Volumes

  • Client Notional Cleared (USD)
    $2,053,453,523,707,572
    Client Notional Outstanding (USD)
    $73,161,743,617,912
    As of COB Mar 28, 2023
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,916,125,000,000,000
    Trades Compressed
    41,866,036
  • 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 Mar 28, 2023. *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
$375,521,275,026
$3,383,071,784,804
$50,861,716,690,237
$29,742,579,468,089
EUR
€314,173,990,663
€2,058,716,570,973
€28,179,422,737,845
€20,743,253,272,778
GBP
£73,362,807,630
£967,931,924,632
£10,204,095,962,957
£5,055,765,155,280
JPY
¥1,294,513,280,000
¥7,919,438,139,827
¥144,430,556,373,367
¥130,868,307,448,137
CHF
CHF2,662,121,800
CHF85,757,297,000
CHF406,349,934,368
CHF607,481,825,394
AUD
$185,973,567,000
$700,905,828,457
$7,623,808,551,699
$4,951,916,820,321
CAD
$39,931,045,078
$347,409,707,604
$4,321,818,282,902
$3,286,306,396,617
Other*
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$103,221,426,557
$442,976,675,258
$5,684,884,742,392
$7,291,292,840,061
BRL
BRL286,193,960
BRL4,130,241,583
BRL42,528,852,138
BRL46,813,042,729
CLP
CLP1,109,200,000
CLP117,488,999,000
CLP4,457,167,060,700
CLP4,734,432,671,904
CNY
CNY55,371,651,928
CNY210,156,016,900
CNY3,145,155,526,978
CNY3,759,119,573,493
COP
COP0
COP219,300,100,000
COP3,970,498,198,000
COP14,815,534,522,000
CZK
CZK219,787,526,768
CZK1,413,389,514,307
CZK10,751,517,410,282
CZK13,752,961,630,167
DKK
DKK3,525,500,000
DKK12,464,332,000
DKK162,839,433,000
DKK1,171,408,650,458
HKD
HKD72,941,914,742
HKD144,714,919,000
HKD2,090,372,864,715
HKD4,146,304,585,553
HUF
HUF2,942,213,410,000
HUF3,310,388,890,000
HUF35,772,697,285,438
HUF49,543,765,695,564
ILS
ILS18,228,923,000
ILS77,187,794,615
ILS955,430,621,454
ILS1,126,738,241,938
INR
INR655,699,382,672
INR1,188,978,662,000
INR20,894,700,884,913
INR23,210,255,120,767
KRW
KRW3,770,441,176,200
KRW31,679,010,289,000
KRW507,794,485,109,927
KRW691,211,739,769,981
MXN
MXN14,608,042,328
MXN52,539,962,674
MXN641,511,137,070
MXN798,219,217,553
NOK
NOK23,059,801,000
NOK248,243,419,920
NOK3,486,794,738,553
NOK2,402,081,760,401
NZD
NZD19,577,467,247
NZD89,994,172,400
NZD1,326,077,131,988
NZD1,222,666,403,935
PLN
PLN15,350,701,412
PLN114,790,559,330
PLN1,284,470,428,433
PLN2,180,071,065,481
SEK
SEK61,298,381,500
SEK282,946,069,744
SEK5,070,962,359,207
SEK4,085,583,358,862
SGD
SGD5,087,448,000
SGD34,602,394,490
SGD398,688,149,965
SGD838,641,665,239
THB
THB41,617,440,000
THB212,562,711,056
THB2,634,303,271,482
THB2,614,926,007,248
TWD
TWD22,789,230,000
TWD134,907,381,900
TWD1,726,169,980,169
TWD2,011,000,427,737
ZAR
ZAR368,903,204,963
ZAR1,544,729,023,860
ZAR17,809,841,202,458
ZAR25,623,600,861,796
Total in USD$1,076,741,551,138$8,111,847,297,290$109,049,332,284,752$73,161,743,617,912

