Volumes

  • Client Notional Cleared (USD)
    $1,340,135,244,240,428
    Client Notional Outstanding (USD)
    $56,777,304,609,406
    As of COB Jul 10, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,992,423,000,000,000
    Trades Compressed
    26,167,454
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB Jul 10, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$221,595,114,235
$903,834,903,913
$68,922,873,852,472
$24,080,608,162,176
EUR
€60,139,289,470
€453,862,146,204
€23,863,958,221,596
€11,744,049,456,080
GBP
£78,386,533,033
£674,912,753,273
£23,151,488,604,853
£5,940,731,004,887
JPY
¥626,862,970,000
¥3,863,241,578,821
¥195,809,547,901,429
¥104,667,085,866,740
CHF
CHF6,071,180,000
CHF40,995,658,350
CHF532,158,331,636
CHF372,657,312,395
AUD
$7,029,050,000
$126,567,524,673
$17,419,297,454,254
$5,857,425,951,589
CAD
$17,370,325,319
$67,899,982,819
$7,665,301,795,685
$1,992,006,005,016
Other*
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$28,616,893,459
$220,961,783,805
$8,253,877,173,505
$5,017,659,485,533
BRL
BRL0
BRL265,900,000
BRL50,111,064,376
BRL10,767,910,071
CLP
CLP0
CLP93,000,000,000
CLP3,151,598,723,142
CLP1,335,230,450,000
CNY
CNY29,552,874,000
CNY235,117,517,609
CNY3,556,617,213,772
CNY1,643,476,414,439
COP
COP0
COP277,000,000,000
COP9,265,190,776,944
COP1,659,645,700,000
CZK
CZK17,007,046,000
CZK205,328,761,647
CZK12,517,638,893,192
CZK5,464,669,033,646
DKK
DKK225,500,000
DKK7,610,400,000
DKK507,202,138,410
DKK962,804,845,302
HKD
HKD14,801,500,000
HKD83,192,274,566
HKD2,967,965,810,848
HKD3,419,231,856,929
HUF
HUF186,477,600,000
HUF2,678,300,616,421
HUF78,231,547,470,398
HUF37,541,914,406,062
INR
INR29,928,000,000
INR190,263,800,000
INR11,356,418,762,288
INR5,131,395,203,464
KRW
KRW3,500,903,200,000
KRW17,574,172,200,000
KRW766,753,507,141,298
KRW391,476,162,078,899
MXN
MXN457,000,000
MXN9,204,510,000
MXN630,905,634,456
MXN237,909,419,346
NOK
NOK8,892,064,000
NOK248,168,313,784
NOK4,882,524,546,176
NOK1,900,386,935,589
NZD
NZD14,595,866,000
NZD44,847,353,430
NZD3,511,999,850,633
NZD1,636,086,617,053
PLN
PLN4,191,605,000
PLN20,344,266,000
PLN1,606,460,467,513
PLN1,111,782,431,423
SEK
SEK16,648,304,000
SEK388,730,128,920
SEK10,344,468,879,791
SEK5,135,323,821,313
SGD
SGD2,000,000
SGD13,778,346,377
SGD629,975,803,141
SGD800,155,865,039
THB
THB14,002,370,000
THB49,827,670,000
THB2,684,477,366,062
THB776,952,756,189
TWD
TWD3,695,000,000
TWD50,567,400,000
TWD1,262,922,648,330
TWD413,425,128,726
ZAR
ZAR64,106,953,000
ZAR408,726,368,000
ZAR14,496,297,047,133
ZAR11,822,574,853,574
Total in USD$447,107,415,865$2,703,940,857,637$152,671,129,671,406$56,777,304,609,406

