Volumes

  • Client Notional Cleared (USD)
    $1,116,302,102,171,312
    Client Notional Outstanding (USD)
    $61,037,820,137,852
    As of COB Sep 13, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,280,376,000,000,000
    Trades Compressed
    21,577,656
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB Sep 13, 2019. *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
$827,061,885,333
$4,015,037,029,355
$126,381,084,575,224
$28,861,629,654,857
EUR
€484,548,571,567
€1,983,577,455,129
€42,966,218,400,977
€15,184,233,048,482
GBP
£106,504,078,240
£517,273,151,260
£17,021,045,919,432
£4,661,122,560,655
JPY
¥1,786,867,465,224
¥8,153,379,650,580
¥317,982,367,986,652
¥147,968,924,238,723
CHF
CHF8,961,009,600
CHF28,428,195,414
CHF648,986,119,018
CHF326,207,168,196
AUD
$63,178,716,100
$334,911,825,481
$22,337,150,396,078
$2,914,376,545,606
CAD
$53,846,490,000
$317,335,735,173
$6,908,805,548,524
$1,910,000,586,354
Other*
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$49,097,221,644
$323,435,917,835
$8,998,336,844,069
$4,413,416,324,914
BRL
BRL0
BRL0
BRL2,879,525,634
BRL494,515,427
CLP
CLP169,105,200,000
CLP169,105,200,000
CLP908,573,972,072
CLP453,848,400,000
CNY
CNY2,169,520,000
CNY114,747,017,078
CNY4,119,313,814,715
CNY944,991,657,246
COP
COP0
COP0
COP253,460,000,000
COP127,580,000,000
CZK
CZK143,453,348,120
CZK436,972,987,108
CZK15,473,152,159,053
CZK5,324,300,667,336
DKK
DKK3,494,146,526
DKK5,519,146,526
DKK387,323,388,423
DKK782,557,313,979
HKD
HKD35,762,740,541
HKD207,869,206,946
HKD6,485,632,290,882
HKD3,923,904,680,630
HUF
HUF380,858,562,344
HUF2,231,795,684,960
HUF89,220,425,563,423
HUF27,199,896,407,452
INR
INR198,265,000,000
INR656,517,800,000
INR18,105,403,712,682
INR6,138,571,771,084
KRW
KRW0
KRW10,729,637,830,000
KRW753,173,282,158,409
KRW355,317,319,112,636
MXN
MXN1,573,625,000
MXN9,003,955,000
MXN656,927,311,126
MXN221,384,455,152
NOK
NOK78,178,083,948
NOK457,584,891,020
NOK7,350,352,616,657
NOK2,872,196,945,300
NZD
NZD5,237,101,000
NZD53,460,006,425
NZD1,222,669,834,666
NZD687,614,700,354
PLN
PLN14,197,328,014
PLN105,651,206,532
PLN1,837,402,838,052
PLN1,027,838,697,044
SEK
SEK86,074,218,000
SEK564,477,826,594
SEK16,276,706,532,229
SEK6,711,559,380,385
SGD
SGD3,445,968,174
SGD35,495,241,572
SGD868,951,569,254
SGD767,494,374,915
THB
THB42,451,600,000
THB201,466,400,000
THB2,345,575,327,238
THB959,641,003,498
TWD
TWD3,025,000,000
TWD61,476,975,262
TWD1,455,280,525,126
TWD581,676,618,524
ZAR
ZAR66,301,119,533
ZAR437,365,741,709
ZAR13,591,310,658,850
ZAR8,969,639,473,681
Total in USD$1,654,923,511,775$7,745,052,746,551$229,783,814,632,058$61,037,820,137,852

