Volumes

  • Client Notional Cleared (USD)
    $1,007,344,719,266,337
    Client Notional Outstanding (USD)
    $57,600,856,448,465
    As of COB May 24, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,932,103,000,000,000
    Trades Compressed
    19,912,662
  • 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 May 24, 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
$419,103,886,323
$3,643,536,588,857
$64,648,638,013,954
$26,486,002,487,233
EUR
€140,889,778,732
€1,168,664,242,207
€21,202,798,011,583
€13,203,906,606,476
GBP
£175,465,290,040
£540,810,776,805
£8,815,747,868,326
£4,329,551,200,585
JPY
¥2,086,773,725,000
¥5,452,698,985,000
¥155,669,599,795,354
¥136,966,929,029,883
CHF
CHF1,350,240,000
CHF12,574,746,933
CHF344,666,032,093
CHF285,476,334,357
AUD
$107,626,390,000
$1,254,031,976,501
$15,324,603,081,139
$5,414,381,809,912
CAD
$15,966,708,000
$91,228,332,247
$4,055,298,679,025
$1,887,110,844,463
Other*
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$55,357,854,944
$241,427,782,162
$5,108,832,377,035
$4,115,349,871,765
BRL
BRL0
BRL338,003,746
BRL942,028,592
BRL922,343,102
CLP
CLP0
CLP0
CLP219,613,064,934
CLP184,613,064,934
CNY
CNY20,635,193,596
CNY103,170,903,596
CNY2,439,989,161,050
CNY872,807,560,106
COP
COP0
COP0
COP3,000,000,000
COP3,000,000,000
CZK
CZK56,615,277,135
CZK308,253,988,595
CZK9,839,191,853,950
CZK5,364,802,429,216
DKK
DKK3,088,000,000
DKK14,371,500,000
DKK204,596,231,934
DKK676,610,956,072
HKD
HKD66,514,984,687
HKD221,811,624,687
HKD4,031,855,763,505
HKD4,057,635,798,180
HUF
HUF81,657,400,000
HUF3,245,383,014,117
HUF59,676,409,977,756
HUF31,609,637,398,787
INR
INR274,777,344,110
INR585,214,000,062
INR11,913,144,920,997
INR6,462,277,552,007
KRW
KRW7,093,061,535,680
KRW24,640,497,517,840
KRW422,315,119,748,573
KRW293,690,770,926,497
MXN
MXN0
MXN4,056,186,000
MXN423,277,472,813
MXN175,533,264,974
NOK
NOK38,689,555,000
NOK210,774,642,610
NOK3,679,106,596,581
NOK2,403,215,880,604
NZD
NZD2,463,500,000
NZD24,837,716,887
NZD604,842,096,052
NZD587,255,047,176
PLN
PLN1,480,170,000
PLN24,553,216,457
PLN971,825,166,077
PLN974,613,740,022
SEK
SEK86,808,895,286
SEK390,256,024,590
SEK9,531,837,549,167
SEK6,395,991,521,214
SGD
SGD8,998,700,000
SGD25,166,482,525
SGD509,975,144,141
SGD696,788,888,576
THB
THB33,493,000,000
THB102,544,120,000
THB768,596,550,900
THB419,365,607,110
TWD
TWD11,114,000,000
TWD51,980,000,000
TWD475,453,051,100
TWD270,547,365,716
ZAR
ZAR104,466,197,000
ZAR459,478,405,938
ZAR6,522,656,383,181
ZAR8,119,710,473,350
Total in USD$962,372,366,475$6,871,793,355,795$120,826,431,727,082$57,600,856,448,465