Figures as of COB Jul 10, 2020. Weekly figures as of COB Jul 10, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $56,734,076,676
OIS $90,683,590,000
Basis $8,077,500,000
Zeroes $0
FRAs $64,984,000,000
VNS $204,180,559
Inflation $911,767,000
Total$221,595,114,235
ProductVolume
EUR
USD
Equivalent
IRS €42,670,583,252 $48,209,224,958
OIS €14,937,612,000 $16,876,514,038
Basis €25,000,000 $28,245,000
Zeroes €0 $0
FRAs €0 $0
VNS €306,761,218 $346,578,825
Inflation €2,199,333,000 $2,484,806,423
Total€60,139,289,470$67,945,369,244
ProductVolume
GBP
USD
Equivalent
IRS £13,735,781,953 $17,343,485,083
OIS £44,882,269,846 $56,670,598,021
Basis £4,631,200,000 $5,847,584,680
Zeroes £0 $0
FRAs £13,320,000,000 $16,818,498,000
VNS £384,306,494 $485,244,595
Inflation £1,432,974,740 $1,809,345,555
Total£78,386,533,033$98,974,755,934
ProductVolume
JPY
USD
Equivalent
IRS ¥601,862,970,000 $5,628,306,635
OIS ¥25,000,000,000 $233,786,880
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥626,862,970,000$5,862,093,515
ProductVolume
CHF
USD
Equivalent
IRS CHF5,171,180,000 $5,492,490,706
OIS CHF900,000,000 $955,921,402
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,071,180,000$6,448,412,108
ProductVolume
AUD
USD
Equivalent
IRS $6,525,050,000 $4,532,952,235
OIS $336,000,000 $233,419,200
Basis $168,000,000 $116,709,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$7,029,050,000$4,883,081,035
ProductVolume
CAD
USD
Equivalent
IRS $12,237,137,500 $9,004,516,188
OIS $4,114,000,000 $3,027,225,901
Basis $1,015,000,000 $746,872,701
Zeroes $0 $0
FRAs $0 $0
VNS $4,187,819 $3,081,545
Inflation $0 $0
Total$17,370,325,319$12,781,696,335
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY29,552,874,000 $4,220,723,666
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY29,552,874,000$4,220,723,666
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 CZK14,557,046,000 $616,771,714
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,450,000,000 $103,804,762
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK17,007,046,000$720,576,476
ProductVolume
DKK
USD
Equivalent
IRS DKK225,500,000 $34,209,169
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK225,500,000$34,209,169
ProductVolume
HKD
USD
Equivalent
IRS HKD14,801,500,000 $1,909,538,338
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,801,500,000$1,909,538,338
ProductVolume
HUF
USD
Equivalent
IRS HUF107,977,600,000 $345,484,098
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF78,500,000,000 $251,167,851
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF186,477,600,000$596,651,949
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR29,928,000,000 $398,005,187
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR29,928,000,000$398,005,187
ProductVolume
KRW
USD
Equivalent
IRS KRW3,500,903,200,000 $2,914,480,565
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,500,903,200,000$2,914,480,565
ProductVolume
MXN
USD
Equivalent
IRS MXN457,000,000 $20,349,549
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN457,000,000$20,349,549
ProductVolume
NOK
USD
Equivalent
IRS NOK8,892,064,000 $941,676,621
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK8,892,064,000$941,676,621
ProductVolume
NZD
USD
Equivalent
IRS NZD1,866,866,000 $1,227,091,022
OIS NZD12,729,000,000 $8,366,771,700
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD14,595,866,000$9,593,862,722
ProductVolume
PLN
USD
Equivalent
IRS PLN4,191,605,000 $1,060,172,750
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,191,605,000$1,060,172,750
ProductVolume
SEK
USD
Equivalent
IRS SEK6,598,304,000 $717,382,403
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,050,000,000 $1,092,658,531
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK16,648,304,000$1,810,040,934
ProductVolume
SGD
USD
Equivalent
IRS SGD2,000,000 $1,437,659
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,000,000$1,437,659
ProductVolume
THB
USD
Equivalent
IRS THB14,002,370,000 $446,789,087
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB14,002,370,000$446,789,087
ProductVolume
TWD
USD
Equivalent
IRS TWD3,695,000,000 $125,377,490
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,695,000,000$125,377,490
ProductVolume
ZAR
USD
Equivalent
IRS ZAR64,106,953,000 $3,823,001,297
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR64,106,953,000$3,823,001,297
ProductUSD
Equivalent
IRS$165,349,537,909
OIS$177,445,832,329
Basis$14,816,911,981
Zeroes$0
FRAs$83,250,129,144
VNS$1,039,085,524
Inflation$5,205,918,978
Total$447,107,415,865
Show:
ProductUSD
Equivalent
IRS $338,446,218,835
OIS $301,504,935,358
Basis $46,073,217,766
Zeroes $0
FRAs $207,776,965,616
VNS $2,401,212,149
Inflation $7,632,354,189
Total$903,834,903,913
ProductVolume
EUR
USD
Equivalent
IRS €161,063,587,451 $182,085,959,453
OIS €271,117,669,569 $306,621,900,828
Basis €900,000,000 $1,017,055,000
Zeroes €883,000,000 $998,882,300
FRAs €9,984,500,000 $11,288,370,850
VNS €1,381,666,299 $1,561,160,230
Inflation €8,531,722,885 $9,645,772,933
Total€453,862,146,204$513,219,101,594
ProductVolume
GBP
USD
Equivalent
IRS £90,823,718,154 $114,258,932,398
OIS £515,461,763,146 $647,365,098,795
Basis £26,384,509,390 $33,197,554,958
Zeroes £84,442,250 $106,167,831
FRAs £32,880,000,000 $41,468,072,000
VNS £1,792,907,769 $2,256,142,720
Inflation £7,485,412,564 $9,435,012,264
Total£674,912,753,273$848,086,980,966
ProductVolume
JPY
USD
Equivalent
IRS ¥3,503,441,578,821 $32,670,861,095
OIS ¥333,500,000,000 $3,107,945,388
Basis ¥26,300,000,000 $245,324,379
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,863,241,578,821$36,024,130,862
ProductVolume
CHF
USD
Equivalent
IRS CHF34,305,158,350 $36,513,479,411
OIS CHF1,750,500,000 $1,862,091,396
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF4,940,000,000 $5,258,871,064
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF40,995,658,350$43,634,441,871
ProductVolume
AUD
USD
Equivalent
IRS $35,910,024,673 $25,003,571,178
OIS $87,539,000,000 $60,943,757,400
Basis $3,115,000,000 $2,171,866,650
Zeroes $0 $0
FRAs $0 $0
VNS $3,500,000 $2,443,525
Inflation $0 $0
Total$126,567,524,673$88,121,638,753
ProductVolume
CAD
USD
Equivalent
IRS $53,080,795,000 $39,132,297,127
OIS $13,800,000,000 $10,175,624,500
Basis $1,015,000,000 $746,872,701
Zeroes $0 $0
FRAs $0 $0
VNS $4,187,819 $3,081,545
Inflation $0 $0
Total$67,899,982,819$50,057,875,873
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL265,900,000 $49,594,792
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL265,900,000$49,594,792
ProductVolume
CLP
USD
Equivalent
IRS CLP93,000,000,000 $116,538,466
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP93,000,000,000$116,538,466
ProductVolume
CNY
USD
Equivalent
IRS CNY235,117,517,609 $33,557,714,055
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY235,117,517,609$33,557,714,055
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP277,000,000,000 $76,392,614
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP277,000,000,000$76,392,614
ProductVolume
CZK
USD
Equivalent
IRS CZK60,103,761,647 $2,545,451,762
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK143,225,000,000 $6,080,560,617
VNS CZK2,000,000,000 $84,767,314
Inflation CZK0 $0
TotalCZK205,328,761,647$8,710,779,693
ProductVolume
DKK
USD
Equivalent
IRS DKK7,610,400,000 $1,156,841,047
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,610,400,000$1,156,841,047
ProductVolume
HKD
USD
Equivalent
IRS HKD76,441,274,566 $9,863,006,325
OIS HKD0 $0
Basis HKD6,751,000,000 $871,091,154
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD83,192,274,566$10,734,097,479
ProductVolume
HUF
USD