Figures as of COB Sep 13, 2019. Weekly figures as of COB Sep 13, 2019. *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 $137,800,470,634
OIS $437,683,035,000
Basis $31,655,500,000
Zeroes $0
FRAs $218,195,200,000
VNS $225,718,399
Inflation $1,501,961,300
Total$827,061,885,333
ProductVolume
EUR
USD
Equivalent
IRS €117,366,835,478 $129,895,745,165
OIS €327,474,583,000 $362,432,494,735
Basis €2,060,000,000 $2,279,905,000
Zeroes €0 $0
FRAs €32,800,000,000 $36,301,400,000
VNS €131,281,089 $145,295,345
Inflation €4,715,872,000 $5,219,291,336
Total€484,548,571,567$536,274,131,581
ProductVolume
GBP
USD
Equivalent
IRS £19,550,523,578 $24,399,053,425
OIS £77,701,843,000 $96,971,900,064
Basis £1,186,600,000 $1,480,876,800
Zeroes £0 $0
FRAs £4,000,000,000 $4,992,000,000
VNS £47,400,000 $59,155,200
Inflation £4,017,711,662 $5,014,104,154
Total£106,504,078,240$132,917,089,643
ProductVolume
JPY
USD
Equivalent
IRS ¥1,506,267,465,224 $13,928,221,048
OIS ¥217,000,000,000 $2,006,565,260
Basis ¥63,600,000,000 $588,099,311
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,786,867,465,224$16,522,885,619
ProductVolume
CHF
USD
Equivalent
IRS CHF7,961,009,600 $8,033,309,384
OIS CHF1,000,000,000 $1,009,081,736
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF8,961,009,600$9,042,391,120
ProductVolume
AUD
USD
Equivalent
IRS $35,409,716,100 $24,361,884,677
OIS $20,950,000,000 $14,413,600,000
Basis $6,819,000,000 $4,691,472,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$63,178,716,100$43,466,956,677
ProductVolume
CAD
USD
Equivalent
IRS $27,647,490,000 $20,815,758,169
OIS $26,199,000,000 $19,725,191,989
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$53,846,490,000$40,540,950,158
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 CLP169,105,200,000 $238,697,438
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP169,105,200,000$238,697,438
ProductVolume
CNY
USD
Equivalent
IRS CNY2,169,520,000 $306,455,349
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,169,520,000$306,455,349
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 CZK78,553,348,120 $3,362,584,997
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK64,900,000,000 $2,778,134,498
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK143,453,348,120$6,140,719,495
ProductVolume
DKK
USD
Equivalent
IRS DKK3,494,146,526 $517,889,183
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,494,146,526$517,889,183
ProductVolume
HKD
USD
Equivalent
IRS HKD35,012,740,541 $4,476,874,558
OIS HKD0 $0
Basis HKD750,000,000 $95,898,118
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD35,762,740,541$4,572,772,676
ProductVolume
HUF
USD
Equivalent
IRS HUF376,858,562,344 $1,259,764,541
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $13,371,218
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF380,858,562,344$1,273,135,759
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR198,265,000,000 $2,793,054,871
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR198,265,000,000$2,793,054,871
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN1,573,625,000 $81,039,499
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,573,625,000$81,039,499
ProductVolume
NOK
USD
Equivalent
IRS NOK33,729,302,748 $3,752,912,684
OIS NOK0 $0
Basis NOK3,900,000,000 $433,936,022
Zeroes NOK0 $0
FRAs NOK40,220,000,000 $4,475,104,312
VNS NOK328,781,200 $36,582,053
Inflation NOK0 $0
TotalNOK78,178,083,948$8,698,535,071
ProductVolume
NZD
USD
Equivalent
IRS NZD5,237,101,000 $3,337,080,757
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,237,101,000$3,337,080,757
ProductVolume
PLN
USD
Equivalent
IRS PLN9,597,328,014 $2,456,664,409
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,600,000,000 $1,177,479,426
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN14,197,328,014$3,634,143,835
ProductVolume
SEK
USD
Equivalent
IRS SEK45,174,218,000 $4,700,017,479
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,900,000,000 $4,255,319,149
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK86,074,218,000$8,955,336,628
ProductVolume
SGD
USD
Equivalent
IRS SGD3,445,968,174 $2,508,530,373
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,445,968,174$2,508,530,373
ProductVolume
THB
USD
Equivalent
IRS THB42,451,600,000 $1,393,226,124
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB42,451,600,000$1,393,226,124
ProductVolume
TWD
USD
Equivalent
IRS TWD3,025,000,000 $97,829,954
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,025,000,000$97,829,954
ProductVolume
ZAR
USD
Equivalent
IRS ZAR66,301,119,533 $4,548,774,632
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR66,301,119,533$4,548,774,632
ProductUSD
Equivalent
IRS$392,272,784,479
OIS$937,034,923,655
Basis$41,225,687,251
Zeroes$13,371,218
FRAs$272,174,637,385
VNS$466,750,997
Inflation$11,735,356,790
Total$1,654,923,511,775
Show:
ProductUSD
Equivalent
IRS $794,013,727,673
OIS $1,782,586,812,544
Basis $204,889,690,000
Zeroes $0
FRAs $1,217,541,300,000
VNS $8,321,952,738
Inflation $7,683,546,400
Total$4,015,037,029,355
ProductVolume
EUR
USD
Equivalent
IRS €530,610,090,441 $586,201,943,900
OIS €1,277,361,230,719 $1,411,577,470,979
Basis €13,874,500,000 $15,345,347,680
Zeroes €2,000,000,000 $2,201,400,000
FRAs €146,754,500,000 $162,148,676,400
VNS €944,817,229 $1,043,579,538
Inflation €12,032,316,740 $13,303,608,311
Total€1,983,577,455,129$2,191,822,026,808
ProductVolume
GBP
USD
Equivalent
IRS £91,894,124,216 $113,697,991,153
OIS £351,951,879,181 $435,460,094,759
Basis £6,842,780,000 $8,461,257,986
Zeroes £58,200,000 $71,852,190
FRAs £52,000,000,000 $64,251,684,000
VNS £73,959,565 $91,943,495
Inflation £14,452,208,298 $17,894,274,010
Total£517,273,151,260$639,929,097,593
ProductVolume
JPY
USD
Equivalent
IRS ¥7,131,929,650,580 $66,180,633,525
OIS ¥461,300,000,000 $4,278,119,289
Basis ¥560,150,000,000 $5,183,762,832
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,153,379,650,580$75,642,515,646
ProductVolume
CHF
USD
Equivalent
IRS CHF25,568,195,414 $25,786,840,964
OIS CHF1,050,000,000 $1,059,561,291
Basis CHF580,000,000 $585,213,989
Zeroes CHF0 $0
FRAs CHF1,230,000,000 $1,241,679,915
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF28,428,195,414$28,673,296,159
ProductVolume
AUD
USD
Equivalent
IRS $128,792,568,784 $88,446,813,158
OIS $181,923,000,000 $124,891,342,800
Basis $24,153,750,000 $16,589,148,163
Zeroes $0 $0
FRAs $0 $0
VNS $42,506,697 $29,181,223
Inflation $0 $0
Total$334,911,825,481$229,956,485,344
ProductVolume
CAD
USD
Equivalent
IRS $141,405,735,173 $107,124,756,552
OIS $175,733,000,000 $133,282,313,930
Basis $197,000,000 $149,307,329
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$317,335,735,173$240,556,377,811
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 CLP169,105,200,000 $238,697,438
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP169,105,200,000$238,697,438
ProductVolume
CNY
USD
Equivalent
IRS CNY114,747,017,078 $16,154,805,635
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY114,747,017,078$16,154,805,635
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 CZK316,022,987,108 $13,504,385,727
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK120,950,000,000 $5,171,201,447
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK436,972,987,108$18,675,587,174
ProductVolume
DKK
USD
Equivalent
IRS DKK5,519,146,526 $817,370,860
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,519,146,526$817,370,860
ProductVolume
HKD
USD
Equivalent
IRS HKD204,995,206,946 $26,167,318,269
OIS HKD0 $0
Basis HKD2,724,000,000 $348,066,860
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD150,000,000 $19,135,582
Inflation HKD0 $0