Figures as of COB May 24, 2019. Weekly figures as of COB May 24, 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 $101,142,717,139
OIS $229,198,846,000
Basis $33,418,360,000
Zeroes $0
FRAs $53,442,000,000
VNS $157,486,384
Inflation $1,744,476,800
Total$419,103,886,323
ProductVolume
EUR
USD
Equivalent
IRS €73,515,073,005 $82,414,072,592
OIS €28,356,615,000 $31,789,183,246
Basis €973,000,000 $1,090,781,650
Zeroes €0 $0
FRAs €35,724,300,000 $40,048,726,515
VNS €191,410,687 $214,580,951
Inflation €2,129,380,040 $2,387,141,494
Total€140,889,778,732$157,944,486,448
ProductVolume
GBP
USD
Equivalent
IRS £21,646,471,313 $27,524,570,598
OIS £151,686,359,000 $192,876,789,786
Basis £729,000,000 $926,959,950
Zeroes £0 $0
FRAs £0 $0
VNS £377,094,228 $479,494,166
Inflation £1,026,365,499 $1,305,075,050
Total£175,465,290,040$223,112,889,550
ProductVolume
JPY
USD
Equivalent
IRS ¥2,080,773,725,000 $19,029,436,417
OIS ¥0 $0
Basis ¥6,000,000,000 $54,872,194
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,086,773,725,000$19,084,308,611
ProductVolume
CHF
USD
Equivalent
IRS CHF1,300,240,000 $1,298,811,308
OIS CHF0 $0
Basis CHF50,000,000 $49,945,060
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,350,240,000$1,348,756,368
ProductVolume
AUD
USD
Equivalent
IRS $23,608,990,000 $16,350,406,025
OIS $82,416,000,000 $57,077,200,800
Basis $1,601,400,000 $1,109,049,570
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$107,626,390,000$74,536,656,395
ProductVolume
CAD
USD
Equivalent
IRS $15,466,708,000 $11,511,393,272
OIS $500,000,000 $372,134,564
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$15,966,708,000$11,883,527,836
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 CNY20,635,193,596 $2,990,499,416
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY20,635,193,596$2,990,499,416
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 CZK29,515,277,135 $1,280,350,380
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK27,100,000,000 $1,175,577,486
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK56,615,277,135$2,455,927,866
ProductVolume
DKK
USD
Equivalent
IRS DKK3,088,000,000 $463,545,341
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,088,000,000$463,545,341
ProductVolume
HKD
USD
Equivalent
IRS HKD61,362,984,687 $7,817,637,839
OIS HKD0 $0
Basis HKD5,152,000,000 $656,364,262
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD66,514,984,687$8,474,002,101
ProductVolume
HUF
USD
Equivalent
IRS HUF81,657,400,000 $281,034,554
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF81,657,400,000$281,034,554
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR274,777,344,110 $3,960,469,070
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR274,777,344,110$3,960,469,070
ProductVolume
KRW
USD
Equivalent
IRS KRW7,093,061,535,680 $5,981,617,237
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,093,061,535,680$5,981,617,237
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK11,089,555,000 $1,276,231,112
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK27,600,000,000 $3,176,320,302
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK38,689,555,000$4,452,551,414
ProductVolume
NZD
USD
Equivalent
IRS NZD2,463,500,000 $1,614,331,550
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,463,500,000$1,614,331,550
ProductVolume
PLN
USD
Equivalent
IRS PLN880,170,000 $229,917,455
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN600,000,000 $156,731,623
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,480,170,000$386,649,078
ProductVolume
SEK
USD
Equivalent
IRS SEK60,258,895,286 $6,319,327,501
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK26,550,000,000 $2,784,288,433
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK86,808,895,286$9,103,615,934
ProductVolume
SGD
USD
Equivalent
IRS SGD8,988,700,000 $6,535,810,369
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD10,000,000 $7,271,141
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,998,700,000$6,543,081,510
ProductVolume
THB
USD
Equivalent
IRS THB33,493,000,000 $1,052,081,043
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB33,493,000,000$1,052,081,043
ProductVolume
TWD
USD
Equivalent
IRS TWD11,114,000,000 $352,657,465
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD11,114,000,000$352,657,465
ProductVolume
ZAR
USD
Equivalent
IRS ZAR104,466,197,000 $7,245,791,365
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR104,466,197,000$7,245,791,365
ProductUSD
Equivalent
IRS$302,712,239,978
OIS$515,274,623,466
Basis$37,306,332,686
Zeroes$7,271,141
FRAs$100,783,644,359
VNS$851,561,501
Inflation$5,436,693,344
Total$962,372,366,475
Show:
ProductUSD
Equivalent
IRS $661,547,405,706
OIS $1,934,966,190,642
Basis $109,141,911,316
Zeroes $100,000,000
FRAs $923,052,620,000
VNS $1,246,922,802
Inflation $13,481,538,391
Total$3,643,536,588,857
ProductVolume
EUR
USD
Equivalent
IRS €360,541,181,614 $402,891,824,459
OIS €452,273,851,250 $505,406,020,196
Basis €5,259,200,000 $5,877,369,760
Zeroes €0 $0
FRAs €338,687,300,000 $378,588,438,915
VNS €890,659,303 $995,762,965
Inflation €11,012,050,040 $12,305,714,021
Total€1,168,664,242,207$1,306,065,130,316
ProductVolume
GBP
USD
Equivalent
IRS £94,940,786,851 $120,513,857,848
OIS £385,663,249,827 $489,477,186,054
Basis £7,981,284,000 $10,109,613,184
Zeroes £0 $0
FRAs £41,108,500,000 $52,114,869,575
VNS £818,126,028 $1,038,180,545
Inflation £10,298,830,099 $13,068,692,953
Total£540,810,776,805$686,322,400,159
ProductVolume
JPY
USD
Equivalent
IRS ¥5,294,558,985,000 $48,210,326,181
OIS ¥22,640,000,000 $205,306,848
Basis ¥135,500,000,000 $1,229,809,613
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,452,698,985,000$49,645,442,642
ProductVolume
CHF
USD
Equivalent
IRS CHF12,047,746,933 $11,961,062,064
OIS CHF250,000,000 $247,843,759
Basis CHF261,000,000 $259,435,626
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF16,000,000 $15,958,508
Inflation CHF0 $0
TotalCHF12,574,746,933$12,484,299,957
ProductVolume
AUD
USD
Equivalent
IRS $82,859,493,914 $57,185,691,504
OIS $1,166,247,000,000 $803,781,389,225
Basis $4,867,400,000 $3,358,315,270
Zeroes $0 $0
FRAs $0 $0
VNS $58,082,587 $40,108,931
Inflation $0 $0
Total$1,254,031,976,501$864,365,504,930
ProductVolume
CAD
USD
Equivalent
IRS $68,012,349,225 $50,636,929,835
OIS $23,214,400,000 $17,308,103,198
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $1,583,022 $1,173,739
Inflation $0 $0
Total$91,228,332,247$67,946,206,772
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL338,003,746 $83,497,918
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL338,003,746$83,497,918
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 CNY103,170,903,596 $14,937,265,545
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY103,170,903,596$14,937,265,545
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 CZK182,898,988,595 $7,914,523,133
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK125,355,000,000 $5,426,013,439
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK308,253,988,595$13,340,536,572
ProductVolume
DKK
USD
Equivalent
IRS DKK14,371,500,000 $2,150,223,018
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK14,371,500,000$2,150,223,018
ProductVolume
HKD
USD
Equivalent
IRS HKD214,859,624,687 $27,372,561,266
OIS HKD0 $0
Basis HKD6,952,000,000 $885,675,634
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD221,811,624,687$28,258,236,900
ProductVolume
HUF
USD
Equivalent
IRS HUF2,709,383,014,117 $9,268,932,713
