VNS SEK1,110,481,366 $104,645,333
Inflation SEK0 $0
TotalSEK15,267,967,017,785$1,449,018,990,447
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD1,044,905,716,685 $776,342,165,878
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD391,117,649 $291,096,791
Inflation SGD0 $0
TotalSGD1,045,296,834,334$776,633,262,669
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB15,481,621,183,640 $428,406,883,128
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,481,621,183,640$428,406,883,128
ProductVolume
TWD
USD
Equivalent
IRS TWD7,238,162,964,977 $226,483,159,268
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD7,238,162,964,977$226,483,159,268
ProductVolume
ZAR
USD
Equivalent
IRS ZAR41,977,621,756,126 $2,248,956,136,303
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR9,990,263,032 $538,667,751
FRAs ZAR0 $0
VNS ZAR10,470,139,597 $556,008,117
Inflation ZAR0 $0
TotalZAR41,998,082,158,755$2,250,050,812,171
ProductUSD
Equivalent
IRS$29,371,645,737,268
OIS$242,743,456,517,097
Basis$5,143,469,165,806
Zeroes$89,737,906,373
FRAs$8,970,022,987,614
VNS$125,298,278,546
Inflation$2,064,472,689,512
Total$288,508,103,282,216
Show:
ProductUSD
Equivalent
IRS $1,419,300,000
OIS $30,871,580,870,117
Basis $1,514,574,636,260
Zeroes $0
FRAs $0
VNS $387,042,576,864
Inflation $608,004,889,152
Total$33,382,622,272,393
ProductVolume
EUR
USD
Equivalent
IRS €9,914,032,449,604 $10,744,828,368,880
OIS €12,086,238,887,024 $13,099,065,705,757
Basis €539,584,813,419 $584,802,020,784
Zeroes €47,627,391,669 $51,618,567,091
FRAs €2,914,668,423,794 $3,158,917,637,708
VNS €242,779,059,980 $263,123,945,206
Inflation €457,521,707,317 $495,862,026,390
Total€26,202,452,732,807$28,398,218,271,816
ProductVolume
GBP
USD
Equivalent
IRS £744,000,000 $960,094,800
OIS £7,049,981,424,577 $9,097,648,529,346
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £92,062,791,835 $118,802,429,724
Inflation £523,352,450,696 $675,360,170,001
Total£7,666,140,667,108$9,892,771,223,871
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥613,518,524,307,191 $3,983,757,178,710
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥50,341,738,351 $326,883,792
Inflation ¥0 $0
Total¥613,568,866,045,542$3,984,084,062,502
ProductVolume
CHF
USD
Equivalent
IRS CHF213,000,000 $240,460,601
OIS CHF663,535,465,303 $749,080,453,040
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF550,922,250 $621,948,803
Inflation CHF0 $0
TotalCHF664,299,387,553$749,942,862,444
ProductVolume
AUD
USD
Equivalent
IRS $3,487,739,950,917 $2,294,932,887,703
OIS $4,539,781,452,084 $2,987,176,195,471
Basis $1,339,651,469,248 $881,490,666,765
Zeroes $2,501,079,647 $1,645,710,408
FRAs $0 $0
VNS $24,053,588,695 $15,827,261,361
Inflation $0 $0
Total$9,393,727,540,591$6,181,072,721,708
ProductVolume
CAD
USD
Equivalent
IRS $42,810,546,830 $30,990,695,548
OIS $3,463,901,874,716 $2,507,529,951,293
Basis $7,761,800,000 $5,618,792,529
Zeroes $2,360,800,000 $1,708,990,879
FRAs $0 $0
VNS $21,289,578,113 $15,411,595,565
Inflation $0 $0
Total$3,538,124,599,659$2,561,260,025,814
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL136,189,749,243 $24,063,918,940
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL136,189,749,243$24,063,918,940
ProductVolume
CLP
USD
Equivalent
IRS CLP4,140,571,392,923 $4,366,770,083
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,140,571,392,923$4,366,770,083
ProductVolume
CNY
USD
Equivalent
IRS CNY4,576,411,226,138 $630,112,314,882
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,576,411,226,138$630,112,314,882
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP27,111,573,881,962 $6,699,178,127
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP27,111,573,881,962$6,699,178,127
ProductVolume
CZK
USD
Equivalent
IRS CZK12,688,551,691,805 $540,882,036,396
OIS CZK0 $0
Basis CZK5,964,000,000 $254,230,786
Zeroes CZK17,823,380,000 $759,767,254
FRAs CZK10,523,348,097,268 $448,584,683,800
VNS CZK26,940,005,034 $1,148,386,761