Figures as of COB Mar 28, 2023. Weekly figures as of COB Mar 23, 2023. *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 $17,399,219,869
OIS $340,538,131,818
Basis $10,772,956,642
Zeroes $0
FRAs $0
VNS $1,118,893,797
Inflation $5,692,072,900
Total$375,521,275,026
ProductVolume
EUR
USD
Equivalent
IRS €89,120,176,094 $96,641,918,956
OIS €146,773,662,834 $159,161,359,977
Basis €224,400,000 $243,339,360
Zeroes €0 $0
FRAs €73,984,300,000 $80,228,574,920
VNS €616,629,735 $668,673,285
Inflation €3,454,822,000 $3,746,408,977
Total€314,173,990,663$340,690,275,475
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £70,706,325,255 $87,233,928,783
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £345,900,000 $426,754,125
Inflation £2,310,582,375 $2,850,681,005
Total£73,362,807,630$90,511,363,913
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥1,294,513,280,000 $9,898,025,615
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,294,513,280,000$9,898,025,615
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF2,662,121,800 $2,895,813,989
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,662,121,800$2,895,813,989
ProductVolume
AUD
USD
Equivalent
IRS $42,675,067,000 $28,602,963,657
OIS $137,270,000,000 $92,005,217,500
Basis $6,028,500,000 $4,040,602,125
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$185,973,567,000$124,648,783,282
ProductVolume
CAD
USD
Equivalent
IRS $16,128,686,000 $11,856,712,490
OIS $18,627,362,000 $13,693,569,066
Basis $5,042,100,000 $3,706,608,836
Zeroes $0 $0
FRAs $0 $0
VNS $132,897,078 $97,696,889
Inflation $0 $0
Total$39,931,045,078$29,354,587,281
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL286,193,960 $55,355,059
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL286,193,960$55,355,059
ProductVolume
CLP
USD
Equivalent
IRS CLP1,109,200,000 $1,387,975
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,109,200,000$1,387,975
ProductVolume
CNY
USD
Equivalent
IRS CNY55,371,651,928 $8,054,058,462
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY55,371,651,928$8,054,058,462
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 CZK124,007,526,768 $5,691,551,623
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK95,780,000,000 $4,395,997,797
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK219,787,526,768$10,087,549,420
ProductVolume
DKK
USD
Equivalent
IRS DKK3,425,500,000 $498,555,492
OIS DKK100,000,000 $14,554,240
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,525,500,000$513,109,732
ProductVolume
HKD
USD
Equivalent
IRS HKD69,941,914,742 $8,909,911,558
OIS HKD0 $0
Basis HKD3,000,000,000 $382,170,474
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD72,941,914,742$9,292,082,032
ProductVolume
HUF
USD
Equivalent
IRS HUF814,938,410,000 $2,318,624,113
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,127,275,000,000 $6,052,421,936
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,942,213,410,000$8,371,046,049
ProductVolume
ILS
USD
Equivalent
IRS ILS6,678,923,000 $1,882,871,843
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS11,550,000,000 $3,256,089,310
VNS ILS0 $0
Inflation ILS0 $0
TotalILS18,228,923,000$5,138,961,153
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR655,699,382,672 $7,976,926,656
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR655,699,382,672$7,976,926,656
ProductVolume
KRW
USD
Equivalent
IRS KRW3,770,441,176,200 $2,903,823,955
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,770,441,176,200$2,903,823,955
ProductVolume
MXN
USD
Equivalent
IRS MXN14,608,042,328 $800,425,325
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN14,608,042,328$800,425,325
ProductVolume
NOK
USD
Equivalent
IRS NOK16,149,801,000 $1,557,042,547
OIS NOK5,000,000,000 $482,062,456
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,870,000,000 $180,291,359
VNS NOK40,000,000 $3,856,500
Inflation NOK0 $0
TotalNOK23,059,801,000$2,223,252,862
ProductVolume
NZD
USD
Equivalent
IRS NZD13,366,867,247 $8,352,286,999
OIS NZD6,210,600,000 $3,880,693,410
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,577,467,247$12,232,980,409
ProductVolume
PLN
USD
Equivalent
IRS PLN14,000,701,412 $3,245,711,566
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,350,000,000 $312,963,650
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN15,350,701,412$3,558,675,216
ProductVolume
SEK
USD
Equivalent
IRS SEK38,958,381,500 $3,762,840,551
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,340,000,000 $2,157,734,861
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK61,298,381,500$5,920,575,412
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD5,087,448,000 $3,832,063,875
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,087,448,000$3,832,063,875
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB41,617,440,000 $1,215,995,325
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB41,617,440,000$1,215,995,325
ProductVolume
TWD
USD
Equivalent
IRS TWD22,789,230,000 $750,559,233
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD22,789,230,000$750,559,233
ProductVolume
ZAR
USD
Equivalent
IRS ZAR368,903,204,963 $20,292,598,407
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR368,903,204,963$20,292,598,407
ProductUSD
Equivalent
IRS$223,578,419,680
OIS$722,828,342,710
Basis$19,145,677,437
Zeroes$0
FRAs$96,584,073,833
VNS$2,315,874,596
Inflation$12,289,162,882
Total$1,076,741,551,138
Show:
ProductUSD
Equivalent
IRS $33,758,601,208
OIS $3,246,751,816,089
Basis $60,928,863,000
Zeroes $0
FRAs $11,880,000,000
VNS $4,590,662,739
Inflation $25,161,841,768
Total$3,383,071,784,804
ProductVolume
EUR
USD
Equivalent
IRS €380,450,428,770 $411,131,845,008
OIS €1,445,482,702,023 $1,560,126,762,619
Basis €11,824,800,000 $12,776,783,690
Zeroes €0 $0
FRAs €194,355,300,000 $209,513,830,380
VNS €1,302,484,376 $1,406,765,531
Inflation €25,300,855,804 $27,317,573,570
Total€2,058,716,570,973$2,222,273,560,798
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £956,044,497,992 $1,172,755,508,505
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £145,771,639 $178,801,989
Inflation £11,741,655,001 $14,398,405,511
Total£967,931,924,632$1,187,332,716,005
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥7,919,438,139,827 $60,400,893,743
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,919,438,139,827$60,400,893,743
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF85,757,297,000 $93,316,285,761
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF85,757,297,000$93,316,285,761
ProductVolume
AUD
USD
Equivalent
IRS $166,207,830,260 $111,312,390,548
OIS $499,671,573,084 $334,441,576,513
Basis $34,979,945,000 $23,408,528,999
Zeroes $0 $0
FRAs $0 $0
VNS $46,480,113 $30,899,979
Inflation $0 $0
Total$700,905,828,457$469,193,396,039
ProductVolume
CAD
USD
Equivalent
IRS $87,487,354,144 $63,796,822,200
OIS $239,385,897,000 $174,508,198,757
Basis $20,535,000,000 $14,975,902,172
Zeroes $0 $0
FRAs $0 $0
VNS $1,456,460 $1,061,753
Inflation $0 $0
Total$347,409,707,604$253,281,984,882
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL4,130,241,583 $786,539,501
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL4,130,241,583$786,539,501
ProductVolume
CLP
USD
Equivalent
IRS CLP117,488,999,000 $142,705,559
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP117,488,999,000$142,705,559
ProductVolume
CNY
USD
Equivalent
IRS CNY210,156,016,900 $30,578,335,125
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY210,156,016,900$30,578,335,125
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP219,300,100,000 $45,888,020
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP219,300,100,000$45,888,020
ProductVolume
CZK
USD
Equivalent
IRS CZK450,707,328,458 $20,429,850,383
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK962,682,185,849 $43,807,635,120
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,413,389,514,307$64,237,485,503
ProductVolume
DKK
USD
Equivalent
IRS DKK11,294,332,000 $1,635,021,683
OIS DKK1,170,000,000 $170,165,314
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK12,464,332,000$1,805,186,997
