Volumes

  • Client Notional Cleared (USD)
    $761,236,361,957,172
    Client Notional Outstanding (USD)
    $44,792,041,116,963
    As of COB Jun 22, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,178,216,000,000,000
    Trades Compressed
    15,824,765
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50% of all OTC interest rate swaps and more than 95% of the overall cleared OTC interest rate swap market. We regularly clear in excess of $1 trillion notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

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

As of COB Jun 22, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$697,925,541,952
$3,949,719,769,829
$79,527,337,082,420
$22,592,697,085,063
EUR
€188,489,900,843
€869,085,011,726
€19,259,363,857,526
€9,343,222,711,132
GBP
£67,660,750,292
£379,125,463,528
£11,757,490,289,989
£3,233,581,834,186
JPY
¥425,677,530,000
¥4,205,602,000,484
¥164,059,981,404,191
¥116,482,803,959,925
CHF
CHF1,872,220,000
CHF10,968,915,813
CHF739,255,145,813
CHF262,008,840,834
AUD
$27,976,152,000
$278,797,636,661
$3,986,333,818,661
$1,582,739,728,178
CAD
$103,601,964,000
$342,198,824,468
$5,182,840,031,036
$1,790,829,063,764
Other*
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$35,293,071,864
$248,028,613,906
$4,923,287,591,371
$3,162,871,424,657
CNY
CNY1,939,000,000
CNY24,843,000,000
CNY79,699,500,000
CNY64,582,300,000
CZK
CZK53,201,106,680
CZK335,740,085,628
CZK7,984,097,569,357
CZK3,506,446,851,520
DKK
DKK1,273,300,000
DKK3,357,129,000
DKK305,606,942,621
DKK730,474,430,715
HKD
HKD40,592,692,075
HKD108,042,137,965
HKD3,246,384,209,372
HKD2,812,925,142,862
HUF
HUF2,467,608,783,140
HUF8,264,733,753,972
HUF113,028,535,228,702
HUF39,752,794,403,534
INR
INR141,965,000,000
INR286,755,000,000
INR1,286,524,000,000
INR1,127,876,800,000
KRW
KRW4,581,600,000,000
KRW18,975,466,000,000
KRW56,065,980,000,000
KRW46,482,004,000,000
MXN
MXN3,615,738,000
MXN16,759,803,000
MXN343,657,090,954
MXN135,163,741,268
NOK
NOK20,765,120,000
NOK264,324,094,318
NOK3,934,722,130,048
NOK1,456,517,612,170
NZD
NZD5,066,755,000
NZD28,791,596,885
NZD694,845,397,218
NZD555,280,738,543
PLN
PLN5,524,000,000
PLN64,076,115,519
PLN1,212,718,846,407
PLN824,183,409,339
SEK
SEK11,910,151,000
SEK433,430,765,111
SEK12,443,947,406,197
SEK6,232,765,584,673
SGD
SGD2,011,070,502
SGD14,079,016,784
SGD430,298,902,249
SGD523,109,042,245
ZAR
ZAR21,304,779,712
ZAR468,061,035,667
ZAR4,763,525,420,131
ZAR5,883,666,823,965
Total in USD$1,147,375,835,235$6,221,631,394,491$133,251,593,953,571$44,792,041,116,963

Figures as of COB Jun 22, 2018. Weekly figures as of COB Jun 22, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $171,759,623,549
OIS $313,834,870,000
Basis $51,501,500,000
Zeroes $0
FRAs $158,380,000,000
VNS $632,348,403
Inflation $1,817,200,000
Total$697,925,541,952
ProductVolume
EUR
USD
Equivalent
IRS €43,370,744,757 $50,583,299,610
OIS €102,674,337,000 $119,749,079,243
Basis €1,638,500,000 $1,910,982,550
Zeroes €0 $0
FRAs €39,107,000,000 $45,610,494,100
VNS €749,503,086 $874,145,449
Inflation €949,816,000 $1,107,770,401
Total€188,489,900,843$219,835,771,353
ProductVolume
GBP
USD
Equivalent
IRS £16,324,581,661 $21,649,660,199
OIS £43,411,201,236 $57,571,935,079
Basis £151,900,000 $201,449,780
Zeroes £100,000,000 $132,620,000
FRAs £7,250,000,000 $9,614,950,000
VNS £11,500,000 $15,251,300
Inflation £411,567,395 $545,820,679
Total£67,660,750,292$89,731,687,037
ProductVolume
JPY
USD
Equivalent
IRS ¥379,497,530,000 $3,452,959,647
OIS ¥0 $0
Basis ¥46,180,000,000 $420,181,065
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥425,677,530,000$3,873,140,712
ProductVolume
CHF
USD
Equivalent
IRS CHF1,872,220,000 $1,896,110,999
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,872,220,000$1,896,110,999
ProductVolume
AUD
USD
Equivalent
IRS $19,086,152,000 $14,199,142,780
OIS $8,800,000,000 $6,546,760,000
Basis $90,000,000 $66,955,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$27,976,152,000$20,812,858,280
ProductVolume
CAD
USD
Equivalent
IRS $12,858,264,000 $9,681,698,667
OIS $90,743,700,000 $68,325,954,371
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$103,601,964,000$78,007,653,038
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY1,939,000,000 $298,039,457
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,939,000,000$298,039,457
ProductVolume
CZK
USD
Equivalent
IRS CZK16,871,106,680 $762,277,496
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK36,330,000,000 $1,641,477,465
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK53,201,106,680$2,403,754,961
ProductVolume
DKK
USD
Equivalent
IRS DKK1,273,300,000 $199,245,767
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,273,300,000$199,245,767
ProductVolume
HKD
USD
Equivalent
IRS HKD39,892,692,075 $5,083,976,433
OIS HKD0 $0
Basis HKD700,000,000 $89,208,908
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD40,592,692,075$5,173,185,341
ProductVolume
HUF
USD
Equivalent
IRS HUF954,718,273,140 $3,426,473,363
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,512,890,510,000 $5,429,747,371
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,467,608,783,140$8,856,220,734
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR141,965,000,000 $2,091,719,464
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR141,965,000,000$2,091,719,464
ProductVolume
KRW
USD
Equivalent
IRS KRW4,581,600,000,000 $4,117,311,382
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW4,581,600,000,000$4,117,311,382
ProductVolume
MXN
USD
Equivalent
IRS MXN3,615,738,000 $180,619,827
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,615,738,000$180,619,827