Inflation CZK0 $0
TotalCZK23,262,627,174,107$991,629,104,997
ProductVolume
DKK
USD
Equivalent
IRS DKK1,222,970,496,746 $177,617,930,221
OIS DKK307,414,276,412 $44,647,264,707
Basis DKK5,150,000,000 $747,959,450
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK3,626,978,009 $526,763,588
Inflation DKK0 $0
TotalDKK1,539,161,751,167$223,539,917,966
ProductVolume
HKD
USD
Equivalent
IRS HKD3,620,320,843,835 $463,605,796,331
OIS HKD0 $0
Basis HKD246,691,103,396 $31,590,411,560
Zeroes HKD1,564,200,000 $200,306,055
FRAs HKD0 $0
VNS HKD578,443,563 $74,073,487
Inflation HKD0 $0
TotalHKD3,869,154,590,794$495,470,587,433
ProductVolume
HUF
USD
Equivalent
IRS HUF44,624,757,967,730 $122,926,444,735
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,200,000,000 $22,588,287
FRAs HUF15,153,992,070,732 $41,744,234,672
VNS HUF253,392,494,121 $698,012,490
Inflation HUF0 $0
TotalHUF60,040,342,532,583$165,391,280,184
ProductVolume
ILS
USD
Equivalent
IRS ILS1,022,024,582,177 $280,075,794,628
OIS ILS789,000,000 $216,217,698
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS382,981,318,798 $104,952,267,353
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,405,794,900,975$385,244,279,679
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR21,680,244,035,909 $258,961,347,777
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR21,680,244,035,909$258,961,347,777
ProductVolume
KRW
USD
Equivalent
IRS KRW878,689,777,483,839 $635,272,437,577
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW878,689,777,483,839$635,272,437,577
ProductVolume
MXN
USD
Equivalent
IRS MXN941,534,850,153 $51,219,504,043
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN941,534,850,153$51,219,504,043
ProductVolume
NOK
USD
Equivalent
IRS NOK2,260,185,891,083 $204,739,964,589
OIS NOK1,328,722,222,060 $120,362,905,443
Basis NOK23,176,159,744 $2,099,422,947
Zeroes NOK0 $0
FRAs NOK690,712,770,334 $62,568,529,738
VNS NOK51,064,620,182 $4,625,711,792
Inflation NOK0 $0
TotalNOK4,353,861,663,403$394,396,534,509
ProductVolume
NZD
USD
Equivalent
IRS NZD1,529,164,911,646 $906,183,126,642
OIS NZD2,076,032,868,561 $1,230,257,077,909
Basis NZD39,644,374,846 $23,493,256,534
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD635,083,160 $376,350,280
Inflation NZD0 $0
TotalNZD3,645,477,238,213$2,160,309,811,365
ProductVolume
PLN
USD
Equivalent
IRS PLN1,907,039,892,809 $480,780,500,135
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,050,120,000 $768,960,432
FRAs PLN693,522,577,354 $174,842,766,977
VNS PLN5,706,678,622 $1,438,700,791
Inflation PLN0 $0
TotalPLN2,609,319,268,785$657,830,928,335
ProductVolume
SEK
USD
Equivalent
IRS SEK4,287,683,627,262 $397,552,537,483
OIS SEK1,164,316,963,772 $107,955,064,697
Basis SEK0 $0
Zeroes SEK14,605,000,000 $1,354,170,530
FRAs SEK824,813,142,960 $76,476,388,288
VNS SEK15,744,401,526 $1,459,815,444
Inflation SEK0 $0
TotalSEK6,307,163,135,520$584,797,976,442
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD677,467,878,048 $504,180,902,023
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,351,584,189 $1,005,867,521
Inflation SGD0 $0
TotalSGD678,819,462,237$505,186,769,544
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB5,174,330,090,724 $143,333,243,510
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB5,174,330,090,724$143,333,243,510
ProductVolume
TWD
USD
Equivalent
IRS TWD3,148,876,086,464 $96,178,255,543
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,148,876,086,464$96,178,255,543
ProductVolume
ZAR
USD
Equivalent
IRS ZAR40,294,480,317,492 $2,193,075,914,632
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR19,888,614,411 $1,082,461,938
FRAs ZAR0 $0
VNS ZAR10,845,139,597 $590,259,863
Inflation ZAR0 $0
TotalZAR40,325,214,071,500$2,194,748,636,433
ProductUSD
Equivalent
IRS$20,282,025,054,392
OIS$65,712,452,085,625
Basis$3,044,671,397,615
Zeroes$59,161,522,874
FRAs$4,068,086,508,536
VNS$813,100,583,332
Inflation$1,779,227,085,543
Total$95,758,724,237,917