ProductVolume
HKD
USD
Equivalent
IRS HKD128,266,919,000 $16,345,323,640
OIS HKD0 $0
Basis HKD16,448,000,000 $2,096,244,665
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD144,714,919,000$18,441,568,305
ProductVolume
HUF
USD
Equivalent
IRS HUF1,658,238,890,000 $4,629,641,992
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,652,150,000,000 $4,565,013,385
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,310,388,890,000$9,194,655,377
ProductVolume
ILS
USD
Equivalent
IRS ILS45,642,794,615 $12,579,382,310
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS31,545,000,000 $8,703,750,089
VNS ILS0 $0
Inflation ILS0 $0
TotalILS77,187,794,615$21,283,132,399
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,188,978,662,000 $14,415,956,358
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,188,978,662,000$14,415,956,358
ProductVolume
KRW
USD
Equivalent
IRS KRW31,679,010,289,000 $24,420,074,041
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW31,679,010,289,000$24,420,074,041
ProductVolume
MXN
USD
Equivalent
IRS MXN52,539,962,674 $2,836,455,126
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN52,539,962,674$2,836,455,126
ProductVolume
NOK
USD
Equivalent
IRS NOK116,264,633,131 $11,042,908,518
OIS NOK44,230,000,000 $4,226,686,791
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK87,590,000,000 $8,387,747,708
VNS NOK158,786,789 $15,138,411
Inflation NOK0 $0
TotalNOK248,243,419,920$23,672,481,428
ProductVolume
NZD
USD
Equivalent
IRS NZD59,379,572,400 $36,996,554,123
OIS NZD30,614,600,000 $19,057,718,820
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD89,994,172,400$56,054,272,943
ProductVolume
PLN
USD
Equivalent
IRS PLN53,330,559,330 $12,285,536,954
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN61,460,000,000 $14,179,042,453
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN114,790,559,330$26,464,579,407
ProductVolume
SEK
USD
Equivalent
IRS SEK241,221,069,744 $23,341,256,742
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK41,725,000,000 $4,034,885,653
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK282,946,069,744$27,376,142,395
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD34,602,394,490 $25,975,004,136
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD34,602,394,490$25,975,004,136
ProductVolume
THB
USD
Equivalent
IRS THB520,000,000 $15,298,617
OIS THB212,042,711,056 $6,199,367,376
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB212,562,711,056$6,214,665,993
ProductVolume
TWD
USD
Equivalent
IRS TWD134,907,381,900 $4,438,410,143
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD134,907,381,900$4,438,410,143
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,544,729,023,860 $84,593,136,502
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,544,729,023,860$84,593,136,502
ProductUSD
Equivalent
IRS$907,096,089,923
OIS$6,712,391,828,802
Basis$114,186,322,526
Zeroes$0
FRAs$305,071,904,788
VNS$6,223,330,402
Inflation$66,877,820,849
Total$8,111,847,297,290
Show:
ProductUSD
Equivalent
IRS $934,553,208,583
OIS $48,214,508,577,074
Basis $1,086,498,079,887
Zeroes $1,119,560,000
FRAs $245,594,200,000
VNS $44,564,537,917
Inflation $334,878,526,776
Total$50,861,716,690,237
ProductVolume
EUR
USD
Equivalent
IRS €4,870,338,579,887 $5,218,313,482,609
OIS €19,364,939,115,099 $20,736,156,202,685
Basis €184,941,004,000 $198,136,372,604
Zeroes €9,641,945,770 $10,218,400,212
FRAs €3,398,288,630,000 $3,640,336,906,253
VNS €11,384,375,536 $12,208,565,384
Inflation €339,889,087,553 $364,547,268,298
Total€28,179,422,737,845$30,179,917,198,045
ProductVolume
GBP
USD
Equivalent
IRS £213,000,000 $258,980,250
OIS £10,030,292,960,698 $12,183,922,656,319
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £8,393,208,297 $10,225,163,469
Inflation £165,196,793,962 $200,601,611,470
Total£10,204,095,962,957$12,395,008,411,508
ProductVolume
JPY
USD
Equivalent
IRS ¥25,044,000,000 $191,497,655
OIS ¥144,405,512,373,367 $1,091,973,753,431
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥144,430,556,373,367$1,092,165,251,086
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF406,349,934,368 $438,580,894,091
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF406,349,934,368$438,580,894,091
ProductVolume
AUD
USD
Equivalent
IRS $1,694,976,269,208 $1,154,513,211,946
OIS $5,527,863,611,246 $3,773,296,507,623
Basis $400,298,271,000 $273,336,739,141
Zeroes $0 $0
FRAs $0 $0
VNS $670,400,245 $452,100,611
Inflation $0 $0
Total$7,623,808,551,699$5,201,598,559,321
ProductVolume
CAD
USD
Equivalent
IRS $1,038,946,565,666 $767,901,946,690
OIS $3,121,960,606,361 $2,308,629,279,648
Basis $159,540,865,000 $117,910,375,942
Zeroes $0 $0
FRAs $0 $0
VNS $1,370,245,875 $1,018,935,792
Inflation $0 $0
Total$4,321,818,282,902$3,195,460,538,072
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL42,528,852,138 $8,161,653,455
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL42,528,852,138$8,161,653,455
ProductVolume
CLP
USD
Equivalent
IRS CLP4,457,167,060,700 $5,492,742,916
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,457,167,060,700$5,492,742,916
ProductVolume
CNY
USD
Equivalent
IRS CNY3,145,155,526,978 $458,543,862,457
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,145,155,526,978$458,543,862,457
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,970,498,198,000 $845,831,387
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,970,498,198,000$845,831,387
ProductVolume
CZK
USD
Equivalent
IRS CZK5,380,427,014,433 $242,932,767,072
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK3,375,300,000 $153,398,196
FRAs CZK5,367,715,095,849 $242,059,931,285
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK10,751,517,410,282$485,146,096,553
ProductVolume
DKK
USD
Equivalent
IRS DKK143,376,433,000 $20,652,069,217
OIS DKK19,463,000,000 $2,805,448,177
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK162,839,433,000$23,457,517,394
ProductVolume
HKD
USD
Equivalent
IRS HKD1,980,846,864,715 $252,661,300,800
OIS HKD0 $0
Basis HKD109,476,000,000 $13,959,214,013
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD50,000,000 $6,396,520
Inflation HKD0 $0
TotalHKD2,090,372,864,715$266,626,911,333
ProductVolume
HUF
USD
Equivalent
IRS HUF21,300,545,749,438 $59,056,775,548
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF14,472,151,536,000 $40,231,115,590
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF35,772,697,285,438$99,287,891,138
ProductVolume
ILS
USD
Equivalent
IRS ILS546,040,621,454 $153,851,644,049
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS409,390,000,000 $115,329,220,824
VNS ILS0 $0
Inflation ILS0 $0
TotalILS955,430,621,454$269,180,864,873
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,894,700,884,913 $253,975,474,362
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,894,700,884,913$253,975,474,362
ProductVolume
KRW
USD
Equivalent
IRS KRW507,794,485,109,927 $397,826,207,055
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW507,794,485,109,927$397,826,207,055
ProductVolume
MXN
USD
Equivalent
IRS MXN641,511,137,070 $34,512,126,284
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN641,511,137,070$34,512,126,284
ProductVolume
NOK
USD
Equivalent
IRS NOK1,645,932,309,764 $159,355,715,650
OIS NOK389,221,000,000 $38,040,706,713
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,450,421,600,000 $141,357,600,541
VNS NOK1,219,828,789 $116,289,096
Inflation NOK0 $0
TotalNOK3,486,794,738,553$338,870,312,000
ProductVolume
NZD
USD
Equivalent
IRS NZD633,972,726,491 $397,462,733,094
OIS NZD674,935,100,000 $424,839,881,090
Basis NZD17,166,000,000 $10,715,174,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,305,497 $2,110,891
Inflation NZD0 $0
TotalNZD1,326,077,131,988$833,019,899,075
ProductVolume
PLN
USD
Equivalent
IRS PLN834,427,318,433 $189,781,345,034
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN450,043,110,000 $102,467,202,688
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,284,470,428,433$292,248,547,722
ProductVolume
SEK
USD
Equivalent