ProductVolume
NOK
USD
Equivalent
IRS NOK17,265,120,000 $2,132,733,809
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK3,500,000,000 $432,349,635
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK20,765,120,000$2,565,083,444
ProductVolume
NZD
USD
Equivalent
IRS NZD5,066,755,000 $3,505,687,785
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,066,755,000$3,505,687,785
ProductVolume
PLN
USD
Equivalent
IRS PLN899,000,000 $242,396,462
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,625,000,000 $1,247,034,081
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,524,000,000$1,489,430,543
ProductVolume
SEK
USD
Equivalent
IRS SEK11,910,151,000 $1,346,083,974
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK11,910,151,000$1,346,083,974
ProductVolume
SGD
USD
Equivalent
IRS SGD2,011,070,502 $1,481,069,707
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,011,070,502$1,481,069,707
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,304,779,712 $1,585,619,478
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR21,304,779,712$1,585,619,478
ProductUSD
Equivalent
IRS$297,584,030,391
OIS$568,120,318,157
Basis$54,190,277,803
Zeroes$132,620,000
FRAs$222,356,052,652
VNS$1,521,745,152
Inflation$3,470,791,080
Total$1,147,375,835,235
Show:
ProductUSD
Equivalent
IRS $1,131,350,990,666
OIS $1,813,903,125,000
Basis $292,116,100,000
Zeroes $100,000,000
FRAs $706,923,000,000
VNS $1,820,916,366
Inflation $3,505,637,797
Total$3,949,719,769,829
ProductVolume
EUR
USD
Equivalent
IRS €412,651,680,689 $478,859,980,920
OIS €357,678,543,000 $415,551,087,770
Basis €2,473,500,000 $2,877,727,050
Zeroes €859,000,000 $995,323,300
FRAs €88,795,800,000 $103,254,909,870
VNS €1,644,112,237 $1,912,066,704
Inflation €4,982,375,800 $5,784,239,672
Total€869,085,011,726$1,009,235,335,286
ProductVolume
GBP
USD
Equivalent
IRS £86,024,176,948 $113,740,816,776
OIS £235,367,575,645 $311,383,167,593
Basis £20,102,400,000 $26,541,626,725
Zeroes £100,000,000 $132,620,000
FRAs £33,423,000,000 $44,184,365,400
VNS £203,304,636 $269,141,343
Inflation £3,905,006,299 $5,160,514,142
Total£379,125,463,528$501,412,251,979
ProductVolume
JPY
USD
Equivalent
IRS ¥3,836,162,000,484 $34,796,968,048
OIS ¥272,060,000,000 $2,465,272,397
Basis ¥97,380,000,000 $884,264,188
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,205,602,000,484$38,146,504,633
ProductVolume
CHF
USD
Equivalent
IRS CHF9,618,915,813 $9,682,317,419
OIS CHF0 $0
Basis CHF350,000,000 $353,232,073
Zeroes CHF0 $0
FRAs CHF1,000,000,000 $1,005,227,181
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,968,915,813$11,040,776,673
ProductVolume
AUD
USD
Equivalent
IRS $108,090,951,712 $79,939,259,014
OIS $169,855,740,000 $125,597,356,534
Basis $147,000,000 $109,084,200
Zeroes $650,000,000 $480,415,000
FRAs $0 $0
VNS $53,944,949 $39,950,468
Inflation $0 $0
Total$278,797,636,661$206,166,065,216
ProductVolume
CAD
USD
Equivalent
IRS $66,705,816,016 $50,275,004,677
OIS $275,243,885,000 $207,419,789,588
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $249,123,452 $187,282,704
Inflation $0 $0
Total$342,198,824,468$257,882,076,969
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY24,843,000,000 $3,829,375,973
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY24,843,000,000$3,829,375,973
ProductVolume
CZK
USD
Equivalent
IRS CZK156,370,085,628 $7,030,944,638
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK179,370,000,000 $8,060,416,929
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK335,740,085,628$15,091,361,567
ProductVolume
DKK
USD
Equivalent
IRS DKK3,357,129,000 $524,031,050
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,357,129,000$524,031,050
ProductVolume
HKD
USD
Equivalent
IRS HKD106,542,137,965 $13,577,618,687
OIS HKD0 $0
Basis HKD1,500,000,000 $191,176,240
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD108,042,137,965$13,768,794,927
ProductVolume
HUF
USD
Equivalent
IRS HUF4,625,526,407,972 $16,556,097,263
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,639,207,346,000 $13,018,259,174
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,264,733,753,972$29,574,356,437
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR286,755,000,000 $4,220,480,735
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR286,755,000,000$4,220,480,735
ProductVolume
KRW
USD
Equivalent
IRS KRW18,975,466,000,000 $17,087,221,965
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW18,975,466,000,000$17,087,221,965
ProductVolume
MXN
USD
Equivalent
IRS MXN16,759,803,000 $823,901,784
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN16,759,803,000$823,901,784
ProductVolume
NOK
USD
Equivalent
IRS NOK88,738,146,318 $10,899,411,503
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK175,300,000,000 $21,556,637,702
VNS NOK285,948,000 $35,217,418
Inflation NOK0 $0
TotalNOK264,324,094,318$32,491,266,623
ProductVolume
NZD
USD
Equivalent
IRS NZD28,791,596,885 $19,853,556,223
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD28,791,596,885$19,853,556,223
ProductVolume
PLN
USD
Equivalent
IRS PLN31,301,115,519 $8,426,544,075
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN32,775,000,000 $8,803,394,052
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN64,076,115,519$17,229,938,127
ProductVolume
SEK
USD
Equivalent
IRS SEK200,230,265,111 $22,590,438,459
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK233,120,000,000 $26,266,880,663
VNS SEK80,500,000 $9,069,196
Inflation SEK0 $0
TotalSEK433,430,765,111$48,866,388,318
ProductVolume
SGD
USD
Equivalent
IRS SGD14,079,016,784 $10,375,528,995
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD14,079,016,784$10,375,528,995
