Volumes

  • Client Notional Cleared (USD)
    $833,740,634,851,829
    Client Notional Outstanding (USD)
    $48,792,007,690,414
    As of COB Oct 19, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,436,569,000,000,000
    Trades Compressed
    17,250,344
  • 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 Oct 19, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$798,756,110,943
$3,274,531,664,398
$117,829,825,323,446
$23,602,989,145,495
EUR
€422,305,690,567
€1,419,627,435,788
€31,961,586,279,346
€11,175,510,160,880
GBP
£101,933,983,485
£418,199,392,333
£18,348,956,857,244
£3,330,834,009,249
JPY
¥1,460,271,834,000
¥7,136,493,413,446
¥286,976,044,325,069
¥126,770,363,994,997
CHF
CHF17,319,305,426
CHF22,569,212,648
CHF986,191,976,850
CHF268,857,507,402
AUD
$47,926,550,000
$104,502,134,210
$5,880,600,648,493
$1,497,319,199,140
CAD
$41,857,843,000
$236,948,977,448
$11,105,424,925,064
$2,535,067,654,344
Other*
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$45,877,189,575
$227,713,066,787
$8,492,143,880,339
$3,581,443,104,180
CNY
CNY27,218,000,000
CNY73,143,030,000
CNY867,226,743,417
CNY325,972,615,103
CZK
CZK18,024,700,316
CZK193,725,513,082
CZK14,090,899,000,999
CZK4,041,605,207,252
DKK
DKK933,561,691
DKK20,536,862,300
DKK425,541,285,415
DKK702,773,008,053
HKD
HKD14,612,626,752
HKD75,733,688,796
HKD5,130,406,166,910
HKD3,074,233,721,374
HUF
HUF501,095,910,622
HUF1,997,221,247,562
HUF157,101,997,841,571
HUF33,460,939,247,562
INR
INR24,050,000,000
INR883,903,311,296
INR10,351,878,369,975
INR4,650,585,084,011
KRW
KRW9,639,773,844,286
KRW34,820,911,841,428
KRW450,743,140,124,518
KRW240,101,542,885,785
MXN
MXN1,128,275,000
MXN9,511,424,592
MXN640,147,765,946
MXN292,415,736,710
NOK
NOK14,924,909,000
NOK90,202,909,344
NOK6,098,741,376,352
NOK1,550,446,957,012
NZD
NZD2,272,600,000
NZD25,266,925,452
NZD1,213,433,817,380
NZD542,046,647,964
PLN
PLN24,603,527,729
PLN90,923,670,170
PLN1,987,256,819,429
PLN995,276,373,052
SEK
SEK112,912,747,000
SEK552,628,491,890
SEK20,492,190,211,195
SEK7,186,172,831,609
SGD
SGD3,439,510,000
SGD15,484,105,882
SGD763,933,711,921
SGD534,103,246,894
ZAR
ZAR50,376,695,690
ZAR291,745,035,014
ZAR9,192,835,906,544
ZAR6,415,092,287,301
Total in USD$1,560,196,026,810$6,027,640,451,231$205,755,866,848,231$48,792,007,690,414