IRS SEK3,508,408,460,557 $335,489,787,507
OIS SEK35,600,000,000 $3,404,635,894
Basis SEK0 $0
Zeroes SEK19,600,000,000 $1,893,491,124
FRAs SEK1,506,960,400,000 $144,330,567,141
VNS SEK393,498,650 $37,669,226
Inflation SEK0 $0
TotalSEK5,070,962,359,207$485,156,150,892
ProductVolume
SGD
USD
Equivalent
IRS SGD5,794,400,000 $4,361,749,389
OIS SGD392,893,749,965 $294,489,926,015
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD398,688,149,965$298,851,675,404
ProductVolume
THB
USD
Equivalent
IRS THB5,647,557,142 $164,792,146
OIS THB2,628,655,714,340 $77,242,538,039
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,634,303,271,482$77,407,330,185
ProductVolume
TWD
USD
Equivalent
IRS TWD1,726,169,980,169 $56,692,804,638
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,726,169,980,169$56,692,804,638
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,735,101,202,458 $995,472,586,289
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR74,740,000,000 $4,108,256,980
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,809,841,202,458$999,580,843,269
ProductUSD
Equivalent
IRS$11,848,204,990,333
OIS$89,842,712,312,548
Basis$1,700,555,955,587
Zeroes$17,493,106,512
FRAs$4,671,706,744,322
VNS$68,631,768,906
Inflation$900,027,406,544
Total$109,049,332,284,752
Show:
ProductUSD
Equivalent
IRS $5,812,374,582,869
OIS $20,733,713,813,529
Basis $2,255,463,697,688
Zeroes $2,388,137,088
FRAs $84,984,000,000
VNS $400,125,045,082
Inflation $453,530,191,834
Total$29,742,579,468,090
ProductVolume
EUR
USD
Equivalent
IRS €8,188,703,994,516 $8,879,830,611,653
OIS €9,391,701,972,445 $10,184,361,618,919
Basis €307,418,634,137 $333,364,766,858
Zeroes €59,464,561,982 $64,483,371,013
FRAs €2,133,120,120,014 $2,313,155,458,143
VNS €228,331,295,701 $247,602,457,058
Inflation €434,512,693,984 $471,185,565,356
Total€20,743,253,272,779$22,493,983,849,000
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £4,503,640,010,074 $5,556,365,862,429
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £82,530,376,476 $101,821,851,978
Inflation £469,594,768,729 $579,362,545,920
Total£5,055,765,155,279$6,237,550,260,327
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥130,844,450,209,786 $1,000,454,564,436
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥23,857,238,351 $182,415,708
Inflation ¥0 $0
Total¥130,868,307,448,137$1,000,636,980,144
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF606,866,508,144 $660,139,789,127
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF615,317,250 $669,332,372
Inflation CHF0 $0
TotalCHF607,481,825,394$660,809,121,499
ProductVolume
AUD
USD
Equivalent
IRS $2,037,939,248,726 $1,365,928,781,459
OIS $2,512,489,754,080 $1,683,996,257,672
Basis $381,598,577,034 $255,766,446,257
Zeroes $597,682,267 $400,596,539
FRAs $0 $0
VNS $19,291,558,214 $12,930,166,893
Inflation $0 $0
Total$4,951,916,820,321$3,319,022,248,820
ProductVolume
CAD
USD
Equivalent
IRS $1,728,634,186,447 $1,270,774,231,013
OIS $1,295,263,265,145 $952,189,417,882
Basis $243,948,033,116 $179,333,994,792
Zeroes $648,975,354 $477,082,522
FRAs $0 $0
VNS $17,811,936,555 $13,094,123,763
Inflation $0 $0
Total$3,286,306,396,617$2,415,868,849,972
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL46,813,042,729 $9,054,484,440
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL46,813,042,729$9,054,484,440
ProductVolume
CLP
USD
Equivalent
IRS CLP4,734,432,671,904 $5,924,335,446
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,734,432,671,904$5,924,335,446
ProductVolume
CNY
USD
Equivalent
IRS CNY3,759,119,573,493 $546,781,028,872
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,759,119,573,493$546,781,028,872
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,815,534,522,000 $3,170,386,793
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,815,534,522,000$3,170,386,793
ProductVolume
CZK
USD
Equivalent
IRS CZK9,456,837,524,486 $434,038,806,888
OIS CZK0 $0
Basis CZK5,964,000,000 $273,728,658
Zeroes CZK3,375,100,000 $154,906,370
FRAs CZK4,264,947,191,337 $195,747,530,353
VNS CZK21,837,814,344 $1,002,286,320
Inflation CZK0 $0
TotalCZK13,752,961,630,167$631,217,258,589
ProductVolume
DKK
USD
Equivalent
IRS DKK1,139,566,110,218 $165,855,186,799
OIS DKK21,484,000,000 $3,126,832,925
Basis DKK5,150,000,000 $749,543,361
Zeroes DKK0 $0
FRAs DKK2,051,382,716 $298,563,164
VNS DKK3,157,157,525 $459,500,284
Inflation DKK0 $0
TotalDKK1,171,408,650,459$170,489,626,533
ProductVolume
HKD
USD
Equivalent
IRS HKD3,652,626,328,069 $465,308,644,450
OIS HKD0 $0
Basis HKD488,688,703,396 $62,254,131,058
Zeroes HKD1,000,000,000 $127,390,158
FRAs HKD0 $0
VNS HKD3,989,554,088 $508,229,925
Inflation HKD0 $0
TotalHKD4,146,304,585,553$528,198,395,591
ProductVolume
HUF
USD
Equivalent
IRS HUF36,124,673,684,436 $102,780,208,221
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF20,200,000,000 $57,472,082
FRAs HUF13,168,965,000,000 $37,467,714,631
VNS HUF229,927,011,128 $654,177,427
Inflation HUF0 $0
TotalHUF49,543,765,695,564$140,959,572,361
ProductVolume
ILS
USD
Equivalent
IRS ILS853,100,741,938 $240,499,758,102
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS273,637,500,000 $77,141,830,176
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,126,738,241,938$317,641,588,278
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR23,210,255,120,767 $282,364,918,531
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR23,210,255,120,767$282,364,918,531
ProductVolume
KRW
USD
Equivalent
IRS KRW691,211,739,769,981 $532,340,146,460
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW691,211,739,769,981$532,340,146,460
ProductVolume
MXN
USD
Equivalent
IRS MXN798,219,217,553 $43,737,200,522
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN798,219,217,553$43,737,200,522
ProductVolume
NOK
USD
Equivalent
IRS NOK1,535,623,892,138 $148,053,324,991
OIS NOK260,756,000,000 $25,140,135,556
Basis NOK31,755,950,124 $3,061,670,262
Zeroes NOK550,000,000 $53,026,870
FRAs NOK521,534,600,000 $50,282,450,034
VNS NOK51,861,318,138 $5,000,078,879
Inflation NOK0 $0
TotalNOK2,402,081,760,400$231,590,686,592
ProductVolume
NZD
USD
Equivalent
IRS NZD760,870,094,619 $475,429,678,623
OIS NZD437,526,856,514 $273,388,656,293
Basis NZD23,381,000,000 $14,609,617,850
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD888,452,801 $555,149,733
Inflation NZD0 $0
TotalNZD1,222,666,403,934$763,983,102,499
ProductVolume
PLN
USD
Equivalent
IRS PLN1,578,667,542,286 $365,974,485,879
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN595,365,645,000 $138,020,596,486
VNS PLN6,037,878,195 $1,399,730,665
Inflation PLN0 $0
TotalPLN2,180,071,065,481$505,394,813,030
ProductVolume
SEK
USD
Equivalent
IRS SEK3,561,673,499,871 $344,008,374,008
OIS SEK35,600,000,000 $3,438,467,371
Basis SEK0 $0
Zeroes SEK9,800,000,000 $946,544,389
FRAs SEK461,469,000,000 $44,571,519,638
VNS SEK17,040,858,991 $1,645,911,169
Inflation SEK0 $0
TotalSEK4,085,583,358,862$394,610,816,575
ProductVolume
SGD
USD
Equivalent
IRS SGD118,207,965,603 $89,038,841,220
OIS SGD719,556,304,117 $541,997,818,708
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD877,395,519 $660,888,460
Inflation SGD0 $0
TotalSGD838,641,665,239$631,697,548,388
ProductVolume
THB
USD
Equivalent
IRS THB695,290,856,796 $20,315,291,652
OIS THB1,919,635,150,452 $56,088,682,263
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,614,926,007,248$76,403,973,915
ProductVolume
TWD
USD
Equivalent
IRS TWD2,011,000,427,737 $66,231,941,104
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD2,011,000,427,737$66,231,941,104
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,545,367,861,796 $1,405,197,580,850
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR77,858,000,000 $4,282,806,724
FRAs ZAR0 $0
VNS ZAR375,000,000 $20,627,970
Inflation ZAR0 $0
TotalZAR25,623,600,861,796$1,409,501,015,544
ProductUSD
Equivalent
IRS$22,789,477,525,521
OIS$41,959,937,222,434
Basis$3,104,877,596,784
Zeroes$73,371,333,755
FRAs$2,941,669,662,625
VNS$788,331,973,686
Inflation$1,504,078,303,110
Total$73,161,743,617,915