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF4,000,000,000 $13,681,294
FRAs HUF532,000,000,000 $1,820,300,088
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,245,383,014,117$11,102,914,095
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR585,214,000,062 $8,417,047,868
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR585,214,000,062$8,417,047,868
ProductVolume
KRW
USD
Equivalent
IRS KRW24,640,497,517,840 $20,705,331,150
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW24,640,497,517,840$20,705,331,150
ProductVolume
MXN
USD
Equivalent
IRS MXN4,056,186,000 $213,031,857
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN4,056,186,000$213,031,857
ProductVolume
NOK
USD
Equivalent
IRS NOK90,165,526,000 $10,294,800,502
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK120,445,496,000 $13,774,785,494
VNS NOK163,620,610 $18,662,720
Inflation NOK0 $0
TotalNOK210,774,642,610$24,088,248,716
ProductVolume
NZD
USD
Equivalent
IRS NZD24,837,716,887 $16,175,289,218
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD24,837,716,887$16,175,289,218
ProductVolume
PLN
USD
Equivalent
IRS PLN17,493,216,457 $4,539,904,555
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,060,000,000 $1,834,064,608
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,553,216,457$6,373,969,163
ProductVolume
SEK
USD
Equivalent
IRS SEK280,565,824,590 $29,175,247,559
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK109,650,000,000 $11,409,027,918
VNS SEK40,200,000 $4,178,447
Inflation SEK0 $0
TotalSEK390,256,024,590$40,588,453,924
ProductVolume
SGD
USD
Equivalent
IRS SGD25,156,482,525 $18,260,585,178
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD10,000,000 $7,271,141
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD25,166,482,525$18,267,856,319
ProductVolume
THB
USD
Equivalent
IRS THB102,544,120,000 $3,214,924,189
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB102,544,120,000$3,214,924,189
ProductVolume
TWD
USD
Equivalent
IRS TWD51,980,000,000 $1,649,788,013
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD51,980,000,000$1,649,788,013
ProductVolume
ZAR
USD
Equivalent
IRS ZAR459,478,405,938 $31,861,167,697
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR459,478,405,938$31,861,167,697
ProductUSD
Equivalent
IRS$1,550,764,171,108
OIS$3,759,809,087,790
Basis$130,862,130,403
Zeroes$120,952,435
FRAs$1,388,020,120,037
VNS$3,360,948,657
Inflation$38,855,945,365
Total$6,871,793,355,795
Show:
ProductUSD
Equivalent
IRS $15,962,616,302,800
OIS $33,645,110,607,416
Basis $2,604,729,699,464
Zeroes $15,463,031,510
FRAs $12,241,171,604,673
VNS $29,588,861,010
Inflation $149,957,907,081
Total$64,648,638,013,954
ProductVolume
EUR
USD
Equivalent
IRS €8,123,012,051,516 $9,188,257,383,518
OIS €9,455,642,496,294 $10,684,917,461,923
Basis €97,009,900,000 $109,635,621,658
Zeroes €1,562,368,094 $1,771,874,808
FRAs €3,279,107,726,963 $3,711,030,750,812
VNS €20,142,166,773 $22,762,711,610
Inflation €226,321,301,943 $255,349,681,358
Total€21,202,798,011,583$23,973,725,485,687
ProductVolume
GBP
USD
Equivalent
IRS £2,073,231,848,323 $2,698,860,320,832
OIS £5,470,003,809,266 $7,118,999,311,040
Basis £211,634,430,610 $274,749,995,495
Zeroes £4,982,295,554 $6,450,639,052
FRAs £857,763,000,000 $1,113,803,278,950
VNS £7,605,960,755 $9,881,897,910
Inflation £190,526,523,818 $248,002,149,420
Total£8,815,747,868,326$11,470,747,592,699
ProductVolume
JPY
USD
Equivalent
IRS ¥130,042,364,391,828 $1,177,502,817,676
OIS ¥13,085,605,403,526 $118,546,087,521
Basis ¥11,663,730,000,000 $106,084,147,138
Zeroes ¥0 $0
FRAs ¥877,900,000,000 $7,916,780,067
VNS ¥0 $0
Inflation ¥0 $0
Total¥155,669,599,795,354$1,410,049,832,402
ProductVolume
CHF
USD
Equivalent
IRS CHF277,412,570,093 $277,127,375,150
OIS CHF44,065,700,000 $43,494,577,956
Basis CHF4,172,817,000 $4,167,873,106
Zeroes CHF0 $0
FRAs CHF18,932,250,000 $18,827,806,294
VNS CHF82,695,000 $82,844,892
Inflation CHF0 $0
TotalCHF344,666,032,093$343,700,477,398
ProductVolume
AUD
USD
Equivalent
IRS $1,702,287,163,472 $1,205,281,712,850
OIS $13,495,288,593,357 $9,531,902,881,978
Basis $126,216,665,700 $89,385,799,479
Zeroes $0 $0
FRAs $0 $0
VNS $810,658,610 $578,138,660
Inflation $0 $0
Total$15,324,603,081,139$10,827,148,532,967
ProductVolume
CAD
USD
Equivalent
IRS $1,745,141,788,556 $1,308,780,751,451
OIS $2,287,750,210,000 $1,717,992,021,081
Basis $22,115,400,000 $16,598,966,859
Zeroes $202,824,700 $151,325,225
FRAs $0 $0
VNS $88,455,769 $66,350,324
Inflation $0 $0
Total$4,055,298,679,025$3,043,589,414,940
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL942,028,592 $234,291,660
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL942,028,592$234,291,660
ProductVolume
CLP
USD
Equivalent
IRS CLP219,613,064,934 $324,024,958
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP219,613,064,934$324,024,958
ProductVolume
CNY
USD
Equivalent
IRS CNY2,439,989,161,050 $361,263,738,530
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,439,989,161,050$361,263,738,530
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,000,000,000 $950,728
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,000,000,000$950,728
ProductVolume
CZK
USD
Equivalent
IRS CZK5,665,186,707,950 $249,604,743,566
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK4,173,855,146,000 $183,448,451,781
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK9,839,191,853,950$433,059,925,728
ProductVolume
DKK
USD
Equivalent
IRS DKK204,501,790,013 $31,043,555,569
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK94,441,921 $14,329,358
Inflation DKK0 $0
TotalDKK204,596,231,934$31,057,884,927
ProductVolume
HKD
USD
Equivalent
IRS HKD3,931,564,663,505 $501,070,947,872
OIS HKD0 $0
Basis HKD99,884,000,000 $12,728,011,326
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD407,100,000 $51,870,734
Inflation HKD0 $0
TotalHKD4,031,855,763,505$513,850,829,932
ProductVolume
HUF
USD
Equivalent
IRS HUF39,743,529,977,756 $140,496,753,395
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF34,000,000,000 $121,512,306
FRAs HUF19,887,180,000,000 $70,507,513,625
VNS HUF11,700,000,000 $41,238,385
Inflation HUF0 $0
TotalHUF59,676,409,977,756$211,167,017,711
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,913,144,920,997 $169,891,270,364
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,913,144,920,997$169,891,270,364
ProductVolume
KRW
USD
Equivalent
IRS KRW422,315,119,748,573 $370,402,541,563
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW422,315,119,748,573$370,402,541,563
ProductVolume
MXN
USD
Equivalent
IRS MXN423,277,472,813 $22,085,680,232
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN423,277,472,813$22,085,680,232
ProductVolume
NOK
USD
Equivalent
IRS NOK1,835,512,495,528 $213,328,206,453
OIS NOK0 $0
Basis NOK51,260,000,000 $5,985,286,268
Zeroes NOK0 $0
FRAs NOK1,790,730,155,044 $208,165,086,702
VNS NOK1,603,946,009 $186,412,362
Inflation NOK0 $0
TotalNOK3,679,106,596,581$427,664,991,785
ProductVolume
NZD
USD
Equivalent
IRS NZD604,825,232,966 $408,302,176,804
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD16,863,086 $11,404,183
Inflation NZD0 $0
TotalNZD604,842,096,052$408,313,580,987
ProductVolume
PLN
USD
Equivalent
IRS PLN743,080,166,077 $195,419,627,618
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN228,745,000,000 $60,264,715,048
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN971,825,166,077$255,684,342,666
ProductVolume
SEK
USD
Equivalent
IRS SEK5,991,720,768,130 $645,058,764,619