Figures as of COB Oct 19, 2018. Weekly figures as of COB Oct 19, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $167,482,765,456
OIS $270,715,931,334
Basis $72,160,529,958
Zeroes $0
FRAs $286,967,500,000
VNS $294,784,195
Inflation $1,134,600,000
Total$798,756,110,943
ProductVolume
EUR
USD
Equivalent
IRS €125,470,939,960 $144,391,957,706
OIS €186,647,140,000 $214,793,528,712
Basis €745,530,000 $857,955,924
Zeroes €0 $0
FRAs €107,919,000,000 $124,193,185,200
VNS €258,315,639 $297,269,637
Inflation €1,264,764,968 $1,455,491,525
Total€422,305,690,567$485,989,388,704
ProductVolume
GBP
USD
Equivalent
IRS £13,524,491,040 $17,674,481,116
OIS £70,956,430,000 $92,729,410,546
Basis £220,400,000 $288,029,740
Zeroes £7,990,000 $10,441,732
FRAs £16,295,000,000 $21,295,120,750
VNS £71,047,445 $92,848,354
Inflation £858,625,000 $1,122,094,081
Total£101,933,983,485$133,212,426,319
ProductVolume
JPY
USD
Equivalent
IRS ¥1,210,571,834,000 $10,751,559,430
OIS ¥225,000,000,000 $1,998,312,536
Basis ¥24,700,000,000 $219,370,310
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,460,271,834,000$12,969,242,276
ProductVolume
CHF
USD
Equivalent
IRS CHF5,969,305,426 $5,986,366,571
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF11,350,000,000 $11,382,439,954
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,319,305,426$17,368,806,525
ProductVolume
AUD
USD
Equivalent
IRS $7,516,550,000 $5,349,904,463
OIS $39,900,000,000 $28,398,825,000
Basis $510,000,000 $362,992,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$47,926,550,000$34,111,721,963
ProductVolume
CAD
USD
Equivalent
IRS $20,672,843,000 $15,760,343,829
OIS $21,185,000,000 $16,150,796,676
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$41,857,843,000$31,911,140,505
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY27,218,000,000 $3,927,731,359
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY27,218,000,000$3,927,731,359
ProductVolume
CZK
USD
Equivalent
IRS CZK18,024,700,316 $802,256,607
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK18,024,700,316$802,256,607
ProductVolume
DKK
USD
Equivalent
IRS DKK933,561,691 $144,011,491
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK933,561,691$144,011,491
ProductVolume
HKD
USD
Equivalent
IRS HKD14,425,626,752 $1,839,698,360
OIS HKD0 $0
Basis HKD187,000,000 $23,848,086
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,612,626,752$1,863,546,446
ProductVolume
HUF
USD
Equivalent
IRS HUF117,095,910,622 $417,156,789
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF384,000,000,000 $1,368,008,550
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF501,095,910,622$1,785,165,339
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR24,050,000,000 $327,768,313
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR24,050,000,000$327,768,313
ProductVolume
KRW
USD
Equivalent
IRS KRW9,639,773,844,286 $8,512,016,746
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,639,773,844,286$8,512,016,746
ProductVolume
MXN
USD
Equivalent
IRS MXN1,128,275,000 $58,464,388
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,128,275,000$58,464,388
ProductVolume
NOK
USD
Equivalent
IRS NOK8,274,909,000 $1,007,243,591
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK6,650,000,000 $809,455,413
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK14,924,909,000$1,816,699,004
ProductVolume
NZD
USD
Equivalent
IRS NZD2,272,600,000 $1,496,961,620
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD2,272,600,000$1,496,961,620
ProductVolume
PLN
USD
Equivalent
IRS PLN23,153,527,729 $6,204,967,969
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,450,000,000 $388,588,886
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN24,603,527,729$6,593,556,855
ProductVolume
SEK
USD
Equivalent
IRS SEK33,112,747,000 $3,683,348,109
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK79,800,000,000 $8,876,677,586
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK112,912,747,000$12,560,025,695
ProductVolume
SGD
USD
Equivalent
IRS SGD3,439,510,000 $2,497,465,873
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,439,510,000$2,497,465,873
ProductVolume
ZAR
USD
Equivalent
IRS ZAR50,376,695,690 $3,491,519,839
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR50,376,695,690$3,491,519,839
ProductUSD
Equivalent
IRS$401,480,221,312
OIS$625,114,573,117
Basis$73,912,726,518
Zeroes$10,441,732
FRAs$455,280,976,339
VNS$684,902,186
Inflation$3,712,185,606
Total$1,560,196,026,810
Show:
ProductUSD
Equivalent
IRS $744,744,953,774
OIS $1,354,395,731,334
Basis $347,169,479,958
Zeroes $200,000,000
FRAs $821,791,300,000
VNS $1,808,489,082
Inflation $4,421,710,250
Total$3,274,531,664,398
ProductVolume
EUR
USD
Equivalent
IRS €571,548,356,461 $658,557,152,860
OIS €580,990,406,324 $668,785,204,106
Basis €1,941,030,000 $2,234,909,724
Zeroes €102,710,000 $117,767,398
FRAs €259,929,000,000 $298,926,829,700
VNS €1,211,066,035 $1,397,823,420
Inflation €3,904,866,968 $4,499,561,239
Total€1,419,627,435,788$1,634,519,248,447
ProductVolume
GBP
USD
Equivalent
IRS £95,985,266,569 $125,798,145,924
OIS £259,526,638,095 $340,247,856,923
Basis £4,574,611,246 $6,016,908,328
Zeroes £108,565,975 $142,687,066
FRAs £44,794,700,000 $58,638,186,690
VNS £289,670,028 $379,119,477
Inflation £12,919,940,420 $16,975,191,310
Total£418,199,392,333$548,198,095,718
ProductVolume
JPY
USD
Equivalent
IRS ¥5,989,203,413,446 $53,332,037,038
OIS ¥808,660,000,000 $7,195,697,157
Basis ¥338,630,000,000 $3,021,460,533
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,136,493,413,446$63,549,194,728
ProductVolume
CHF
USD
Equivalent
IRS CHF11,209,312,648 $11,271,601,388
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF11,350,000,000 $11,382,439,954
VNS CHF9,900,000 $10,000,000
Inflation CHF0 $0
TotalCHF22,569,212,648$22,664,041,342
ProductVolume
AUD
USD
Equivalent
IRS $43,664,175,794 $31,105,370,795
OIS $58,374,055,173 $41,538,586,285
Basis $2,273,139,850 $1,621,066,823
Zeroes $0 $0
FRAs $0 $0
VNS $190,763,393 $135,744,808
Inflation $0 $0
Total$104,502,134,210$74,400,768,711
ProductVolume
CAD
USD
Equivalent
IRS $72,131,638,761 $55,324,247,201
OIS $164,483,400,000 $126,482,147,801
Basis $300,000,000 $231,839,258
Zeroes $0 $0
FRAs $0 $0
VNS $33,938,687 $26,136,840
Inflation $0 $0
Total$236,948,977,448$182,064,371,100
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY73,143,030,000 $10,562,753,760
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY73,143,030,000$10,562,753,760
ProductVolume
CZK
USD
Equivalent
IRS CZK142,435,513,082 $6,358,065,954
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK51,290,000,000 $2,290,641,947
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK193,725,513,082$8,648,707,901
ProductVolume
DKK
USD
Equivalent
IRS DKK20,536,862,300 $3,185,106,891