ProductVolume
ZAR
USD
Equivalent
IRS ZAR468,061,035,667 $34,292,411,182
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR468,061,035,667$34,292,411,182
ProductUSD
Equivalent
IRS$2,064,512,419,317
OIS$2,880,540,279,617
Basis$323,073,210,476
Zeroes$1,708,358,300
FRAs$933,073,090,971
VNS$4,273,644,199
Inflation$14,450,391,611
Total$6,221,631,394,491
Show:
ProductUSD
Equivalent
IRS $19,685,542,065,543
OIS $39,991,769,755,309
Basis $4,490,652,290,227
Zeroes $6,349,633,138
FRAs $15,201,777,060,000
VNS $39,659,255,138
Inflation $111,587,023,065
Total$79,527,337,082,420
ProductVolume
EUR
USD
Equivalent
IRS €9,200,336,338,687 $11,124,920,664,403
OIS €8,133,348,565,239 $9,793,438,291,196
Basis €76,611,615,182 $92,650,473,441
Zeroes €4,682,221,122 $5,692,665,494
FRAs €1,678,239,144,592 $1,999,922,712,891
VNS €22,735,301,803 $27,422,072,481
Inflation €143,410,670,901 $174,193,833,005
Total€19,259,363,857,526$23,218,240,712,911
ProductVolume
GBP
USD
Equivalent
IRS £2,808,567,892,162 $3,871,626,352,135
OIS £7,605,116,023,636 $10,445,548,120,291
Basis £219,517,706,200 $303,143,183,272
Zeroes £9,586,586,616 $13,271,232,968
FRAs £1,009,278,762,970 $1,392,917,285,021
VNS £10,132,098,621 $14,008,202,831
Inflation £95,291,219,784 $131,941,708,186
Total£11,757,490,289,989$16,172,456,084,704
ProductVolume
JPY
USD
Equivalent
IRS ¥127,344,440,586,328 $1,172,721,421,159
OIS ¥20,216,079,800,000 $185,605,504,735
Basis ¥16,231,381,017,863 $148,457,280,590
Zeroes ¥0 $0
FRAs ¥268,080,000,000 $2,496,289,439
VNS ¥0 $0
Inflation ¥0 $0
Total¥164,059,981,404,191$1,509,280,495,923
ProductVolume
CHF
USD
Equivalent
IRS CHF473,861,483,813 $491,008,880,069
OIS CHF7,223,500,000 $7,389,051,398
Basis CHF16,517,112,000 $17,282,063,429
Zeroes CHF0 $0
FRAs CHF241,576,550,000 $248,709,913,502
VNS CHF76,500,000 $78,093,813
Inflation CHF0 $0
TotalCHF739,255,145,813$764,468,002,211
ProductVolume
AUD
USD
Equivalent
IRS $1,396,990,264,350 $1,077,128,288,898
OIS $2,543,837,870,000 $1,970,626,389,180
Basis $43,366,670,000 $33,437,929,968
Zeroes $650,000,000 $480,415,000
FRAs $0 $0
VNS $1,489,014,311 $1,152,055,226
Inflation $0 $0
Total$3,986,333,818,661$3,082,825,078,272
ProductVolume
CAD
USD
Equivalent
IRS $1,943,313,832,258 $1,523,297,744,467
OIS $3,225,051,447,000 $2,519,022,625,213
Basis $13,131,490,000 $10,325,940,475
Zeroes $122,526,648 $94,782,983
FRAs $0 $0
VNS $1,220,735,130 $957,812,621
Inflation $0 $0
Total$5,182,840,031,036$4,053,698,905,759
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY79,699,500,000 $12,405,396,956
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY79,699,500,000$12,405,396,956
ProductVolume
CZK
USD
Equivalent
IRS CZK5,238,171,342,197 $250,283,831,898
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,745,624,000,000 $129,637,160,972
VNS CZK302,227,160 $14,530,538
Inflation CZK0 $0
TotalCZK7,984,097,569,357$379,935,523,408
ProductVolume
DKK
USD
Equivalent
IRS DKK292,085,442,621 $47,786,386,106
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK21,500,000 $3,532,408
Inflation DKK0 $0
TotalDKK305,606,942,621$50,030,203,078
ProductVolume
HKD
USD
Equivalent
IRS HKD3,151,168,209,372 $401,874,527,028
OIS HKD0 $0
Basis HKD95,053,000,000 $12,124,200,468
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,765,588
Inflation HKD0 $0
TotalHKD3,246,384,209,372$414,019,493,084
ProductVolume
HUF
USD
Equivalent
IRS HUF74,326,980,604,327 $288,797,303,530
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF38,698,337,346,000 $147,411,763,589
VNS HUF3,217,278,375 $12,113,518
Inflation HUF0 $0
TotalHUF113,028,535,228,702$436,221,180,637
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,286,524,000,000 $19,044,925,121
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,286,524,000,000$19,044,925,121
ProductVolume
KRW
USD
Equivalent
IRS KRW56,065,980,000,000 $51,372,050,992
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW56,065,980,000,000$51,372,050,992
ProductVolume
MXN
USD
Equivalent
IRS MXN343,657,090,954 $18,140,874,028
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN343,657,090,954$18,140,874,028
ProductVolume
NOK
USD
Equivalent
IRS NOK1,607,222,923,834 $203,193,245,182
OIS NOK0 $0
Basis NOK63,150,000,000 $8,058,227,483
Zeroes NOK0 $0
FRAs NOK2,261,255,280,534 $285,600,981,583
VNS NOK3,093,925,680 $390,413,953
Inflation NOK0 $0
TotalNOK3,934,722,130,048$497,242,868,201
ProductVolume
NZD
USD
Equivalent
IRS NZD694,841,070,966 $498,329,961,484
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD4,326,252 $3,125,004
Inflation NZD0 $0
TotalNZD694,845,397,218$498,333,086,488
ProductVolume
PLN
USD
Equivalent
IRS PLN924,290,693,401 $266,813,405,217
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN288,428,153,006 $82,534,135,324
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,212,718,846,407$349,347,540,541
ProductVolume
SEK
USD
Equivalent
IRS SEK6,728,014,459,917 $803,687,711,648
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,712,454,839,112 $682,761,026,777
VNS SEK3,478,107,168 $406,325,491
Inflation SEK0 $0
TotalSEK12,443,947,406,197$1,486,855,063,916
ProductVolume
SGD
USD
Equivalent
IRS SGD429,592,902,249 $324,435,656,921
OIS SGD0 $0
Basis SGD542,000,000 $410,808,592
Zeroes SGD44,000,000 $32,830,500
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD430,298,902,249$324,970,710,655
ProductVolume
ZAR
USD
Equivalent
IRS ZAR4,763,516,420,131 $385,367,918,210
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR4,763,525,420,131$385,368,674,266
ProductUSD
Equivalent
IRS$42,498,733,685,874
OIS$64,932,444,662,443
Basis$5,116,542,397,945
Zeroes$25,921,560,083