Equivalent
IRS HUF2,497,800,616,421 $7,981,684,674
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF180,500,000,000 $577,034,034
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,678,300,616,421$8,558,718,708
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR190,263,800,000 $2,538,166,292
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR190,263,800,000$2,538,166,292
ProductVolume
KRW
USD
Equivalent
IRS KRW17,574,172,200,000 $14,693,999,269
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW17,574,172,200,000$14,693,999,269
ProductVolume
MXN
USD
Equivalent
IRS MXN9,204,510,000 $407,416,539
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,204,510,000$407,416,539
ProductVolume
NOK
USD
Equivalent
IRS NOK115,065,313,784 $12,185,337,491
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK132,680,000,000 $14,060,311,544
VNS NOK423,000,000 $45,017,093
Inflation NOK0 $0
TotalNOK248,168,313,784$26,290,666,128
ProductVolume
NZD
USD
Equivalent
IRS NZD9,774,360,385 $6,420,039,028
OIS NZD35,071,825,000 $23,026,334,698
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,168,045 $767,523
Inflation NZD0 $0
TotalNZD44,847,353,430$29,447,141,249
ProductVolume
PLN
USD
Equivalent
IRS PLN17,224,266,000 $4,356,725,011
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,120,000,000 $790,263,548
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN20,344,266,000$5,146,988,559
ProductVolume
SEK
USD
Equivalent
IRS SEK288,910,128,920 $31,297,459,307
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK99,820,000,000 $10,811,986,057
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK388,730,128,920$42,109,445,364
ProductVolume
SGD
USD
Equivalent
IRS SGD13,778,346,377 $9,894,936,270
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,778,346,377$9,894,936,270
ProductVolume
THB
USD
Equivalent
IRS THB49,827,670,000 $1,593,853,545
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB49,827,670,000$1,593,853,545
ProductVolume
TWD
USD
Equivalent
IRS TWD50,567,400,000 $1,717,172,402
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD50,567,400,000$1,717,172,402
ProductVolume
ZAR
USD
Equivalent
IRS ZAR408,726,368,000 $24,161,321,334
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR408,726,368,000$24,161,321,334
ProductUSD
Equivalent
IRS$930,110,410,814
OIS$1,357,222,247,269
Basis$84,322,982,608
Zeroes$1,105,050,131
FRAs$298,112,435,330
VNS$6,354,592,099
Inflation$26,713,139,386
Total$2,703,940,857,637
Show:
ProductUSD
Equivalent
IRS $17,878,970,455,139
OIS $32,921,312,003,891
Basis $4,372,966,903,175
Zeroes $19,414,691,774
FRAs $13,420,079,181,119
VNS $74,815,698,453
Inflation $235,314,918,921
Total$68,922,873,852,472
ProductVolume
EUR
USD
Equivalent
IRS €9,130,241,987,492 $10,085,715,631,639
OIS €12,719,039,101,689 $14,042,353,373,170
Basis €171,027,054,000 $188,158,839,983
Zeroes €28,423,807,000 $31,431,332,228
FRAs €1,440,427,130,000 $1,588,476,663,718
VNS €88,242,503,652 $96,990,070,292
Inflation €286,556,637,763 $315,749,779,291
Total€23,863,958,221,596$26,348,875,690,321
ProductVolume
GBP
USD
Equivalent
IRS £3,342,361,285,563 $4,232,796,789,585
OIS £17,558,226,143,482 $22,468,448,326,563
Basis £597,936,660,171 $759,897,035,025
Zeroes £20,765,519,730 $26,390,692,355
FRAs £1,351,129,800,000 $1,709,775,436,242
VNS £11,822,938,674 $14,827,091,152
Inflation £269,246,257,233 $340,044,349,465
Total£23,151,488,604,853$29,552,179,720,387
ProductVolume
JPY
USD
Equivalent
IRS ¥177,601,933,777,429 $1,643,284,010,388
OIS ¥14,422,449,124,000 $133,686,334,681
Basis ¥2,873,165,000,000 $26,521,425,099
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥195,809,547,901,429$1,811,986,793,051
ProductVolume
CHF
USD
Equivalent
IRS CHF466,714,689,136 $485,133,492,341
OIS CHF46,117,400,000 $47,837,783,876
Basis CHF1,763,350,000 $1,822,352,899
Zeroes CHF0 $0
FRAs CHF17,490,000,000 $18,198,396,620
VNS CHF72,892,500 $75,290,109
Inflation CHF0 $0
TotalCHF532,158,331,636$553,067,315,845
ProductVolume
AUD
USD
Equivalent
IRS $2,289,690,673,236 $1,506,812,459,291
OIS $14,798,618,198,048 $9,837,732,527,391
Basis $330,045,408,738 $215,784,856,266
Zeroes $0 $0
FRAs $0 $0
VNS $943,174,232 $635,883,449
Inflation $0 $0
Total$17,419,297,454,254$11,560,965,726,397
ProductVolume
CAD
USD
Equivalent
IRS $3,012,236,389,280 $2,209,548,654,903
OIS $4,552,282,942,000 $3,383,756,345,237
Basis $98,420,175,000 $72,254,599,885
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $2,178,663,797 $1,605,912,752
Inflation $0 $0
Total$7,665,301,795,685$5,667,303,399,428
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL50,111,064,376 $10,411,663,450
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL50,111,064,376$10,411,663,450
ProductVolume
CLP
USD
Equivalent
IRS CLP3,151,598,723,142 $3,852,548,572
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,151,598,723,142$3,852,548,572
ProductVolume
CNY
USD
Equivalent
IRS CNY3,556,617,213,772 $505,718,163,043
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,556,617,213,772$505,718,163,043
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP9,265,190,776,944 $2,523,450,533
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP9,265,190,776,944$2,523,450,533
ProductVolume
CZK
USD
Equivalent
IRS CZK7,309,311,596,192 $309,532,126,129
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,192,133,440,000 $222,163,843,212
VNS CZK2,241,157,000 $94,327,741
Inflation CZK0 $0
TotalCZK12,517,638,893,192$532,387,112,598
ProductVolume
DKK
USD
Equivalent
IRS DKK417,429,782,458 $61,400,822,249
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK156,355,952 $22,993,916
Inflation DKK0 $0
TotalDKK507,202,138,410$74,575,986,117
ProductVolume
HKD
USD
Equivalent
IRS HKD2,705,881,060,848 $348,570,592,187
OIS HKD0 $0
Basis HKD261,854,750,000 $33,749,587,232
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD2,967,965,810,848$382,349,786,653
ProductVolume
HUF
USD
Equivalent
IRS HUF54,514,245,470,398 $175,446,913,535
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF23,712,302,000,000 $76,228,318,681
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF78,231,547,470,398$251,691,977,180
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,356,418,762,288 $154,738,820,561
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,356,418,762,288$154,738,820,561
ProductVolume
KRW
USD
Equivalent
IRS KRW766,753,507,141,298 $639,881,770,232
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW766,753,507,141,298$639,881,770,232
ProductVolume
MXN
USD
Equivalent
IRS MXN630,905,634,456 $29,101,656,755
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN630,905,634,456$29,101,656,755
ProductVolume
NOK
USD
Equivalent
IRS NOK2,727,389,497,575 $282,931,146,674
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK2,117,548,300,000 $223,695,414,026
VNS NOK8,006,748,601 $828,437,486
Inflation NOK0 $0
TotalNOK4,882,524,546,176$510,555,042,944
ProductVolume
NZD
USD
Equivalent
IRS NZD887,424,380,192 $558,479,035,962
OIS NZD2,608,864,111,000 $1,650,613,950,853
Basis NZD15,665,600,000 $9,938,377,750
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD45,759,441 $28,678,281
Inflation NZD0 $0
TotalNZD3,511,999,850,633$2,219,060,042,846
ProductVolume
PLN
USD
Equivalent
IRS PLN1,260,033,998,833 $318,121,365,791
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,077,900,000 $528,916,153
FRAs PLN342,532,031,000 $86,468,709,502
VNS PLN1,816,537,680 $437,226,000
Inflation PLN0 $0
TotalPLN1,606,460,467,513$405,556,217,446
ProductVolume
SEK
USD
Equivalent
IRS SEK7,275,878,170,469 $756,420,745,227
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,066,164,000,000 $317,666,346,867