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,537,892,000,000 $381,039,499,130
VNS SEK2,224,781,037 $242,311,528
Inflation SEK0 $0
TotalSEK9,531,837,549,167$1,026,340,575,277
ProductVolume
SGD
USD
Equivalent
IRS SGD509,375,144,141 $375,299,448,610
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD600,000,000 $443,272,856
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD509,975,144,141$375,742,721,466
ProductVolume
THB
USD
Equivalent
IRS THB768,596,550,900 $24,175,284,725
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB768,596,550,900$24,175,284,725
ProductVolume
TWD
USD
Equivalent
IRS TWD475,453,051,100 $15,363,469,531
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD475,453,051,100$15,363,469,531
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,522,656,383,181 $462,209,254,265
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,522,656,383,181$462,209,254,265
ProductUSD
Equivalent
IRS$35,834,109,174,247
OIS$63,030,855,170,007
Basis$3,224,065,400,793
Zeroes$24,401,655,757
FRAs$17,996,175,487,082
VNS$63,515,101,337
Inflation$653,309,737,859
Total$120,826,431,727,082
Show:
ProductUSD
Equivalent
IRS $10,754,780,639,411
OIS $8,526,417,268,069
Basis $3,009,629,713,415
Zeroes $4,667,601,638
FRAs $3,837,751,769,202
VNS $235,536,916,902
Inflation $117,218,578,595
Total$26,486,002,487,232
ProductVolume
EUR
USD
Equivalent
IRS €6,000,502,429,433 $6,726,863,248,516
OIS €5,519,072,838,823 $6,187,156,605,962
Basis €151,504,306,828 $169,843,903,170
Zeroes €10,064,819,144 $11,283,165,501
FRAs €1,197,205,793,234 $1,342,127,554,505
VNS €143,673,684,625 $161,065,384,149
Inflation €181,882,734,389 $203,899,639,387
Total€13,203,906,606,476$14,802,239,501,190
ProductVolume
GBP
USD
Equivalent
IRS £1,377,348,357,103 $1,751,367,303,475
OIS £2,129,208,824,297 $2,707,395,480,535
Basis £232,452,100,858 $295,574,468,846
Zeroes £11,739,197,080 $14,926,976,046
FRAs £323,992,173,244 $411,972,247,888
VNS £55,569,323,978 $70,659,173,904
Inflation £199,241,224,025 $253,345,178,409
Total£4,329,551,200,585$5,505,240,829,103
ProductVolume
JPY
USD
Equivalent
IRS ¥110,500,644,850,539 $1,010,568,794,646
OIS ¥11,640,874,094,026 $106,460,049,330
Basis ¥14,205,757,000,000 $129,916,841,191
Zeroes ¥0 $0
FRAs ¥611,900,000,000 $5,596,049,202
VNS ¥7,753,085,318 $70,904,800
Inflation ¥0 $0
Total¥136,966,929,029,883$1,252,612,639,169
ProductVolume
CHF
USD
Equivalent
IRS CHF239,469,607,673 $239,206,480,544
OIS CHF5,146,831,684 $5,141,176,390
Basis CHF31,000,300,000 $30,966,237,139
Zeroes CHF0 $0
FRAs CHF9,082,250,000 $9,072,270,502
VNS CHF777,345,000 $776,490,860
Inflation CHF0 $0
TotalCHF285,476,334,357$285,162,655,435
ProductVolume
AUD
USD
Equivalent
IRS $969,480,479,270 $671,413,705,918
OIS $4,330,332,854,846 $2,998,972,018,624
Basis $110,105,192,300 $76,253,350,927
Zeroes $23,102,501 $15,999,637
FRAs $0 $0
VNS $4,440,180,995 $3,075,047,348
Inflation $0 $0
Total$5,414,381,809,912$3,749,730,122,454
ProductVolume
CAD
USD
Equivalent
IRS $1,156,222,676,495 $860,540,842,881
OIS $693,437,983,954 $516,104,483,443
Basis $30,288,861,646 $22,543,064,637
Zeroes $419,882,571 $312,505,635
FRAs $0 $0
VNS $6,741,439,798 $5,017,445,518
Inflation $0 $0
Total$1,887,110,844,464$1,404,518,342,114
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL922,343,102 $229,724,309
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL922,343,102$229,724,309
ProductVolume
CLP
USD
Equivalent
IRS CLP184,613,064,934 $265,833,031
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP184,613,064,934$265,833,031
ProductVolume
CNY
USD
Equivalent
IRS CNY872,807,560,106 $126,489,266,346
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY872,807,560,106$126,489,266,346
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,000,000,000 $893,181
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,000,000,000$893,181
ProductVolume
CZK
USD
Equivalent
IRS CZK3,788,014,254,230 $164,321,190,944
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,575,068,807,936 $68,325,292,612
VNS CZK1,719,367,050 $74,584,841
Inflation CZK0 $0
TotalCZK5,364,802,429,216$232,721,068,397
ProductVolume
DKK
USD
Equivalent
IRS DKK671,232,954,120 $100,760,009,325
OIS DKK0 $0
Basis DKK3,350,000,000 $502,874,642
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,028,001,952 $304,427,091
Inflation DKK0 $0
TotalDKK676,610,956,072$101,567,311,058
ProductVolume
HKD
USD
Equivalent
IRS HKD3,797,435,498,180 $483,792,885,758
OIS HKD0 $0
Basis HKD259,607,000,000 $33,073,904,679
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD593,300,000 $75,586,358
Inflation HKD0 $0
TotalHKD4,057,635,798,180$516,942,376,795
ProductVolume
HUF
USD
Equivalent
IRS HUF23,706,878,459,918 $81,590,303,070
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF35,600,000,000 $122,522,026
FRAs HUF7,847,683,619,390 $27,008,823,029
VNS HUF19,475,319,479 $67,026,843
Inflation HUF0 $0
TotalHUF31,609,637,398,787$108,788,674,968
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,462,277,552,007 $93,143,233,670
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,462,277,552,007$93,143,233,670
ProductVolume
KRW
USD
Equivalent
IRS KRW293,690,770,926,497 $247,671,018,904
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW293,690,770,926,497$247,671,018,904
ProductVolume
MXN
USD
Equivalent
IRS MXN175,533,264,974 $9,209,993,440
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN175,533,264,974$9,209,993,440
ProductVolume
NOK
USD
Equivalent
IRS NOK1,326,705,734,853 $152,682,694,216
OIS NOK0 $0
Basis NOK73,495,840,000 $8,458,200,315
Zeroes NOK0 $0
FRAs NOK981,270,944,060 $112,928,652,948
VNS NOK21,743,361,691 $2,502,314,535
Inflation NOK0 $0
TotalNOK2,403,215,880,604$276,571,862,014
ProductVolume
NZD
USD
Equivalent
IRS NZD585,635,826,600 $383,767,157,171
OIS NZD0 $0
Basis NZD1,300,000,000 $851,890,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD319,220,576 $209,185,243
Inflation NZD0 $0
TotalNZD587,255,047,176$384,828,232,414
ProductVolume
PLN
USD
Equivalent
IRS PLN804,599,813,694 $210,177,058,067
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN168,794,363,528 $44,092,357,643
VNS PLN1,219,562,800 $318,573,429
Inflation PLN0 $0
TotalPLN974,613,740,022$254,587,989,139
ProductVolume
SEK
USD
Equivalent
IRS SEK4,393,512,562,403 $460,745,996,592
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,246,356
FRAs SEK1,988,555,541,208 $208,539,065,633
VNS SEK13,663,605,893 $1,432,897,169
Inflation SEK0 $0
TotalSEK6,395,991,521,214$670,745,205,750
ProductVolume
SGD
USD
Equivalent
IRS SGD695,467,188,576 $505,683,987,912
OIS SGD0 $0
Basis SGD461,700,000 $335,708,573
Zeroes SGD740,000,000 $538,064,422
FRAs SGD0 $0
VNS SGD120,000,000 $87,253,690
Inflation SGD0 $0
TotalSGD696,788,888,576$506,645,014,597
ProductVolume
THB
USD
Equivalent
IRS THB419,365,607,110 $13,173,099,014
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB419,365,607,110$13,173,099,014
ProductVolume
TWD
USD
Equivalent
IRS TWD270,547,365,716 $8,584,717,300
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD270,547,365,716$8,584,717,300
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,119,110,473,350 $563,142,741,346
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $41,616,092
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,119,710,473,350$563,184,357,438
ProductUSD
Equivalent
IRS$25,527,028,692,136
OIS$21,140,791,209,204
Basis$3,777,950,157,534
Zeroes$31,935,697,353
FRAs$6,067,414,083,164
VNS$481,273,212,680
Inflation$574,463,396,391
Total$57,600,856,448,462