Figures as of COB Jul 24, 2024.

Notional Outstanding by Product

As of COB Jul 24, 2024

Daily Notional by Tenor
 

As of COB Jul 24, 2024

Notional Outstanding by Tenor
 

As of COB Jul 24, 2024

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,359,379,161,674
$9,449,961,000,536
$286,039,174,386,742
$144,047,435,603,837
EUR
€1,665,720,519,082
€8,944,770,156,005
€312,072,957,593,321
€153,266,803,524,348
GBP
£418,338,109,062
£3,053,036,074,296
£88,451,241,790,145
£37,192,802,012,514
JPY
¥79,197,740,412,894
¥105,038,724,778,698
¥2,619,626,782,128,890
¥2,077,257,329,318,184
CHF
CHF20,108,896,000
CHF102,487,627,828
CHF4,200,438,747,389
CHF3,620,914,201,958
AUD
$485,687,462,662
$2,374,225,572,791
$62,607,064,658,990
$48,104,603,389,101
CAD
$648,473,011,957
$988,885,206,506
$25,578,699,145,680
$28,023,722,291,621
Other*
Show All
Hide
$486,722,996,518
$2,038,350,597,617
$57,433,814,074,846
$48,043,570,990,917
BRL
BRL13,270,062,387
BRL14,426,161,044
BRL1,598,172,372,039
BRL980,562,098,505
CLP
CLP22,000,000,000
CLP304,450,836,000
CLP36,432,339,638,236
CLP52,063,771,145,428
CNY
CNY167,458,339,188
CNY335,376,306,964
CNY24,350,225,421,000
CNY24,615,369,931,970
COP
COP0
COP921,514,460,000
COP77,308,997,470,718
COP141,359,846,065,144
CZK
CZK1,003,231,563,800
CZK4,356,308,360,900
CZK149,377,869,022,656
CZK97,212,945,338,654
DKK
DKK4,271,200,000
DKK26,048,904,000
DKK1,525,874,866,818
DKK5,605,469,118,201
HKD
HKD98,449,474,000
HKD386,002,110,048
HKD14,508,887,877,994
HKD19,771,366,005,897
HUF
HUF2,515,564,229,676
HUF12,702,139,232,272
HUF621,666,693,461,676
HUF331,325,387,133,512
ILS
ILS45,148,429,848
ILS241,675,558,000
ILS5,916,032,736,202
ILS5,015,523,247,130
INR
INR2,784,986,136,000
INR8,611,067,862,368
INR228,123,535,011,558
INR198,924,688,642,669
KRW
KRW30,869,988,962,966
KRW147,700,867,553,408
KRW4,926,097,827,590,110
KRW5,211,296,646,870,783
MXN
MXN14,676,925,412
MXN105,415,723,264
MXN4,214,772,395,630
MXN5,301,235,554,477
NOK
NOK494,963,641,796
NOK821,605,406,116
NOK36,127,222,602,508
NOK32,511,244,796,000
NZD
NZD138,862,242,746
NZD853,919,648,180
NZD16,993,270,392,640
NZD12,924,772,796,849
PLN
PLN113,769,642,994
PLN632,255,564,488
PLN16,688,565,757,660
PLN13,910,074,067,271
SEK
SEK910,215,412,420
SEK1,748,079,004,395
SEK51,738,030,630,263
SEK54,503,232,579,962
SGD
SGD30,775,086,000
SGD155,476,427,000
SGD3,379,430,887,425
SGD2,674,553,176,897
THB
THB395,615,082,000
THB1,192,075,472,358
THB47,197,883,846,754
THB26,229,116,741,142
TWD
TWD1,440,000,000
TWD608,311,746,000
TWD19,198,939,480,820
TWD19,414,299,888,531
ZAR
ZAR1,019,945,344,000
ZAR6,256,478,565,872
ZAR149,012,135,887,480
ZAR104,866,174,635,719
Total in USD$6,517,224,305,040$28,302,381,254,604$874,979,248,437,967$475,712,292,686,117