VNS SEK2,426,709,322 $254,035,635
Inflation SEK0 $0
TotalSEK10,344,468,879,791$1,074,341,127,729
ProductVolume
SGD
USD
Equivalent
IRS SGD626,919,698,141 $449,413,110,958
OIS SGD250,000,000 $176,279,791
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD290,000,000 $208,995,867
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD629,975,803,141$451,615,319,080
ProductVolume
THB
USD
Equivalent
IRS THB2,684,477,366,062 $85,280,210,475
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,684,477,366,062$85,280,210,475
ProductVolume
TWD
USD
Equivalent
IRS TWD1,262,922,648,330 $42,079,215,103
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,262,922,648,330$42,079,215,103
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,496,297,047,133 $878,157,062,188
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR14,496,297,047,133$878,157,062,188
ProductUSD
Equivalent
IRS$43,497,059,641,816
OIS$84,643,179,196,547
Basis$5,685,902,706,531
Zeroes$78,663,881,619
FRAs$17,684,399,502,822
VNS$190,815,694,394
Inflation$891,109,047,677
Total$152,671,129,671,406
Show:
ProductUSD
Equivalent
IRS $11,847,287,721,612
OIS $7,042,455,821,451
Basis $2,997,046,880,006
Zeroes $16,650,811,028
FRAs $1,696,726,095,190
VNS $310,720,925,377
Inflation $169,719,907,512
Total$24,080,608,162,176
ProductVolume
EUR
USD
Equivalent
IRS €6,450,911,245,891 $7,288,239,525,607
OIS €4,171,584,347,799 $4,713,055,996,144
Basis €213,943,936,528 $241,713,859,489
Zeroes €31,364,258,939 $35,435,339,749
FRAs €439,256,505,245 $496,271,999,626
VNS €243,478,803,149 $275,082,351,797
Inflation €193,510,358,530 $218,628,003,067
Total€11,744,049,456,081$13,268,427,075,479
ProductVolume
GBP
USD
Equivalent
IRS £1,401,550,444,279 $1,769,667,668,469
OIS £3,475,452,242,845 $4,388,279,774,428
Basis £450,580,072,642 $568,924,928,722
Zeroes £18,599,892,858 $23,485,154,717
FRAs £281,596,030,235 $355,557,227,576
VNS £55,288,542,891 $69,810,078,681
Inflation £257,663,779,137 $325,339,170,727
Total£5,940,731,004,887$7,501,064,003,320
ProductVolume
JPY
USD
Equivalent
IRS ¥82,099,252,143,378 $767,749,119,964
OIS ¥12,305,104,777,260 $115,070,882,099
Basis ¥9,954,975,860,784 $93,093,709,831
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,805,442,559
VNS ¥7,753,085,318 $72,502,785
Inflation ¥0 $0
Total¥104,667,085,866,740$978,791,657,238
ProductVolume
CHF
USD
Equivalent
IRS CHF292,262,064,907 $310,421,736,492
OIS CHF40,932,570,988 $43,475,911,830
Basis CHF29,462,600,000 $31,293,255,443
Zeroes CHF0 $0
FRAs CHF9,284,100,000 $9,860,966,543
VNS CHF715,976,500 $760,463,622
Inflation CHF0 $0
TotalCHF372,657,312,395$395,812,333,930
ProductVolume
AUD
USD
Equivalent
IRS $1,028,396,681,765 $714,427,174,822
OIS $4,628,515,863,521 $3,215,429,970,388
Basis $194,293,324,920 $134,975,572,822
Zeroes $23,102,501 $16,049,307
FRAs $0 $0
VNS $6,196,978,881 $4,305,041,229
Inflation $0 $0
Total$5,857,425,951,588$4,069,153,808,568
ProductVolume
CAD
USD
Equivalent
IRS $1,390,469,708,254 $1,023,156,518,215
OIS $479,541,012,548 $352,863,143,891
Basis $111,350,204,952 $81,935,397,316
Zeroes $793,512,385 $583,894,323
FRAs $0 $0
VNS $9,851,566,877 $7,249,129,416
Inflation $0 $0
Total$1,992,006,005,016$1,465,788,083,161
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,767,910,071 $2,024,100,317
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,767,910,071$2,024,100,317
ProductVolume
CLP
USD
Equivalent
IRS CLP1,335,230,450,000 $1,682,710,082
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,335,230,450,000$1,682,710,082
ProductVolume
CNY
USD
Equivalent
IRS CNY1,643,476,414,439 $234,720,311,695
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,643,476,414,439$234,720,311,695
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,659,645,700,000 $459,735,651
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,659,645,700,000$459,735,651
ProductVolume
CZK
USD
Equivalent
IRS CZK3,707,687,005,850 $157,092,068,717
OIS CZK0 $0
Basis CZK2,625,000,000 $111,219,388
Zeroes CZK12,352,700,000 $523,375,138
FRAs CZK1,734,572,569,746 $73,492,609,514
VNS CZK7,431,758,050 $314,878,318
Inflation CZK0 $0
TotalCZK5,464,669,033,646$231,534,151,075
ProductVolume
DKK
USD
Equivalent
IRS DKK930,345,988,427 $141,136,865,261
OIS DKK0 $0
Basis DKK3,350,000,000 $508,207,166
Zeroes DKK0 $0
FRAs DKK27,031,000,000 $4,100,700,871
VNS DKK2,077,856,874 $315,218,434
Inflation DKK0 $0
TotalDKK962,804,845,301$146,060,991,732
ProductVolume
HKD
USD
Equivalent
IRS HKD3,061,577,053,843 $394,973,398,678
OIS HKD0 $0
Basis HKD356,461,503,086 $45,987,022,014
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,947,377
Inflation HKD0 $0
TotalHKD3,419,231,856,929$441,114,368,069
ProductVolume
HUF
USD
Equivalent
IRS HUF24,022,486,226,583 $76,862,117,574
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF36,900,000,000 $118,064,888
FRAs HUF13,452,748,250,000 $43,043,284,860
VNS HUF29,779,929,479 $95,283,578
Inflation HUF0 $0
TotalHUF37,541,914,406,062$120,118,750,900
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,131,395,203,464 $68,241,175,656
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,131,395,203,464$68,241,175,656
ProductVolume
KRW
USD
Equivalent
IRS KRW391,476,162,078,899 $325,901,517,702
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW391,476,162,078,899$325,901,517,702
ProductVolume
MXN
USD
Equivalent
IRS MXN237,909,419,346 $10,593,762,411
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN237,909,419,346$10,593,762,411
ProductVolume
NOK
USD
Equivalent
IRS NOK1,297,679,852,508 $137,425,324,322
OIS NOK0 $0
Basis NOK108,901,714,206 $11,532,777,800
Zeroes NOK0 $0
FRAs NOK454,131,773,414 $48,092,914,540
VNS NOK39,673,595,462 $4,201,465,186
Inflation NOK0 $0
TotalNOK1,900,386,935,590$201,252,481,848
ProductVolume
NZD
USD
Equivalent
IRS NZD766,417,024,511 $503,765,910,211
OIS NZD856,431,416,040 $562,932,369,763
Basis NZD12,814,040,000 $8,422,668,492
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD424,136,502 $278,784,923
Inflation NZD0 $0
TotalNZD1,636,086,617,053$1,075,399,733,389
ProductVolume
PLN
USD
Equivalent
IRS PLN888,344,070,945 $224,686,767,065
OIS PLN0 $0
Basis PLN1,300,000,000 $328,805,929
Zeroes PLN2,077,900,000 $525,558,338
FRAs PLN215,433,031,000 $54,488,967,549
VNS PLN4,627,429,477 $1,170,404,805
Inflation PLN0 $0
TotalPLN1,111,782,431,422$281,200,503,686
ProductVolume
SEK
USD
Equivalent
IRS SEK4,178,145,228,389 $454,257,316,016
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,247,312
FRAs SEK938,631,363,235 $102,050,106,084
VNS SEK18,287,417,979 $1,988,249,080
Inflation SEK0 $0
TotalSEK5,135,323,821,313$558,323,918,492
ProductVolume
SGD
USD
Equivalent
IRS SGD795,967,763,721 $572,165,304,763
OIS SGD250,000,000 $179,707,436
Basis SGD3,230,005,896 $2,321,824,315
Zeroes SGD350,000,000 $251,590,411
FRAs SGD0 $0
VNS SGD358,095,422 $257,409,641
Inflation SGD0 $0
TotalSGD800,155,865,039$575,175,836,566
ProductVolume
THB
USD
Equivalent
IRS THB776,952,756,189 $24,791,089,859
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB776,952,756,189$24,791,089,859
ProductVolume
TWD
USD
Equivalent
IRS TWD413,425,128,726 $14,028,201,579
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD413,425,128,726$14,028,201,579
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,822,574,853,574 $705,036,144,827
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR11,822,574,853,574$705,036,144,827
ProductUSD
Equivalent
IRS$27,702,092,376,260
OIS$20,502,444,488,737
Basis$4,218,196,128,733
Zeroes$77,618,085,211
FRAs$2,886,490,314,912
VNS$676,776,134,249
Inflation$713,687,081,306
Total$56,777,304,609,408