Figures as of COB Mar 28, 2023.

Notional Outstanding by Product

As of COB Mar 28, 2023

Daily Notional by Tenor
 

As of COB Mar 28, 2023

Notional Outstanding by Tenor
 

As of COB Mar 28, 2023

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,512,809,529,002
$9,703,501,274,853
$147,912,981,643,825
$151,003,409,129,865
EUR
€2,305,881,954,202
€9,932,244,627,013
€118,571,045,589,605
€127,948,001,357,526
GBP
£349,953,900,606
£2,986,911,630,523
£31,716,204,265,032
£32,816,090,931,086
JPY
¥3,266,846,466,000
¥46,314,685,627,054
¥412,340,483,530,304
¥836,108,157,272,076
CHF
CHF11,693,887,600
CHF333,343,448,800
CHF1,845,547,925,804
CHF3,140,347,710,275
AUD
$417,840,384,000
$1,959,010,086,450
$27,995,358,163,178
$38,343,419,672,671
CAD
$102,660,702,106
$982,101,503,461
$12,232,161,049,071
$25,094,080,938,689
Other*
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$326,529,850,670
$1,522,335,794,435
$18,683,142,204,772
$37,848,471,682,452
BRL
BRL581,120,517
BRL8,933,267,855
BRL94,518,032,062
BRL252,331,424,789
CLP
CLP2,218,400,000
CLP275,859,398,000
CLP9,808,958,521,400
CLP32,932,488,723,368
CNY
CNY178,756,527,712
CNY582,644,913,800
CNY9,594,020,868,068
CNY20,619,488,718,770
COP
COP0
COP698,600,200,000
COP12,318,200,196,000
COP69,767,092,729,304
CZK
CZK732,111,053,536
CZK5,636,361,968,614
CZK38,767,684,339,553
CZK63,412,556,245,362
DKK
DKK7,279,000,000
DKK29,882,440,000
DKK434,715,190,000
DKK5,011,155,961,633
HKD
HKD170,569,829,484
HKD492,047,082,000
HKD7,015,718,094,527
HKD19,118,327,797,327
HUF
HUF6,513,499,600,000
HUF15,869,549,950,000
HUF168,923,245,289,036
HUF254,896,729,426,253
ILS
ILS69,737,046,000
ILS233,355,735,900
ILS2,368,508,945,578
ILS3,865,872,962,182
INR
INR2,579,161,510,688
INR4,543,195,444,000
INR70,881,733,588,550
INR147,985,912,345,277
KRW
KRW10,650,862,292,400
KRW91,143,995,918,000
KRW1,479,347,623,798,862
KRW3,898,359,837,798,171
MXN
MXN29,216,084,656
MXN144,112,829,348
MXN1,392,432,608,140
MXN4,310,029,362,040
NOK
NOK136,714,322,000
NOK1,503,720,219,840
NOK14,628,129,331,230
NOK25,855,379,727,622
NZD
NZD71,180,614,494
NZD288,484,704,800
NZD4,183,101,571,680
NZD8,457,953,376,576
PLN
PLN58,134,996,824
PLN441,256,682,660
PLN4,952,779,569,770
PLN10,329,128,637,172
SEK
SEK182,950,428,000
SEK1,096,589,179,542
SEK20,101,477,788,136
SEK45,347,271,176,979
SGD
SGD12,113,296,000
SGD114,841,424,980
SGD1,306,631,906,424
SGD2,738,629,766,354
THB
THB357,407,260,000
THB1,010,491,333,702
THB10,254,059,655,562
THB18,801,816,705,161
TWD
TWD74,048,860,000
TWD406,619,763,800
TWD4,852,255,671,966
TWD18,274,171,376,249
ZAR
ZAR978,768,355,926
ZAR3,840,439,657,720
ZAR49,305,891,839,233
ZAR73,606,207,253,675
Total in USD$5,164,819,256,745$28,362,075,577,385$365,547,731,087,616$422,041,701,426,928