TotalHKD207,869,206,946$26,534,520,711
ProductVolume
HUF
USD
Equivalent
IRS HUF2,132,195,684,960 $7,108,494,672
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $13,371,218
FRAs HUF95,600,000,000 $316,592,983
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,231,795,684,960$7,438,458,873
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR656,517,800,000 $9,222,542,163
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR656,517,800,000$9,222,542,163
ProductVolume
KRW
USD
Equivalent
IRS KRW10,729,637,830,000 $9,012,520,436
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW10,729,637,830,000$9,012,520,436
ProductVolume
MXN
USD
Equivalent
IRS MXN9,003,955,000 $462,546,917
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,003,955,000$462,546,917
ProductVolume
NOK
USD
Equivalent
IRS NOK125,243,818,740 $13,965,399,993
OIS NOK0 $0
Basis NOK3,900,000,000 $433,936,022
Zeroes NOK0 $0
FRAs NOK327,481,286,000 $36,555,026,429
VNS NOK959,786,280 $107,226,339
Inflation NOK0 $0
TotalNOK457,584,891,020$51,061,588,783
ProductVolume
NZD
USD
Equivalent
IRS NZD53,459,057,592 $34,279,869,349
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD948,833 $609,056
Inflation NZD0 $0
TotalNZD53,460,006,425$34,280,478,405
ProductVolume
PLN
USD
Equivalent
IRS PLN85,201,206,532 $21,718,308,512
OIS PLN0 $0
Basis PLN500,000,000 $127,715,552
Zeroes PLN0 $0
FRAs PLN19,950,000,000 $5,082,653,856
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN105,651,206,532$26,928,677,920
ProductVolume
SEK
USD
Equivalent
IRS SEK372,663,017,834 $38,596,549,004
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK191,630,000,000 $19,847,578,770
VNS SEK184,808,760 $19,135,164
Inflation SEK0 $0
TotalSEK564,477,826,594$58,463,262,938
ProductVolume
SGD
USD
Equivalent
IRS SGD35,495,241,572 $25,760,247,392
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD35,495,241,572$25,760,247,392
ProductVolume
THB
USD
Equivalent
IRS THB201,466,400,000 $6,600,362,809
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB201,466,400,000$6,600,362,809
ProductVolume
TWD
USD
Equivalent
IRS TWD61,476,975,262 $1,976,375,774
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD61,476,975,262$1,976,375,774
ProductVolume
ZAR
USD
Equivalent
IRS ZAR437,365,741,709 $29,807,873,607
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR437,365,741,709$29,807,873,607
ProductUSD
Equivalent
IRS$2,027,623,833,319
OIS$3,902,358,257,755
Basis$252,113,446,413
Zeroes$2,286,623,408
FRAs$1,512,156,393,800
VNS$9,632,763,135
Inflation$38,881,428,721
Total$7,745,052,746,551
Show:
ProductUSD
Equivalent
IRS $29,642,642,473,674
OIS $67,765,108,021,586
Basis $4,997,811,679,011
Zeroes $23,741,131,510
FRAs $23,586,666,388,673
VNS $68,425,288,224
Inflation $296,689,592,546
Total$126,381,084,575,224
ProductVolume
EUR
USD
Equivalent
IRS €14,888,894,065,314 $16,759,964,825,599
OIS €22,708,334,826,334 $25,503,589,584,642
Basis €201,806,240,000 $226,558,097,188
Zeroes €11,603,278,337 $12,869,084,588
FRAs €4,721,093,426,963 $5,321,262,879,932
VNS €36,815,614,912 $41,388,587,253
Inflation €397,670,949,117 $447,436,256,270
Total€42,966,218,400,977$48,313,069,315,472
ProductVolume
GBP
USD
Equivalent
IRS £4,098,041,977,119 $5,204,193,677,908
OIS £10,730,470,706,825 $13,645,956,285,257
Basis £357,715,061,710 $456,257,098,709
Zeroes £9,828,916,142 $12,384,904,355
FRAs £1,478,273,600,000 $1,887,293,488,640
VNS £10,535,766,122 $13,524,258,634
Inflation £336,179,891,514 $428,941,175,978
Total£17,021,045,919,432$21,648,550,889,481
ProductVolume
JPY
USD
Equivalent
IRS ¥274,916,304,583,126 $2,523,383,193,441
OIS ¥24,190,503,403,526 $222,064,748,579
Basis ¥17,595,660,000,000 $161,128,974,642
Zeroes ¥0 $0
FRAs ¥1,279,900,000,000 $11,648,696,456
VNS ¥0 $0
Inflation ¥0 $0
Total¥317,982,367,986,652$2,918,225,613,118
ProductVolume
CHF
USD
Equivalent
IRS CHF522,765,407,018 $525,721,661,906
OIS CHF55,662,700,000 $55,274,040,279
Basis CHF12,063,167,000 $12,185,070,669
Zeroes CHF0 $0
FRAs CHF58,394,650,000 $58,999,943,030
VNS CHF100,195,000 $100,793,610
Inflation CHF0 $0
TotalCHF648,986,119,018$652,281,509,494
ProductVolume
AUD
USD
Equivalent
IRS $3,236,868,617,397 $2,262,379,209,976
OIS $18,758,498,473,357 $13,172,799,405,769
Basis $340,212,802,600 $236,833,467,663
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $1,470,502,724 $1,031,589,317
Inflation $0 $0
Total$22,337,150,396,078$15,673,112,827,725
ProductVolume
CAD
USD
Equivalent
IRS $3,124,760,942,896 $2,351,285,854,384
OIS $3,747,722,269,004 $2,820,553,935,664
Basis $34,618,700,000 $26,047,866,720
Zeroes $247,902,189 $184,961,868
FRAs $0 $0
VNS $1,455,734,435 $1,080,438,839
Inflation $0 $0
Total$6,908,805,548,524$5,199,153,057,475
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,879,525,634 $723,709,301
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,879,525,634$723,709,301
ProductVolume
CLP
USD
Equivalent
IRS CLP908,573,972,072 $1,309,593,963
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP908,573,972,072$1,309,593,963
ProductVolume
CNY
USD
Equivalent
IRS CNY4,119,313,814,715 $602,563,115,096
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,119,313,814,715$602,563,115,096
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP253,460,000,000 $77,865,579
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP253,460,000,000$77,865,579
ProductVolume
CZK
USD
Equivalent
IRS CZK9,730,047,013,053 $426,370,461,018
OIS CZK0 $0
Basis CZK525,000,000 $22,292,047
Zeroes CZK0 $0
FRAs CZK5,742,430,146,000 $251,771,523,056
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK15,473,152,159,053$678,171,006,502
ProductVolume
DKK
USD
Equivalent
IRS DKK386,792,387,024 $58,391,341,851
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK400,000,000 $60,931,954
VNS DKK131,001,399 $19,784,014
Inflation DKK0 $0
TotalDKK387,323,388,423$58,472,057,819
ProductVolume
HKD
USD
Equivalent
IRS HKD6,299,219,190,882 $803,401,160,796
OIS HKD0 $0
Basis HKD185,656,000,000 $23,676,799,294
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD757,100,000 $96,520,588
Inflation HKD0 $0
TotalHKD6,485,632,290,882$827,174,480,678
ProductVolume
HUF
USD
Equivalent
IRS HUF65,296,590,913,423 $228,326,486,958
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF55,000,000,000 $194,617,533
FRAs HUF23,848,863,250,000 $84,120,082,802
VNS HUF19,971,400,000 $69,874,659
Inflation HUF0 $0
TotalHUF89,220,425,563,423$312,711,061,952
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR18,105,403,712,682 $258,304,755,954
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR18,105,403,712,682$258,304,755,954
ProductVolume
KRW
USD
Equivalent
IRS KRW753,173,282,158,409 $648,576,000,914
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW753,173,282,158,409$648,576,000,914
ProductVolume
MXN
USD
Equivalent
IRS MXN656,927,311,126 $34,091,028,028
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN656,927,311,126$34,091,028,028
ProductVolume
NOK
USD
Equivalent
IRS NOK3,606,808,322,343 $414,931,743,280
OIS NOK0 $0
Basis NOK126,835,000,000 $14,604,816,372
Zeroes NOK0 $0
FRAs NOK3,610,478,754,774 $415,394,416,372
VNS NOK6,230,539,540 $714,592,878
Inflation NOK0 $0
TotalNOK7,350,352,616,657$845,645,568,902
ProductVolume
NZD
USD
Equivalent
IRS NZD1,222,571,635,772 $811,327,366,747
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD98,198,894 $63,703,605
Inflation NZD0 $0
TotalNZD1,222,669,834,666$811,391,070,352
ProductVolume
PLN
USD
Equivalent
IRS PLN1,437,969,838,052 $375,439,486,227
OIS PLN0 $0
Basis PLN1,100,000,000 $279,121,737
Zeroes PLN0 $0
FRAs PLN398,333,000,000 $104,569,002,051