Figures as of COB Jul 10, 2020.

Notional Outstanding by Product

As of COB Jul 10, 2020

Daily Notional by Tenor
 

As of COB Jul 10, 2020

Notional Outstanding by Tenor
 

As of COB Jul 10, 2020

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
$758,409,579,367
$6,094,364,452,606
$302,514,035,857,329
$125,776,109,193,090
EUR
€322,760,215,788
€3,378,721,149,034
€137,803,329,999,256
€80,178,566,740,751
GBP
£262,404,210,531
£2,212,589,092,143
£88,423,964,101,170
£37,365,169,976,575
JPY
¥2,356,384,740,000
¥19,985,182,808,916
¥820,345,701,601,646
¥1,177,628,818,544,990
CHF
CHF16,822,560,000
CHF128,544,912,700
CHF3,784,548,002,483
CHF3,324,075,225,330
AUD
$25,957,600,000
$393,811,066,849
$54,660,532,333,827
$29,902,675,089,205
CAD
$47,644,040,638
$266,892,020,232
$23,266,707,607,100
$18,853,393,935,458
Other*
Show All
Hide
$87,648,064,030
$987,724,042,852
$31,948,365,971,692
$31,579,394,889,938
BRL
BRL0
BRL531,800,000
BRL100,229,049,525
BRL66,906,520,732
CLP
CLP0
CLP186,000,000,000
CLP8,279,952,346,284
CLP6,743,025,720,214
CNY
CNY97,684,748,000
CNY782,781,461,166
CNY12,979,261,666,598
CNY11,367,150,499,756
COP
COP0
COP969,500,000,000
COP21,070,076,553,888
COP14,928,634,484,260
CZK
CZK127,552,092,000
CZK625,859,523,294
CZK47,843,824,177,641
CZK34,150,009,043,706
DKK
DKK451,000,000
DKK11,360,800,000
DKK1,441,941,018,987
DKK4,861,225,255,735
HKD
HKD65,123,000,000
HKD417,888,349,132
HKD14,114,046,920,748
HKD20,567,071,796,929
HUF
HUF528,301,200,000
HUF6,509,441,232,842
HUF311,461,411,681,792
HUF205,823,667,684,429
INR
INR146,062,373,000
INR990,465,973,000
INR42,231,984,722,050
INR51,617,240,108,115
KRW
KRW9,446,063,800,000
KRW78,539,888,620,298
KRW2,344,492,364,690,420
KRW2,563,632,751,182,670
MXN
MXN914,000,000
MXN21,198,820,000
MXN1,522,713,797,410
MXN2,034,775,030,043
NOK
NOK45,380,128,000
NOK983,659,733,136
NOK21,732,986,841,731
NOK24,018,218,970,020
NZD
NZD32,633,232,000
NZD166,849,276,861
NZD13,064,618,665,963
NZD11,134,400,789,226
PLN
PLN11,344,210,000
PLN87,137,532,000
PLN5,597,436,705,278
PLN5,285,368,142,805
SEK
SEK56,372,608,000
SEK3,037,680,285,680
SEK49,988,884,385,411
SEK51,780,712,072,269
SGD
SGD4,000,000
SGD37,683,192,754
SGD2,444,889,497,893
SGD2,331,133,072,740
THB
THB51,377,890,000
THB572,616,490,000
THB12,828,630,273,726
THB15,675,189,658,586
TWD
TWD15,130,000,000
TWD164,220,800,000
TWD4,653,213,980,044
TWD6,076,270,748,316
ZAR
ZAR182,373,906,000
ZAR1,285,649,720,000
ZAR48,714,515,091,938
ZAR38,776,756,578,516
Total in USD$1,635,031,218,601$14,476,059,366,574$664,085,127,826,793$344,309,942,392,130