Figures as of COB Mar 28, 2023. Weekly figures as of COB Mar 23, 2023. *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 $442,331,115,262
OIS $948,983,570,055
Basis $76,337,108,323
Zeroes $0
FRAs $30,560,000,000
VNS $3,612,142,662
Inflation $10,985,592,700
Total$1,512,809,529,002
ProductVolume
EUR
USD
Equivalent
IRS €468,820,729,040 $508,389,198,571
OIS €515,576,332,629 $559,090,975,103
Basis €448,800,000 $486,678,720
Zeroes €0 $0
FRAs €1,303,575,420,000 $1,413,597,185,448
VNS €2,001,828,533 $2,170,782,861
Inflation €15,458,844,000 $16,763,570,434
Total€2,305,881,954,202$2,500,498,391,137
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £335,125,502,166 $413,461,088,297
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £691,800,000 $853,508,250
Inflation £14,136,598,440 $17,441,028,325
Total£349,953,900,606$431,755,624,872
ProductVolume
JPY
USD
Equivalent
IRS ¥10,000,000,000 $76,461,368
OIS ¥3,256,846,466,000 $24,902,293,581
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,266,846,466,000$24,978,754,949
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF11,693,887,600 $12,720,425,976
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF11,693,887,600$12,720,425,976
ProductVolume
AUD
USD
Equivalent
IRS $109,270,884,000 $73,238,810,001
OIS $287,002,000,000 $192,363,090,500
Basis $21,567,500,000 $14,455,616,875
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$417,840,384,000$280,057,517,376
ProductVolume
CAD
USD
Equivalent
IRS $42,149,543,950 $30,985,476,696
OIS $49,156,724,000 $36,136,678,674
Basis $11,084,200,000 $8,148,349,629
Zeroes $0 $0
FRAs $0 $0
VNS $270,234,156 $198,657,764
Inflation $0 $0
Total$102,660,702,106$75,469,162,763
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL581,120,517 $112,399,160
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL581,120,517$112,399,160
ProductVolume
CLP
USD
Equivalent
IRS CLP2,218,400,000 $2,775,949
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,218,400,000$2,775,949
ProductVolume
CNY
USD
Equivalent
IRS CNY178,756,527,712 $26,000,949,485
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY178,756,527,712$26,000,949,485
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 CZK309,215,053,536 $14,191,988,872
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK422,896,000,000 $19,409,583,257
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK732,111,053,536$33,601,572,129
ProductVolume
DKK
USD
Equivalent
IRS DKK7,079,000,000 $1,030,294,651
OIS DKK200,000,000 $29,108,480
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,279,000,000$1,059,403,131
ProductVolume
HKD
USD
Equivalent
IRS HKD164,169,829,484 $20,913,620,490
OIS HKD0 $0
Basis HKD6,400,000,000 $815,297,010
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD170,569,829,484$21,728,917,500
ProductVolume
HUF
USD
Equivalent
IRS HUF2,122,949,600,000 $6,040,115,513
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,390,550,000,000 $12,491,784,622
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,513,499,600,000$18,531,900,135
ProductVolume
ILS
USD
Equivalent
IRS ILS17,947,046,000 $5,059,496,504
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS51,790,000,000 $14,600,248,083
VNS ILS0 $0
Inflation ILS0 $0
TotalILS69,737,046,000$19,659,744,587
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,579,161,510,688 $31,376,851,571
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,579,161,510,688$31,376,851,571
ProductVolume
KRW
USD
Equivalent
IRS KRW10,650,862,292,400 $8,202,814,371
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW10,650,862,292,400$8,202,814,371
ProductVolume
MXN
USD
Equivalent
IRS MXN29,216,084,656 $1,600,850,650
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN29,216,084,656$1,600,850,650
ProductVolume
NOK
USD
Equivalent
IRS NOK43,894,322,000 $4,231,960,934
OIS NOK20,000,000,000 $1,928,249,824
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK72,740,000,000 $7,013,044,610
VNS NOK80,000,000 $7,712,999
Inflation NOK0 $0
TotalNOK136,714,322,000$13,180,968,367
ProductVolume
NZD
USD
Equivalent
IRS NZD52,433,414,494 $32,763,019,047
OIS NZD18,747,200,000 $11,714,187,920
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD71,180,614,494$44,477,206,967
ProductVolume
PLN
USD
Equivalent
IRS PLN45,778,996,824 $10,612,712,543
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN12,356,000,000 $2,864,428,783
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN58,134,996,824$13,477,141,326
ProductVolume
SEK
USD
Equivalent
IRS SEK132,270,428,000 $12,775,493,000
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK50,680,000,000 $4,894,986,695
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK182,950,428,000$17,670,479,695
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD12,113,296,000 $9,124,206,086
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD12,113,296,000$9,124,206,086
ProductVolume
THB
USD
Equivalent
IRS THB240,448,000,000 $7,025,507,670
OIS THB116,959,260,000 $3,417,363,331
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB357,407,260,000$10,442,871,001
ProductVolume
TWD
USD
Equivalent
IRS TWD74,048,860,000 $2,438,786,022
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD74,048,860,000$2,438,786,022
ProductVolume
ZAR
USD
Equivalent
IRS ZAR978,768,355,926 $53,840,012,538
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR978,768,355,926$53,840,012,538
ProductUSD
Equivalent
IRS$1,261,863,859,297
OIS$2,245,248,089,398
Basis$100,243,050,557
Zeroes$0
FRAs$1,505,431,261,498
VNS$6,842,804,536
Inflation$45,190,191,459
Total$5,164,819,256,745
Show:
ProductUSD
Equivalent
IRS $654,892,777,413
OIS $8,670,970,008,586
Basis $205,514,526,000
Zeroes $0
FRAs $89,710,000,000
VNS $20,354,235,518
Inflation $62,059,727,336
Total$9,703,501,274,853
ProductVolume
EUR
USD
Equivalent
IRS €2,335,183,842,039 $2,524,197,367,006
OIS €5,234,151,479,344 $5,656,541,335,544
Basis €23,746,000,000 $25,654,356,440
Zeroes €1,218,381,866 $1,321,091,457
FRAs €2,233,577,920,000 $2,407,437,474,934
VNS €3,421,618,316 $3,696,549,449
Inflation €100,945,385,448 $108,989,026,856
Total€9,932,244,627,013$10,727,837,201,686
ProductVolume
GBP
USD
Equivalent
IRS £800,000,000 $977,280,000
OIS £2,938,470,064,870 $3,605,155,989,098
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £681,404,291 $836,395,574
Inflation £46,960,161,362 $57,595,644,381
Total£2,986,911,630,523$3,664,565,309,053
ProductVolume
JPY
USD
Equivalent
IRS ¥21,210,000,000 $162,318,221
OIS ¥46,293,475,627,054 $352,620,521,567
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥46,314,685,627,054$352,782,839,788
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF333,343,448,800 $362,996,881,239
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF333,343,448,800$362,996,881,239
ProductVolume
AUD
USD
Equivalent
IRS $583,235,928,055 $390,720,129,422
OIS $1,216,389,658,168 $814,457,791,801
Basis $159,287,190,000 $106,524,604,647
Zeroes $0 $0
FRAs $0 $0
VNS $97,310,227 $64,705,324
Inflation $0 $0
Total$1,959,010,086,450$1,311,767,231,194
ProductVolume
CAD
USD
Equivalent
IRS $285,464,453,566 $208,245,372,444
OIS $592,266,584,000 $431,931,541,115
Basis $103,006,000,000 $75,116,798,310
Zeroes $100,000,000 $72,899,581
FRAs $0 $0
VNS $1,264,465,895 $922,433,687
Inflation $0 $0
Total$982,101,503,461$716,289,045,137
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,933,267,855 $1,701,356,745
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,933,267,855$1,701,356,745
ProductVolume
CLP
USD
Equivalent
IRS CLP275,859,398,000 $335,121,284
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP275,859,398,000$335,121,284
ProductVolume
CNY
USD
Equivalent
IRS CNY582,644,913,800 $84,789,349,227
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY582,644,913,800$84,789,349,227
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP698,600,200,000 $146,397,889
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP698,600,200,000$146,397,889
ProductVolume
CZK
USD
Equivalent
IRS CZK1,334,815,596,916 $60,561,343,067
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,301,546,371,698 $195,504,044,563
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK5,636,361,968,614$256,065,387,630
ProductVolume
DKK
USD
Equivalent
IRS DKK25,542,440,000 $3,699,794,693
OIS DKK4,340,000,000 $632,591,558
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK29,882,440,000$4,332,386,251
ProductVolume
HKD
USD
Equivalent
IRS HKD443,057,082,000 $56,462,871,648
OIS HKD0 $0
Basis HKD48,990,000,000 $6,244,093,402