Figures as of COB May 24, 2019.

Notional Outstanding by Product

As of COB May 24, 2019

Daily Notional by Tenor
 

As of COB May 24, 2019

Notional Outstanding by Tenor
 

As of COB May 24, 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
$1,142,708,521,555
$13,766,275,418,317
$256,388,253,329,633
$149,758,910,694,921
EUR
€494,618,534,977
€5,108,026,473,189
€108,127,660,674,520
€84,999,194,623,715
GBP
£426,270,936,831
£1,946,814,510,342
£43,111,048,770,754
£37,027,294,037,690
JPY
¥4,665,247,450,000
¥45,783,645,210,000
¥753,566,316,481,368
¥1,257,150,007,864,370
CHF
CHF4,729,180,000
CHF57,931,307,022
CHF2,748,268,127,247
CHF3,108,629,642,036
AUD
$375,247,580,000
$3,802,994,655,001
$51,425,598,748,057
$40,067,768,729,198
CAD
$61,172,682,410
$429,807,532,512
$13,886,266,975,188
$17,272,573,369,963
Other*
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Hide
$213,070,433,670
$1,030,084,947,629
$21,505,902,143,452
$28,782,942,653,078
BRL
BRL0
BRL4,129,281,814
BRL5,849,640,727
BRL5,829,955,237
CLP
CLP0
CLP0
CLP564,430,129,868
CLP529,430,129,868
CNY
CNY77,856,387,192
CNY370,633,087,192
CNY8,839,836,034,297
CNY8,952,847,055,835
COP
COP0
COP0
COP326,002,000,000
COP326,002,000,000
CZK
CZK305,012,554,270
CZK1,306,614,977,191
CZK36,985,457,834,914
CZK41,823,572,823,127
DKK
DKK7,960,000,000
DKK77,907,000,000
DKK753,824,630,684
DKK4,074,556,305,801
HKD
HKD209,218,115,843
HKD880,133,395,843
HKD17,298,306,738,765
HKD25,641,858,900,212
HUF
HUF273,514,800,000
HUF12,601,636,028,234
HUF296,522,327,947,568
HUF297,288,338,811,618
INR
INR743,320,688,220
INR3,211,244,889,888
INR52,005,722,028,678
INR72,287,123,938,851
KRW
KRW21,033,623,071,360
KRW77,114,776,732,396
KRW1,410,616,051,398,605
KRW1,862,469,853,702,700
MXN
MXN0
MXN8,112,372,000
MXN1,004,392,758,826
MXN1,402,509,856,619
NOK
NOK160,425,110,000
NOK848,067,085,220
NOK16,332,827,471,933
NOK20,859,506,783,416
NZD
NZD29,241,500,000
NZD216,224,943,774
NZD3,268,469,091,913
NZD6,662,793,820,375
PLN
PLN4,360,340,000
PLN99,902,327,914
PLN3,169,190,709,434
PLN4,894,976,716,957
SEK
SEK316,916,990,572
SEK1,213,915,075,180
SEK43,557,824,543,737
SEK48,411,451,632,674
SGD
SGD27,694,900,000
SGD112,364,025,051
SGD2,090,101,079,064
SGD3,904,092,753,048
THB
THB165,582,400,000
THB663,012,000,000
THB3,680,206,083,817
THB2,677,572,181,553
TWD
TWD28,228,000,000
TWD139,670,000,000
TWD1,490,668,029,011
TWD1,040,695,746,391
ZAR
ZAR476,950,394,000
ZAR2,073,671,811,877
ZAR25,608,340,824,861
ZAR28,879,310,828,145
Total in USD$2,805,091,901,193$26,387,618,412,480$512,637,770,764,450$376,118,942,888,516