Figures as of COB Jul 10, 2020. Weekly figures as of COB Jul 10, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $285,856,699,353
OIS $247,637,580,000
Basis $44,917,400,000
Zeroes $184,000,000
FRAs $174,436,000,000
VNS $1,538,880,514
Inflation $3,839,019,500
Total$758,409,579,367
ProductVolume
EUR
USD
Equivalent
IRS €198,948,763,351 $224,772,312,833
OIS €68,150,604,000 $76,996,552,399
Basis €235,000,000 $265,503,000
Zeroes €0 $0
FRAs €43,590,000,000 $49,247,982,000
VNS €613,522,437 $693,157,649
Inflation €11,222,326,000 $12,678,983,915
Total€322,760,215,788$364,654,491,796
ProductVolume
GBP
USD
Equivalent
IRS £53,022,643,906 $66,949,041,328
OIS £134,736,037,508 $170,124,457,759
Basis £19,217,726,019 $24,265,261,757
Zeroes £1,324,378 $1,672,226
FRAs £46,840,000,000 $59,142,526,000
VNS £790,491,740 $998,114,396
Inflation £7,795,986,980 $9,843,602,960
Total£262,404,210,531$331,324,676,426
ProductVolume
JPY
USD
Equivalent
IRS ¥2,186,384,740,000 $20,445,922,663
OIS ¥170,000,000,000 $1,589,750,783
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,356,384,740,000$22,035,673,446
ProductVolume
CHF
USD
Equivalent
IRS CHF14,022,560,000 $14,893,850,239
OIS CHF1,800,000,000 $1,911,842,804
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,062,134,891
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF16,822,560,000$17,867,827,934
ProductVolume
AUD
USD
Equivalent
IRS $23,657,400,000 $16,434,795,780
OIS $672,000,000 $466,838,400
Basis $1,628,200,000 $1,131,110,540
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$25,957,600,000$18,032,744,720
ProductVolume
CAD
USD
Equivalent
IRS $36,209,665,000 $26,644,345,107
OIS $8,228,000,000 $6,054,451,803
Basis $3,198,000,000 $2,353,200,883
Zeroes $0 $0
FRAs $0 $0
VNS $8,375,638 $6,163,089
Inflation $0 $0
Total$47,644,040,638$35,058,160,882
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
CNY
USD
Equivalent
IRS CNY97,684,748,000 $13,951,276,877
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY97,684,748,000$13,951,276,877
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 CZK47,852,092,000 $2,027,459,198
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK79,700,000,000 $3,376,832,472
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK127,552,092,000$5,404,291,670
ProductVolume
DKK
USD
Equivalent
IRS DKK451,000,000 $68,418,338
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK451,000,000$68,418,338
ProductVolume
HKD
USD
Equivalent
IRS HKD65,123,000,000 $8,401,504,254
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD65,123,000,000$8,401,504,254
ProductVolume
HUF
USD
Equivalent
IRS HUF371,301,200,000 $1,188,011,774
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF157,000,000,000 $502,335,701
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF528,301,200,000$1,690,347,475
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR146,062,373,000 $1,942,447,942
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR146,062,373,000$1,942,447,942
ProductVolume
KRW
USD
Equivalent
IRS KRW9,446,063,800,000 $7,863,790,511
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,446,063,800,000$7,863,790,511
ProductVolume
MXN
USD
Equivalent
IRS MXN914,000,000 $40,699,098
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN914,000,000$40,699,098
ProductVolume
NOK
USD
Equivalent
IRS NOK23,380,128,000 $2,475,974,075
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK22,000,000,000 $2,329,817,427
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK45,380,128,000$4,805,791,502
ProductVolume
NZD
USD
Equivalent
IRS NZD7,175,232,000 $4,716,279,994
OIS NZD25,458,000,000 $16,733,543,400
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD32,633,232,000$21,449,823,394
ProductVolume
PLN
USD
Equivalent
IRS PLN11,344,210,000 $2,869,264,234
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN11,344,210,000$2,869,264,234
ProductVolume
SEK
USD
Equivalent
IRS SEK23,472,608,000 $2,551,994,564
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK32,900,000,000 $3,576,961,757
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK56,372,608,000$6,128,956,321
ProductVolume
SGD
USD
Equivalent
IRS SGD4,000,000 $2,875,319
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,000,000$2,875,319
ProductVolume
THB
USD
Equivalent
IRS THB51,377,890,000 $1,639,371,091
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB51,377,890,000$1,639,371,091
ProductVolume
TWD
USD
Equivalent
IRS TWD15,130,000,000 $513,386,041
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD15,130,000,000$513,386,041
ProductVolume
ZAR
USD
Equivalent
IRS ZAR182,373,906,000 $10,875,819,963
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR182,373,906,000$10,875,819,963
ProductUSD
Equivalent
IRS$715,183,092,634
OIS$523,457,465,290
Basis$72,932,476,180
Zeroes$185,672,226
FRAs$293,674,590,248
VNS$3,236,315,648
Inflation$26,361,606,375
Total$1,635,031,218,601
Show:
ProductUSD
Equivalent
IRS $1,443,509,044,117
OIS $805,449,592,717
Basis $338,995,927,798
Zeroes $456,048,182
FRAs $3,476,177,931,232
VNS $6,420,009,982
Inflation $23,355,898,578
Total$6,094,364,452,606
ProductVolume
EUR
USD
Equivalent
IRS €1,061,635,432,081 $1,200,529,689,622
OIS €784,212,725,433 $886,873,084,489
Basis €2,285,000,000 $2,581,703,000
Zeroes €1,766,000,000 $1,997,764,600
FRAs €1,489,975,000,000 $1,682,062,281,900
VNS €2,868,885,750 $3,241,483,187
Inflation €35,978,105,770 $40,674,779,157
Total€3,378,721,149,034$3,817,960,785,955
ProductVolume
GBP
USD
Equivalent
IRS £306,290,815,616 $385,359,170,673
OIS £1,193,311,443,084 $1,499,477,133,923
Basis £142,039,532,869 $178,737,743,973
Zeroes £293,574,238 $369,709,248
FRAs £535,986,000,000 $673,898,614,400
VNS £3,922,608,500 $4,933,490,427
Inflation £30,745,117,836 $38,740,358,118
Total£2,212,589,092,143$2,781,516,220,762
ProductVolume
JPY
USD
Equivalent
IRS ¥18,603,582,808,916 $173,462,028,273
OIS ¥907,000,000,000 $8,454,685,785
Basis ¥474,600,000,000 $4,426,321,796
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,985,182,808,916$186,343,035,854
ProductVolume
CHF
USD
Equivalent
IRS CHF78,513,912,700 $83,558,204,194
OIS CHF33,601,000,000 $35,749,334,826
Basis CHF3,550,000,000 $3,775,131,477
Zeroes CHF0 $0
FRAs CHF12,880,000,000 $13,706,970,878
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF128,544,912,700$136,789,641,375
ProductVolume
AUD
USD
Equivalent
IRS $234,128,269,346 $163,183,272,012
OIS $138,618,000,000 $96,500,945,800
Basis $21,018,700,000 $14,655,157,365
Zeroes $0 $0
FRAs $0 $0
VNS $46,097,503 $32,172,884
Inflation $0 $0
Total$393,811,066,849$274,371,548,061
ProductVolume
CAD
USD
Equivalent
IRS $228,560,421,288 $168,732,505,675
OIS $31,460,000,000 $23,191,387,622
Basis $3,268,000,000 $2,404,893,827
Zeroes $40,760,000 $30,030,441
FRAs $0 $0
VNS $3,562,838,944 $2,630,821,544
Inflation $0 $0
Total$266,892,020,232$196,989,639,109
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL531,800,000 $99,189,585
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL531,800,000$99,189,585
ProductVolume
CLP
USD
Equivalent
IRS CLP186,000,000,000 $233,076,932
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP186,000,000,000$233,076,932
ProductVolume
CNY
USD
Equivalent
IRS CNY782,781,461,166 $111,711,891,752
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY782,781,461,166$111,711,891,752
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP969,500,000,000 $267,374,149
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP969,500,000,000$267,374,149
ProductVolume
CZK
USD
Equivalent
IRS CZK159,409,523,294 $6,750,811,915
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK464,450,000,000 $19,712,779,137
VNS CZK2,000,000,000 $84,767,314
Inflation CZK0 $0
TotalCZK625,859,523,294$26,548,358,366
ProductVolume
DKK
USD
Equivalent
IRS DKK11,360,800,000 $1,726,106,625
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK11,360,800,000$1,726,106,625
ProductVolume
HKD
USD
Equivalent
IRS HKD396,686,349,132 $51,183,595,871
OIS HKD0 $0
Basis HKD21,202,000,000 $2,735,724,286
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD417,888,349,132$53,919,320,157
ProductVolume