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD492,047,082,000$62,706,965,050
ProductVolume
HUF
USD
Equivalent
IRS HUF4,902,349,950,000 $13,688,025,389
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF10,967,200,000,000 $30,471,138,737
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,869,549,950,000$44,159,164,126
ProductVolume
ILS
USD
Equivalent
IRS ILS119,205,735,900 $32,837,214,051
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS114,150,000,000 $31,447,336,035
VNS ILS0 $0
Inflation ILS0 $0
TotalILS233,355,735,900$64,284,550,086
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,543,195,444,000 $55,076,712,636
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,543,195,444,000$55,076,712,636
ProductVolume
KRW
USD
Equivalent
IRS KRW91,143,995,918,000 $70,243,458,870
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW91,143,995,918,000$70,243,458,870
ProductVolume
MXN
USD
Equivalent
IRS MXN144,112,829,348 $7,783,224,807
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN144,112,829,348$7,783,224,807
ProductVolume
NOK
USD
Equivalent
IRS NOK358,358,646,262 $34,102,377,390
OIS NOK174,460,000,000 $16,641,382,310
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK970,584,000,000 $92,985,732,166
VNS NOK317,573,578 $30,276,821
Inflation NOK0 $0
TotalNOK1,503,720,219,840$143,759,768,687
ProductVolume
NZD
USD
Equivalent
IRS NZD163,463,904,800 $101,774,045,452
OIS NZD124,240,800,000 $77,312,313,260
Basis NZD780,000,000 $483,678,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD288,484,704,800$179,570,036,712
ProductVolume
PLN
USD
Equivalent
IRS PLN169,898,682,660 $39,133,889,533
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN271,358,000,000 $62,735,255,345
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN441,256,682,660$101,869,144,878
ProductVolume
SEK
USD
Equivalent
IRS SEK729,129,179,542 $70,544,110,984
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK367,460,000,000 $35,570,105,595
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,096,589,179,542$106,114,216,579
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD114,841,424,980 $86,151,116,403
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD114,841,424,980$86,151,116,403
ProductVolume
THB
USD
Equivalent
IRS THB105,891,111,590 $3,080,900,722
OIS THB904,600,222,112 $26,500,434,461
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,010,491,333,702$29,581,335,183
ProductVolume
TWD
USD
Equivalent
IRS TWD406,619,763,800 $13,378,960,819
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD406,619,763,800$13,378,960,819
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,840,439,657,720 $210,287,140,573
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,840,439,657,720$210,287,140,573
ProductUSD
Equivalent
IRS$4,583,598,429,760
OIS$20,157,135,017,467
Basis$419,538,056,799
Zeroes$1,393,991,038
FRAs$2,945,861,087,375
VNS$25,904,596,373
Inflation$228,644,398,573
Total$28,362,075,577,385
Show:
ProductUSD
Equivalent
IRS $12,880,773,566,044
OIS $128,422,425,955,624
Basis $3,972,458,103,123
Zeroes $23,039,120,000
FRAs $1,519,588,660,000
VNS $256,754,530,552
Inflation $837,941,708,482
Total$147,912,981,643,825
ProductVolume
EUR
USD
Equivalent
IRS €26,846,539,970,005 $28,775,100,777,620
OIS €61,497,557,331,359 $65,904,010,200,842
Basis €492,827,976,000 $527,701,245,480
Zeroes €54,144,486,786 $57,746,571,487
FRAs €28,434,903,740,000 $30,499,718,054,578
VNS €39,539,308,900 $42,429,801,868
Inflation €1,205,532,776,555 $1,293,513,707,290
Total€118,571,045,589,605$127,100,220,359,165
ProductVolume
GBP
USD
Equivalent
IRS £3,496,000,000 $4,233,442,000
OIS £31,079,384,317,752 $37,771,090,511,034
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £29,861,561,289 $36,374,412,287
Inflation £603,462,385,991 $733,623,112,838
Total£31,716,204,265,032$38,545,321,478,159
ProductVolume
JPY
USD
Equivalent
IRS ¥1,306,289,560,000 $9,795,397,940
OIS ¥411,034,193,970,304 $3,109,631,430,639
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥412,340,483,530,304$3,119,426,828,579
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF1,845,307,925,804 $1,994,609,160,556
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF240,000,000 $258,686,550
Inflation CHF0 $0
TotalCHF1,845,547,925,804$1,994,867,847,106
ProductVolume
AUD
USD
Equivalent
IRS $7,619,879,213,172 $5,209,000,313,529
OIS $18,152,002,825,490 $12,417,158,066,739
Basis $2,221,126,141,000 $1,519,454,415,249
Zeroes $0 $0
FRAs $0 $0
VNS $2,349,983,516 $1,593,117,142
Inflation $0 $0
Total$27,995,358,163,178$19,147,205,912,659
ProductVolume
CAD
USD
Equivalent
IRS $3,712,341,927,528 $2,746,465,003,708
OIS $7,643,275,218,722 $5,650,300,888,976
Basis $847,060,530,000 $625,961,778,851
Zeroes $150,000,000 $110,260,412
FRAs $0 $0
VNS $29,333,372,821 $21,726,881,404
Inflation $0 $0
Total$12,232,161,049,071$9,044,564,813,351
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL94,518,032,062 $18,138,867,725
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL94,518,032,062$18,138,867,725
ProductVolume
CLP
USD
Equivalent
IRS CLP9,808,958,521,400 $12,090,026,611
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,808,958,521,400$12,090,026,611
ProductVolume
CNY
USD
Equivalent
IRS CNY9,594,020,868,068 $1,399,271,772,577
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY9,594,020,868,068$1,399,271,772,577
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP12,318,200,196,000 $2,598,152,319
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP12,318,200,196,000$2,598,152,319
ProductVolume
CZK
USD
Equivalent
IRS CZK16,526,159,547,855 $745,982,046,495
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK6,750,600,000 $306,796,392
FRAs CZK22,234,774,191,698 $1,003,182,773,591
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK38,767,684,339,553$1,749,471,616,478
ProductVolume
DKK
USD
Equivalent
IRS DKK342,405,190,000 $49,324,987,135
OIS DKK38,636,000,000 $5,569,984,594
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK53,174,000,000 $7,699,548,096
VNS DKK500,000,000 $72,437,523
Inflation DKK0 $0
TotalDKK434,715,190,000$62,666,957,348
ProductVolume
HKD
USD
Equivalent
IRS HKD6,760,532,094,527 $862,329,591,067
OIS HKD0 $0
Basis HKD255,086,000,000 $32,530,749,734
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD100,000,000 $12,793,041
Inflation HKD0 $0
TotalHKD7,015,718,094,527$894,873,133,842
ProductVolume
HUF
USD
Equivalent
IRS HUF64,271,556,217,036 $178,027,019,610
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF104,543,689,072,000 $289,035,414,103
VNS HUF108,000,000,000 $303,090,471
Inflation HUF0 $0
TotalHUF168,923,245,289,036$467,365,524,184
ProductVolume
ILS
USD
Equivalent
IRS ILS1,338,354,945,578 $377,207,521,649
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS1,030,154,000,000 $289,274,167,720
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,368,508,945,578$666,481,689,369
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR70,881,733,588,550 $861,448,032,204
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR70,881,733,588,550$861,448,032,204
ProductVolume
KRW
USD
Equivalent
IRS KRW1,479,347,623,798,862 $1,160,782,094,135
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,479,347,623,798,862$1,160,782,094,135
ProductVolume
MXN
USD
Equivalent
IRS MXN1,392,432,608,140 $74,914,982,206
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,392,432,608,140$74,914,982,206
ProductVolume
NOK
USD
Equivalent
IRS NOK4,212,280,273,652 $408,296,181,849
OIS NOK2,288,552,000,000 $224,654,955,017
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK8,124,857,400,000 $788,691,742,073
VNS NOK2,439,657,578 $232,578,192
Inflation NOK0 $0
TotalNOK14,628,129,331,230$1,421,875,457,131
ProductVolume
NZD
USD
Equivalent
IRS NZD1,980,831,140,686 $1,243,321,564,019
OIS NZD2,122,465,320,000 $1,335,190,392,744
Basis NZD79,798,500,000 $49,653,096,625
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,610,994 $4,221,781
Inflation NZD0 $0
TotalNZD4,183,101,571,680$2,628,169,275,169
ProductVolume
PLN
USD
Equivalent
IRS PLN2,638,123,349,770 $600,114,819,675
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN2,312,156,220,000 $526,187,665,639
VNS PLN2,500,000,000 $568,374,207
Inflation PLN0 $0
TotalPLN4,952,779,569,770$1,126,870,859,521
ProductVolume
SEK
USD
Equivalent
IRS SEK9,737,867,990,836 $931,568,245,164
OIS SEK290,802,000,000 $27,908,936,378
Basis SEK0 $0
Zeroes SEK19,600,000,000 $1,893,491,124
FRAs SEK10,052,420,800,000 $961,518,659,779