Figures as of COB May 24, 2019. Weekly figures as of COB May 24, 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 $361,945,682,727
OIS $534,180,492,000
Basis $88,501,720,000
Zeroes $0
FRAs $153,668,000,000
VNS $308,560,228
Inflation $4,104,066,600
Total$1,142,708,521,555
ProductVolume
EUR
USD
Equivalent
IRS €298,579,180,038 $334,722,189,782
OIS €107,850,230,000 $120,905,500,342
Basis €3,232,000,000 $3,623,233,600
Zeroes €0 $0
FRAs €74,848,600,000 $83,909,023,030
VNS €554,460,859 $621,578,346
Inflation €9,554,064,080 $10,710,583,537
Total€494,618,534,977$554,492,108,637
ProductVolume
GBP
USD
Equivalent
IRS £76,656,099,435 $97,472,063,237
OIS £332,489,238,000 $422,776,690,579
Basis £8,886,392,620 $11,299,492,536
Zeroes £85,147,322 $108,269,077
FRAs £4,300,000,000 $5,467,665,000
VNS £754,188,456 $958,988,332
Inflation £3,099,870,998 $3,941,640,968
Total£426,270,936,831$542,024,809,729
ProductVolume
JPY
USD
Equivalent
IRS ¥4,617,107,450,000 $42,225,135,580
OIS ¥0 $0
Basis ¥48,140,000,000 $440,257,899
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,665,247,450,000$42,665,393,479
ProductVolume
CHF
USD
Equivalent
IRS CHF4,477,180,000 $4,472,260,513
OIS CHF0 $0
Basis CHF252,000,000 $251,723,105
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF4,729,180,000$4,723,983,618
ProductVolume
AUD
USD
Equivalent
IRS $80,226,780,000 $55,561,056,489
OIS $280,532,000,000 $194,282,436,600
Basis $14,488,800,000 $10,034,218,440
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$375,247,580,000$259,877,711,529
ProductVolume
CAD
USD
Equivalent
IRS $49,003,280,783 $36,471,629,043
OIS $12,164,000,000 $9,053,289,670
Basis $0 $0
Zeroes $3,502,000 $2,606,430
FRAs $0 $0
VNS $1,899,627 $1,413,833
Inflation $0 $0
Total$61,172,682,410$45,528,938,976
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 CNY77,856,387,192 $11,283,125,567
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY77,856,387,192$11,283,125,567
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 CZK133,612,554,270 $5,796,011,464
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK171,400,000,000 $7,435,202,256
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK305,012,554,270$13,231,213,720
ProductVolume
DKK
USD
Equivalent
IRS DKK7,960,000,000 $1,194,890,193
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,960,000,000$1,194,890,193
ProductVolume
HKD
USD
Equivalent
IRS HKD198,914,115,843 $25,341,637,578
OIS HKD0 $0
Basis HKD10,304,000,000 $1,312,728,524
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD209,218,115,843$26,654,366,102
ProductVolume
HUF
USD
Equivalent
IRS HUF273,514,800,000 $941,336,729
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF273,514,800,000$941,336,729
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR743,320,688,220 $10,713,760,280
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR743,320,688,220$10,713,760,280
ProductVolume
KRW
USD
Equivalent
IRS KRW21,033,623,071,360 $17,737,768,337
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW21,033,623,071,360$17,737,768,337
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK31,225,110,000 $3,593,512,711
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK129,200,000,000 $14,868,861,703
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK160,425,110,000$18,462,374,414
ProductVolume
NZD
USD
Equivalent
IRS NZD29,241,500,000 $19,161,954,950
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD29,241,500,000$19,161,954,950
ProductVolume
PLN
USD
Equivalent
IRS PLN3,160,340,000 $825,542,030
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,200,000,000 $313,463,246
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,360,340,000$1,139,005,276
ProductVolume
SEK
USD
Equivalent
IRS SEK175,816,990,572 $18,437,861,139
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK141,100,000,000 $14,797,103,501
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK316,916,990,572$33,234,964,640
ProductVolume
SGD
USD
Equivalent
IRS SGD27,674,900,000 $20,122,809,569
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD20,000,000 $14,542,282
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD27,694,900,000$20,137,351,851
ProductVolume
THB
USD
Equivalent
IRS THB165,582,400,000 $5,201,269,044
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB165,582,400,000$5,201,269,044
ProductVolume
TWD
USD
Equivalent
IRS TWD28,228,000,000 $895,700,460
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD28,228,000,000$895,700,460
ProductVolume
ZAR
USD
Equivalent
IRS ZAR476,950,394,000 $33,081,352,107
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR476,950,394,000$33,081,352,107
ProductUSD
Equivalent
IRS$1,096,484,789,249
OIS$1,291,912,169,471
Basis$115,463,374,104
Zeroes$125,417,789
FRAs$280,459,318,736
VNS$1,890,540,739
Inflation$18,756,291,105
Total$2,805,091,901,193
Show:
ProductUSD
Equivalent
IRS $2,217,099,601,829
OIS $5,364,561,530,080
Basis $449,262,822,632
Zeroes $200,000,000
FRAs $5,696,759,240,000
VNS $2,624,758,122
Inflation $35,767,465,654
Total$13,766,275,418,317
ProductVolume
EUR
USD
Equivalent
IRS €1,966,110,190,467 $2,196,569,881,004
OIS €1,340,581,741,733 $1,497,967,589,138
Basis €12,540,800,000 $14,019,652,940
Zeroes €0 $0
FRAs €1,734,906,600,000 $1,937,420,374,930
VNS €5,566,856,909 $6,218,293,575
Inflation €48,320,284,080 $53,997,684,728
Total€5,108,026,473,189$5,706,193,476,315
ProductVolume
GBP
USD
Equivalent
IRS £359,228,541,025 $455,924,630,916
OIS £1,084,498,931,858 $1,376,043,971,469
Basis £99,694,379,183 $126,334,048,991
Zeroes £705,941,718 $895,103,197
FRAs £371,049,710,592 $471,001,930,911
VNS £1,638,431,956 $2,079,130,325
Inflation £29,998,574,010 $38,067,819,919
Total£1,946,814,510,342$2,470,346,635,728
ProductVolume
JPY
USD
Equivalent
IRS ¥42,920,565,210,000 $389,730,738,971
OIS ¥2,053,280,000,000 $18,615,027,679
Basis ¥809,800,000,000 $7,358,474,699
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥45,783,645,210,000$415,704,241,349
ProductVolume
CHF
USD
Equivalent
IRS CHF41,949,307,022 $41,663,291,071
OIS CHF4,900,000,000 $4,872,213,775
Basis CHF2,050,000,000 $2,035,900,278
Zeroes CHF0 $0
FRAs CHF9,000,000,000 $8,953,516,929
VNS CHF32,000,000 $31,917,016
Inflation CHF0 $0
TotalCHF57,931,307,022$57,556,839,069
ProductVolume
AUD
USD
Equivalent
IRS $492,667,689,827 $339,897,628,168
OIS $3,264,192,000,000 $2,249,584,071,350
Basis $46,018,800,000 $31,751,008,740
Zeroes $0 $0
FRAs $0 $0
VNS $116,165,174 $80,217,861
Inflation $0 $0
Total$3,802,994,655,001$2,621,312,926,119
ProductVolume
CAD
USD
Equivalent
IRS $271,817,288,968 $202,335,885,692
OIS $155,129,800,000 $115,682,718,259
Basis $1,581,000,000 $1,174,046,980
Zeroes $90,744,000 $67,541,257
FRAs $0 $0
VNS $1,188,699,544 $883,735,766
Inflation $0 $0
Total$429,807,532,512$320,143,927,954
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL4,129,281,814 $1,020,066,900
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL4,129,281,814$1,020,066,900
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 CNY370,633,087,192 $53,664,473,718
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY370,633,087,192$53,664,473,718
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 CZK696,148,977,191 $30,127,685,447
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK610,466,000,000 $26,427,748,963
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,306,614,977,191$56,555,434,410
ProductVolume
DKK
USD
Equivalent
IRS DKK37,907,000,000 $5,671,799,768
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK40,000,000,000 $5,989,279,190
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK77,907,000,000$11,661,078,958
ProductVolume
HKD
USD
Equivalent
IRS HKD864,229,395,843 $110,100,629,695
OIS HKD0 $0
Basis HKD15,904,000,000 $2,026,139,698
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD880,133,395,843$112,126,769,393
ProductVolume
HUF
USD
Equivalent
IRS HUF8,247,636,028,234 $28,219,573,526
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,000,000,000 $27,362,589