HUF
USD
Equivalent
IRS HUF5,802,441,232,842 $18,541,631,880
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF707,000,000,000 $2,261,962,537
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF6,509,441,232,842$20,803,594,417
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR990,465,973,000 $13,215,990,423
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR990,465,973,000$13,215,990,423
ProductVolume
KRW
USD
Equivalent
IRS KRW78,539,888,620,298 $65,675,594,264
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW78,539,888,620,298$65,675,594,264
ProductVolume
MXN
USD
Equivalent
IRS MXN21,198,820,000 $938,194,765
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,198,820,000$938,194,765
ProductVolume
NOK
USD
Equivalent
IRS NOK493,333,733,136 $52,199,830,759
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK489,480,000,000 $51,866,607,521
VNS NOK846,000,000 $90,034,187
Inflation NOK0 $0
TotalNOK983,659,733,136$104,156,472,467
ProductVolume
NZD
USD
Equivalent
IRS NZD97,215,290,770 $63,754,924,109
OIS NZD69,631,650,000 $45,731,221,395
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,336,091 $1,535,045
Inflation NZD0 $0
TotalNZD166,849,276,861$109,487,680,549
ProductVolume
PLN
USD
Equivalent
IRS PLN51,137,532,000 $12,933,105,522
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN36,000,000,000 $9,110,983,291
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN87,137,532,000$22,044,088,813
ProductVolume
SEK
USD
Equivalent
IRS SEK993,652,285,680 $107,584,339,410
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,044,028,000,000 $222,431,190,292
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK3,037,680,285,680$330,015,529,702
ProductVolume
SGD
USD
Equivalent
IRS SGD37,683,192,754 $27,058,665,826
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD37,683,192,754$27,058,665,826
ProductVolume
THB
USD
Equivalent
IRS THB572,616,490,000 $18,333,846,428
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB572,616,490,000$18,333,846,428
ProductVolume
TWD
USD
Equivalent
IRS TWD164,220,800,000 $5,575,637,951
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD164,220,800,000$5,575,637,951
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,285,649,720,000 $75,913,429,681
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,285,649,720,000$75,913,429,681
ProductUSD
Equivalent
IRS$4,238,547,787,841
OIS$3,414,910,751,129
Basis$548,312,603,522
Zeroes$2,853,552,471
FRAs$6,151,229,321,188
VNS$17,434,314,570
Inflation$102,771,035,853
Total$14,476,059,366,574
Show:
ProductUSD
Equivalent
IRS $64,647,338,956,601
OIS $90,663,595,241,563
Basis $17,014,183,585,587
Zeroes $56,320,009,202
FRAs $129,184,861,562,238
VNS $211,311,773,723
Inflation $736,424,728,415
Total$302,514,035,857,329
ProductVolume
EUR
USD
Equivalent
IRS €48,514,014,372,230 $53,522,521,350,603
OIS €44,697,307,416,450 $49,351,050,560,159
Basis €411,593,274,260 $452,658,961,766
Zeroes €57,891,007,172 $64,052,933,216
FRAs €42,643,176,500,000 $47,093,622,173,088
VNS €197,795,345,772 $217,675,676,300
Inflation €1,281,552,083,372 $1,411,676,826,541
Total€137,803,329,999,256$152,113,258,481,673
ProductVolume
GBP
USD
Equivalent
IRS £11,607,142,051,847 $14,690,653,815,943
OIS £49,274,334,718,963 $63,089,195,199,217
Basis £3,799,532,340,316 $4,803,831,834,733
Zeroes £53,859,855,420 $68,475,370,271
FRAs £22,650,845,140,000 $28,599,355,403,986
VNS £36,615,515,061 $45,930,607,981
Inflation £1,001,634,479,563 $1,265,486,590,186
Total£88,423,964,101,170$112,562,928,822,317
ProductVolume
JPY
USD
Equivalent
IRS ¥730,110,441,217,772 $6,753,748,205,680
OIS ¥69,880,328,248,000 $647,693,666,189
Basis ¥17,871,458,152,000 $165,607,605,176
Zeroes ¥14,122,658,814 $129,905,338
FRAs ¥2,468,000,000,000 $22,976,673,557
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥820,345,701,601,646$7,590,168,596,661
ProductVolume
CHF
USD
Equivalent
IRS CHF1,872,367,117,483 $1,946,031,408,948
OIS CHF649,119,200,000 $673,627,932,476
Basis CHF49,668,900,000 $51,612,897,237
Zeroes CHF0 $0
FRAs CHF1,213,238,000,000 $1,254,952,805,889
VNS CHF154,785,000 $161,065,703
Inflation CHF0 $0
TotalCHF3,784,548,002,483$3,926,386,110,253
ProductVolume
AUD
USD
Equivalent
IRS $13,531,008,473,791 $8,920,436,107,142
OIS $39,464,552,696,096 $26,264,561,096,904
Basis $1,659,171,209,844 $1,093,271,602,989
Zeroes $672,096,054 $431,855,319
FRAs $0 $0
VNS $5,127,858,042 $3,464,957,510
Inflation $0 $0
Total$54,660,532,333,827$36,282,165,619,864
ProductVolume
CAD
USD
Equivalent
IRS $11,589,312,126,021 $8,479,254,153,559
OIS $11,017,951,484,000 $8,185,716,132,699
Basis $603,655,550,000 $442,091,549,282
Zeroes $4,120,291,108 $3,021,380,751
FRAs $0 $0
VNS $51,668,155,971 $37,735,150,713
Inflation $0 $0
Total$23,266,707,607,100$17,147,818,367,004
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL100,229,049,525 $20,824,902,363
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL100,229,049,525$20,824,902,363
ProductVolume
CLP
USD
Equivalent
IRS CLP8,279,952,346,284 $10,247,398,793
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP8,279,952,346,284$10,247,398,793
ProductVolume
CNY
USD
Equivalent
IRS CNY12,979,261,666,598 $1,844,409,718,600
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY12,979,261,666,598$1,844,409,718,600
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP21,070,076,553,888 $5,712,096,106
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP21,070,076,553,888$5,712,096,106
ProductVolume
CZK
USD
Equivalent
IRS CZK20,981,310,269,641 $889,248,223,253
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK26,810,687,880,000 $1,134,488,980,856
VNS CZK23,920,628,000 $1,012,727,731
Inflation CZK0 $0
TotalCZK47,843,824,177,641$2,025,943,562,873
ProductVolume
DKK
USD
Equivalent
IRS DKK987,160,307,082 $145,245,093,769
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK312,711,905 $45,987,832
Inflation DKK0 $0
TotalDKK1,441,941,018,987$211,762,169,280
ProductVolume
HKD
USD
Equivalent
IRS HKD13,389,502,720,748 $1,725,091,743,854
OIS HKD0 $0
Basis HKD724,084,200,000 $93,310,445,875
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD14,114,046,920,748$1,818,461,404,198
ProductVolume
HUF
USD
Equivalent
IRS HUF160,176,381,104,036 $516,165,896,342
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF151,078,004,000,000 $484,786,549,702
VNS HUF194,026,577,756 $585,575,899
Inflation HUF0 $0
TotalHUF311,461,411,681,792$1,001,581,473,683
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR42,231,984,722,050 $574,698,415,504
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR42,231,984,722,050$574,698,415,504
ProductVolume
KRW
USD
Equivalent
IRS KRW2,344,492,364,690,420 $1,953,519,162,748
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,344,492,364,690,420$1,953,519,162,748
ProductVolume
MXN
USD
Equivalent
IRS MXN1,522,713,797,410 $70,211,017,647
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,522,713,797,410$70,211,017,647
ProductVolume
NOK
USD
Equivalent
IRS NOK7,119,093,519,470 $738,796,253,425
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK14,538,642,600,000 $1,516,833,152,305
VNS NOK21,630,722,261 $2,236,767,270
Inflation NOK0 $0
TotalNOK21,732,986,841,731$2,263,440,255,760
ProductVolume
NZD
USD
Equivalent
IRS NZD5,504,150,633,612 $3,461,316,561,404
OIS NZD7,519,568,122,000 $4,750,089,153,846
Basis NZD40,760,600,000 $25,624,389,550
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD139,310,351 $86,604,941
Inflation NZD0 $0
TotalNZD13,064,618,665,963$8,237,116,709,741
ProductVolume
PLN
USD
Equivalent
IRS PLN3,728,864,667,918 $940,987,972,710
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,057,832,307
FRAs PLN1,859,761,062,000 $464,912,938,957
VNS PLN4,655,175,360 $1,119,961,546
Inflation PLN0 $0
TotalPLN5,597,436,705,278$1,408,078,705,520
ProductVolume
SEK
USD
Equivalent
IRS SEK22,404,204,948,767 $2,328,519,625,287
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK27,580,306,000,000 $2,876,053,971,696
VNS SEK4,373,436,644 $458,235,593
Inflation SEK0 $0
TotalSEK49,988,884,385,411$5,205,031,832,576
ProductVolume
SGD
USD
Equivalent