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK20,536,862,300$3,185,106,891
ProductVolume
HKD
USD
Equivalent
IRS HKD73,376,688,796 $9,361,072,004
OIS HKD0 $0
Basis HKD2,357,000,000 $300,734,455
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD75,733,688,796$9,661,806,459
ProductVolume
HUF
USD
Equivalent
IRS HUF1,028,221,247,562 $3,669,672,065
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF969,000,000,000 $3,445,241,751
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,997,221,247,562$7,114,913,816
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR883,903,311,296 $12,010,901,420
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR883,903,311,296$12,010,901,420
ProductVolume
KRW
USD
Equivalent
IRS KRW34,820,911,841,428 $30,762,378,063
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW34,820,911,841,428$30,762,378,063
ProductVolume
MXN
USD
Equivalent
IRS MXN9,511,424,592 $502,890,506
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN9,511,424,592$502,890,506
ProductVolume
NOK
USD
Equivalent
IRS NOK34,404,606,145 $4,196,261,067
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK55,330,000,000 $6,715,472,530
VNS NOK468,303,199 $57,067,698
Inflation NOK0 $0
TotalNOK90,202,909,344$10,968,801,295
ProductVolume
NZD
USD
Equivalent
IRS NZD25,266,925,452 $16,588,150,949
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD25,266,925,452$16,588,150,949
ProductVolume
PLN
USD
Equivalent
IRS PLN55,713,670,170 $14,948,998,314
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN35,210,000,000 $9,448,245,532
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN90,923,670,170$24,397,243,846
ProductVolume
SEK
USD
Equivalent
IRS SEK268,357,491,890 $29,910,948,296
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK284,271,000,000 $31,778,040,980
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK552,628,491,890$61,688,989,276
ProductVolume
SGD
USD
Equivalent
IRS SGD15,484,105,882 $11,244,773,382
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD15,484,105,882$11,244,773,382
ProductVolume
ZAR
USD
Equivalent
IRS ZAR291,745,035,014 $20,375,649,223
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR291,745,035,014$20,375,649,223
ProductUSD
Equivalent
IRS$1,841,800,229,454
OIS$2,550,656,125,026
Basis$360,596,399,079
Zeroes$460,454,464
FRAs$1,244,416,399,084
VNS$3,814,381,325
Inflation$25,896,462,799
Total$6,027,640,451,231
Show:
ProductUSD
Equivalent
IRS $31,560,691,071,301
OIS $55,165,021,333,683
Basis $7,163,031,765,057
Zeroes $7,860,882,749
FRAs $23,683,291,460,000
VNS $78,976,229,679
Inflation $170,952,580,977
Total$117,829,825,323,446
ProductVolume
EUR
USD
Equivalent
IRS €15,116,153,634,081 $17,994,092,581,440
OIS €13,611,813,250,437 $16,157,365,730,906
Basis €137,969,115,182 $163,886,819,940
Zeroes €8,333,840,084 $9,934,072,466
FRAs €2,802,067,844,592 $3,299,397,265,341
VNS €40,160,431,815 $47,655,939,311
Inflation €245,088,163,155 $292,356,828,769
Total€31,961,586,279,346$37,964,689,238,173
ProductVolume
GBP
USD
Equivalent
IRS £4,622,220,897,593 $6,240,279,647,794
OIS £11,529,749,525,858 $15,583,312,084,413
Basis £330,285,473,516 $447,694,913,809
Zeroes £14,519,221,280 $19,731,077,875
FRAs £1,619,235,182,970 $2,189,656,762,367
VNS £20,391,454,313 $27,497,717,473
Inflation £212,555,101,714 $285,303,265,357
Total£18,348,956,857,244$24,793,475,469,088
ProductVolume
JPY
USD
Equivalent
IRS ¥234,281,820,507,206 $2,130,303,356,464
OIS ¥27,643,881,800,000 $252,105,602,649
Basis ¥22,020,822,017,863 $200,304,670,261
Zeroes ¥0 $0
FRAs ¥3,026,480,000,000 $27,380,744,926
VNS ¥3,040,000,000 $27,331,985
Inflation ¥0 $0
Total¥286,976,044,325,069$2,610,121,706,285
ProductVolume
CHF
USD
Equivalent
IRS CHF661,612,114,850 $681,828,786,256
OIS CHF10,923,500,000 $11,160,074,665
Basis CHF24,448,012,000 $25,367,675,482
Zeroes CHF0 $0
FRAs CHF289,068,550,000 $296,504,746,569
VNS CHF139,800,000 $142,091,229
Inflation CHF0 $0
TotalCHF986,191,976,850$1,015,003,374,201
ProductVolume
AUD
USD
Equivalent
IRS $2,489,040,613,495 $1,871,112,651,624
OIS $3,290,537,525,763 $2,512,888,170,947
Basis $95,525,319,850 $71,689,310,404
Zeroes $3,130,000,000 $2,281,263,000
FRAs $0 $0
VNS $2,367,189,385 $1,788,736,480
Inflation $0 $0
Total$5,880,600,648,493$4,459,760,132,455
ProductVolume
CAD
USD
Equivalent
IRS $3,205,278,049,250 $2,489,889,277,906
OIS $7,876,498,469,999 $6,082,571,844,104
Basis $21,787,490,000 $16,936,549,297
Zeroes $135,096,311 $104,516,344
FRAs $0 $0
VNS $1,725,819,504 $1,345,536,593
Inflation $0 $0
Total$11,105,424,925,064$8,590,847,724,244
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY867,226,743,417 $127,798,860,165
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY867,226,743,417$127,798,860,165
ProductVolume
CZK
USD
Equivalent
IRS CZK8,388,741,573,839 $392,393,450,871
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK5,701,515,000,000 $263,066,676,088
VNS CZK642,427,160 $29,574,982
Inflation CZK0 $0
TotalCZK14,090,899,000,999$655,489,701,941
ProductVolume
DKK
USD
Equivalent
IRS DKK411,994,785,415 $66,474,039,513
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK46,500,000 $7,409,940
Inflation DKK0 $0
TotalDKK425,541,285,415$68,721,734,017
ProductVolume
HKD
USD
Equivalent
IRS HKD5,008,128,566,910 $638,609,198,482
OIS HKD0 $0
Basis HKD122,064,000,000 $15,570,898,392
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD213,600,000 $27,217,917
Inflation HKD0 $0
TotalHKD5,130,406,166,910$654,207,314,791
ProductVolume
HUF
USD
Equivalent
IRS HUF102,861,904,235,196 $390,882,445,173
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF54,236,376,328,000 $203,079,204,239
VNS HUF3,717,278,375 $13,908,463
Inflation HUF0 $0
TotalHUF157,101,997,841,571$593,975,557,875
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR10,351,878,369,975 $145,461,500,581
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR10,351,878,369,975$145,461,500,581
ProductVolume
KRW
USD
Equivalent
IRS KRW450,743,140,124,518 $402,745,941,756
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW450,743,140,124,518$402,745,941,756
ProductVolume
MXN
USD
Equivalent
IRS MXN640,147,765,946 $33,738,296,430
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN640,147,765,946$33,738,296,430
ProductVolume
NOK
USD
Equivalent
IRS NOK2,840,287,958,398 $352,380,787,091
OIS NOK0 $0
Basis NOK92,581,300,000 $11,666,777,219
Zeroes NOK0 $0
FRAs NOK3,159,659,014,534 $394,954,232,995
VNS NOK6,213,103,420 $769,951,866
Inflation NOK0 $0
TotalNOK6,098,741,376,352$759,771,749,171
ProductVolume
NZD
USD
Equivalent
IRS NZD1,213,222,111,513 $843,425,483,548
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD211,705,867 $140,448,487
Inflation NZD0 $0
TotalNZD1,213,433,817,380$843,565,932,035
ProductVolume
PLN
USD
Equivalent