Figures as of COB Jul 24, 2024. Weekly figures as of COB Jul 19, 2024. *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 $423,015,800
OIS $2,287,058,967,525
Basis $58,954,320,000
Zeroes $0
FRAs $0
VNS $388,399,821
Inflation $12,554,458,528
Total$2,359,379,161,674
ProductVolume
EUR
USD
Equivalent
IRS €454,381,880,970 $492,459,082,595
OIS €1,015,685,683,779 $1,100,800,144,079
Basis €6,466,613,333 $7,008,515,531
Zeroes €762,800,000 $826,722,640
FRAs €174,244,900,000 $188,846,622,620
VNS €366,227,000 $396,916,823
Inflation €13,812,414,000 $14,969,894,293
Total€1,665,720,519,082$1,805,307,898,581
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £408,009,396,862 $526,515,726,181
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £200,000,000 $258,090,000
Inflation £10,128,712,200 $13,070,596,658
Total£418,338,109,062$539,844,412,839
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥79,197,740,412,894 $514,254,345,073
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥79,197,740,412,894$514,254,345,073
ProductVolume
CHF
USD
Equivalent
IRS CHF426,000,000 $480,921,201
OIS CHF19,653,756,000 $22,187,577,331
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF29,140,000 $32,896,816
Inflation CHF0 $0
TotalCHF20,108,896,000$22,701,395,348
ProductVolume
AUD
USD
Equivalent
IRS $80,172,987,236 $52,753,825,601
OIS $365,462,600,000 $240,474,390,800
Basis $39,921,300,000 $26,268,215,400
Zeroes $0 $0
FRAs $0 $0
VNS $130,575,426 $85,918,630
Inflation $0 $0
Total$485,687,462,662$319,582,350,431
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $648,473,011,957 $469,431,744,576
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$648,473,011,957$469,431,744,576
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL13,270,062,387 $2,344,741,123
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL13,270,062,387$2,344,741,123
ProductVolume
CLP
USD
Equivalent
IRS CLP22,000,000,000 $23,201,856
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP22,000,000,000$23,201,856
ProductVolume
CNY
USD
Equivalent
IRS CNY167,458,339,188 $23,056,835,703
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY167,458,339,188$23,056,835,703
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK335,981,563,800 $14,322,075,272
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK667,250,000,000 $28,443,241,400
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,003,231,563,800$42,765,316,672
ProductVolume
DKK
USD
Equivalent
IRS DKK4,271,200,000 $620,327,069
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK4,271,200,000$620,327,069
ProductVolume
HKD
USD
Equivalent
IRS HKD95,169,474,000 $12,187,074,484
OIS HKD0 $0
Basis HKD3,280,000,000 $420,025,483
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD98,449,474,000$12,607,099,967
ProductVolume
HUF
USD
Equivalent
IRS HUF1,018,224,229,676 $2,804,870,888
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,497,340,000,000 $4,124,676,326
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,515,564,229,676$6,929,547,214
ProductVolume
ILS
USD
Equivalent
IRS ILS34,648,429,848 $9,495,061,754
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS10,500,000,000 $2,877,421,830
VNS ILS0 $0
Inflation ILS0 $0
TotalILS45,148,429,848$12,372,483,584
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,784,986,136,000 $33,265,481,796
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,784,986,136,000$33,265,481,796
ProductVolume
KRW
USD
Equivalent
IRS KRW30,869,988,962,966 $22,318,289,844
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW30,869,988,962,966$22,318,289,844
ProductVolume
MXN
USD
Equivalent
IRS MXN14,676,925,412 $798,424,870
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN14,676,925,412$798,424,870
ProductVolume
NOK
USD
Equivalent
IRS NOK90,093,641,796 $8,161,173,425
OIS NOK337,600,000,000 $30,581,649,199
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK67,270,000,000 $6,093,683,476
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK494,963,641,796$44,836,506,100
ProductVolume
NZD
USD
Equivalent
IRS NZD41,620,242,746 $24,664,155,851
OIS NZD96,242,000,000 $57,033,009,200
Basis NZD1,000,000,000 $592,600,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD138,862,242,746$82,289,765,051
ProductVolume
PLN
USD
Equivalent
IRS PLN27,719,642,994 $6,988,350,832
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN86,050,000,000 $21,693,915,367
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN113,769,642,994$28,682,266,199
ProductVolume
SEK
USD
Equivalent
IRS SEK193,333,412,420 $17,925,806,885
OIS SEK10,000,000,000 $927,196,529
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK706,882,000,000 $65,541,853,651
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK910,215,412,420$84,394,857,065
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD30,775,086,000 $22,903,241,795
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD30,775,086,000$22,903,241,795
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB395,615,082,000 $10,958,866,537
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB395,615,082,000$10,958,866,537
ProductVolume
TWD
USD
Equivalent
IRS TWD1,440,000,000 $43,982,896
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,440,000,000$43,982,896