IRS SGD2,439,291,867,893 $1,747,848,799,529
OIS SGD866,000,000 $613,882,691
Basis SGD3,716,000,000 $2,688,942,684
Zeroes SGD580,000,000 $417,991,734
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD2,444,889,497,893$1,751,883,206,239
ProductVolume
THB
USD
Equivalent
IRS THB12,828,630,273,726 $407,107,833,058
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB12,828,630,273,726$407,107,833,058
ProductVolume
TWD
USD
Equivalent
IRS TWD4,653,213,980,044 $154,989,832,559
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,653,213,980,044$154,989,832,559
ProductVolume
ZAR
USD
Equivalent
IRS ZAR48,714,515,091,938 $2,983,346,274,444
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR48,714,515,091,938$2,983,346,274,444
ProductUSD
Equivalent
IRS$178,897,860,308,261
OIS$244,206,553,377,354
Basis$24,150,580,285,418
Zeroes$195,019,973,132
FRAs$212,699,315,299,953
VNS$522,210,437,533
Inflation$3,413,588,145,142
Total$664,085,127,826,793
Show:
ProductUSD
Equivalent
IRS $49,478,765,439,264
OIS $17,103,549,612,610
Basis $20,047,869,667,849
Zeroes $99,313,756,160
FRAs $36,042,789,107,720
VNS $1,362,249,712,448
Inflation $1,641,571,897,039
Total$125,776,109,193,090
ProductVolume
EUR
USD
Equivalent
IRS €45,053,554,671,088 $50,901,506,067,395
OIS €15,256,347,451,942 $17,236,621,351,204
Basis €1,011,340,708,270 $1,142,612,732,203
Zeroes €147,236,791,799 $166,348,127,375
FRAs €15,585,228,881,791 $17,608,191,590,647
VNS €906,695,287,388 $1,024,384,335,691
Inflation €2,218,162,948,473 $2,506,080,499,185
Total€80,178,566,740,751$90,585,744,703,700
ProductVolume
GBP
USD
Equivalent
IRS £11,131,009,404,099 $14,054,569,024,086
OIS £9,974,739,876,414 $12,594,605,304,954
Basis £6,729,651,949,501 $8,497,195,034,038
Zeroes £323,196,314,515 $408,083,826,522
FRAs £6,924,270,499,573 $8,742,930,146,286
VNS £315,222,843,445 $398,016,123,275
Inflation £1,967,079,089,028 $2,483,732,411,761
Total£37,365,169,976,575$47,179,131,870,922
ProductVolume
JPY
USD
Equivalent
IRS ¥934,307,333,320,386 $8,737,151,852,250
OIS ¥75,082,953,501,160 $702,136,377,249
Basis ¥167,311,791,979,705 $1,564,612,072,565
Zeroes ¥14,122,658,814 $132,067,694
FRAs ¥800,000,000,000 $7,481,180,156
VNS ¥112,617,084,923 $1,053,135,876
Inflation ¥0 $0
Total¥1,177,628,818,544,988$11,012,566,685,790
ProductVolume
CHF
USD
Equivalent
IRS CHF1,876,650,564,284 $1,993,256,042,787
OIS CHF340,716,437,254 $361,886,815,989
Basis CHF470,639,723,162 $499,882,871,122
Zeroes CHF7,052 $7,490
FRAs CHF633,189,717,187 $672,532,891,329
VNS CHF2,878,776,392 $3,057,648,850
Inflation CHF0 $0
TotalCHF3,324,075,225,331$3,530,616,277,567
ProductVolume
AUD
USD
Equivalent
IRS $15,464,769,148,550 $10,743,375,127,497
OIS $10,134,998,199,344 $7,040,783,249,084
Basis $4,268,710,112,162 $2,965,472,914,919
Zeroes $1,077,063,241 $748,235,834
FRAs $0 $0
VNS $33,120,565,909 $23,008,857,137
Inflation $0 $0
Total$29,902,675,089,206$20,773,388,384,471
ProductVolume
CAD
USD
Equivalent
IRS $15,386,467,649,432 $11,321,904,083,468
OIS $2,019,291,573,520 $1,485,865,764,179
Basis $1,172,476,649,296 $862,749,557,981
Zeroes $20,208,207,261 $14,869,909,685
FRAs $0 $0
VNS $254,949,855,948 $187,601,071,338
Inflation $0 $0
Total$18,853,393,935,457$13,872,990,386,651
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL66,906,520,732 $12,576,768,280
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL66,906,520,732$12,576,768,280
ProductVolume
CLP
USD
Equivalent
IRS CLP6,743,025,720,214 $8,497,826,995
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,743,025,720,214$8,497,826,995
ProductVolume
CNY
USD
Equivalent
IRS CNY11,367,150,499,756 $1,623,449,588,288
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,367,150,499,756$1,623,449,588,288
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,928,634,484,260 $4,135,355,813
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,928,634,484,260$4,135,355,813
ProductVolume
CZK
USD
Equivalent
IRS CZK22,570,414,078,926 $956,292,436,189
OIS CZK0 $0
Basis CZK5,250,000,000 $222,438,776
Zeroes CZK30,955,400,000 $1,311,558,343
FRAs CZK11,458,552,516,680 $485,490,743,017
VNS CZK84,837,048,100 $3,594,485,556
Inflation CZK0 $0
TotalCZK34,150,009,043,706$1,446,911,661,881
ProductVolume
DKK
USD
Equivalent
IRS DKK4,647,463,868,923 $705,037,147,505
OIS DKK0 $0
Basis DKK6,700,000,000 $1,016,414,333
Zeroes DKK15,500,000,000 $2,351,406,293
FRAs DKK187,516,000,000 $28,446,858,218
VNS DKK4,045,386,812 $613,699,871
Inflation DKK0 $0
TotalDKK4,861,225,255,735$737,465,526,220
ProductVolume
HKD
USD
Equivalent
IRS HKD19,370,534,713,099 $2,498,988,526,270
OIS HKD0 $0
Basis HKD1,194,550,483,830 $154,108,701,559
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,290,840
Inflation HKD0 $0
TotalHKD20,567,071,796,929$2,653,353,518,669
ProductVolume
HUF
USD
Equivalent
IRS HUF147,878,625,567,040 $473,151,038,482
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF97,615,817,418 $312,330,637
FRAs HUF57,008,753,152,135 $182,404,662,290
VNS HUF838,673,147,836 $2,683,410,597
Inflation HUF0 $0
TotalHUF205,823,667,684,429$658,551,442,006
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR51,617,240,108,115 $686,445,110,820
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR51,617,240,108,115$686,445,110,820
ProductVolume
KRW
USD
Equivalent
IRS KRW2,563,632,751,182,670 $2,134,208,632,281
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,563,632,751,182,670$2,134,208,632,281
ProductVolume
MXN
USD
Equivalent
IRS MXN2,034,775,030,043 $90,605,589,671
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,034,775,030,043$90,605,589,671
ProductVolume
NOK
USD
Equivalent
IRS NOK13,032,940,521,809 $1,380,198,725,146
OIS NOK0 $0
Basis NOK242,727,941,020 $25,705,081,228
Zeroes NOK0 $0
FRAs NOK10,639,677,725,021 $1,126,750,299,172
VNS NOK102,872,782,170 $10,894,309,121
Inflation NOK0 $0
TotalNOK24,018,218,970,020$2,543,548,414,667
ProductVolume
NZD
USD
Equivalent
IRS NZD8,224,694,708,225 $5,406,091,831,717
OIS NZD2,865,898,078,824 $1,883,754,807,211
Basis NZD42,573,140,000 $27,983,324,922
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,234,862,176 $811,674,909
Inflation NZD0 $0
TotalNZD11,134,400,789,225$7,318,641,638,759
ProductVolume
PLN
USD
Equivalent
IRS PLN4,110,570,972,249 $1,039,677,004,388
OIS PLN0 $0
Basis PLN1,500,000,000 $379,391,456
Zeroes PLN5,855,800,000 $1,481,093,659
FRAs PLN1,156,525,342,728 $292,517,222,533
VNS PLN10,916,027,829 $2,760,965,128
Inflation PLN0 $0
TotalPLN5,285,368,142,806$1,336,815,677,164
ProductVolume
SEK
USD
Equivalent
IRS SEK36,745,918,008,466 $3,995,098,584,813
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $94,765,587
FRAs SEK14,983,599,939,222 $1,629,050,576,415
VNS SEK50,322,494,398 $5,471,174,407
Inflation SEK0 $0
TotalSEK51,780,712,072,268$5,629,715,101,222
ProductVolume
SGD
USD
Equivalent
IRS SGD2,322,923,256,000 $1,669,786,332,171
OIS SGD866,000,000 $622,506,559
Basis SGD5,962,205,896 $4,285,810,945
Zeroes SGD700,000,000 $503,180,822
FRAs SGD0 $0
VNS SGD681,610,844 $489,962,149
Inflation SGD0 $0
TotalSGD2,331,133,072,740$1,675,687,792,646
ProductVolume
THB
USD
Equivalent
IRS THB15,675,189,658,586 $500,165,592,169
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,675,189,658,586$500,165,592,169
ProductVolume
TWD
USD
Equivalent
IRS TWD6,076,270,748,316 $206,177,963,025
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,076,270,748,316$206,177,963,025
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,776,756,578,516 $2,312,441,689,364
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR38,776,756,578,516$2,312,441,689,364
ProductUSD
Equivalent
IRS$172,242,972,913,501
OIS$59,100,406,255,672
Basis$35,794,096,013,896
Zeroes$695,550,266,101
FRAs$66,818,585,277,783
VNS$3,026,946,857,193
Inflation$6,631,384,807,985
Total$344,309,942,392,131

Figures as of COB Jul 10, 2020.

Notional Outstanding by Product

As of COB Jul 10, 2020

Daily Notional by Tenor

As of COB Jul 10, 2020

Notional Outstanding by Currency

As of COB Jul 10, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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