FRAs HUF4,346,000,000,000 $14,861,525,664
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF12,601,636,028,234$43,108,461,779
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,211,244,889,888 $46,144,692,684
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,211,244,889,888$46,144,692,684
ProductVolume
KRW
USD
Equivalent
IRS KRW77,114,776,732,396 $64,804,199,913
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW77,114,776,732,396$64,804,199,913
ProductVolume
MXN
USD
Equivalent
IRS MXN8,112,372,000 $426,063,714
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN8,112,372,000$426,063,714
ProductVolume
NOK
USD
Equivalent
IRS NOK243,448,852,000 $27,800,432,444
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK604,290,992,000 $69,093,487,587
VNS NOK327,241,220 $37,325,439
Inflation NOK0 $0
TotalNOK848,067,085,220$96,931,245,470
ProductVolume
NZD
USD
Equivalent
IRS NZD216,224,943,774 $140,805,628,929
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD216,224,943,774$140,805,628,929
ProductVolume
PLN
USD
Equivalent
IRS PLN65,162,327,914 $16,913,897,889
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN34,740,000,000 $9,014,767,826
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN99,902,327,914$25,928,665,715
ProductVolume
SEK
USD
Equivalent
IRS SEK835,534,675,180 $86,866,694,520
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK378,300,000,000 $39,410,278,714
VNS SEK80,400,000 $8,356,893
Inflation SEK0 $0
TotalSEK1,213,915,075,180$126,285,330,127
ProductVolume
SGD
USD
Equivalent
IRS SGD112,344,025,051 $81,526,464,569
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD20,000,000 $14,542,282
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD112,364,025,051$81,541,006,851
ProductVolume
THB
USD
Equivalent
IRS THB663,012,000,000 $20,777,868,594
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB663,012,000,000$20,777,868,594
ProductVolume
TWD
USD
Equivalent
IRS TWD139,670,000,000 $4,433,938,439
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD139,670,000,000$4,433,938,439
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,073,671,811,877 $143,870,022,035
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,073,671,811,877$143,870,022,035
ProductUSD
Equivalent
IRS$6,660,251,097,751
OIS$10,673,471,814,434
Basis$633,962,094,958
Zeroes$1,204,549,325
FRAs$8,278,932,150,714
VNS$11,963,734,997
Inflation$127,832,970,301
Total$26,387,618,412,480
Show:
ProductUSD
Equivalent
IRS $54,866,763,905,148
OIS $90,412,565,326,768
Basis $10,516,845,558,380
Zeroes $43,479,028,453
FRAs $100,020,088,154,060
VNS $92,702,500,722
Inflation $435,808,856,102
Total$256,388,253,329,633
ProductVolume
EUR
USD
Equivalent
IRS €42,882,093,350,957 $48,513,308,199,436
OIS €31,745,206,290,194 $35,878,265,298,371
Basis €217,220,635,056 $245,615,893,402
Zeroes €3,615,600,181 $4,099,280,977
FRAs €32,218,614,185,435 $36,458,786,929,813
VNS €57,794,282,132 $65,201,087,864
Inflation €1,003,116,330,565 $1,132,960,196,591
Total€108,127,660,674,520$122,298,236,886,454
ProductVolume
GBP
USD
Equivalent
IRS £7,913,700,093,437 $10,299,635,583,846
OIS £18,703,042,078,120 $24,345,610,016,785
Basis £1,884,992,909,422 $2,449,486,208,854
Zeroes £33,154,855,338 $43,054,991,436
FRAs £13,890,869,163,030 $18,058,754,528,719
VNS £24,992,627,966 $32,559,427,952
Inflation £660,297,043,441 $858,754,291,686
Total£43,111,048,770,754$56,087,855,049,278
ProductVolume
JPY
USD
Equivalent
IRS ¥672,402,565,074,316 $6,095,927,316,489
OIS ¥46,053,513,407,052 $417,398,133,135
Basis ¥32,718,438,000,000 $297,292,761,555
Zeroes ¥0 $0
FRAs ¥2,391,800,000,000 $21,671,166,954
VNS ¥0 $0
Inflation ¥0 $0
Total¥753,566,316,481,368$6,832,289,378,133
ProductVolume
CHF
USD
Equivalent
IRS CHF1,010,516,925,941 $1,009,402,927,590
OIS CHF214,712,000,000 $213,026,171,274
Basis CHF38,251,408,554 $38,256,925,840
Zeroes CHF0 $0
FRAs CHF1,484,472,500,000 $1,482,318,906,544
VNS CHF315,292,752 $316,075,487
Inflation CHF0 $0
TotalCHF2,748,268,127,247$2,743,321,006,735
ProductVolume
AUD
USD
Equivalent
IRS $9,856,306,378,299 $6,987,320,017,463
OIS $40,700,414,817,404 $28,759,196,731,519
Basis $857,093,891,400 $607,779,267,408
Zeroes $10,050,000,000 $7,128,830,000
FRAs $0 $0
VNS $1,733,660,954 $1,236,933,916
Inflation $0 $0
Total$51,425,598,748,057$36,362,661,780,306
ProductVolume
CAD
USD
Equivalent
IRS $7,198,253,763,009 $5,400,409,017,195
OIS $6,484,895,420,000 $4,866,813,427,320
Basis $180,303,100,000 $134,900,620,208
Zeroes $2,583,717,179 $1,941,337,868
FRAs $0 $0
VNS $20,230,975,000 $15,186,787,868
Inflation $0 $0
Total$13,886,266,975,188$10,419,251,190,459
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,849,640,727 $1,455,394,811
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,849,640,727$1,455,394,811
ProductVolume
CLP
USD
Equivalent
IRS CLP564,430,129,868 $833,069,660
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP564,430,129,868$833,069,660
ProductVolume
CNY
USD
Equivalent
IRS CNY8,839,836,034,297 $1,308,575,127,937
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,839,836,034,297$1,308,575,127,937
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP326,002,000,000 $103,413,632
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP326,002,000,000$103,413,632
ProductVolume
CZK
USD
Equivalent
IRS CZK17,114,425,542,914 $753,621,851,733
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK19,870,732,292,000 $874,283,315,685
VNS CZK300,000,000 $13,460,762
Inflation CZK0 $0
TotalCZK36,985,457,834,914$1,627,918,628,180
ProductVolume
DKK
USD
Equivalent
IRS DKK703,835,746,842 $106,824,471,905
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK49,800,000,000 $7,467,920,700
VNS DKK188,883,842 $28,658,717
Inflation DKK0 $0
TotalDKK753,824,630,684$114,321,051,322
ProductVolume
HKD
USD
Equivalent
IRS HKD16,994,766,538,765 $2,166,068,729,098
OIS HKD0 $0
Basis HKD303,126,000,000 $38,625,810,464
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD414,200,000 $52,776,965
Inflation HKD0 $0
TotalHKD17,298,306,738,765$2,204,747,316,527
ProductVolume
HUF
USD
Equivalent
IRS HUF122,934,987,947,568 $434,468,050,748
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF68,000,000,000 $243,024,612
FRAs HUF173,249,540,000,000 $613,547,215,608
VNS HUF269,800,000,000 $955,580,477
Inflation HUF0 $0
TotalHUF296,522,327,947,568$1,049,213,871,445
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR52,005,722,028,678 $741,149,536,642
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR52,005,722,028,678$741,149,536,642
ProductVolume
KRW
USD
Equivalent
IRS KRW1,410,616,051,398,605 $1,237,802,953,242
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,410,616,051,398,605$1,237,802,953,242
ProductVolume
MXN
USD
Equivalent
IRS MXN1,004,392,758,826 $52,468,592,352
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,004,392,758,826$52,468,592,352
ProductVolume
NOK
USD
Equivalent
IRS NOK5,045,273,269,827 $586,683,273,603
OIS NOK0 $0
Basis NOK87,360,000,000 $10,198,534,613
Zeroes NOK0 $0
FRAs NOK11,196,986,310,088 $1,302,751,026,214
VNS NOK3,207,892,018 $372,824,723
Inflation NOK0 $0
TotalNOK16,332,827,471,933$1,900,005,659,153
ProductVolume
NZD
USD
Equivalent
IRS NZD3,268,435,365,742 $2,208,298,578,645
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD33,726,171 $22,808,366
Inflation NZD0 $0
TotalNZD3,268,469,091,913$2,208,321,387,011
ProductVolume
PLN
USD
Equivalent
IRS PLN2,170,062,709,434 $570,611,631,651
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN999,128,000,000 $263,216,987,102
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,169,190,709,434$833,828,618,753
ProductVolume
SEK
USD
Equivalent
IRS SEK18,740,274,981,663 $2,020,204,882,898
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK24,813,100,000,000 $2,685,754,704,861
VNS SEK4,449,562,074 $484,623,056
Inflation SEK0 $0
TotalSEK43,557,824,543,737$4,706,444,210,815
ProductVolume
SGD
USD
Equivalent
IRS SGD2,089,321,079,064 $1,539,322,434,335