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,016,802,604,000 $55,340,713,745
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR3,142,740,000 $171,047,432
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,019,945,344,000$55,511,761,177
ProductUSD
Equivalent
IRS$747,211,931,694
OIS$5,316,392,340,621
Basis$93,243,676,414
Zeroes$997,770,072
FRAs$317,621,414,670
VNS$1,162,222,090
Inflation$40,594,949,479
Total$6,517,224,305,040
Show:
ProductUSD
Equivalent
IRS $13,460,580,800
OIS $9,007,877,940,892
Basis $331,144,756,000
Zeroes $0
FRAs $0
VNS $8,106,985,552
Inflation $89,370,737,292
Total$9,449,961,000,536
ProductVolume
EUR
USD
Equivalent
IRS €2,727,912,470,116 $2,973,572,354,893
OIS €4,813,939,481,437 $5,248,846,709,940
Basis €46,386,200,000 $50,639,556,080
Zeroes €9,826,200,000 $10,724,851,380
FRAs €1,276,389,335,737 $1,391,317,106,669
VNS €1,934,650,273 $2,109,153,672
Inflation €68,381,818,442 $74,559,653,013
Total€8,944,770,156,005$9,751,769,385,647
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £3,007,673,219,679 $3,902,386,201,620
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £736,294,056 $954,575,677
Inflation £44,626,560,561 $57,876,281,310
Total£3,053,036,074,296$3,961,217,058,607
ProductVolume
JPY
USD
Equivalent
IRS ¥81,000,000,000 $513,243,704
OIS ¥104,957,724,778,698 $666,236,769,935
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥105,038,724,778,698$666,750,013,639
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF102,487,627,828 $114,938,193,242
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF102,487,627,828$114,938,193,242
ProductVolume
AUD
USD
Equivalent
IRS $530,602,168,900 $357,316,992,765
OIS $1,631,557,076,000 $1,097,160,981,884
Basis $211,866,500,000 $142,547,075,975
Zeroes $0 $0
FRAs $0 $0
VNS $199,827,891 $134,249,395
Inflation $0 $0
Total$2,374,225,572,791$1,597,159,300,019
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $988,390,639,948 $721,874,090,973
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $494,566,558 $361,614,324
Inflation $0 $0
Total$988,885,206,506$722,235,705,297
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL14,426,161,044 $2,632,362,427
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL14,426,161,044$2,632,362,427
ProductVolume
CLP
USD
Equivalent
IRS CLP304,450,836,000 $324,869,112
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP304,450,836,000$324,869,112
ProductVolume
CNY
USD
Equivalent
IRS CNY335,376,306,964 $46,171,894,507
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY335,376,306,964$46,171,894,507
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP921,514,460,000 $231,512,964
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP921,514,460,000$231,512,964
ProductVolume
CZK
USD
Equivalent
IRS CZK1,098,277,960,900 $47,343,356,703
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,258,030,400,000 $140,467,806,882
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,356,308,360,900$187,811,163,585
ProductVolume
DKK
USD
Equivalent
IRS DKK18,528,904,000 $2,711,128,243
OIS DKK7,520,000,000 $1,100,652,235
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK26,048,904,000$3,811,780,478
ProductVolume
HKD
USD
Equivalent
IRS HKD380,838,110,048 $48,775,794,866
OIS HKD0 $0
Basis HKD5,164,000,000 $661,355,153
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD386,002,110,048$49,437,150,019
ProductVolume
HUF
USD
Equivalent
IRS HUF7,033,387,841,072 $19,597,610,101
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,467,800,000,000 $15,242,492,882
VNS HUF200,951,391,200 $560,889,627
Inflation HUF0 $0
TotalHUF12,702,139,232,272$35,400,992,610
ProductVolume
ILS
USD
Equivalent
IRS ILS93,499,238,000 $25,744,283,696
OIS ILS382,000,000 $105,012,852
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS147,794,320,000 $40,724,085,320
VNS ILS0 $0
Inflation ILS0 $0
TotalILS241,675,558,000$66,573,381,868
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR8,611,067,862,368 $103,017,252,758
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR8,611,067,862,368$103,017,252,758
ProductVolume
KRW
USD
Equivalent
IRS KRW147,700,867,553,408 $106,677,656,477
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW147,700,867,553,408$106,677,656,477
ProductVolume
MXN
USD
Equivalent
IRS MXN105,415,723,264 $5,885,239,171
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN105,415,723,264$5,885,239,171
ProductVolume
NOK
USD
Equivalent
IRS NOK345,532,006,116 $31,991,329,894
OIS NOK94,780,000,000 $8,718,781,318
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK381,293,400,000 $35,461,605,569
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK821,605,406,116$76,171,716,781
ProductVolume
NZD
USD
Equivalent
IRS NZD269,720,026,180 $163,193,618,342
OIS NZD583,765,622,000 $353,754,047,491
Basis NZD434,000,000 $263,872,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD853,919,648,180$517,211,537,833
ProductVolume
PLN
USD
Equivalent
IRS PLN262,237,164,488 $66,766,813,071
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN370,018,400,000 $94,146,415,387
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN632,255,564,488$160,913,228,458
ProductVolume
SEK
USD
Equivalent
IRS SEK1,464,943,004,395 $138,239,829,839
OIS SEK92,800,000,000 $8,798,877,385