IRS PLN1,473,275,666,423 $414,740,270,874
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN513,981,153,006 $143,308,688,313
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,987,256,819,429$558,048,959,187
ProductVolume
SEK
USD
Equivalent
IRS SEK11,187,873,293,499 $1,300,264,460,160
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK9,299,736,055,312 $1,083,134,054,680
VNS SEK4,580,862,384 $528,874,290
Inflation SEK0 $0
TotalSEK20,492,190,211,195$2,383,927,389,130
ProductVolume
SGD
USD
Equivalent
IRS SGD763,107,711,921 $567,906,278,404
OIS SGD0 $0
Basis SGD642,000,000 $484,060,615
Zeroes SGD64,000,000 $47,459,472
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD763,933,711,921$568,529,213,133
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,192,226,906,544 $696,115,925,918
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $45,048,153
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR9,192,835,906,544$696,161,730,127
ProductUSD
Equivalent
IRS$69,195,672,811,170
OIS$95,909,886,341,948
Basis$8,116,633,440,476
Zeroes$40,004,320,059
FRAs$31,586,014,120,082
VNS$159,043,139,393
Inflation$748,612,675,103
Total$205,755,866,848,231
Show:
ProductUSD
Equivalent
IRS $10,495,257,884,273
OIS $6,564,524,195,815
Basis $3,336,874,318,747
Zeroes $5,406,707,813
FRAs $2,911,061,142,916
VNS $220,893,862,180
Inflation $68,971,033,750
Total$23,602,989,145,494
ProductVolume
EUR
USD
Equivalent
IRS €5,797,495,896,476 $6,671,758,277,664
OIS €4,214,897,744,408 $4,850,504,324,265
Basis €137,748,906,828 $158,521,441,978
Zeroes €14,590,118,629 $16,790,308,518
FRAs €770,188,764,648 $886,333,230,357
VNS €118,697,022,050 $136,596,532,975
Inflation €121,891,707,842 $140,272,977,384
Total€11,175,510,160,881$12,860,777,093,141
ProductVolume
GBP
USD
Equivalent
IRS £1,300,022,011,371 $1,698,933,765,560
OIS £1,379,536,657,224 $1,802,847,480,493
Basis £159,869,498,716 $208,925,454,397
Zeroes £15,610,913,129 $20,401,121,823
FRAs £271,425,505,870 $354,712,422,346
VNS £52,947,816,262 $69,194,853,682
Inflation £151,421,606,677 $197,885,326,686
Total£3,330,834,009,249$4,352,900,424,987
ProductVolume
JPY
USD
Equivalent
IRS ¥98,441,297,187,179 $874,295,458,832
OIS ¥9,546,833,722,500 $84,789,144,478
Basis ¥18,724,480,000,000 $166,299,391,625
Zeroes ¥0 $0
FRAs ¥50,000,000,000 $444,069,452
VNS ¥7,753,085,318 $68,858,167
Inflation ¥0 $0
Total¥126,770,363,994,997$1,125,896,922,554
ProductVolume
CHF
USD
Equivalent
IRS CHF197,729,977,530 $198,295,118,619
OIS CHF6,441,131,684 $6,459,541,377
Basis CHF32,651,117,000 $32,744,438,650
Zeroes CHF0 $0
FRAs CHF31,350,881,188 $31,440,486,575
VNS CHF684,400,000 $686,356,115
Inflation CHF0 $0
TotalCHF268,857,507,402$269,625,941,336
ProductVolume
AUD
USD
Equivalent
IRS $861,972,161,421 $613,508,685,891
OIS $566,001,627,573 $402,851,658,425
Basis $63,714,500,150 $45,348,795,482
Zeroes $2,240,102,501 $1,594,392,955
FRAs $0 $0
VNS $3,390,807,495 $2,413,407,234
Inflation $0 $0
Total$1,497,319,199,140$1,065,716,939,987
ProductVolume
CAD
USD
Equivalent
IRS $999,424,973,224 $761,931,061,389
OIS $1,494,851,709,088 $1,139,629,266,668
Basis $34,939,461,646 $26,636,777,957
Zeroes $135,096,311 $102,993,300
FRAs $0 $0
VNS $5,716,414,075 $4,358,019,421
Inflation $0 $0
Total$2,535,067,654,344$1,932,658,118,735
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY325,972,615,103 $47,039,931,758
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY325,972,615,103$47,039,931,758
ProductVolume
CZK
USD
Equivalent
IRS CZK3,206,749,932,666 $142,728,382,449
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK833,285,907,536 $37,088,501,504
VNS CZK1,569,367,050 $69,850,542
Inflation CZK0 $0
TotalCZK4,041,605,207,252$179,886,734,495
ProductVolume
DKK
USD
Equivalent
IRS DKK695,728,849,595 $107,323,329,491
OIS DKK0 $0
Basis DKK5,050,000,000 $779,014,431
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK1,994,158,458 $307,619,449
Inflation DKK0 $0
TotalDKK702,773,008,053$108,409,963,371
ProductVolume
HKD
USD
Equivalent
IRS HKD2,877,056,521,374 $366,910,655,296
OIS HKD0 $0
Basis HKD196,991,000,000 $25,122,237,384
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD186,200,000 $23,746,063
Inflation HKD0 $0
TotalHKD3,074,233,721,374$392,056,638,743
ProductVolume
HUF
USD
Equivalent
IRS HUF22,407,843,085,573 $79,828,439,920
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $164,232,276
FRAs HUF11,000,334,931,614 $39,188,938,125
VNS HUF6,661,230,375 $23,730,782
Inflation HUF0 $0
TotalHUF33,460,939,247,562$119,205,341,103
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,650,585,084,011 $63,381,057,363
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,650,585,084,011$63,381,057,363
ProductVolume
KRW
USD
Equivalent
IRS KRW240,101,542,885,785 $212,012,064,465
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW240,101,542,885,785$212,012,064,465
ProductVolume
MXN
USD
Equivalent
IRS MXN292,415,736,710 $15,152,252,077
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN292,415,736,710$15,152,252,077
ProductVolume
NOK
USD
Equivalent
IRS NOK1,022,693,982,151 $124,484,989,428
OIS NOK0 $0
Basis NOK40,218,840,000 $4,895,542,518
Zeroes NOK0 $0
FRAs NOK471,834,018,256 $57,432,872,198
VNS NOK15,700,116,605 $1,911,059,304
Inflation NOK0 $0
TotalNOK1,550,446,957,012$188,724,463,448
ProductVolume
NZD
USD
Equivalent
IRS NZD540,474,925,060 $356,010,833,137
OIS NZD0 $0
Basis NZD1,300,000,000 $856,310,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD271,722,903 $178,983,876
Inflation NZD0 $0
TotalNZD542,046,647,963$357,046,127,013
ProductVolume
PLN
USD
Equivalent
IRS PLN786,116,070,760 $210,673,081,714
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN207,910,739,492 $55,718,484,635
VNS PLN1,249,562,800 $334,873,253
Inflation PLN0 $0
TotalPLN995,276,373,052$266,726,439,602
ProductVolume
SEK
USD
Equivalent
IRS SEK4,787,441,980,933 $532,538,583,061
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $28,900,561
FRAs SEK2,387,690,532,910 $265,598,484,169
VNS SEK10,780,506,056 $1,199,186,422
Inflation SEK0 $0
TotalSEK7,186,172,831,609$799,365,154,213
ProductVolume
SGD
USD
Equivalent
IRS SGD533,462,546,894 $387,352,996,583
OIS SGD0 $0
Basis SGD461,700,000 $335,245,426
Zeroes SGD59,000,000 $42,840,546
FRAs SGD0 $0
VNS SGD120,000,000 $87,133,314
Inflation SGD0 $0
TotalSGD534,103,246,894$387,818,215,869
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,414,492,287,301 $444,577,135,719
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $41,584,941
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,415,092,287,301$444,618,720,660
ProductUSD
Equivalent
IRS$24,340,612,927,326
OIS$14,914,986,668,884
Basis$4,007,338,968,595
Zeroes$44,573,082,733
FRAs$4,639,018,632,277
VNS$438,348,072,779
Inflation$407,129,337,820
Total$48,792,007,690,414