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD780,000,000 $575,353,922
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,090,101,079,064$1,539,897,788,257
ProductVolume
THB
USD
Equivalent
IRS THB3,680,206,083,817 $115,701,358,547
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,680,206,083,817$115,701,358,547
ProductVolume
TWD
USD
Equivalent
IRS TWD1,490,668,029,011 $48,184,605,280
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,490,668,029,011$48,184,605,280
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,608,340,824,861 $1,814,929,559,886
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,608,340,824,861$1,814,929,559,886
ProductUSD
Equivalent
IRS$148,138,821,533,498
OIS$185,634,128,055,446
Basis$14,339,001,580,724
Zeroes$100,521,847,268
FRAs$161,788,640,856,260
VNS$209,133,546,875
Inflation$2,427,523,344,379
Total$512,637,770,764,450
Show:
ProductUSD
Equivalent
IRS $51,320,187,652,074
OIS $31,263,551,651,410
Basis $21,346,965,499,773
Zeroes $85,069,163,448
FRAs $43,411,111,235,452
VNS $1,160,260,846,626
Inflation $1,171,764,646,138
Total$149,758,910,694,921
ProductVolume
EUR
USD
Equivalent
IRS €44,348,445,553,078 $49,716,824,887,278
OIS €20,319,046,705,218 $22,778,667,308,884
Basis €1,044,891,444,399 $1,171,375,553,743
Zeroes €131,542,161,024 $147,465,339,616
FRAs €16,053,165,234,177 $17,996,400,885,774
VNS €658,500,528,417 $738,212,017,382
Inflation €2,443,602,997,404 $2,739,401,140,240
Total€84,999,194,623,717$95,288,347,132,917
ProductVolume
GBP
USD
Equivalent
IRS £10,994,830,490,105 $13,980,476,709,693
OIS £9,062,421,070,209 $11,523,321,511,825
Basis £6,005,957,904,057 $7,636,875,772,904
Zeroes £289,483,591,790 $368,092,861,140
FRAs £8,353,487,544,236 $10,621,877,086,873
VNS £271,596,915,915 $345,349,058,431
Inflation £2,049,516,521,379 $2,606,062,732,760
Total£37,027,294,037,691$47,082,055,733,626
ProductVolume
JPY
USD
Equivalent
IRS ¥988,966,005,452,475 $9,044,455,671,978
OIS ¥71,651,000,340,878 $655,274,592,719
Basis ¥195,186,631,000,000 $1,785,053,097,993
Zeroes ¥0 $0
FRAs ¥1,223,800,000,000 $11,192,098,404
VNS ¥122,571,071,017 $1,120,957,255
Inflation ¥0 $0
Total¥1,257,150,007,864,370$11,497,096,418,349
ProductVolume
CHF
USD
Equivalent
IRS CHF1,509,218,401,212 $1,507,560,085,118
OIS CHF127,581,131,121 $127,440,946,080
Basis CHF507,816,440,939 $507,258,456,637
Zeroes CHF3,141,680,159 $3,138,228,108
FRAs CHF957,892,170,713 $956,839,647,101
VNS CHF2,979,817,892 $2,976,543,694
Inflation CHF0 $0
TotalCHF3,108,629,642,036$3,105,213,906,738
ProductVolume
AUD
USD
Equivalent
IRS $15,181,590,326,529 $10,514,010,380,637
OIS $21,583,142,084,050 $14,947,405,050,309
Basis $3,263,057,522,023 $2,259,830,486,877
Zeroes $12,122,683,072 $8,395,564,161
FRAs $0 $0
VNS $27,856,113,524 $19,291,751,421
Inflation $0 $0
Total$40,067,768,729,198$27,748,933,233,405
ProductVolume
CAD
USD
Equivalent
IRS $13,238,164,438,623 $9,852,757,099,302
OIS $3,182,056,931,181 $2,368,306,736,515
Basis $660,719,004,669 $491,752,757,271
Zeroes $13,474,198,008 $10,028,429,598
FRAs $0 $0
VNS $178,158,797,482 $132,598,092,797
Inflation $0 $0
Total$17,272,573,369,963$12,855,443,115,483
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,829,955,237 $1,452,043,646
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,829,955,237$1,452,043,646
ProductVolume
CLP
USD
Equivalent
IRS CLP529,430,129,868 $762,351,332
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP529,430,129,868$762,351,332
ProductVolume
CNY
USD
Equivalent
IRS CNY8,952,847,055,835 $1,297,467,056,387
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,952,847,055,835$1,297,467,056,387
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP326,002,000,000 $97,059,647
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP326,002,000,000$97,059,647
ProductVolume
CZK
USD
Equivalent
IRS CZK29,249,482,879,678 $1,268,820,426,404
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK22,100,000,000 $958,681,271
FRAs CZK12,548,551,209,349 $544,346,652,612
VNS CZK3,438,734,100 $149,169,682
Inflation CZK0 $0
TotalCZK41,823,572,823,127$1,814,274,929,969
ProductVolume
DKK
USD
Equivalent
IRS DKK4,018,485,194,300 $603,222,179,669
OIS DKK0 $0
Basis DKK6,700,000,000 $1,005,749,283
Zeroes DKK15,500,000,000 $2,326,733,416
FRAs DKK30,000,000,000 $4,503,354,999
VNS DKK3,871,111,501 $581,099,644
Inflation DKK0 $0
TotalDKK4,074,556,305,801$611,639,117,011
ProductVolume
HKD
USD
Equivalent
IRS HKD24,804,464,300,212 $3,160,086,160,576
OIS HKD0 $0
Basis HKD836,608,000,000 $106,583,771,801
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD786,600,000 $100,212,758
Inflation HKD0 $0
TotalHKD25,641,858,900,212$3,266,770,145,135
ProductVolume
HUF
USD
Equivalent
IRS HUF213,164,317,570,115 $733,632,700,888
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF97,200,000,000 $334,526,432
FRAs HUF83,315,770,602,545 $286,742,051,909
VNS HUF711,050,638,958 $2,447,173,179
Inflation HUF0 $0
TotalHUF297,288,338,811,618$1,023,156,452,408
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR72,287,123,938,851 $1,041,901,469,283
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR72,287,123,938,851$1,041,901,469,283
ProductVolume
KRW
USD
Equivalent
IRS KRW1,862,469,853,702,700 $1,570,630,922,072
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,862,469,853,702,700$1,570,630,922,072
ProductVolume
MXN
USD
Equivalent
IRS MXN1,402,509,856,619 $73,587,798,763
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,402,509,856,619$73,587,798,763
ProductVolume
NOK
USD
Equivalent
IRS NOK9,318,906,706,164 $1,072,457,701,560
OIS NOK0 $0
Basis NOK186,151,480,000 $21,423,069,752
Zeroes NOK0 $0
FRAs NOK11,308,632,654,327 $1,301,443,459,695
VNS NOK45,815,942,925 $5,272,685,133
Inflation NOK0 $0
TotalNOK20,859,506,783,416$2,400,596,916,140
ProductVolume
NZD
USD
Equivalent
IRS NZD6,657,026,437,439 $4,362,349,424,454
OIS NZD0 $0
Basis NZD4,846,000,000 $3,175,583,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD921,382,936 $603,782,238
Inflation NZD0 $0
TotalNZD6,662,793,820,375$4,366,128,790,492
ProductVolume
PLN
USD
Equivalent
IRS PLN3,936,847,446,105 $1,028,380,817,644
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN2,630,000,000 $687,006,948
FRAs PLN953,012,395,252 $248,945,299,423
VNS PLN2,486,875,600 $649,620,083
Inflation PLN0 $0
TotalPLN4,894,976,716,957$1,278,662,744,098
ProductVolume
SEK
USD
Equivalent
IRS SEK27,930,300,442,382 $2,929,040,017,448
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,658,088,668 $278,752,751
FRAs SEK20,428,782,463,334 $2,142,358,671,232
VNS SEK49,710,638,290 $5,213,135,789
Inflation SEK0 $0
TotalSEK48,411,451,632,674$5,076,890,577,220
ProductVolume
SGD
USD
Equivalent
IRS SGD3,900,829,353,048 $2,836,347,962,661
OIS SGD0 $0
Basis SGD1,963,400,000 $1,427,615,793
Zeroes SGD1,060,000,000 $770,740,929
FRAs SGD0 $0
VNS SGD240,000,000 $174,507,380
Inflation SGD0 $0
TotalSGD3,904,092,753,048$2,838,720,826,763
ProductVolume
THB
USD
Equivalent
IRS THB2,677,572,181,553 $84,107,811,577
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,677,572,181,553$84,107,811,577
ProductVolume
TWD
USD
Equivalent
IRS TWD1,040,695,746,391 $33,022,235,329
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,040,695,746,391$33,022,235,329
ProductVolume
ZAR
USD
Equivalent
IRS ZAR28,878,110,828,145 $2,002,990,173,619
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $83,232,183
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR28,879,310,828,145$2,003,073,405,802
ProductUSD
Equivalent
IRS$168,994,630,270,109
OIS$84,705,966,326,672
Basis$35,332,727,415,627
Zeroes$627,629,260,001
FRAs$77,525,760,443,474
VNS$2,415,000,653,492
Inflation$6,517,228,519,138
Total$376,118,942,888,513

Figures as of COB May 24, 2019.

Notional Outstanding by Product

As of COB May 24, 2019

Daily Notional by Tenor

As of COB May 24, 2019

Notional Outstanding by Currency

As of COB May 24, 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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