FRAs$20,176,008,613,662
VNS$84,220,469,308
Inflation$417,722,564,256
Total$133,251,593,953,571
Show:
ProductUSD
Equivalent
IRS $10,225,600,539,478
OIS $6,613,352,659,130
Basis $2,927,345,335,925
Zeroes $6,107,858,202
FRAs $2,553,998,783,650
VNS $195,980,754,942
Inflation $70,311,153,736
Total$22,592,697,085,063
ProductVolume
EUR
USD
Equivalent
IRS €5,167,388,457,199 $6,026,725,157,631
OIS €3,280,419,056,978 $3,825,952,746,153
Basis €131,924,306,828 $153,863,319,054
Zeroes €14,232,126,967 $16,598,929,681
FRAs €533,896,544,596 $622,683,539,962
VNS €109,434,512,553 $127,633,471,990
Inflation €105,927,706,012 $123,543,483,521
Total€9,343,222,711,133$10,897,000,647,992
ProductVolume
GBP
USD
Equivalent
IRS £1,267,611,966,777 $1,681,106,990,339
OIS £1,422,462,716,646 $1,886,470,054,815
Basis £171,617,373,000 $227,598,960,073
Zeroes £17,782,480,131 $23,583,125,150
FRAs £198,208,462,488 $262,864,062,952
VNS £47,836,455,938 $63,440,707,865
Inflation £108,062,379,207 $143,312,327,304
Total£3,233,581,834,187$4,288,376,228,498
ProductVolume
JPY
USD
Equivalent
IRS ¥89,460,045,159,413 $813,976,117,187
OIS ¥9,482,766,715,194 $86,281,485,967
Basis ¥17,535,279,000,000 $159,549,419,954
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥4,713,085,318 $42,883,266
Inflation ¥0 $0
Total¥116,482,803,959,925$1,059,849,906,374
ProductVolume
CHF
USD
Equivalent
IRS CHF198,198,392,646 $200,727,559,900
OIS CHF7,824,300,000 $7,924,144,217
Basis CHF29,800,617,000 $30,180,896,293
Zeroes CHF0 $0
FRAs CHF25,564,431,188 $25,890,653,421
VNS CHF621,100,000 $629,025,724
Inflation CHF0 $0
TotalCHF262,008,840,834$265,352,279,555
ProductVolume
AUD
USD
Equivalent
IRS $836,299,312,978 $622,164,873,890
OIS $672,797,171,708 $500,527,455,892
Basis $70,378,780,000 $52,358,293,381
Zeroes $760,102,501 $565,478,256
FRAs $0 $0
VNS $2,504,360,991 $1,863,119,359
Inflation $0 $0
Total$1,582,739,728,178$1,177,479,220,778
ProductVolume
CAD
USD
Equivalent
IRS $817,719,959,766 $615,706,618,302
OIS $932,243,848,504 $701,937,993,001
Basis $35,522,461,646 $26,746,827,532
Zeroes $122,526,648 $92,257,095
FRAs $0 $0
VNS $5,220,267,200 $3,930,628,115
Inflation $0 $0
Total$1,790,829,063,764$1,348,414,324,045
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY64,582,300,000 $9,926,804,338
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY64,582,300,000$9,926,804,338
ProductVolume
CZK
USD
Equivalent
IRS CZK2,569,615,022,290 $116,101,435,549
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK935,602,662,180 $42,272,796,213
VNS CZK1,229,167,050 $55,536,747
Inflation CZK0 $0
TotalCZK3,506,446,851,520$158,429,768,509
ProductVolume
DKK
USD
Equivalent
IRS DKK723,403,272,257 $113,198,020,883
OIS DKK0 $0
Basis DKK5,050,000,000 $790,223,140
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,021,158,458 $316,270,531
Inflation DKK0 $0
TotalDKK730,474,430,715$114,304,514,554
ProductVolume
HKD
USD
Equivalent
IRS HKD2,613,112,142,862 $333,018,401,614
OIS HKD0 $0
Basis HKD199,650,000,000 $25,443,655,016
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,772,931
Inflation HKD0 $0
TotalHKD2,812,925,142,862$358,482,829,561
ProductVolume
HUF
USD
Equivalent
IRS HUF24,481,849,950,271 $87,865,089,726
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $165,452,392
FRAs HUF15,218,683,222,888 $54,619,686,405
VNS HUF6,161,230,375 $22,112,588
Inflation HUF0 $0
TotalHUF39,752,794,403,534$142,672,341,111
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,127,876,800,000 $16,618,193,605
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,127,876,800,000$16,618,193,605
ProductVolume
KRW
USD
Equivalent
IRS KRW46,482,004,000,000 $41,771,626,534
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW46,482,004,000,000$41,771,626,534
ProductVolume
MXN
USD
Equivalent
IRS MXN135,163,741,268 $6,751,941,517
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN135,163,741,268$6,751,941,517
ProductVolume
NOK
USD
Equivalent
IRS NOK843,416,913,873 $104,185,998,527
OIS NOK0 $0
Basis NOK41,427,540,000 $5,117,480,513
Zeroes NOK0 $0
FRAs NOK558,795,282,432 $69,027,124,681
VNS NOK12,877,875,865 $1,590,784,266
Inflation NOK0 $0
TotalNOK1,456,517,612,170$179,921,387,987
ProductVolume
NZD
USD
Equivalent
IRS NZD553,916,395,255 $383,254,753,877
OIS NZD0 $0
Basis NZD1,300,000,000 $899,470,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD64,343,288 $44,519,121
Inflation NZD0 $0
TotalNZD555,280,738,543$384,198,742,998
ProductVolume
PLN
USD
Equivalent
IRS PLN644,762,464,517 $173,846,652,426
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,740,725
FRAs PLN178,146,382,022 $48,033,429,147
VNS PLN1,249,562,800 $336,918,356
Inflation PLN0 $0
TotalPLN824,183,409,339$222,223,740,654
ProductVolume
SEK
USD
Equivalent
IRS SEK4,492,759,990,639 $507,771,246,682
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,363,891
FRAs SEK1,730,034,831,484 $195,528,348,947
VNS SEK9,710,950,840 $1,097,530,610
Inflation SEK0 $0
TotalSEK6,232,765,584,673$704,426,490,130
ProductVolume
SGD
USD
Equivalent
IRS SGD522,383,342,245 $384,713,585,628
OIS SGD0 $0
Basis SGD561,700,000 $413,668,667
Zeroes SGD44,000,000 $32,404,168
FRAs SGD0 $0
VNS SGD120,000,000 $88,375,005
Inflation SGD0 $0
TotalSGD523,109,042,245$385,248,033,468
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,883,666,823,965 $437,895,009,691
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,883,666,823,965$437,895,009,691
ProductUSD
Equivalent
IRS$22,886,308,423,719
OIS$13,639,064,732,780
Basis$3,610,307,549,548
Zeroes$47,181,609,560
FRAs$3,874,918,425,378
VNS$397,093,411,416
Inflation$337,166,964,561
Total$44,792,041,116,962

Figures as of COB Jun 22, 2018.