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,837,402,838,052$480,287,610,015
ProductVolume
SEK
USD
Equivalent
IRS SEK10,395,118,825,758 $1,107,041,237,959
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,877,745,000,000 $626,802,109,099
VNS SEK3,842,706,471 $412,955,383
Inflation SEK0 $0
TotalSEK16,276,706,532,229$1,734,256,302,441
ProductVolume
SGD
USD
Equivalent
IRS SGD868,161,078,832 $636,888,366,701
OIS SGD0 $0
Basis SGD157,500,000 $115,740,741
Zeroes SGD630,000,000 $465,237,201
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD868,951,569,254$637,471,555,185
ProductVolume
THB
USD
Equivalent
IRS THB2,345,575,327,238 $75,183,935,288
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,345,575,327,238$75,183,935,288
ProductVolume
TWD
USD
Equivalent
IRS TWD1,455,280,525,126 $46,687,387,102
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,455,280,525,126$46,687,387,102
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,591,310,658,850 $945,238,738,998
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,591,310,658,850$945,238,738,998
ProductUSD
Equivalent
IRS$66,486,062,057,115
OIS$123,443,728,643,309
Basis$6,155,521,024,793
Zeroes$49,909,092,055
FRAs$32,348,589,462,065
VNS$126,937,327,927
Inflation$1,173,067,024,794
Total$229,783,814,632,058
Show:
ProductUSD
Equivalent
IRS $11,197,716,846,963
OIS $9,320,451,924,288
Basis $3,342,507,031,457
Zeroes $9,647,201,638
FRAs $4,611,777,075,796
VNS $261,777,891,893
Inflation $117,751,682,822
Total$28,861,629,654,857
ProductVolume
EUR
USD
Equivalent
IRS €6,324,976,940,295 $7,000,168,228,671
OIS €7,490,121,822,336 $8,289,692,326,870
Basis €168,182,746,828 $186,136,255,052
Zeroes €18,047,729,387 $19,974,324,499
FRAs €826,570,184,722 $914,806,551,941
VNS €154,451,457,121 $170,939,150,169
Inflation €201,882,167,794 $223,433,089,206
Total€15,184,233,048,483$16,805,149,926,408
ProductVolume
GBP
USD
Equivalent
IRS £1,482,199,193,956 $1,849,784,594,057
OIS £2,256,879,451,790 $2,816,585,555,834
Basis £254,491,949,758 $317,605,953,298
Zeroes £11,346,979,962 $14,161,030,992
FRAs £359,074,943,826 $448,125,529,895
VNS £55,073,703,939 $68,731,982,516
Inflation £242,056,337,424 $302,086,309,105
Total£4,661,122,560,655$5,817,080,955,697
ProductVolume
JPY
USD
Equivalent
IRS ¥117,401,189,071,203 $1,085,590,541,136
OIS ¥14,139,315,082,202 $130,744,048,104
Basis ¥16,018,667,000,000 $148,122,123,076
Zeroes ¥0 $0
FRAs ¥402,000,000,000 $3,717,231,495
VNS ¥7,753,085,318 $71,691,574
Inflation ¥0 $0
Total¥147,968,924,238,723$1,368,245,635,385
ProductVolume
CHF
USD
Equivalent
IRS CHF261,258,341,512 $263,631,020,698
OIS CHF16,135,831,684 $16,282,373,041
Basis CHF30,606,750,000 $30,884,712,412
Zeroes CHF0 $0
FRAs CHF17,443,400,000 $17,601,816,347
VNS CHF762,845,000 $769,772,957
Inflation CHF0 $0
TotalCHF326,207,168,196$329,169,695,455
ProductVolume
AUD
USD
Equivalent
IRS $1,073,456,106,544 $738,537,801,303
OIS $1,649,775,512,280 $1,135,045,552,449
Basis $186,060,649,800 $128,009,727,062
Zeroes $123,102,501 $84,694,521
FRAs $0 $0
VNS $4,961,174,480 $3,413,288,042
Inflation $0 $0
Total$2,914,376,545,605$2,005,091,063,377
ProductVolume
CAD
USD
Equivalent
IRS $1,148,842,912,526 $864,962,289,208
OIS $717,318,471,798 $540,068,116,095
Basis $35,806,161,646 $26,958,411,117
Zeroes $464,960,060 $350,067,806
FRAs $0 $0
VNS $7,568,080,324 $5,697,997,534
Inflation $0 $0
Total$1,910,000,586,354$1,438,036,881,760
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL494,515,427 $121,053,445
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL494,515,427$121,053,445
ProductVolume
CLP
USD
Equivalent
IRS CLP453,848,400,000 $640,621,639
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP453,848,400,000$640,621,639
ProductVolume
CNY
USD
Equivalent
IRS CNY944,991,657,246 $133,484,710,180
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY944,991,657,246$133,484,710,180
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP127,580,000,000 $37,925,653
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP127,580,000,000$37,925,653
ProductVolume
CZK
USD
Equivalent
IRS CZK4,236,081,367,972 $181,331,337,185
OIS CZK0 $0
Basis CZK525,000,000 $22,473,353
Zeroes CZK0 $0
FRAs CZK1,085,974,932,314 $46,486,662,913
VNS CZK1,719,367,050 $73,599,891
Inflation CZK0 $0
TotalCZK5,324,300,667,336$227,914,073,342
ProductVolume
DKK
USD
Equivalent
IRS DKK776,777,252,549 $115,130,986,460
OIS DKK0 $0
Basis DKK3,350,000,000 $496,524,330
Zeroes DKK0 $0
FRAs DKK400,000,000 $59,286,487
VNS DKK2,030,061,430 $300,888,027
Inflation DKK0 $0
TotalDKK782,557,313,979$115,987,685,304
ProductVolume
HKD
USD
Equivalent
IRS HKD3,602,422,380,630 $460,620,701,288
OIS HKD0 $0
Basis HKD320,539,000,000 $40,985,449,059
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD943,300,000 $120,614,259
Inflation HKD0 $0
TotalHKD3,923,904,680,630$501,726,764,606
ProductVolume
HUF
USD
Equivalent
IRS HUF23,606,577,263,027 $78,912,175,374
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,200,000,000 $104,295,504
FRAs HUF3,534,372,424,946 $11,814,716,446
VNS HUF27,746,719,479 $92,751,862
Inflation HUF0 $0
TotalHUF27,199,896,407,452$90,923,939,186
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,138,571,771,084 $86,477,027,134
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,138,571,771,084$86,477,027,134
ProductVolume
KRW
USD
Equivalent
IRS KRW355,317,319,112,636 $301,192,946,607
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW355,317,319,112,636$301,192,946,607
ProductVolume
MXN
USD
Equivalent
IRS MXN221,384,455,152 $11,400,991,614
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN221,384,455,152$11,400,991,614
ProductVolume
NOK
USD
Equivalent
IRS NOK1,312,443,174,190 $146,029,838,575
OIS NOK0 $0
Basis NOK131,990,840,000 $14,686,046,175
Zeroes NOK0 $0
FRAs NOK1,401,631,768,308 $155,953,465,180
VNS NOK26,131,162,802 $2,907,500,729
Inflation NOK0 $0
TotalNOK2,872,196,945,300$319,576,850,659
ProductVolume
NZD
USD
Equivalent
IRS NZD686,574,161,005 $437,485,055,392
OIS NZD0 $0
Basis NZD700,000,000 $446,040,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD340,539,349 $216,991,673
Inflation NZD0 $0
TotalNZD687,614,700,354$438,148,087,065
ProductVolume
PLN
USD
Equivalent
IRS PLN841,804,131,994 $215,479,792,660
OIS PLN0 $0
Basis PLN1,100,000,000 $281,571,167
Zeroes PLN0 $0
FRAs PLN183,715,002,250 $47,026,225,091
VNS PLN1,219,562,800 $312,176,110
Inflation PLN0 $0
TotalPLN1,027,838,697,044$263,099,765,028
ProductVolume
SEK
USD
Equivalent
IRS SEK4,339,276,846,776 $451,467,184,807
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,031,339
FRAs SEK2,356,796,489,560 $245,205,898,097
VNS SEK15,226,232,339 $1,584,168,167
Inflation SEK0 $0
TotalSEK6,711,559,380,385$698,284,282,410
ProductVolume
SGD
USD
Equivalent
IRS SGD766,002,184,493 $557,619,701,895
OIS SGD0 $0
Basis SGD619,200,000 $450,753,440
Zeroes SGD750,000,000 $545,970,736
FRAs SGD0 $0
VNS SGD122,990,422 $89,532,228
Inflation SGD0 $0
TotalSGD767,494,374,915$558,705,958,299
ProductVolume
THB
USD
Equivalent
IRS THB959,641,003,498 $31,494,617,772
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB959,641,003,498$31,494,617,772
ProductVolume
TWD
USD
Equivalent
IRS TWD581,676,618,524 $18,811,701,385
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD581,676,618,524$18,811,701,385
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,969,639,473,681 $615,387,323,587
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,969,639,473,681$615,387,323,587
ProductUSD
Equivalent
IRS$26,757,002,061,901
OIS$22,335,384,849,468
Basis$4,237,593,070,998
Zeroes$44,894,617,035
FRAs$6,502,574,459,688
VNS$517,099,997,631
Inflation$643,271,081,133
Total$61,037,820,137,854