Figures as of COB Oct 19, 2018.

Notional Outstanding by Product

As of COB Oct 19, 2018

Daily Notional by Tenor
 

As of COB Oct 19, 2018

Notional Outstanding by Tenor
 

As of COB Oct 19, 2018

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
$2,380,739,577,081
$12,300,890,535,013
$447,155,601,819,898
$132,120,732,818,730
EUR
€1,503,831,866,928
€6,475,395,084,367
€181,365,892,460,183
€82,354,409,869,484
GBP
£313,292,577,124
£1,677,098,302,957
£79,233,774,041,598
£31,108,444,265,068
JPY
¥3,549,997,668,000
¥30,359,153,026,892
¥1,262,691,422,224,234
¥1,206,107,178,936,310
CHF
CHF72,642,330,852
CHF373,702,238,700
CHF5,421,369,763,273
CHF3,850,956,969,985
AUD
$139,186,596,024
$578,135,918,083
$32,519,510,359,085
$22,439,972,200,210
CAD
$141,291,856,726
$758,690,646,467
$33,087,478,215,682
$17,980,079,192,776
Other*
Show All
Hide
$157,322,296,633
$867,537,037,283
$35,221,458,810,961
$25,748,102,064,727
CNY
CNY81,186,000,000
CNY312,918,800,740
CNY3,692,677,121,257
CNY2,746,113,919,029
CZK
CZK74,079,400,632
CZK657,660,566,164
CZK51,954,393,990,451
CZK31,075,726,165,274
DKK
DKK2,634,246,764
DKK70,295,449,200
DKK1,629,445,525,626
DKK3,983,660,578,294
HKD
HKD55,129,849,176
HKD237,835,495,438
HKD24,473,575,335,100
HKD21,339,189,138,026
HUF
HUF1,362,071,821,244
HUF12,884,838,213,124
HUF597,304,570,824,032
HUF321,817,851,578,350
INR
INR143,740,000,000
INR3,552,453,341,858
INR54,770,808,527,726
INR42,922,987,464,584
KRW
KRW35,582,705,292,295
KRW132,705,419,878,103
KRW1,429,784,428,207,516
KRW1,071,270,678,179,010
MXN
MXN2,323,790,000
MXN19,874,189,184
MXN1,750,488,388,498
MXN1,263,961,238,873
NOK
NOK112,579,818,000
NOK579,753,199,942
NOK25,254,075,788,219
NOK18,792,466,029,832
NZD
NZD5,055,800,000
NZD93,797,890,904
NZD5,522,413,576,190
NZD5,998,708,229,213
PLN
PLN69,324,251,506
PLN267,128,261,278
PLN6,191,238,880,996
PLN5,115,937,969,184
SEK
SEK332,616,494,000
SEK1,797,452,784,023
SEK82,923,239,629,298
SEK54,656,256,010,303
SGD
SGD17,912,340,000
SGD95,413,831,764
SGD4,223,021,873,042
SGD3,243,231,283,795
ZAR
ZAR157,313,391,380
ZAR939,401,791,154
ZAR38,734,193,885,009
ZAR26,624,581,783,410
Total in USD$4,989,259,508,230$24,471,192,276,466$872,634,375,167,797$337,549,344,001,389