Notional Outstanding by Product

As of COB Jun 22, 2018

Daily Notional by Tenor
 

As of COB Jun 22, 2018

Notional Outstanding by Tenor
 

As of COB Jun 22, 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
$2,317,657,165,494
$13,335,875,667,847
$293,209,071,483,593
$134,967,042,038,103
EUR
€778,221,013,673
€5,337,260,599,613
€110,457,920,126,826
€83,627,102,750,003
GBP
£298,083,424,250
£1,781,173,543,028
£49,793,426,789,674
£29,577,102,018,211
JPY
¥1,332,415,060,000
¥14,287,681,987,636
¥731,841,964,620,146
¥1,148,028,458,137,330
CHF
CHF10,279,599,400
CHF67,333,411,026
CHF3,532,806,685,909
CHF3,761,595,849,616
AUD
$130,023,904,000
$1,036,290,188,487
$20,684,210,311,714
$21,920,657,292,642
CAD
$240,468,582,000
$913,586,144,011
$16,601,502,277,555
$15,149,427,505,438
Other*
Show All
Hide
$124,270,250,095
$1,045,029,045,956
$20,457,623,155,301
$23,350,135,875,294
CNY
CNY14,694,000,000
CNY82,792,000,000
CNY331,401,000,000
CNY316,283,800,000
CZK
CZK182,877,426,720
CZK1,293,960,510,006
CZK28,585,974,527,736
CZK31,201,968,557,898
DKK
DKK10,721,498,000
DKK23,279,156,000
DKK1,145,790,637,007
DKK4,096,406,652,505
HKD
HKD102,813,384,150
HKD470,608,475,930
HKD15,127,900,137,679
HKD18,367,082,058,443
HUF
HUF10,815,487,566,280
HUF33,600,812,710,872
HUF394,268,280,043,034
HUF331,582,092,334,019
INR
INR380,082,000,000
INR2,089,930,000,000
INR11,393,527,817,518
INR11,129,590,617,518
KRW
KRW9,237,200,000,000
KRW45,339,532,000,000
KRW138,498,037,600,000
KRW128,914,061,600,000
MXN
MXN7,231,476,000
MXN42,615,036,000
MXN984,157,458,514
MXN781,242,737,663
NOK
NOK84,984,072,000
NOK1,208,775,918,720
NOK15,873,523,930,708
NOK17,378,100,834,873
NZD
NZD20,950,278,000
NZD200,931,194,770
NZD3,285,824,584,018
NZD5,885,961,951,884
PLN
PLN16,198,400,000
PLN189,888,381,038
PLN3,794,365,795,594
PLN5,261,935,975,409
SEK
SEK44,726,520,000
SEK1,759,045,809,744
SEK49,001,634,753,004
SEK49,784,963,588,374
SGD
SGD5,537,819,182
SGD90,035,511,018
SGD2,614,108,798,617
SGD2,653,430,204,673
ZAR
ZAR99,359,843,424
ZAR1,553,788,654,694
ZAR21,837,441,713,887
ZAR29,322,140,174,957
Total in USD$4,045,212,319,222$24,584,235,538,477$555,176,327,412,406$337,046,576,379,220

Figures as of COB Jun 22, 2018. Weekly figures as of COB Jun 22, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $809,127,037,898
OIS $811,008,300,000
Basis $167,363,800,000
Zeroes $0
FRAs $523,180,000,000
VNS $1,983,001,096
Inflation $4,995,026,500
Total$2,317,657,165,494
ProductVolume
EUR
USD
Equivalent
IRS €320,528,998,681 $373,832,971,162
OIS €302,140,410,810 $352,386,361,128
Basis €3,971,800,000 $4,632,310,340
Zeroes €43,117,675 $50,288,144
FRAs €145,028,000,000 $169,146,156,400
VNS €3,752,054,507 $4,376,021,172
Inflation €2,756,632,000 $3,215,059,902
Total€778,221,013,673$907,639,168,248
ProductVolume
GBP
USD
Equivalent
IRS £62,535,737,672 $82,934,895,301
OIS £181,246,602,472 $240,369,244,198
Basis £3,617,000,000 $4,796,865,400
Zeroes £413,823,050 $548,812,129
FRAs £48,200,000,000 $63,922,840,000
VNS £450,506,536 $597,461,768
Inflation £1,619,754,520 $2,148,118,444
Total£298,083,424,250$395,318,237,240
ProductVolume
JPY
USD
Equivalent
IRS ¥1,238,075,060,000 $11,264,956,644
OIS ¥0 $0
Basis ¥94,340,000,000 $858,377,690
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,332,415,060,000$12,123,334,334
ProductVolume
CHF
USD
Equivalent
IRS CHF6,779,599,400 $6,866,112,416
OIS CHF0 $0
Basis CHF3,500,000,000 $3,544,662,751
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,279,599,400$10,410,775,167
ProductVolume
AUD
USD
Equivalent
IRS $75,788,904,000 $56,383,155,131
OIS $46,200,000,000 $34,370,490,000
Basis $8,035,000,000 $5,977,638,250
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$130,023,904,000$96,731,283,381
ProductVolume
CAD
USD
Equivalent
IRS $47,206,128,000 $35,544,106,618
OIS $193,255,000,000 $145,512,386,116
Basis $0 $0
Zeroes $7,454,000 $5,612,529
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$240,468,582,000$181,062,105,263
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY14,694,000,000 $2,258,582,660
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY14,694,000,000$2,258,582,660
ProductVolume
CZK
USD
Equivalent
IRS CZK93,417,426,720 $4,220,825,787
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK89,460,000,000 $4,042,019,654
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK182,877,426,720$8,262,845,441
ProductVolume
DKK
USD
Equivalent
IRS DKK10,721,498,000 $1,677,698,182
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK10,721,498,000$1,677,698,182
ProductVolume
HKD
USD
Equivalent
IRS HKD98,613,384,150 $12,567,417,612
OIS HKD0 $0
Basis HKD4,200,000,000 $535,253,449
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD102,813,384,150$13,102,671,061
ProductVolume
HUF
USD
Equivalent
IRS HUF2,744,706,546,280 $9,850,721,553
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,070,781,020,000 $28,965,944,155
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,815,487,566,280$38,816,665,708
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR380,082,000,000 $5,600,147,341
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR380,082,000,000$5,600,147,341
ProductVolume
KRW
USD
Equivalent
IRS KRW9,237,200,000,000 $8,301,123,777
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW9,237,200,000,000$8,301,123,777
ProductVolume
MXN
USD
Equivalent
IRS MXN7,231,476,000 $361,239,653
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN7,231,476,000$361,239,653
ProductVolume
NOK
USD
Equivalent
IRS NOK53,984,072,000 $6,668,569,664
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK31,000,000,000 $3,829,382,481