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK190,336,000,000 $17,958,951,685
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,748,079,004,395$164,997,658,909
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD155,476,427,000 $115,745,773,857
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD155,476,427,000$115,745,773,857
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB1,192,075,472,358 $33,058,818,582
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,192,075,472,358$33,058,818,582
ProductVolume
TWD
USD
Equivalent
IRS TWD608,311,746,000 $18,614,840,993
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD608,311,746,000$18,614,840,993
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,248,580,605,872 $343,228,352,958
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR7,897,960,000 $433,413,270
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,256,478,565,872$343,661,766,228
ProductUSD
Equivalent
IRS$4,412,762,152,562
OIS$21,383,851,617,928
Basis$525,256,615,208
Zeroes$11,158,264,650
FRAs$1,735,318,464,394
VNS$12,227,468,247
Inflation$221,806,671,615
Total$28,302,381,254,604
Show:
ProductUSD
Equivalent
IRS $580,690,361,416
OIS $274,075,430,609,772
Basis $9,250,419,995,351
Zeroes $0
FRAs $0
VNS $232,484,871,475
Inflation $1,900,148,548,728
Total$286,039,174,386,742
ProductVolume
EUR
USD
Equivalent
IRS €72,350,870,008,115 $78,266,947,725,202
OIS €175,916,137,612,301 $190,306,501,877,020
Basis €1,398,992,158,848 $1,515,275,709,045
Zeroes €174,251,302,516 $187,623,723,730
FRAs €59,469,873,990,583 $64,326,188,676,570
VNS €171,663,800,331 $186,401,508,574
Inflation €2,591,168,720,627 $2,803,775,520,769
Total€312,072,957,593,321$337,592,714,740,910
ProductVolume
GBP
USD
Equivalent
IRS £8,218,034,723 $10,447,153,439
OIS £86,800,747,234,541 $109,985,971,166,002
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £55,829,558,509 $70,604,819,526
Inflation £1,586,446,962,372 $2,010,717,712,371
Total£88,451,241,790,145$112,077,740,851,338
ProductVolume
JPY
USD
Equivalent
IRS ¥1,057,551,860,000 $6,875,242,787
OIS ¥2,618,439,244,353,658 $16,976,554,384,363
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥129,985,915,232 $824,515,447
Inflation ¥0 $0
Total¥2,619,626,782,128,890$16,984,254,142,597
ProductVolume
CHF
USD
Equivalent
IRS CHF476,000,000 $536,808,979
OIS CHF4,199,768,607,389 $4,724,409,614,741
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF194,140,000 $218,538,817
Inflation CHF0 $0
TotalCHF4,200,438,747,389$4,725,164,962,537
ProductVolume
AUD
USD
Equivalent
IRS $18,347,589,624,616 $12,114,179,946,408
OIS $38,736,634,607,856 $25,565,995,916,119
Basis $5,479,005,010,000 $3,617,478,643,866
Zeroes $23,616,600,000 $15,511,222,030
FRAs $0 $0
VNS $20,218,816,518 $13,316,085,743
Inflation $0 $0
Total$62,607,064,658,990$41,326,481,814,166
ProductVolume
CAD
USD
Equivalent
IRS $1,164,280,701,178 $858,631,605,427
OIS $24,008,439,521,427 $17,641,934,136,760
Basis $294,706,020,000 $217,436,651,635
Zeroes $16,721,600,000 $12,256,493,254
FRAs $0 $0
VNS $94,551,303,075 $69,644,577,755
Inflation $0 $0
Total$25,578,699,145,680$18,799,903,464,831
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,598,172,372,039 $297,285,836,561
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,598,172,372,039$297,285,836,561
ProductVolume
CLP
USD
Equivalent
IRS CLP36,432,339,638,236 $38,883,980,095
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP36,432,339,638,236$38,883,980,095
ProductVolume
CNY
USD
Equivalent
IRS CNY24,350,225,421,000 $3,373,966,029,139
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY24,350,225,421,000$3,373,966,029,139
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP77,308,997,470,718 $19,751,226,274
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP77,308,997,470,718$19,751,226,274
ProductVolume
CZK
USD
Equivalent
IRS CZK42,637,976,915,718 $1,840,782,371,656
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK76,901,068,000 $3,291,380,089
FRAs CZK106,662,684,128,776 $4,597,308,227,295
VNS CZK306,910,162 $13,679,537
Inflation CZK0 $0
TotalCZK149,377,869,022,656$6,441,395,658,577
ProductVolume
DKK
USD
Equivalent
IRS DKK847,697,224,070 $122,876,253,689
OIS DKK631,977,400,000 $91,585,996,662
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK42,620,000,000 $6,221,314,012
VNS DKK3,580,242,748 $521,915,749
Inflation DKK0 $0
TotalDKK1,525,874,866,818$221,205,480,112
ProductVolume
HKD
USD
Equivalent
IRS HKD14,188,855,477,994 $1,814,948,261,115
OIS HKD1,400,000,000 $178,927,625
Basis HKD314,866,000,000 $40,267,339,402
Zeroes HKD3,128,400,000 $399,910,517
FRAs HKD0 $0
VNS HKD638,000,000 $81,588,021
Inflation HKD0 $0
TotalHKD14,508,887,877,994$1,855,876,026,680
ProductVolume
HUF
USD
Equivalent
IRS HUF232,500,298,118,186 $643,444,562,018
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF39,000,000,000 $107,853,982
FRAs HUF388,716,384,477,664 $1,075,334,535,233
VNS HUF411,010,865,826 $1,142,622,588
Inflation HUF0 $0
TotalHUF621,666,693,461,676$1,720,029,573,821
ProductVolume
ILS
USD
Equivalent
IRS ILS3,232,333,538,606 $876,508,719,443
OIS ILS7,098,000,000 $1,934,740,328
Basis ILS0 $0
Zeroes ILS780,000,000 $208,219,324
FRAs ILS2,675,821,197,596 $725,533,109,177
VNS ILS0 $0
Inflation ILS0 $0