Figures as of COB Sep 13, 2019.

Notional Outstanding by Product

As of COB Sep 13, 2019

Daily Notional by Tenor
 

As of COB Sep 13, 2019

Notional Outstanding by Tenor
 

As of COB Sep 13, 2019

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,530,932,688,571
$14,727,675,135,935
$480,443,153,268,752
$151,112,954,100,814
EUR
€1,663,948,903,242
€8,047,345,560,475
€203,822,645,388,749
€93,684,406,052,245
GBP
£333,214,835,591
£1,747,871,418,974
£77,479,446,172,913
£37,415,164,023,251
JPY
¥6,498,534,930,448
¥34,688,605,141,160
¥1,314,078,049,536,888
¥1,248,578,286,269,140
CHF
CHF20,080,064,400
CHF138,971,356,605
CHF4,401,891,339,841
CHF3,211,923,420,018
AUD
$399,605,907,200
$1,480,461,153,862
$79,943,308,314,750
$32,816,567,646,925
CAD
$183,711,780,000
$928,068,181,345
$23,328,313,659,199
$18,258,100,602,491
Other*
Show All
Hide
$173,246,641,393
$1,132,473,475,137
$36,977,169,255,435
$29,697,187,758,861
BRL
BRL0
BRL0
BRL9,724,634,811
BRL7,314,051,775
CLP
CLP338,210,400,000
CLP338,210,400,000
CLP2,243,351,944,144
CLP1,768,466,372,072
CNY
CNY7,989,040,000
CNY371,021,876,324
CNY14,729,125,805,935
CNY10,852,319,528,559
COP
COP0
COP0
COP839,082,000,000
COP713,200,000,000
CZK
CZK449,743,696,240
CZK1,531,129,494,216
CZK59,142,227,278,620
CZK36,503,394,413,141
DKK
DKK10,245,528,701
DKK18,695,728,701
DKK1,330,089,451,187
DKK4,428,365,319,436
HKD
HKD106,798,481,082
HKD758,918,170,222
HKD27,664,354,412,446
HKD21,622,283,867,972
HUF
HUF2,067,559,524,688
HUF8,974,910,669,920
HUF434,121,128,461,194
HUF267,704,482,258,365
INR
INR585,440,000,000
INR2,219,125,951,796
INR78,005,737,787,318
INR71,720,999,655,232
KRW
KRW0
KRW40,223,507,873,120
KRW2,499,075,384,429,497
KRW2,254,525,998,143,420
MXN
MXN3,147,250,000
MXN18,157,610,000
MXN1,547,599,822,308
MXN1,509,523,613,365
NOK
NOK309,752,693,391
NOK1,312,122,603,725
NOK30,698,662,330,548
NOK24,477,838,801,421
NZD
NZD17,923,002,000
NZD246,271,714,849
NZD6,235,572,833,818
NZD7,034,248,539,224
PLN
PLN37,129,072,028
PLN303,012,627,297
PLN5,920,179,015,298
PLN5,638,027,469,680
SEK
SEK338,369,336,000
SEK1,884,366,095,542
SEK71,669,357,606,839
SEK51,737,250,769,742
SGD
SGD11,804,736,348
SGD143,459,525,828
SGD3,587,967,162,088
SGD3,644,155,318,991
THB
THB139,454,400,000
THB619,434,874,332
THB12,809,041,318,729
THB8,488,896,432,235
TWD
TWD10,650,000,000
TWD236,558,305,934
TWD4,436,167,735,673
TWD3,064,114,356,075
ZAR
ZAR259,227,550,533
ZAR1,616,402,690,575
ZAR50,980,057,910,692
ZAR32,353,559,741,405
Total in USD$5,455,205,478,866$29,096,751,491,326$935,574,934,300,019$382,300,283,511,374