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK84,984,072,000$10,497,952,145
ProductVolume
NZD
USD
Equivalent
IRS NZD20,950,278,000 $14,495,497,348
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD20,950,278,000$14,495,497,348
ProductVolume
PLN
USD
Equivalent
IRS PLN6,948,400,000 $1,873,490,078
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,250,000,000 $2,494,068,162
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN16,198,400,000$4,367,558,240
ProductVolume
SEK
USD
Equivalent
IRS SEK44,726,520,000 $5,054,986,438
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK44,726,520,000$5,054,986,438
ProductVolume
SGD
USD
Equivalent
IRS SGD5,537,819,182 $4,078,373,297
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,537,819,182$4,078,373,297
ProductVolume
ZAR
USD
Equivalent
IRS ZAR99,359,843,424 $7,394,908,804
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR99,359,843,424$7,394,908,804
ProductUSD
Equivalent
IRS$1,454,756,670,023
OIS$1,589,246,928,783
Basis$187,708,907,880
Zeroes$604,712,802
FRAs$795,580,410,852
VNS$6,956,484,036
Inflation$10,358,204,846
Total$4,045,212,319,222
Show:
ProductUSD
Equivalent
IRS $3,893,192,325,241
OIS $4,863,115,922,000
Basis $881,686,480,000
Zeroes $200,000,000
FRAs $3,680,029,000,000
VNS $6,224,545,512
Inflation $11,427,395,094
Total$13,335,875,667,847
ProductVolume
EUR
USD
Equivalent
IRS €2,884,080,251,298 $3,348,681,258,861
OIS €1,464,336,620,641 $1,700,614,434,471
Basis €32,675,431,924 $37,987,612,725
Zeroes €1,761,117,675 $2,040,934,744
FRAs €929,723,600,000 $1,078,176,369,340
VNS €5,647,464,475 $6,574,591,754
Inflation €19,036,113,600 $22,090,223,193
Total€5,337,260,599,613$6,196,165,425,088
ProductVolume
GBP
USD
Equivalent
IRS £360,172,082,376 $476,123,709,503
OIS £1,007,167,786,062 $1,332,238,104,055
Basis £75,014,203,400 $99,106,361,436
Zeroes £4,606,536,684 $6,105,290,844
FRAs £317,994,000,000 $420,094,728,800
VNS £1,488,765,640 $1,969,125,242
Inflation £14,730,168,866 $19,464,329,469
Total£1,781,173,543,028$2,355,101,649,349
ProductVolume
JPY
USD
Equivalent
IRS ¥13,082,901,987,636 $118,694,279,564
OIS ¥930,120,000,000 $8,433,084,455
Basis ¥274,660,000,000 $2,493,208,264
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥14,287,681,987,636$129,620,572,283
ProductVolume
CHF
USD
Equivalent
IRS CHF27,341,411,026 $27,534,805,635
OIS CHF450,000,000 $454,155,523
Basis CHF5,740,000,000 $5,799,277,248
Zeroes CHF0 $0
FRAs CHF33,802,000,000 $34,032,529,913
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF67,333,411,026$67,820,768,319
ProductVolume
AUD
USD
Equivalent
IRS $457,990,135,824 $338,568,343,451
OIS $547,361,480,000 $404,820,245,568
Basis $28,473,000,000 $21,063,512,050
Zeroes $1,300,000,000 $960,830,000
FRAs $0 $0
VNS $1,165,572,663 $859,829,249
Inflation $0 $0
Total$1,036,290,188,487$766,272,760,318
ProductVolume
CAD
USD
Equivalent
IRS $244,391,053,144 $184,097,981,965
OIS $667,249,370,000 $502,786,756,465
Basis $500,000,000 $378,357,927
Zeroes $51,144,000 $38,482,352
FRAs $0 $0
VNS $1,394,576,867 $1,048,070,608
Inflation $0 $0
Total$913,586,144,011$688,349,649,317
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY82,792,000,000 $12,761,692,295
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY82,792,000,000$12,761,692,295
ProductVolume
CZK
USD
Equivalent
IRS CZK544,020,510,006 $24,466,040,430
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK749,940,000,000 $33,712,943,828
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,293,960,510,006$58,178,984,258
ProductVolume
DKK
USD
Equivalent
IRS DKK23,279,156,000 $3,634,738,320
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK23,279,156,000$3,634,738,320
ProductVolume
HKD
USD
Equivalent
IRS HKD461,608,475,930 $58,829,392,324
OIS HKD0 $0
Basis HKD9,000,000,000 $1,147,057,442
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD470,608,475,930$59,976,449,766
ProductVolume
HUF
USD
Equivalent
IRS HUF13,774,948,018,872 $49,306,350,164
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF19,825,864,692,000 $70,920,211,653
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF33,600,812,710,872$120,226,561,817
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,089,930,000,000 $30,722,234,989
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,089,930,000,000$30,722,234,989
ProductVolume
KRW
USD
Equivalent
IRS KRW45,339,532,000,000 $40,844,011,149
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW45,339,532,000,000$40,844,011,149
ProductVolume
MXN
USD
Equivalent
IRS MXN42,615,036,000 $2,094,689,745
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN42,615,036,000$2,094,689,745
ProductVolume
NOK
USD
Equivalent
IRS NOK288,640,022,720 $35,454,316,131
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK919,564,000,000 $112,915,152,665
VNS NOK571,896,000 $70,434,837
Inflation NOK0 $0
TotalNOK1,208,775,918,720$148,439,903,633
ProductVolume
NZD
USD
Equivalent
IRS NZD200,931,194,770 $138,541,937,917
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD200,931,194,770$138,541,937,917
ProductVolume
PLN
USD
Equivalent
IRS PLN92,838,381,038 $24,987,087,484
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN97,050,000,000 $26,089,340,096
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN189,888,381,038$51,076,427,580
ProductVolume
SEK
USD
Equivalent
IRS SEK666,752,809,744 $75,175,055,167
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,092,132,000,000 $123,060,975,774
VNS SEK161,000,000 $18,138,393
Inflation SEK0 $0
TotalSEK1,759,045,809,744$198,254,169,334
ProductVolume
SGD
USD
Equivalent
IRS SGD90,035,511,018 $66,319,361,345