TotalILS5,916,032,736,202$1,604,184,788,272
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR228,123,535,011,558 $2,739,469,461,990
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR228,123,535,011,558$2,739,469,461,990
ProductVolume
KRW
USD
Equivalent
IRS KRW4,926,097,827,590,110 $3,638,518,363,698
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,926,097,827,590,110$3,638,518,363,698
ProductVolume
MXN
USD
Equivalent
IRS MXN4,214,772,395,630 $244,574,298,035
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,214,772,395,630$244,574,298,035
ProductVolume
NOK
USD
Equivalent
IRS NOK13,912,792,674,322 $1,309,297,541,092
OIS NOK6,048,932,200,000 $566,324,550,776
Basis NOK30,904,000,000 $2,935,711,070
Zeroes NOK12,602,424,000 $1,194,661,064
FRAs NOK16,118,977,400,000 $1,515,944,731,806
VNS NOK3,013,904,186 $284,734,098
Inflation NOK0 $0
TotalNOK36,127,222,602,508$3,395,981,929,906
ProductVolume
NZD
USD
Equivalent
IRS NZD4,999,283,252,054 $3,044,031,171,620
OIS NZD11,807,859,399,324 $7,177,014,613,158
Basis NZD179,382,000,000 $109,144,283,500
Zeroes NZD6,720,000,000 $4,007,472,000
FRAs NZD0 $0
VNS NZD25,741,262 $15,434,007
Inflation NZD0 $0
TotalNZD16,993,270,392,640$10,334,212,974,285
ProductVolume
PLN
USD
Equivalent
IRS PLN7,001,790,388,520 $1,757,237,477,021
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,666,640,000 $2,178,214,071
FRAs PLN9,676,191,028,368 $2,429,185,438,004
VNS PLN1,917,700,772 $476,567,446
Inflation PLN0 $0
TotalPLN16,688,565,757,660$4,189,077,696,542
ProductVolume
SEK
USD
Equivalent
IRS SEK26,383,122,975,531 $2,505,666,518,925
OIS SEK3,627,224,000,000 $341,696,631,511
Basis SEK0 $0
Zeroes SEK35,638,692,000 $3,369,233,660
FRAs SEK21,689,824,000,000 $2,067,627,708,749
VNS SEK2,220,962,732 $209,290,666
Inflation SEK0 $0
TotalSEK51,738,030,630,263$4,918,569,383,511
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD3,378,648,652,128 $2,509,805,510,025
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD782,235,297 $582,193,582
Inflation SGD0 $0
TotalSGD3,379,430,887,425$2,510,387,703,607
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB47,197,883,846,754 $1,306,632,426,068
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB47,197,883,846,754$1,306,632,426,068
ProductVolume
TWD
USD
Equivalent
IRS TWD19,198,939,480,820 $600,626,947,159
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD19,198,939,480,820$600,626,947,159
ProductVolume
ZAR
USD
Equivalent
IRS ZAR148,913,437,889,602 $7,977,893,131,789
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR85,294,904,240 $4,580,469,137
FRAs ZAR0 $0
VNS ZAR13,403,093,638 $710,689,588
Inflation ZAR0 $0
TotalZAR149,012,135,887,480$7,983,184,290,514
ProductUSD
Equivalent
IRS$121,924,850,306,713
OIS$654,031,191,789,194
Basis$14,752,958,333,869
Zeroes$234,728,852,858
FRAs$76,743,343,740,846
VNS$577,533,632,619
Inflation$6,714,641,781,868
Total$874,979,248,437,967
Show:
ProductUSD
Equivalent
IRS $3,591,033,502
OIS $124,681,461,805,146
Basis $13,153,443,034,553
Zeroes $0
FRAs $0
VNS $2,041,674,376,079
Inflation $4,167,265,354,558
Total$144,047,435,603,838
ProductVolume
EUR
USD
Equivalent
IRS €68,261,808,386,087 $73,982,147,928,841
OIS €47,840,696,270,714 $51,849,746,618,200
Basis €1,602,639,838,632 $1,736,941,057,110
Zeroes €171,668,056,042 $186,053,839,139
FRAs €30,327,176,312,248 $32,868,593,687,214
VNS €1,403,209,393,791 $1,520,798,340,991
Inflation €3,659,605,266,834 $3,966,280,188,194
Total€153,266,803,524,348$166,110,561,659,689
ProductVolume
GBP
USD
Equivalent
IRS £744,000,000 $960,094,800
OIS £33,818,344,803,551 $43,640,883,051,743
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £541,210,080,343 $698,404,548,179
Inflation £2,832,503,128,619 $3,655,203,662,327
Total£37,192,802,012,513$47,995,451,357,049
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥2,076,944,309,738,750 $13,486,213,497,865
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥313,019,579,434 $2,032,528,680
Inflation ¥0 $0
Total¥2,077,257,329,318,184$13,488,246,026,545
ProductVolume
CHF
USD
Equivalent
IRS CHF531,900,000 $600,474,148
OIS CHF3,616,703,684,083 $4,082,980,000,094
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,678,617,875 $4,152,876,355
Inflation CHF0 $0
TotalCHF3,620,914,201,958$4,087,733,350,597
ProductVolume
AUD
USD
Equivalent
IRS $23,673,699,029,636 $15,577,293,961,501
OIS $15,985,953,085,193 $10,518,757,130,057
Basis $8,320,352,466,660 $5,474,791,923,062
Zeroes $20,689,660,669 $13,613,796,720
FRAs $0 $0
VNS $103,909,146,943 $68,372,218,688
Inflation $0 $0
Total$48,104,603,389,101$31,652,829,030,028
ProductVolume
CAD
USD
Equivalent
IRS $845,148,764,966 $611,805,968,558
OIS $26,404,191,981,233 $19,114,081,353,144
Basis $279,686,102,525 $202,465,688,812
Zeroes $17,193,591,527 $12,446,497,414
FRAs $0 $0
VNS $477,501,851,370 $345,665,159,526
Inflation $0 $0
Total$28,023,722,291,621$20,286,464,667,454
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL980,562,098,505 $173,259,492,624
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL980,562,098,505$173,259,492,624
ProductVolume
CLP
USD
Equivalent
IRS CLP52,063,771,145,428 $54,908,005,848
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP52,063,771,145,428$54,908,005,848
ProductVolume
CNY
USD
Equivalent