Figures as of COB Sep 13, 2019. Weekly figures as of COB Sep 13, 2019. *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 $572,948,584,792
OIS $1,129,150,340,000
Basis $105,357,000,000
Zeroes $0
FRAs $718,800,400,000
VNS $683,941,179
Inflation $3,992,422,600
Total$2,530,932,688,571
ProductVolume
EUR
USD
Equivalent
IRS €453,666,332,769 $502,095,213,792
OIS €1,057,337,892,400 $1,170,208,712,414
Basis €5,301,000,000 $5,866,881,750
Zeroes €0 $0
FRAs €128,700,000,000 $142,438,725,000
VNS €797,924,191 $883,102,599
Inflation €18,145,753,882 $20,082,813,109
Total€1,663,948,903,242$1,841,575,448,664
ProductVolume
GBP
USD
Equivalent
IRS £72,609,233,156 $90,616,322,979
OIS £208,812,996,348 $260,598,619,442
Basis £17,949,169,800 $22,400,563,910
Zeroes £44,402,674 $55,414,537
FRAs £17,000,000,000 $21,216,000,000
VNS £94,800,000 $118,310,400
Inflation £16,704,233,613 $20,846,883,549
Total£333,214,835,591$415,852,114,817
ProductVolume
JPY
USD
Equivalent
IRS ¥4,099,414,930,448 $37,906,652,461
OIS ¥2,112,720,000,000 $19,535,993,342
Basis ¥286,400,000,000 $2,648,296,269
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,498,534,930,448$60,090,942,072
ProductVolume
CHF
USD
Equivalent
IRS CHF18,078,704,400 $18,242,890,414
OIS CHF2,000,000,000 $2,018,163,471
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF1,360,000 $1,372,351
Inflation CHF0 $0
TotalCHF20,080,064,400$20,262,426,236
ProductVolume
AUD
USD
Equivalent
IRS $121,499,907,200 $83,591,936,154
OIS $259,400,000,000 $178,467,200,000
Basis $18,706,000,000 $12,869,728,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$399,605,907,200$274,928,864,154
ProductVolume
CAD
USD
Equivalent
IRS $84,147,780,000 $63,354,750,791
OIS $87,956,000,000 $66,221,954,525
Basis $11,608,000,000 $8,739,647,643
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$183,711,780,000$138,316,352,959
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 CLP338,210,400,000 $477,394,876
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP338,210,400,000$477,394,876
ProductVolume
CNY
USD
Equivalent
IRS CNY7,989,040,000 $1,128,491,115
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY7,989,040,000$1,128,491,115
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 CZK334,943,696,240 $14,337,729,388
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK114,800,000,000 $4,914,173,195
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK449,743,696,240$19,251,902,583
ProductVolume
DKK
USD
Equivalent
IRS DKK10,245,528,701 $1,518,553,514
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,245,528,701$1,518,553,514
ProductVolume
HKD
USD
Equivalent
IRS HKD100,598,481,082 $12,862,939,991
OIS HKD0 $0
Basis HKD6,200,000,000 $792,757,774
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD106,798,481,082$13,655,697,765
ProductVolume
HUF
USD
Equivalent
IRS HUF851,559,524,688 $2,846,597,107
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF16,000,000,000 $53,484,874
FRAs HUF1,200,000,000,000 $4,011,365,536
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,067,559,524,688$6,911,447,517
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR585,440,000,000 $8,247,376,206
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR585,440,000,000$8,247,376,206
ProductVolume
KRW
USD
Equivalent
IRS KRW0 $0
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN3,147,250,000 $162,078,999
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,147,250,000$162,078,999
ProductVolume
NOK
USD
Equivalent
IRS NOK122,855,130,991 $13,669,555,604
OIS NOK0 $0
Basis NOK7,800,000,000 $867,872,045
Zeroes NOK0 $0
FRAs NOK178,440,000,000 $19,854,242,003
VNS NOK657,562,400 $73,164,106
Inflation NOK0 $0
TotalNOK309,752,693,391$34,464,833,758
ProductVolume
NZD
USD
Equivalent
IRS NZD17,923,002,000 $11,420,536,874
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD17,923,002,000$11,420,536,874
ProductVolume
PLN
USD
Equivalent
IRS PLN21,929,072,028 $5,613,267,641
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,200,000,000 $3,890,801,582
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN37,129,072,028$9,504,069,223
ProductVolume
SEK
USD
Equivalent
IRS SEK188,569,336,000 $19,619,137,075
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK149,800,000,000 $15,585,496,541
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK338,369,336,000$35,204,633,616
ProductVolume
SGD
USD
Equivalent
IRS SGD11,804,736,348 $8,593,387,456
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,804,736,348$8,593,387,456
ProductVolume
THB
USD
Equivalent
IRS THB139,454,400,000 $4,576,777,158
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB139,454,400,000$4,576,777,158
ProductVolume
TWD
USD
Equivalent
IRS TWD10,650,000,000 $344,426,118
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD10,650,000,000$344,426,118
ProductVolume
ZAR
USD
Equivalent
IRS ZAR259,227,550,533 $17,785,034,615
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR259,227,550,533$17,785,034,615
ProductUSD
Equivalent
IRS$1,483,712,258,914
OIS$2,834,448,359,400
Basis$159,542,747,391
Zeroes$108,899,411
FRAs$930,711,203,857
VNS$1,759,890,635
Inflation$44,922,119,258
Total$5,455,205,478,866
Show:
ProductUSD
Equivalent
IRS $2,678,536,933,158
OIS $4,964,296,334,800
Basis $669,444,380,000
Zeroes $400,000,000
FRAs $6,365,834,200,000
VNS $20,823,528,245
Inflation $28,339,759,732
Total$14,727,675,135,935
ProductVolume
EUR
USD
Equivalent
IRS €2,573,230,928,213 $2,843,068,306,534
OIS €3,988,277,512,871 $4,407,830,961,347
Basis €34,040,200,000 $37,652,894,850
Zeroes €4,000,000,000 $4,402,800,000
FRAs €1,392,625,400,000 $1,538,667,087,760
VNS €2,265,189,469 $2,503,560,244
Inflation €52,906,329,922 $58,477,197,214
Total€8,047,345,560,475$8,892,602,807,949
ProductVolume
GBP
USD
Equivalent
IRS £366,862,554,842 $453,841,749,475
OIS £956,760,999,768 $1,183,700,225,657
Basis £78,145,417,570 $96,703,947,057
Zeroes £508,519,746 $628,286,954
FRAs £292,642,000,000 $361,515,254,100
VNS £171,919,131 $213,466,990
Inflation £52,780,007,917 $65,382,584,263
Total£1,747,871,418,974$2,161,985,514,496
ProductVolume
JPY
USD
Equivalent
IRS ¥25,727,085,141,160 $238,900,019,615
OIS ¥5,107,920,000,000 $47,320,727,832
Basis ¥3,853,600,000,000 $35,651,397,135
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥34,688,605,141,160$321,872,144,582
ProductVolume
CHF
USD
Equivalent
IRS CHF68,853,996,605 $69,441,348,564
OIS CHF13,260,000,000 $13,378,187,358
Basis CHF1,050,000,000 $1,059,213,873
Zeroes CHF0 $0
FRAs CHF55,806,000,000 $56,242,588,080
VNS CHF1,360,000 $1,372,351
Inflation CHF0 $0
TotalCHF138,971,356,605$140,122,710,226
ProductVolume
AUD
USD
Equivalent
IRS $618,715,640,468 $424,832,080,089
OIS $772,564,500,000 $530,661,753,450
Basis $89,096,000,000 $61,181,613,625
Zeroes $0 $0
FRAs $0 $0
VNS $85,013,394 $58,362,445
Inflation $0 $0
Total$1,480,461,153,862$1,016,733,809,609
ProductVolume
CAD
USD
Equivalent
IRS $418,728,214,746 $317,151,314,332
OIS $463,310,000,000 $351,293,834,906
Basis $43,836,000,000 $33,173,048,115
Zeroes $47,174,000 $35,809,505
FRAs $0 $0
VNS $2,146,792,599 $1,631,886,534
Inflation $0 $0
Total$928,068,181,345$703,285,893,392
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 CLP338,210,400,000 $477,394,876
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP338,210,400,000$477,394,876
ProductVolume
CNY
USD
Equivalent
IRS CNY371,021,876,324 $52,243,095,238
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY371,021,876,324$52,243,095,238
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 CZK1,101,529,494,216 $47,080,313,400
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK429,600,000,000 $18,351,158,152
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,531,129,494,216$65,431,471,552
ProductVolume
DKK
USD
Equivalent
IRS DKK18,695,728,701 $2,769,079,829
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK18,695,728,701$2,769,079,829
ProductVolume
HKD
USD
Equivalent
IRS HKD740,710,170,222 $94,541,843,127
OIS HKD0 $0
Basis HKD17,908,000,000 $2,288,130,059
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD300,000,000 $38,271,164
Inflation HKD0 $0
TotalHKD758,918,170,222$96,868,244,350