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD90,035,511,018$66,319,361,345
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,553,788,654,694 $113,957,883,808
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,553,788,654,694$113,957,883,808
ProductUSD
Equivalent
IRS$9,033,265,260,499
OIS$8,843,184,937,526
Basis$1,049,661,867,092
Zeroes$9,345,537,940
FRAs$5,579,031,252,069
VNS$16,764,735,595
Inflation$52,981,947,756
Total$24,584,235,538,477
Show:
ProductUSD
Equivalent
IRS $66,335,864,795,189
OIS $104,285,238,946,863
Basis $16,848,048,627,428
Zeroes $18,878,297,871
FRAs $105,128,283,283,572
VNS $184,268,572,418
Inflation $408,488,960,252
Total$293,209,071,483,593
ProductVolume
EUR
USD
Equivalent
IRS €48,038,166,303,161 $58,104,736,091,519
OIS €30,598,593,570,094 $36,926,750,701,463
Basis €231,353,192,133 $279,177,359,939
Zeroes €9,522,003,293 $11,576,075,692
FRAs €30,779,592,778,368 $37,279,638,138,763
VNS €70,689,339,703 $85,172,395,369
Inflation €730,002,940,074 $887,323,895,267
Total€110,457,920,126,826$133,574,374,658,012
ProductVolume
GBP
USD
Equivalent
IRS £11,130,457,328,813 $15,309,784,074,950
OIS £24,552,066,283,743 $33,766,790,260,558
Basis £1,755,397,972,601 $2,427,031,571,835
Zeroes £32,864,440,592 $45,272,863,291
FRAs £11,836,493,762,578 $16,335,479,733,150
VNS £35,617,657,561 $49,374,023,987
Inflation £450,529,343,786 $623,384,037,765
Total£49,793,426,789,674$68,557,116,565,536
ProductVolume
JPY
USD
Equivalent
IRS ¥612,020,908,832,282 $5,630,822,582,576
OIS ¥69,572,723,600,000 $638,792,078,250
Basis ¥48,210,552,035,726 $441,138,302,234
Zeroes ¥0 $0
FRAs ¥2,000,320,000,000 $18,517,143,081
VNS ¥37,460,152,138 $339,524,787
Inflation ¥0 $0
Total¥731,841,964,620,146$6,729,609,630,928
ProductVolume
CHF
USD
Equivalent
IRS CHF1,476,362,521,909 $1,529,783,399,156
OIS CHF96,599,240,000 $100,748,838,375
Basis CHF102,760,224,000 $107,023,975,995
Zeroes CHF0 $0
FRAs CHF1,856,931,700,000 $1,921,643,920,762
VNS CHF153,000,000 $156,187,627
Inflation CHF0 $0
TotalCHF3,532,806,685,909$3,659,356,321,915
ProductVolume
AUD
USD
Equivalent
IRS $9,166,704,452,314 $7,066,551,045,054
OIS $10,870,180,740,000 $8,422,955,121,580
Basis $639,500,160,000 $495,141,801,749
Zeroes $2,800,000,000 $2,085,980,000
FRAs $0 $0
VNS $5,024,959,400 $3,834,730,913
Inflation $0 $0
Total$20,684,210,311,714$15,990,568,679,296
ProductVolume
CAD
USD
Equivalent
IRS $7,582,964,094,944 $5,949,716,145,586
OIS $8,831,088,424,000 $6,901,919,123,814
Basis $158,808,580,000 $124,522,627,199
Zeroes $2,118,208,132 $1,660,418,106
FRAs $0 $0
VNS $26,522,970,479 $20,788,603,120
Inflation $0 $0
Total$16,601,502,277,555$12,998,606,917,825
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY331,401,000,000 $51,648,803,420
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY331,401,000,000$51,648,803,420
ProductVolume
CZK
USD
Equivalent
IRS CZK14,856,585,923,096 $708,135,482,701
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK13,728,662,010,000 $651,381,688,690
VNS CZK726,594,640 $34,970,711
Inflation CZK0 $0
TotalCZK28,585,974,527,736$1,359,552,142,102
ProductVolume
DKK
USD
Equivalent
IRS DKK1,010,247,637,007 $164,909,755,238
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK134,700,000,000 $22,139,750,630
VNS DKK843,000,000 $140,500,450
Inflation DKK0 $0
TotalDKK1,145,790,637,007$187,190,006,318
ProductVolume
HKD
USD
Equivalent
IRS HKD14,776,634,537,679 $1,884,489,020,970
OIS HKD0 $0
Basis HKD350,939,600,000 $44,769,249,232
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,531,176
Inflation HKD0 $0
TotalHKD15,127,900,137,679$1,929,299,801,378
ProductVolume
HUF
USD
Equivalent
IRS HUF218,613,046,237,534 $847,438,727,044
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF175,236,364,692,000 $665,617,634,844
VNS HUF418,869,113,500 $1,603,226,333
Inflation HUF0 $0
TotalHUF394,268,280,043,034$1,514,659,588,221
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,393,527,817,518 $168,529,822,974
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,393,527,817,518$168,529,822,974
ProductVolume
KRW
USD
Equivalent
IRS KRW138,498,037,600,000 $126,997,837,671
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW138,498,037,600,000$126,997,837,671
ProductVolume
MXN
USD
Equivalent
IRS MXN984,157,458,514 $51,808,599,920
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN984,157,458,514$51,808,599,920
ProductVolume
NOK
USD
Equivalent
IRS NOK4,624,151,518,280 $584,145,961,523
OIS NOK0 $0
Basis NOK137,030,000,000 $17,492,324,613
Zeroes NOK0 $0
FRAs NOK11,106,016,561,068 $1,403,044,706,684
VNS NOK6,325,851,360 $798,304,889
Inflation NOK0 $0
TotalNOK15,873,523,930,708$2,005,481,297,709
ProductVolume
NZD
USD
Equivalent
IRS NZD3,283,209,537,435 $2,351,782,854,532
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD21,046,583 $14,913,470
Inflation NZD0 $0
TotalNZD3,285,824,584,018$2,353,681,660,502
ProductVolume
PLN
USD
Equivalent
IRS PLN2,631,739,489,582 $758,355,035,651
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,162,626,306,012 $332,575,390,973
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN3,794,365,795,594$1,090,930,426,624
ProductVolume
SEK
USD
Equivalent
IRS SEK19,715,731,305,512 $2,361,514,025,307
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK29,277,670,664,624 $3,506,852,139,574
VNS SEK8,232,782,868 $957,874,504
Inflation SEK0 $0
TotalSEK49,001,634,753,004$5,869,324,039,385
ProductVolume
SGD
USD
Equivalent
IRS SGD2,612,696,798,617 $1,973,314,955,219
OIS SGD0 $0
Basis SGD1,084,000,000 $821,617,184
Zeroes SGD88,000,000 $65,661,000
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD2,614,108,798,617$1,974,385,062,686
ProductVolume
ZAR