Figures as of COB Oct 19, 2018. Weekly figures as of COB Oct 19, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $532,716,652,205
OIS $729,820,568,608
Basis $271,536,622,532
Zeroes $200,000,000
FRAs $841,327,000,000
VNS $1,290,228,936
Inflation $3,848,504,800
Total$2,380,739,577,081
ProductVolume
EUR
USD
Equivalent
IRS €457,587,247,756 $526,591,404,718
OIS €638,118,242,000 $734,346,472,894
Basis €1,649,460,000 $1,898,198,568
Zeroes €119,087,958 $137,046,422
FRAs €398,838,000,000 $458,982,770,400
VNS €1,423,631,278 $1,638,314,875
Inflation €6,096,197,936 $7,015,504,585
Total€1,503,831,866,928$1,730,609,712,462
ProductVolume
GBP
USD
Equivalent
IRS £84,244,678,876 $110,095,158,589
OIS £177,454,860,000 $231,906,883,791
Basis £9,579,000,600 $12,518,316,934
Zeroes £15,980,000 $20,883,463
FRAs £38,590,000,000 $50,431,341,500
VNS £335,459,888 $438,395,755
Inflation £3,072,597,760 $4,015,424,383
Total£313,292,577,124$409,426,404,415
ProductVolume
JPY
USD
Equivalent
IRS ¥2,893,997,668,000 $25,702,719,197
OIS ¥590,000,000,000 $5,240,019,539
Basis ¥66,000,000,000 $586,171,677
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,549,997,668,000$31,528,910,413
ProductVolume
CHF
USD
Equivalent
IRS CHF21,092,330,852 $21,152,615,807
OIS CHF6,000,000,000 $6,017,148,874
Basis CHF150,000,000 $150,428,722
Zeroes CHF0 $0
FRAs CHF45,400,000,000 $45,529,759,815
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF72,642,330,852$72,849,953,218
ProductVolume
AUD
USD
Equivalent
IRS $36,558,914,156 $26,020,807,151
OIS $99,800,000,000 $71,032,650,000
Basis $2,322,000,000 $1,652,683,500
Zeroes $0 $0
FRAs $0 $0
VNS $505,681,868 $359,919,070
Inflation $0 $0
Total$139,186,596,024$99,066,059,721
ProductVolume
CAD
USD
Equivalent
IRS $69,155,046,000 $52,721,693,985
OIS $71,470,000,000 $54,486,544,179
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $666,810,726 $508,356,123
Inflation $0 $0
Total$141,291,856,726$107,716,594,287
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY81,186,000,000 $11,715,658,687
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY81,186,000,000$11,715,658,687
ProductVolume
CZK
USD
Equivalent
IRS CZK57,079,400,632 $2,540,531,908
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK17,000,000,000 $756,648,492
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK74,079,400,632$3,297,180,400
ProductVolume
DKK
USD
Equivalent
IRS DKK2,634,246,764 $406,359,652
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,634,246,764$406,359,652
ProductVolume
HKD
USD
Equivalent
IRS HKD54,755,849,176 $6,983,006,539
OIS HKD0 $0
Basis HKD374,000,000 $47,696,173
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD55,129,849,176$7,030,702,712
ProductVolume
HUF
USD
Equivalent
IRS HUF378,071,821,244 $1,346,889,281
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF984,000,000,000 $3,505,521,910
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,362,071,821,244$4,852,411,191
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR143,740,000,000 $1,958,977,853
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR143,740,000,000$1,958,977,853
ProductVolume
KRW
USD
Equivalent
IRS KRW35,582,705,292,295 $31,419,884,760
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW35,582,705,292,295$31,419,884,760
ProductVolume
MXN
USD
Equivalent
IRS MXN2,323,790,000 $120,412,985
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,323,790,000$120,412,985
ProductVolume
NOK
USD
Equivalent
IRS NOK25,279,818,000 $3,077,125,642
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK87,300,000,000 $10,626,384,595
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK112,579,818,000$13,703,510,237
ProductVolume
NZD
USD
Equivalent
IRS NZD5,055,800,000 $3,330,255,460
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,055,800,000$3,330,255,460
ProductVolume
PLN
USD
Equivalent
IRS PLN63,424,251,506 $16,997,213,283
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,900,000,000 $1,581,154,779
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN69,324,251,506$18,578,368,062
ProductVolume
SEK
USD
Equivalent
IRS SEK125,216,494,000 $13,928,652,202
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK207,400,000,000 $23,070,462,800
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK332,616,494,000$36,999,115,002
ProductVolume
SGD
USD
Equivalent
IRS SGD17,912,340,000 $13,006,346,210
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD17,912,340,000$13,006,346,210
ProductVolume
ZAR
USD
Equivalent
IRS ZAR157,313,391,380 $10,903,113,422
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR157,313,391,380$10,903,113,422
ProductUSD
Equivalent
IRS$1,410,776,501,683
OIS$1,834,809,265,738
Basis$288,390,118,106
Zeroes$357,929,885
FRAs$1,435,811,044,291
VNS$4,235,214,759
Inflation$14,879,433,768
Total$4,989,259,508,230
Show:
ProductUSD
Equivalent
IRS $2,651,110,938,532
OIS $3,644,297,575,046
Basis $1,236,473,704,532
Zeroes $1,200,000,000
FRAs $4,738,042,600,000
VNS $6,447,692,003
Inflation $23,318,024,900
Total$12,300,890,535,013
ProductVolume
EUR
USD
Equivalent
IRS €2,637,499,350,357 $3,040,530,408,310
OIS €2,174,175,442,480 $2,503,535,598,808
Basis €7,252,460,000 $8,364,038,168
Zeroes €764,765,305 $877,380,292
FRAs €1,617,204,000,000 $1,863,615,743,200
VNS €4,924,887,289 $5,683,758,046
Inflation €33,574,178,936 $38,666,255,343
Total€6,475,395,084,367$7,461,273,182,167
ProductVolume
GBP
USD
Equivalent
IRS £451,063,586,191 $591,478,585,612
OIS £702,226,753,030 $920,621,502,483
Basis £88,656,493,568 $116,155,695,839
Zeroes £609,018,223 $797,225,782
FRAs £395,365,400,000 $520,170,337,380
VNS £2,830,738,545 $3,718,281,060
Inflation £36,346,313,400 $47,720,981,619
Total£1,677,098,302,957$2,200,662,609,775
ProductVolume
JPY
USD
Equivalent
IRS ¥26,532,693,026,892 $236,453,444,481
OIS ¥2,277,320,000,000 $20,275,398,291
Basis ¥1,549,140,000,000 $13,812,224,615
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥30,359,153,026,892$270,541,067,387
ProductVolume
CHF
USD
Equivalent
IRS CHF91,074,338,700 $91,769,973,557
OIS CHF14,000,000,000 $14,097,956,955
Basis CHF784,000,000 $790,992,349
Zeroes CHF0 $0
FRAs CHF267,834,000,000 $269,099,168,694
VNS CHF9,900,000 $10,000,000
Inflation CHF0 $0
TotalCHF373,702,238,700$375,768,091,555
ProductVolume
AUD
USD
Equivalent
IRS $358,603,812,212 $255,300,088,271
OIS $195,795,510,346 $139,381,576,560
Basis $20,826,659,400 $14,841,892,827
Zeroes $0 $0
FRAs $0 $0
VNS $2,909,936,125 $2,068,961,100
Inflation $0 $0
Total$578,135,918,083$411,592,518,758
ProductVolume
CAD
USD
Equivalent
IRS $263,517,847,368 $202,199,018,359
OIS $489,366,680,000 $376,253,005,347
Basis $4,480,000,000 $3,460,009,606
Zeroes $21,308,000 $16,402,871
FRAs $0 $0
VNS $1,304,811,099 $998,798,345
Inflation $0 $0
Total$758,690,646,467$582,927,234,528
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY312,918,800,740 $45,178,791,920
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY312,918,800,740$45,178,791,920
ProductVolume
CZK
USD
Equivalent
IRS CZK419,532,566,164 $18,734,547,248
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK238,128,000,000 $10,637,116,092
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK657,660,566,164$29,371,663,340
ProductVolume
DKK
USD
Equivalent
IRS DKK58,295,449,200 $9,034,393,397