ProductVolume
HUF
USD
Equivalent
IRS HUF6,372,310,669,920 $21,224,929,958
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF16,000,000,000 $53,484,874
FRAs HUF2,586,600,000,000 $8,616,709,830
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,974,910,669,920$29,895,124,662
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,219,125,951,796 $31,149,038,235
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,219,125,951,796$31,149,038,235
ProductVolume
KRW
USD
Equivalent
IRS KRW40,223,507,873,120 $33,775,612,403
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW40,223,507,873,120$33,775,612,403
ProductVolume
MXN
USD
Equivalent
IRS MXN18,157,610,000 $932,452,006
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN18,157,610,000$932,452,006
ProductVolume
NOK
USD
Equivalent
IRS NOK364,940,459,165 $40,691,228,915
OIS NOK0 $0
Basis NOK7,800,000,000 $867,872,045
Zeroes NOK0 $0
FRAs NOK937,462,572,000 $104,604,815,889
VNS NOK1,919,572,560 $214,452,677
Inflation NOK0 $0
TotalNOK1,312,122,603,725$146,378,369,526
ProductVolume
NZD
USD
Equivalent
IRS NZD246,269,817,184 $157,953,034,489
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,897,665 $1,218,111
Inflation NZD0 $0
TotalNZD246,271,714,849$157,954,252,600
ProductVolume
PLN
USD
Equivalent
IRS PLN236,612,627,297 $60,287,533,960
OIS PLN0 $0
Basis PLN500,000,000 $127,715,552
Zeroes PLN0 $0
FRAs PLN65,900,000,000 $16,773,900,533
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN303,012,627,297$77,189,150,045
ProductVolume
SEK
USD
Equivalent
IRS SEK1,130,036,478,022 $117,061,770,648
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK753,960,000,000 $78,120,310,760
VNS SEK369,617,520 $38,270,329
Inflation SEK0 $0
TotalSEK1,884,366,095,542$195,220,351,737
ProductVolume
SGD
USD
Equivalent
IRS SGD143,459,525,828 $104,083,550,797
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD143,459,525,828$104,083,550,797
ProductVolume
THB
USD
Equivalent
IRS THB619,434,874,332 $20,295,005,555
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB619,434,874,332$20,295,005,555
ProductVolume
TWD
USD
Equivalent
IRS TWD236,558,305,934 $7,618,238,521
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD236,558,305,934$7,618,238,521
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,616,402,690,575 $110,193,043,205
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,616,402,690,575$110,193,043,205
ProductUSD
Equivalent
IRS$7,896,999,878,694
OIS$11,529,631,063,585
Basis$938,150,212,311
Zeroes$5,520,381,333
FRAs$8,548,726,025,104
VNS$25,524,389,090
Inflation$152,199,541,209
Total$29,096,751,491,326
Show:
ProductUSD
Equivalent
IRS $101,411,482,545,437
OIS $180,877,460,634,551
Basis $20,040,596,212,532
Zeroes $68,878,316,403
FRAs $176,988,802,522,060
VNS $224,072,550,498
Inflation $831,860,487,271
Total$480,443,153,268,752
ProductVolume
EUR
USD
Equivalent
IRS €75,374,332,300,695 $84,856,208,955,008
OIS €72,878,983,963,957 $81,870,326,551,506
Basis €502,564,476,776 $563,866,287,656
Zeroes €28,501,322,719 $31,604,503,631
FRAs €53,217,145,765,995 $59,933,483,647,827
VNS €116,753,601,986 $131,168,794,622
Inflation €1,704,363,956,621 $1,918,939,303,485
Total€203,822,645,388,749$229,305,598,043,735
ProductVolume
GBP
USD
Equivalent
IRS £15,210,661,433,411 $19,341,507,162,740
OIS £35,211,855,567,125 $44,854,312,822,948
Basis £3,369,762,793,075 $4,296,331,970,380
Zeroes £58,233,658,761 $74,147,315,158
FRAs £22,416,075,682,858 $28,673,031,631,425
VNS £50,227,791,809 $63,768,062,295
Inflation £1,162,629,245,874 $1,483,297,678,873
Total£77,479,446,172,913$98,786,396,643,819
ProductVolume
JPY
USD
Equivalent
IRS ¥1,161,063,415,236,182 $10,633,377,432,686
OIS ¥92,799,492,300,706 $852,603,998,624
Basis ¥57,019,342,000,000 $522,793,593,032
Zeroes ¥0 $0
FRAs ¥3,195,800,000,000 $29,134,999,732
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,314,078,049,536,888$12,037,910,024,074
ProductVolume
CHF
USD
Equivalent
IRS CHF1,867,439,728,535 $1,877,742,781,437
OIS CHF358,885,860,000 $359,405,236,314
Basis CHF87,866,008,554 $88,571,107,821
Zeroes CHF0 $0
FRAs CHF2,087,325,300,000 $2,093,273,345,151
VNS CHF374,442,752 $375,995,363
Inflation CHF0 $0
TotalCHF4,401,891,339,841$4,419,368,466,086
ProductVolume
AUD
USD
Equivalent
IRS $19,012,638,949,183 $13,297,268,354,026
OIS $59,066,915,413,506 $41,452,993,131,692
Basis $1,842,407,065,200 $1,287,361,178,601
Zeroes $16,650,000,000 $11,643,715,000
FRAs $0 $0
VNS $4,696,886,861 $3,283,751,453
Inflation $0 $0
Total$79,943,308,314,750$56,052,550,130,772
ProductVolume
CAD
USD
Equivalent
IRS $12,073,436,360,133 $9,085,741,484,215
OIS $10,711,747,048,004 $8,058,491,982,298
Basis $477,261,990,000 $358,924,438,720
Zeroes $5,229,813,193 $3,936,381,405
FRAs $0 $0
VNS $60,638,447,869 $45,694,180,708
Inflation $0 $0
Total$23,328,313,659,199$17,552,788,467,346
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL9,724,634,811 $2,434,230,094
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL9,724,634,811$2,434,230,094
ProductVolume
CLP
USD
Equivalent
IRS CLP2,243,351,944,144 $3,236,141,876
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,243,351,944,144$3,236,141,876
ProductVolume
CNY
USD
Equivalent
IRS CNY14,729,125,805,935 $2,154,970,070,960
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY14,729,125,805,935$2,154,970,070,960
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP839,082,000,000 $260,824,333
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP839,082,000,000$260,824,333
ProductVolume
CZK
USD
Equivalent
IRS CZK29,601,076,986,620 $1,296,419,031,738
OIS CZK0 $0
Basis CZK1,050,000,000 $44,584,094
Zeroes CZK0 $0
FRAs CZK29,509,800,292,000 $1,294,664,222,440
VNS CZK30,300,000,000 $1,325,452,365
Inflation CZK0 $0
TotalCZK59,142,227,278,620$2,592,453,290,637
ProductVolume
DKK
USD
Equivalent
IRS DKK1,268,631,007,867 $191,606,065,424
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK61,200,000,000 $9,163,965,545
VNS DKK258,443,320 $39,038,525
Inflation DKK0 $0
TotalDKK1,330,089,451,187$200,809,069,494
ProductVolume
HKD
USD
Equivalent
IRS HKD27,027,636,212,446 $3,447,445,843,094
OIS HKD0 $0
Basis HKD635,204,000,000 $81,021,666,738
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,514,200,000 $193,105,217
Inflation HKD0 $0
TotalHKD27,664,354,412,446$3,528,660,615,049
ProductVolume
HUF
USD
Equivalent
IRS HUF201,393,776,361,194 $704,253,736,001
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF118,000,000,000 $415,977,502
FRAs HUF232,306,466,500,000 $817,680,816,529
VNS HUF302,885,600,000 $1,070,125,570
Inflation HUF0 $0
TotalHUF434,121,128,461,194$1,523,420,655,602
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR78,005,737,787,318 $1,112,452,666,911
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR78,005,737,787,318$1,112,452,666,911
ProductVolume
KRW
USD
Equivalent
IRS KRW2,499,075,384,429,497 $2,153,434,268,804
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,499,075,384,429,497$2,153,434,268,804
ProductVolume
MXN
USD
Equivalent
IRS MXN1,547,599,822,308 $80,392,042,509
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,547,599,822,308$80,392,042,509
ProductVolume
NOK
USD
Equivalent
IRS NOK9,774,537,882,194 $1,125,210,238,991
OIS NOK0 $0
Basis NOK210,780,000,000 $24,228,829,157
Zeroes NOK0 $0
FRAs NOK20,689,543,509,548 $2,384,629,144,620
VNS NOK23,800,938,806 $2,758,769,558
Inflation NOK0 $0
TotalNOK30,698,662,330,548$3,536,826,982,326
ProductVolume
NZD
USD
Equivalent
IRS NZD6,235,308,186,029 $4,144,503,640,843
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD264,647,789 $172,616,010
Inflation NZD0 $0
TotalNZD6,235,572,833,818$4,144,676,256,853
ProductVolume
PLN
USD
Equivalent
IRS PLN4,200,968,815,298 $1,097,033,439,747
OIS PLN0 $0
Basis PLN1,100,000,000 $279,121,737
Zeroes PLN0 $0
FRAs PLN1,717,522,000,000 $450,258,990,547
VNS PLN588,200,000 $152,676,115
Inflation PLN0 $0
TotalPLN5,920,179,015,298$1,547,724,228,146
ProductVolume
SEK
USD
Equivalent
IRS SEK31,519,613,413,898 $3,360,801,194,937
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK40,142,064,000,000 $4,296,091,853,115
VNS SEK7,680,192,941 $825,447,595