IRS CNY24,615,369,931,970 $3,389,216,345,095
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY24,615,369,931,970$3,389,216,345,095
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP141,359,846,065,144 $34,929,539,428
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP141,359,846,065,144$34,929,539,428
ProductVolume
CZK
USD
Equivalent
IRS CZK48,672,953,566,563 $2,074,809,393,690
OIS CZK0 $0
Basis CZK11,928,000,000 $508,461,571
Zeroes CZK66,673,914,000 $2,842,146,468
FRAs CZK48,239,955,705,022 $2,056,351,750,076
VNS CZK221,434,153,069 $9,439,198,306
Inflation CZK0 $0
TotalCZK97,212,945,338,654$4,143,950,950,111
ProductVolume
DKK
USD
Equivalent
IRS DKK4,855,954,230,465 $705,253,758,745
OIS DKK713,979,976,412 $103,694,771,024
Basis DKK11,320,000,000 $1,644,058,443
Zeroes DKK0 $0
FRAs DKK3,500,000,000 $508,321,957
VNS DKK20,714,911,324 $3,008,526,930
Inflation DKK0 $0
TotalDKK5,605,469,118,201$814,109,437,099
ProductVolume
HKD
USD
Equivalent
IRS HKD18,547,164,847,010 $2,375,085,938,368
OIS HKD2,840,000,000 $363,680,601
Basis HKD1,210,756,991,761 $155,045,362,978
Zeroes HKD3,128,400,000 $400,612,110
FRAs HKD0 $0
VNS HKD7,475,767,126 $957,320,945
Inflation HKD0 $0
TotalHKD19,771,366,005,897$2,531,852,915,002
ProductVolume
HUF
USD
Equivalent
IRS HUF202,227,957,858,953 $557,071,119,660
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF161,215,817,418 $444,096,241
FRAs HUF126,229,344,681,215 $347,720,083,415
VNS HUF2,706,868,775,926 $7,456,527,949
Inflation HUF0 $0
TotalHUF331,325,387,133,512$912,691,827,265
ProductVolume
ILS
USD
Equivalent
IRS ILS3,951,599,438,802 $1,082,896,998,932
OIS ILS1,176,000,000 $322,271,245
Basis ILS0 $0
Zeroes ILS390,000,000 $106,875,668
FRAs ILS1,062,357,808,328 $291,128,718,952
VNS ILS0 $0
Inflation ILS0 $0
TotalILS5,015,523,247,130$1,374,454,864,797
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR198,924,688,642,669 $2,376,071,292,913
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR198,924,688,642,669$2,376,071,292,913
ProductVolume
KRW
USD
Equivalent
IRS KRW5,211,296,646,870,783 $3,767,647,250,064
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,211,296,646,870,783$3,767,647,250,064
ProductVolume
MXN
USD
Equivalent
IRS MXN5,301,235,554,477 $288,387,260,305
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,301,235,554,477$288,387,260,305
ProductVolume
NOK
USD
Equivalent
IRS NOK18,679,229,031,588 $1,692,066,438,233
OIS NOK4,146,183,458,016 $375,583,910,032
Basis NOK115,732,416,351 $10,483,673,453
Zeroes NOK6,301,212,000 $570,798,148
FRAs NOK9,424,718,575,216 $853,742,408,959
VNS NOK139,080,102,829 $12,598,634,228
Inflation NOK0 $0
TotalNOK32,511,244,796,000$2,945,045,863,053
ProductVolume
NZD
USD
Equivalent
IRS NZD7,259,847,096,420 $4,302,185,389,339
OIS NZD5,479,353,328,123 $3,247,064,782,246
Basis NZD180,732,324,846 $107,101,975,704
Zeroes NZD3,460,000,000 $2,050,396,000
FRAs NZD0 $0
VNS NZD1,380,047,460 $817,816,125
Inflation NZD0 $0
TotalNZD12,924,772,796,849$7,659,220,359,414
ProductVolume
PLN
USD
Equivalent
IRS PLN8,454,850,839,051 $2,131,537,693,727
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,125,440,007 $2,048,490,504
FRAs PLN5,429,866,536,290 $1,368,914,178,894
VNS PLN17,231,251,923 $4,344,140,859
Inflation PLN0 $0
TotalPLN13,910,074,067,271$3,506,844,503,984
ProductVolume
SEK
USD
Equivalent
IRS SEK42,524,280,462,210 $3,942,836,522,476
OIS SEK1,669,019,963,772 $154,750,951,653
Basis SEK0 $0
Zeroes SEK32,424,346,000 $3,006,374,105
FRAs SEK10,232,969,012,545 $948,797,334,546
VNS SEK44,538,795,435 $4,129,621,651
Inflation SEK0 $0
TotalSEK54,503,232,579,962$5,053,520,804,431
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD2,670,463,523,751 $1,987,395,641,699
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD4,089,653,146 $3,043,576,055
Inflation SGD0 $0
TotalSGD2,674,553,176,897$1,990,439,217,754
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB26,229,116,741,142 $726,568,330,780
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB26,229,116,741,142$726,568,330,780
ProductVolume
TWD
USD
Equivalent
IRS TWD19,414,299,888,531 $592,984,113,883
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD19,414,299,888,531$592,984,113,883
ProductVolume
ZAR
USD
Equivalent
IRS ZAR104,770,973,434,657 $5,702,287,176,349
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR75,948,107,424 $4,133,567,770
FRAs ZAR0 $0
VNS ZAR19,253,093,638 $1,047,872,950
Inflation ZAR0 $0
TotalZAR104,866,174,635,719$5,707,468,617,069
ProductUSD
Equivalent
IRS$123,008,832,358,688
OIS$276,380,868,627,870
Basis$20,842,425,235,686
Zeroes$227,717,490,287
FRAs$38,735,756,484,013
VNS$4,727,943,284,496
Inflation$11,788,749,205,079
Total$475,712,292,686,119

Figures as of COB Jul 24, 2024.

Notional Outstanding by Product

As of COB Jul 24, 2024

Daily Notional by Tenor

As of COB Jul 24, 2024

Notional Outstanding by Currency

As of COB Jul 24, 2024. *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 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
  • 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.
  • $3.5 trillion notional per day based on daily average over 2020.
  • "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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