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK12,000,000,000 $1,863,035,817
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK70,295,449,200$10,897,429,214
ProductVolume
HKD
USD
Equivalent
IRS HKD232,491,495,438 $29,660,079,685
OIS HKD0 $0
Basis HKD5,344,000,000 $681,855,274
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD237,835,495,438$30,341,934,959
ProductVolume
HUF
USD
Equivalent
IRS HUF3,325,838,213,124 $11,861,372,979
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,559,000,000,000 $33,969,587,465
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF12,884,838,213,124$45,830,960,444
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,552,453,341,858 $48,267,670,774
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,552,453,341,858$48,267,670,774
ProductVolume
KRW
USD
Equivalent
IRS KRW132,705,419,878,103 $117,295,497,603
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW132,705,419,878,103$117,295,497,603
ProductVolume
MXN
USD
Equivalent
IRS MXN19,874,189,184 $1,050,509,546
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN19,874,189,184$1,050,509,546
ProductVolume
NOK
USD
Equivalent
IRS NOK120,786,593,544 $14,745,539,834
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK458,030,000,000 $55,739,340,974
VNS NOK936,606,398 $114,135,396
Inflation NOK0 $0
TotalNOK579,753,199,942$70,599,016,204
ProductVolume
NZD
USD
Equivalent
IRS NZD93,797,890,904 $61,611,075,432
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD93,797,890,904$61,611,075,432
ProductVolume
PLN
USD
Equivalent
IRS PLN173,908,261,278 $46,649,962,618
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN93,220,000,000 $25,012,168,284
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN267,128,261,278$71,662,130,902
ProductVolume
SEK
USD
Equivalent
IRS SEK880,022,361,724 $98,147,066,673
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK917,322,000,000 $102,450,083,670
VNS SEK108,422,299 $12,126,417
Inflation SEK0 $0
TotalSEK1,797,452,784,023$200,609,276,760
ProductVolume
SGD
USD
Equivalent
IRS SGD95,413,831,764 $69,211,443,684
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD95,413,831,764$69,211,443,684
ProductVolume
ZAR
USD
Equivalent
IRS ZAR939,401,791,154 $65,609,636,501
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR939,401,791,154$65,609,636,501
ProductUSD
Equivalent
IRS$7,657,632,374,242
OIS$7,666,730,284,264
Basis$1,394,580,413,210
Zeroes$2,891,008,945
FRAs$7,620,599,181,576
VNS$19,053,752,367
Inflation$109,705,261,862
Total$24,471,192,276,466
Show:
ProductUSD
Equivalent
IRS $107,263,631,542,655
OIS $145,795,263,370,789
Basis $27,093,003,634,547
Zeroes $24,501,786,879
FRAs $166,023,023,625,844
VNS $337,103,107,460
Inflation $619,074,751,724
Total$447,155,601,819,898
ProductVolume
EUR
USD
Equivalent
IRS €79,268,165,850,381 $94,374,337,907,358
OIS €51,760,978,379,066 $61,519,259,983,061
Basis €417,737,412,795 $495,562,825,513
Zeroes €17,876,693,752 $21,272,520,050
FRAs €48,497,679,578,368 $57,839,766,558,663
VNS €171,111,622,774 $201,478,999,049
Inflation €1,232,342,923,047 $1,470,857,233,788
Total€181,365,892,460,183$215,922,536,027,482
ProductVolume
GBP
USD
Equivalent
IRS £18,063,352,354,939 $24,358,375,441,346
OIS £37,917,541,865,205 $51,265,705,084,513
Basis £2,942,577,101,834 $3,977,052,712,234
Zeroes £59,318,753,460 $79,806,377,152
FRAs £19,311,148,182,578 $26,098,489,365,084
VNS £72,441,717,470 $97,674,412,267
Inflation £867,394,066,112 $1,168,403,631,474
Total£79,233,774,041,598$107,045,507,024,070
ProductVolume
JPY
USD
Equivalent
IRS ¥1,085,150,726,436,370 $9,867,994,348,578
OIS ¥99,398,999,600,000 $905,829,219,049
Basis ¥70,207,456,035,726 $638,153,907,311
Zeroes ¥0 $0
FRAs ¥7,837,120,000,000 $71,165,272,795
VNS ¥97,120,152,138 $871,411,372
Inflation ¥0 $0
Total¥1,262,691,422,224,234$11,484,014,159,105
ProductVolume
CHF
USD
Equivalent
IRS CHF2,192,136,157,081 $2,256,523,160,443
OIS CHF201,063,240,000 $206,462,303,812
Basis CHF178,084,424,000 $183,861,036,094
Zeroes CHF0 $0
FRAs CHF2,849,319,700,000 $2,924,981,362,876
VNS CHF766,242,192 $786,462,813
Inflation CHF0 $0
TotalCHF5,421,369,763,273$5,572,614,326,038
ProductVolume
AUD
USD
Equivalent
IRS $16,390,319,224,043 $12,326,551,643,419
OIS $15,035,928,051,526 $11,456,545,662,784
Basis $1,070,891,855,332 $809,920,209,941
Zeroes $10,960,000,000 $8,052,771,000
FRAs $0 $0
VNS $11,411,228,184 $8,431,966,997
Inflation $0 $0
Total$32,519,510,359,085$24,609,502,254,141
ProductVolume
CAD
USD
Equivalent
IRS $12,896,666,575,910 $10,017,044,110,432
OIS $19,919,627,089,998 $15,395,007,662,753
Basis $223,645,230,000 $174,159,829,668
Zeroes $3,522,483,651 $2,736,779,051
FRAs $0 $0
VNS $44,016,836,123 $34,192,364,198
Inflation $0 $0
Total$33,087,478,215,682$25,623,140,746,102
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY3,692,677,121,257 $544,313,693,553
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,692,677,121,257$544,313,693,553
ProductVolume
CZK
USD
Equivalent
IRS CZK24,563,956,585,811 $1,145,982,000,112
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK27,388,350,010,000 $1,268,402,190,997
VNS CZK2,087,394,640 $95,148,485
Inflation CZK0 $0
TotalCZK51,954,393,990,451$2,414,479,339,594
ProductVolume
DKK
USD
Equivalent
IRS DKK1,454,752,525,626 $234,216,894,695
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK173,800,000,000 $28,159,514,794
VNS DKK893,000,000 $148,255,514
Inflation DKK0 $0
TotalDKK1,629,445,525,626$262,524,665,003
ProductVolume
HKD
USD
Equivalent
IRS HKD24,025,142,535,100 $3,063,459,825,546
OIS HKD0 $0
Basis HKD448,005,600,000 $57,154,294,480
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD427,200,000 $54,435,834
Inflation HKD0 $0
TotalHKD24,473,575,335,100$3,120,668,555,860
ProductVolume
HUF
USD
Equivalent
IRS HUF302,673,399,054,532 $1,148,125,872,657
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF294,095,302,656,000 $1,091,877,711,274
VNS HUF535,869,113,500 $2,022,084,415
Inflation HUF0 $0
TotalHUF597,304,570,824,032$2,242,025,668,346
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR54,770,808,527,726 $778,151,165,029
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR54,770,808,527,726$778,151,165,029
ProductVolume
KRW
USD
Equivalent
IRS KRW1,429,784,428,207,516 $1,276,131,353,684
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,429,784,428,207,516$1,276,131,353,684
ProductVolume
MXN
USD
Equivalent
IRS MXN1,750,488,388,498 $92,134,939,883
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,750,488,388,498$92,134,939,883
ProductVolume
NOK
USD
Equivalent
IRS NOK8,361,948,952,311 $1,036,883,135,044
OIS NOK0 $0
Basis NOK190,832,600,000 $24,084,012,407
Zeroes NOK0 $0
FRAs NOK16,688,616,029,068 $2,080,090,166,635
VNS NOK12,678,206,840 $1,571,183,503
Inflation NOK0 $0
TotalNOK25,254,075,788,219$3,142,628,497,589
ProductVolume
NZD
USD
Equivalent
IRS NZD5,519,383,770,375 $3,840,356,003,711
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD435,805,815 $289,560,436
Inflation NZD0 $0
TotalNZD5,522,413,576,190$3,842,529,456,647
ProductVolume
PLN
USD
Equivalent
IRS PLN4,267,180,574,984 $1,199,089,550,266
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,924,058,306,012 $537,564,504,383
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN6,191,238,880,996$1,736,654,054,649
ProductVolume
SEK
USD
Equivalent