VNS SEK786,997,300 $75,338,452
Inflation SEK0 $0
TotalSEK20,101,477,788,136$1,922,964,670,897
ProductVolume
SGD
USD
Equivalent
IRS SGD18,927,431,764 $14,190,190,939
OIS SGD1,287,704,474,660 $965,245,568,730
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,306,631,906,424$979,435,759,669
ProductVolume
THB
USD
Equivalent
IRS THB1,214,752,957,762 $35,715,475,717
OIS THB9,039,306,697,800 $266,147,333,063
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,254,059,655,562$301,862,808,780
ProductVolume
TWD
USD
Equivalent
IRS TWD4,852,255,671,966 $159,474,761,122
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,852,255,671,966$159,474,761,122
ProductVolume
ZAR
USD
Equivalent
IRS ZAR49,138,931,839,233 $2,763,225,981,794
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR166,960,000,000 $9,159,781,691
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR49,305,891,839,233$2,772,385,763,485
ProductUSD
Equivalent
IRS$60,659,344,630,330
OIS$258,957,989,569,459
Basis$6,727,759,389,062
Zeroes$92,256,021,106
FRAs$35,884,896,685,579
VNS$360,406,263,470
Inflation$2,865,078,528,610
Total$365,547,731,087,616
Show:
ProductUSD
Equivalent
IRS $52,320,795,813,491
OIS $72,751,397,449,225
Basis $19,470,895,821,415
Zeroes $76,072,433,257
FRAs $535,178,452,966
VNS $1,923,272,700,253
Inflation $3,925,796,459,258
Total$151,003,409,129,865
ProductVolume
EUR
USD
Equivalent
IRS €60,027,517,603,275 $65,093,840,088,991
OIS €38,671,528,604,096 $41,935,405,618,282
Basis €1,201,745,254,048 $1,303,172,553,490
Zeroes €255,687,174,840 $277,267,172,397
FRAs €22,537,298,511,031 $24,439,446,505,363
VNS €1,191,957,128,883 $1,292,558,310,560
Inflation €4,062,267,081,352 $4,405,122,423,018
Total€127,948,001,357,525$138,746,812,672,101
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £29,193,962,675,007 $36,018,051,450,291
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £481,259,000,666 $593,753,292,071
Inflation £3,140,869,255,413 $3,875,047,443,865
Total£32,816,090,931,086$40,486,852,186,227
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥835,878,958,853,587 $6,391,244,858,765
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥229,198,418,489 $1,752,482,460
Inflation ¥0 $0
Total¥836,108,157,272,076$6,392,997,341,225
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF3,136,747,071,025 $3,412,103,851,871
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,600,639,250 $3,916,718,427
Inflation CHF0 $0
TotalCHF3,140,347,710,275$3,416,020,570,298
ProductVolume
AUD
USD
Equivalent
IRS $21,275,257,980,477 $14,259,741,661,415
OIS $10,728,508,168,553 $7,190,782,599,972
Basis $6,264,433,565,222 $4,198,736,597,090
Zeroes $2,781,225,580 $1,864,116,445
FRAs $0 $0
VNS $72,438,732,840 $48,552,060,686
Inflation $0 $0
Total$38,343,419,672,672$25,699,677,035,608
ProductVolume
CAD
USD
Equivalent
IRS $17,587,584,068,475 $12,929,195,080,846
OIS $4,941,487,797,403 $3,632,645,590,975
Basis $2,237,037,106,303 $1,644,517,464,018
Zeroes $14,226,657,295 $10,458,470,407
FRAs $0 $0
VNS $313,745,309,213 $230,644,202,906
Inflation $0 $0
Total$25,094,080,938,689$18,447,460,809,152
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL252,331,424,789 $48,805,435,972
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL252,331,424,789$48,805,435,972
ProductVolume
CLP
USD
Equivalent
IRS CLP32,932,488,723,368 $41,209,395,887
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP32,932,488,723,368$41,209,395,887
ProductVolume
CNY
USD
Equivalent
IRS CNY20,619,488,718,770 $2,999,198,359,094
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY20,619,488,718,770$2,999,198,359,094
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP69,767,092,729,304 $14,929,509,903
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP69,767,092,729,304$14,929,509,903
ProductVolume
CZK
USD
Equivalent
IRS CZK39,180,705,772,062 $1,798,269,954,657
OIS CZK0 $0
Basis CZK11,928,000,000 $547,457,316
Zeroes CZK9,020,400,000 $414,007,711
FRAs CZK23,973,512,366,968 $1,100,308,076,325
VNS CZK237,389,706,332 $10,895,433,557
Inflation CZK0 $0
TotalCZK63,412,556,245,362$2,910,434,929,566
ProductVolume
DKK
USD
Equivalent
IRS DKK4,916,304,093,294 $715,530,697,555
OIS DKK40,282,000,000 $5,862,738,962
Basis DKK11,320,000,000 $1,647,539,970
Zeroes DKK0 $0
FRAs DKK27,851,382,716 $4,053,557,088
VNS DKK15,398,485,623 $2,241,132,556
Inflation DKK0 $0
TotalDKK5,011,155,961,633$729,335,666,131
ProductVolume
HKD
USD
Equivalent
IRS HKD17,749,104,485,278 $2,261,061,221,834
OIS HKD0 $0
Basis HKD1,359,294,203,872 $173,160,703,177
Zeroes HKD2,000,000,000 $254,780,316
FRAs HKD0 $0
VNS HKD7,929,108,176 $1,010,090,342
Inflation HKD0 $0
TotalHKD19,118,327,797,326$2,435,486,795,669
ProductVolume
HUF
USD
Equivalent
IRS HUF174,490,727,981,971 $496,452,743,387
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF41,740,817,418 $118,758,994
FRAs HUF77,955,974,882,750 $221,796,642,386
VNS HUF2,408,285,744,114 $6,851,940,377
Inflation HUF0 $0
TotalHUF254,896,729,426,253$725,220,085,144
ProductVolume
ILS
USD
Equivalent
IRS ILS3,039,308,722,324 $856,819,103,046
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS826,564,239,858 $233,018,786,609
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,865,872,962,182$1,089,837,889,655
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR147,985,912,345,277 $1,800,326,186,233
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR147,985,912,345,277$1,800,326,186,233
ProductVolume
KRW
USD
Equivalent
IRS KRW3,898,359,837,798,171 $3,002,341,146,143
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,898,359,837,798,171$3,002,341,146,143
ProductVolume
MXN
USD
Equivalent
IRS MXN4,310,029,362,040 $236,161,463,317
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,310,029,362,040$236,161,463,317
ProductVolume
NOK
USD
Equivalent
IRS NOK15,134,335,389,176 $1,459,138,977,563
OIS NOK1,664,133,236,317 $160,443,231,006
Basis NOK134,691,700,274 $12,985,962,368
Zeroes NOK4,520,000,000 $435,784,460
FRAs NOK8,776,399,011,527 $846,154,492,487
VNS NOK141,300,390,328 $13,623,122,639
Inflation NOK0 $0
TotalNOK25,855,379,727,622$2,492,781,570,523
ProductVolume
NZD
USD
Equivalent
IRS NZD6,421,857,788,606 $4,012,697,839,211
OIS NZD1,862,146,579,444 $1,163,562,290,166
Basis NZD171,546,208,196 $107,190,648,191
Zeroes NZD195,800,000 $122,345,630
FRAs NZD0 $0
VNS NZD2,207,000,330 $1,379,044,156
Inflation NZD0 $0
TotalNZD8,457,953,376,576$5,284,952,167,354
ProductVolume
PLN
USD
Equivalent
IRS PLN7,218,801,318,139 $1,673,498,080,058
OIS PLN0 $0
Basis PLN457,000,000 $105,943,991
Zeroes PLN402,000,000 $93,193,620
FRAs PLN3,092,124,665,142 $716,831,571,110
VNS PLN17,343,653,891 $4,020,691,277
Inflation PLN0 $0
TotalPLN10,329,128,637,172$2,394,549,480,056
ProductVolume
SEK
USD
Equivalent
IRS SEK35,778,039,583,445 $3,455,663,530,847
OIS SEK226,802,000,000 $21,905,934,737
Basis SEK0 $0
Zeroes SEK19,008,000,000 $1,835,909,769
FRAs SEK9,271,275,448,676 $895,476,913,365
VNS SEK52,146,144,858 $5,036,596,000
Inflation SEK0 $0
TotalSEK45,347,271,176,979$4,379,918,884,718
ProductVolume
SGD
USD
Equivalent
IRS SGD301,516,371,848 $227,113,868,521
OIS SGD2,434,581,167,174 $1,833,821,307,000
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,532,227,332 $1,907,372,199
Inflation SGD0 $0
TotalSGD2,738,629,766,354$2,062,842,547,720
ProductVolume
THB
USD
Equivalent
IRS THB6,565,376,852,866 $191,829,856,914
OIS THB12,236,439,852,295 $357,529,287,138
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB18,801,816,705,161$549,359,144,052
ProductVolume
TWD
USD
Equivalent
IRS TWD18,274,171,376,249 $601,856,581,242
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD18,274,171,376,249$601,856,581,242
ProductVolume
ZAR
USD
Equivalent
IRS ZAR73,416,801,253,675 $4,038,505,613,761
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR183,556,000,000 $10,097,033,973
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $321,796,339
Inflation ZAR0 $0
TotalZAR73,606,207,253,675$4,048,924,444,073
ProductUSD
Equivalent
IRS$172,719,726,513,752
OIS$176,690,011,904,526
Basis$26,912,960,691,026
Zeroes$379,034,006,979
FRAs$28,992,264,997,699
VNS$4,141,736,986,805
Inflation$12,205,966,326,141
Total$422,041,701,426,928

Figures as of COB Mar 28, 2023.

Notional Outstanding by Product

As of COB Mar 28, 2023

Daily Notional by Tenor

As of COB Mar 28, 2023

Notional Outstanding by Currency

As of COB Mar 28, 2023. *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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