Inflation SEK0 $0
TotalSEK71,669,357,606,839$7,657,718,495,647
ProductVolume
SGD
USD
Equivalent
IRS SGD3,586,911,181,244 $2,632,114,989,133
OIS SGD0 $0
Basis SGD210,000,000 $154,320,988
Zeroes SGD840,000,000 $619,282,611
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD3,587,967,162,088$2,632,893,013,817
ProductVolume
THB
USD
Equivalent
IRS THB12,809,041,318,729 $409,781,708,865
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB12,809,041,318,729$409,781,708,865
ProductVolume
TWD
USD
Equivalent
IRS TWD4,436,167,735,673 $142,380,233,511
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,436,167,735,673$142,380,233,511
ProductVolume
ZAR
USD
Equivalent
IRS ZAR50,980,057,910,692 $3,552,644,460,001
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR50,980,057,910,692$3,552,644,460,001
ProductUSD
Equivalent
IRS$267,001,990,052,077
OIS$359,438,307,849,177
Basis$27,264,173,311,456
Zeroes$191,245,491,710
FRAs$276,970,215,138,991
VNS$474,904,986,979
Inflation$4,234,097,469,629
Total$935,574,934,300,019
Show:
ProductUSD
Equivalent
IRS $52,891,350,930,786
OIS $31,272,372,966,739
Basis $21,499,269,766,026
Zeroes $100,993,533,416
FRAs $42,796,348,973,601
VNS $1,246,646,406,966
Inflation $1,305,971,523,280
Total$151,112,954,100,814
ProductVolume
EUR
USD
Equivalent
IRS €47,339,833,517,376 $52,393,360,745,356
OIS €26,394,062,023,937 $29,211,628,144,993
Basis €1,071,344,542,275 $1,185,710,572,163
Zeroes €141,798,302,632 $156,935,271,438
FRAs €16,016,240,804,895 $17,725,974,510,817
VNS €693,685,698,807 $767,736,647,155
Inflation €2,027,441,162,323 $2,243,870,506,401
Total€93,684,406,052,245$103,685,216,398,323
ProductVolume
GBP
USD
Equivalent
IRS £11,932,360,065,129 $14,891,585,361,281
OIS £9,231,157,651,161 $11,520,484,748,649
Basis £6,264,175,147,928 $7,817,690,584,615
Zeroes £304,455,331,094 $379,960,253,206
FRAs £7,220,144,442,505 $9,010,740,264,246
VNS £288,665,475,509 $360,254,513,435
Inflation £2,174,205,909,925 $2,713,408,975,586
Total£37,415,164,023,251$46,694,124,701,018
ProductVolume
JPY
USD
Equivalent
IRS ¥956,982,106,615,905 $8,849,064,742,854
OIS ¥88,286,203,230,837 $816,368,794,034
Basis ¥201,790,035,000,000 $1,865,921,078,182
Zeroes ¥0 $0
FRAs ¥1,408,000,000,000 $13,019,557,076
VNS ¥111,941,422,393 $1,035,104,928
Inflation ¥0 $0
Total¥1,248,578,286,269,135$11,545,409,277,074
ProductVolume
CHF
USD
Equivalent
IRS CHF1,730,043,600,113 $1,745,755,398,702
OIS CHF163,131,268,330 $164,612,783,380
Basis CHF519,929,854,607 $524,651,720,088
Zeroes CHF1,092,378,193 $1,102,298,883
FRAs CHF794,777,883,383 $801,995,845,997
VNS CHF2,948,435,392 $2,975,212,303
Inflation CHF0 $0
TotalCHF3,211,923,420,018$3,241,093,259,353
ProductVolume
AUD
USD
Equivalent
IRS $16,660,638,108,017 $11,462,519,018,316
OIS $12,299,040,470,226 $8,461,739,843,516
Basis $3,815,391,985,190 $2,624,989,685,811
Zeroes $10,955,445,321 $7,537,346,381
FRAs $0 $0
VNS $30,541,638,171 $21,012,647,062
Inflation $0 $0
Total$32,816,567,646,925$22,577,798,541,086
ProductVolume
CAD
USD
Equivalent
IRS $13,697,925,652,200 $10,313,149,866,135
OIS $3,424,592,816,115 $2,578,371,341,752
Basis $912,259,321,777 $686,838,820,793
Zeroes $15,827,378,222 $11,916,411,852
FRAs $0 $0
VNS $207,495,434,177 $156,223,034,315
Inflation $0 $0
Total$18,258,100,602,491$13,746,499,474,847
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL7,314,051,775 $1,790,421,722
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL7,314,051,775$1,790,421,722
ProductVolume
CLP
USD
Equivalent
IRS CLP1,768,466,372,072 $2,496,247,261
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,768,466,372,072$2,496,247,261
ProductVolume
CNY
USD
Equivalent
IRS CNY10,852,319,528,559 $1,532,943,403,192
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,852,319,528,559$1,532,943,403,192
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP713,200,000,000 $212,012,664
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP713,200,000,000$212,012,664
ProductVolume
CZK
USD
Equivalent
IRS CZK25,245,600,890,896 $1,080,672,954,535
OIS CZK0 $0
Basis CZK1,050,000,000 $44,946,706
Zeroes CZK11,050,000,000 $473,010,573
FRAs CZK11,212,254,788,145 $479,956,114,385
VNS CZK33,438,734,100 $1,431,391,383
Inflation CZK0 $0
TotalCZK36,503,394,413,141$1,562,578,417,582
ProductVolume
DKK
USD
Equivalent
IRS DKK4,369,893,648,457 $647,689,108,844
OIS DKK0 $0
Basis DKK6,700,000,000 $993,048,659
Zeroes DKK15,500,000,000 $2,297,351,376
FRAs DKK32,400,000,000 $4,802,205,457
VNS DKK3,871,670,979 $573,844,429
Inflation DKK0 $0
TotalDKK4,428,365,319,436$656,355,558,765
ProductVolume
HKD
USD
Equivalent
IRS HKD20,566,089,267,972 $2,629,665,669,493
OIS HKD0 $0
Basis HKD1,054,708,000,000 $134,859,349,427
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,486,600,000 $190,082,856
Inflation HKD0 $0
TotalHKD21,622,283,867,972$2,764,715,101,776
ProductVolume
HUF
USD
Equivalent
IRS HUF217,580,429,718,421 $727,328,864,177
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF113,400,000,000 $379,074,043
FRAs HUF49,277,305,100,986 $164,724,402,811
VNS HUF733,347,438,958 $2,451,437,202
Inflation HUF0 $0
TotalHUF267,704,482,258,365$894,883,778,233
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR71,720,999,655,232 $1,010,368,382,831
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR71,720,999,655,232$1,010,368,382,831
ProductVolume
KRW
USD
Equivalent
IRS KRW2,254,525,998,143,420 $1,911,101,125,831
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,254,525,998,143,420$1,911,101,125,831
ProductVolume
MXN
USD
Equivalent
IRS MXN1,509,523,613,365 $77,738,367,152
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,509,523,613,365$77,738,367,152
ProductVolume
NOK
USD
Equivalent
IRS NOK10,710,573,664,833 $1,191,718,905,684
OIS NOK0 $0
Basis NOK281,331,480,000 $31,302,529,068
Zeroes NOK0 $0
FRAs NOK13,420,002,251,715 $1,493,185,229,676
VNS NOK65,931,404,873 $7,335,900,403
Inflation NOK0 $0
TotalNOK24,477,838,801,421$2,723,542,564,831
ProductVolume
NZD
USD
Equivalent
IRS NZD7,029,670,268,743 $4,479,305,895,243
OIS NZD0 $0
Basis NZD3,546,000,000 $2,259,511,200
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,032,270,481 $657,762,751
Inflation NZD0 $0
TotalNZD7,034,248,539,224$4,482,223,169,194
ProductVolume
PLN
USD
Equivalent
IRS PLN4,651,049,419,155 $1,190,546,739,318
OIS PLN0 $0
Basis PLN1,100,000,000 $281,571,167
Zeroes PLN1,700,000,000 $435,155,440
FRAs PLN981,397,074,925 $251,211,927,079
VNS PLN2,780,975,600 $711,856,859
Inflation PLN0 $0
TotalPLN5,638,027,469,680$1,443,187,249,863
ProductVolume
SEK
USD
Equivalent
IRS SEK31,460,601,833,518 $3,273,224,973,575
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,658,088,668 $276,552,949
FRAs SEK20,222,410,176,374 $2,103,980,666,532
VNS SEK51,580,671,182 $5,366,557,892
Inflation SEK0 $0
TotalSEK51,737,250,769,742$5,382,848,750,948
ProductVolume
SGD
USD
Equivalent
IRS SGD3,640,655,938,147 $2,650,255,469,278
OIS SGD0 $0
Basis SGD2,173,400,000 $1,582,150,397
Zeroes SGD1,080,000,000 $786,197,860
FRAs SGD0 $0
VNS SGD245,980,844 $179,064,456
Inflation SGD0 $0
TotalSGD3,644,155,318,991$2,652,802,881,991
ProductVolume
THB
USD
Equivalent
IRS THB8,488,896,432,235 $278,598,504,504
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB8,488,896,432,235$278,598,504,504
ProductVolume
TWD
USD
Equivalent
IRS TWD3,064,114,356,075 $99,094,930,826
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,064,114,356,075$99,094,930,826
ProductVolume
ZAR
USD
Equivalent
IRS ZAR32,353,559,741,405 $2,219,706,889,693
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR32,353,559,741,405$2,219,706,889,693
ProductUSD
Equivalent
IRS$176,540,664,533,758
OIS$85,036,159,018,558
Basis$36,376,395,334,302
Zeroes$663,092,457,417
FRAs$74,845,939,697,677
VNS$2,574,781,464,395
Inflation$6,263,251,005,267
Total$382,300,283,511,374

Figures as of COB Sep 13, 2019.

Notional Outstanding by Product

As of COB Sep 13, 2019

Daily Notional by Tenor

As of COB Sep 13, 2019

Notional Outstanding by Currency

As of COB Sep 13, 2019. *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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