IRS SEK33,118,980,980,519 $3,854,269,679,789
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK49,791,672,286,224 $5,797,867,025,150
VNS SEK12,586,362,555 $1,441,742,148
Inflation SEK0 $0
TotalSEK82,923,239,629,298$9,653,578,447,087
ProductVolume
SGD
USD
Equivalent
IRS SGD4,221,369,873,042 $3,147,540,958,141
OIS SGD0 $0
Basis SGD1,284,000,000 $968,121,231
Zeroes SGD128,000,000 $94,918,945
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD4,223,021,873,042$3,148,786,827,600
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,732,975,885,009 $2,966,760,538,020
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $90,096,305
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR38,734,193,885,009$2,966,852,146,437
ProductUSD
Equivalent
IRS$284,013,722,599,332
OIS$287,322,224,451,790
Basis$33,455,804,475,926
Zeroes$136,555,249,382
FRAs$263,761,387,298,495
VNS$686,345,475,886
Inflation$3,258,335,616,986
Total$872,634,375,167,797
Show:
ProductUSD
Equivalent
IRS $45,228,821,197,871
OIS $25,165,555,239,402
Basis $23,569,178,225,198
Zeroes $88,084,685,742
FRAs $36,085,218,340,816
VNS $1,071,788,137,669
Inflation $912,086,992,030
Total$132,120,732,818,728
ProductVolume
EUR
USD
Equivalent
IRS €45,031,206,454,402 $51,821,912,387,726
OIS €19,189,200,661,581 $22,082,932,121,348
Basis €1,106,650,664,644 $1,273,533,584,873
Zeroes €208,132,107,739 $239,518,429,586
FRAs €14,398,123,448,159 $16,569,360,464,141
VNS €594,868,048,421 $684,574,150,123
Inflation €1,826,228,484,537 $2,101,623,740,005
Total€82,354,409,869,483$94,773,454,877,802
ProductVolume
GBP
USD
Equivalent
IRS £10,391,705,142,576 $13,580,399,865,576
OIS £7,798,064,050,692 $10,190,900,004,647
Basis £5,098,140,990,925 $6,662,505,553,990
Zeroes £268,990,082,350 $351,529,689,119
FRAs £5,829,789,072,517 $7,618,659,849,419
VNS £229,711,943,053 $300,199,052,779
Inflation £1,492,042,982,954 $1,949,876,372,273
Total£31,108,444,265,067$40,654,070,387,803
ProductVolume
JPY
USD
Equivalent
IRS ¥934,582,623,302,889 $8,300,391,876,219
OIS ¥70,079,810,662,851 $622,406,062,994
Basis ¥200,246,937,515,550 $1,778,470,957,996
Zeroes ¥0 $0
FRAs ¥1,070,000,000,000 $9,503,086,283
VNS ¥127,807,455,017 $1,135,107,731
Inflation ¥0 $0
Total¥1,206,107,178,936,307$10,711,907,091,223
ProductVolume
CHF
USD
Equivalent
IRS CHF1,944,691,514,539 $1,950,249,726,259
OIS CHF108,998,704,135 $109,310,238,314
Basis CHF551,129,586,000 $552,704,794,665
Zeroes CHF3,921,080,159 $3,932,287,177
FRAs CHF1,239,961,606,212 $1,243,505,597,164
VNS CHF2,254,478,940 $2,260,922,569
Inflation CHF0 $0
TotalCHF3,850,956,969,985$3,861,963,566,148
ProductVolume
AUD
USD
Equivalent
IRS $14,414,230,639,554 $10,259,328,657,702
OIS $5,212,899,339,084 $3,710,281,104,593
Basis $2,773,482,033,023 $1,974,025,837,004
Zeroes $12,148,041,539 $8,646,368,566
FRAs $0 $0
VNS $27,212,147,010 $19,368,245,634
Inflation $0 $0
Total$22,439,972,200,210$15,971,650,213,499
ProductVolume
CAD
USD
Equivalent
IRS $10,909,574,835,949 $8,317,126,504,497
OIS $6,323,556,070,292 $4,820,885,926,883
Basis $565,463,904,669 $431,092,402,736
Zeroes $10,674,503,585 $8,137,915,365
FRAs $0 $0
VNS $170,809,878,280 $130,220,231,974
Inflation $0 $0
Total$17,980,079,192,775$13,707,462,981,455
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY2,746,113,919,029 $396,281,789,836
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,746,113,919,029$396,281,789,836
ProductVolume
CZK
USD
Equivalent
IRS CZK21,049,596,353,730 $936,890,902,581
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,419,383,554
FRAs CZK9,991,101,077,444 $444,691,268,608
VNS CZK3,138,734,100 $139,701,084
Inflation CZK0 $0
TotalCZK31,075,726,165,274$1,383,141,255,827
ProductVolume
DKK
USD
Equivalent
IRS DKK3,917,986,752,209 $604,389,746,660
OIS DKK0 $0
Basis DKK10,100,000,000 $1,558,028,862
Zeroes DKK15,500,000,000 $2,391,034,392
FRAs DKK34,914,000,000 $5,385,843,534
VNS DKK5,159,826,085 $795,956,234
Inflation DKK0 $0
TotalDKK3,983,660,578,294$614,520,609,682
ProductVolume
HKD
USD
Equivalent
IRS HKD20,673,574,738,026 $2,636,498,378,844
OIS HKD0 $0
Basis HKD665,242,000,000 $84,838,228,355
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD372,400,000 $47,492,125
Inflation HKD0 $0
TotalHKD21,339,189,138,026$2,721,384,099,324
ProductVolume
HUF
USD
Equivalent
IRS HUF215,687,020,900,057 $768,389,814,393
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF92,200,000,000 $328,464,553
FRAs HUF105,495,608,217,543 $375,830,453,215
VNS HUF543,022,460,750 $1,934,529,607
Inflation HUF0 $0
TotalHUF321,817,851,578,350$1,146,483,261,768
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR42,922,987,464,584 $584,981,089,807
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR42,922,987,464,584$584,981,089,807
ProductVolume
KRW
USD
Equivalent
IRS KRW1,071,270,678,179,010 $945,942,726,363
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,071,270,678,179,010$945,942,726,363
ProductVolume
MXN
USD
Equivalent
IRS MXN1,263,961,238,873 $65,495,309,940
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,263,961,238,873$65,495,309,940
ProductVolume
NOK
USD
Equivalent
IRS NOK10,056,921,817,472 $1,224,154,857,642
OIS NOK0 $0
Basis NOK163,011,480,000 $19,842,184,191
Zeroes NOK0 $0
FRAs NOK8,539,623,921,498 $1,039,465,384,704
VNS NOK32,908,810,862 $4,005,746,630
Inflation NOK0 $0
TotalNOK18,792,466,029,832$2,287,468,173,167
ProductVolume
NZD
USD
Equivalent
IRS NZD5,977,641,841,622 $3,937,472,681,077
OIS NZD0 $0
Basis NZD20,240,000,000 $13,332,088,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD826,387,591 $544,341,506
Inflation NZD0 $0
TotalNZD5,998,708,229,213$3,951,349,110,583
ProductVolume
PLN
USD
Equivalent
IRS PLN4,097,892,115,685 $1,098,203,678,378
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,090,000,000 $828,096,316
FRAs PLN1,010,569,127,899 $270,824,780,688
VNS PLN4,386,725,600 $1,175,608,838
Inflation PLN0 $0
TotalPLN5,115,937,969,184$1,371,032,164,220
ProductVolume
SEK
USD
Equivalent
IRS SEK31,815,418,636,431 $3,539,037,763,303
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK38,311,003,420 $4,261,584,278
FRAs SEK22,760,228,019,347 $2,531,769,497,750
VNS SEK42,298,351,104 $4,705,123,123
Inflation SEK0 $0
TotalSEK54,656,256,010,302$6,079,773,968,454
ProductVolume
SGD
USD
Equivalent
IRS SGD3,240,677,883,795 $2,353,091,696,047
OIS SGD0 $0
Basis SGD2,195,400,000 $1,594,103,979
Zeroes SGD118,000,000 $85,681,092
FRAs SGD0 $0
VNS SGD240,000,000 $174,266,628
Inflation SGD0 $0
TotalSGD3,243,231,283,795$2,354,945,747,746
ProductVolume
ZAR
USD
Equivalent
IRS ZAR26,623,381,783,410 $1,845,219,588,130
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $83,169,881
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR26,624,581,783,410$1,845,302,758,011
ProductUSD
Equivalent
IRS$159,809,299,149,044
OIS$67,287,251,787,988
Basis$36,362,675,989,849
Zeroes$709,246,789,621
FRAs$66,194,214,566,322
VNS$2,223,068,614,254
Inflation$4,963,587,104,308
Total$337,549,344,001,386

Figures as of COB Oct 19, 2018.

Notional Outstanding by Product

As of COB Oct 19, 2018

Daily Notional by Tenor

As of COB Oct 19, 2018

Notional Outstanding by Currency

As of COB Oct 19, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

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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