USD
Equivalent
IRS ZAR21,837,423,713,887 $1,774,132,554,279
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR21,837,441,713,887$1,774,134,066,391
ProductUSD
Equivalent
IRS$173,565,931,747,505
OIS$191,211,724,893,877
Basis$20,787,051,349,908
Zeroes$79,539,295,960
FRAs$167,265,173,530,723
VNS$347,709,701,149
Inflation$1,919,196,893,284
Total$555,176,327,412,406
Show:
ProductUSD
Equivalent
IRS $46,276,776,570,053
OIS $27,873,295,329,040
Basis $23,217,672,859,529
Zeroes $90,922,048,175
FRAs $35,724,125,137,314
VNS $963,026,216,136
Inflation $821,223,877,856
Total$134,967,042,038,103
ProductVolume
EUR
USD
Equivalent
IRS €44,845,986,136,983 $52,303,873,631,563
OIS €18,302,592,427,823 $21,346,313,548,570
Basis €1,215,786,400,469 $1,417,971,678,866
Zeroes €244,241,356,340 $284,858,693,899
FRAs €16,845,547,261,060 $19,646,961,770,574
VNS €548,043,215,462 $639,182,802,193
Inflation €1,624,905,951,867 $1,895,127,811,663
Total€83,627,102,750,004$97,534,289,937,328
ProductVolume
GBP
USD
Equivalent
IRS £10,257,414,409,933 $13,603,382,990,452
OIS £7,805,311,230,911 $10,351,403,754,435
Basis £4,491,979,106,150 $5,957,262,690,576
Zeroes £267,674,861,632 $354,990,401,496
FRAs £5,347,439,686,675 $7,091,774,512,468
VNS £200,877,836,029 $266,404,186,142
Inflation £1,206,404,886,881 $1,599,934,160,982
Total£29,577,102,018,211$39,225,152,696,551
ProductVolume
JPY
USD
Equivalent
IRS ¥877,234,110,707,589 $7,981,748,880,466
OIS ¥68,841,305,207,421 $626,371,004,116
Basis ¥200,422,479,515,550 $1,823,597,466,135
Zeroes ¥800,000,000,000 $7,279,013,694
FRAs ¥628,000,000,000 $5,714,025,750
VNS ¥102,562,706,774 $933,194,184
Inflation ¥0 $0
Total¥1,148,028,458,137,334$10,445,643,584,345
ProductVolume
CHF
USD
Equivalent
IRS CHF1,998,959,083,810 $2,024,467,372,706
OIS CHF66,579,800,921 $67,429,411,506
Basis CHF534,940,186,000 $541,766,443,184
Zeroes CHF5,369,580,159 $5,438,100,222
FRAs CHF1,154,029,961,978 $1,168,756,291,248
VNS CHF1,717,236,748 $1,739,150,038
Inflation CHF0 $0
TotalCHF3,761,595,849,616$3,809,596,768,904
ProductVolume
AUD
USD
Equivalent
IRS $13,021,637,202,380 $9,687,446,996,711
OIS $6,292,670,200,615 $4,681,431,995,748
Basis $2,580,148,547,390 $1,919,501,511,831
Zeroes $5,488,041,539 $4,082,828,503
FRAs $0 $0
VNS $20,713,300,718 $15,409,660,069
Inflation $0 $0
Total$21,920,657,292,642$16,307,872,992,862
ProductVolume
CAD
USD
Equivalent
IRS $10,322,329,350,390 $7,772,253,106,235
OIS $4,081,784,069,174 $3,073,401,151,400
Basis $573,048,855,269 $431,480,201,242
Zeroes $11,545,896,065 $8,693,544,210
FRAs $0 $0
VNS $160,719,334,539 $121,014,482,749
Inflation $0 $0
Total$15,149,427,505,437$11,406,842,485,836
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY316,283,800,000 $48,615,292,391
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY316,283,800,000$48,615,292,391
ProductVolume
CZK
USD
Equivalent
IRS CZK21,819,100,792,102 $985,839,864,096
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,440,867,503
FRAs CZK9,348,519,431,696 $422,388,769,081
VNS CZK2,458,334,100 $111,073,494
Inflation CZK0 $0
TotalCZK31,201,968,557,898$1,409,780,574,174
ProductVolume
DKK
USD
Equivalent
IRS DKK3,958,832,826,419 $619,477,486,687
OIS DKK0 $0
Basis DKK10,100,000,000 $1,580,446,280
Zeroes DKK15,500,000,000 $2,425,437,361
FRAs DKK106,760,000,000 $16,705,786,624
VNS DKK5,213,826,085 $815,858,618
Inflation DKK0 $0
TotalDKK4,096,406,652,504$641,005,015,570
ProductVolume
HKD
USD
Equivalent
IRS HKD17,693,900,458,443 $2,254,933,629,648
OIS HKD0 $0
Basis HKD672,855,600,000 $85,749,590,595
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,545,863
Inflation HKD0 $0
TotalHKD18,367,082,058,443$2,340,724,766,106
ProductVolume
HUF
USD
Equivalent
IRS HUF225,146,707,550,602 $808,049,052,689
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF194,400,000,000 $697,699,458
FRAs HUF105,786,462,322,667 $379,666,447,700
VNS HUF454,522,460,750 $1,631,276,104
Inflation HUF0 $0
TotalHUF331,582,092,334,019$1,190,044,475,951
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,129,590,617,518 $163,983,948,984
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,129,590,617,518$163,983,948,984
ProductVolume
KRW
USD
Equivalent
IRS KRW128,914,061,600,000 $115,850,212,399
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW128,914,061,600,000$115,850,212,399
ProductVolume
MXN
USD
Equivalent
IRS MXN781,242,737,663 $39,026,037,798
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN781,242,737,663$39,026,037,798
ProductVolume
NOK
USD
Equivalent
IRS NOK8,615,625,333,130 $1,064,274,990,813
OIS NOK0 $0
Basis NOK174,088,880,000 $21,504,932,492
Zeroes NOK2,208,285,268 $272,786,094
FRAs NOK8,559,047,843,693 $1,057,286,060,269
VNS NOK27,130,492,782 $3,351,388,186
Inflation NOK0 $0
TotalNOK17,378,100,834,873$2,146,690,157,854
ProductVolume
NZD
USD
Equivalent
IRS NZD5,864,678,323,525 $4,057,770,932,047
OIS NZD0 $0
Basis NZD20,872,000,000 $14,441,336,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD411,628,360 $284,805,662
Inflation NZD0 $0
TotalNZD5,885,961,951,885$4,072,497,074,509
ProductVolume
PLN
USD
Equivalent
IRS PLN4,207,594,325,037 $1,134,489,410,331
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,290,000,000 $887,079,379
FRAs PLN1,046,664,924,772 $282,211,207,068
VNS PLN4,386,725,600 $1,182,788,395
Inflation PLN0 $0
TotalPLN5,261,935,975,409$1,418,770,485,173
ProductVolume
SEK
USD
Equivalent
IRS SEK29,049,593,878,260 $3,283,181,948,266
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK62,563,393,405 $7,070,907,935
FRAs SEK20,633,649,127,705 $2,332,012,785,681
VNS SEK39,157,189,004 $4,425,541,253
Inflation SEK0 $0
TotalSEK49,784,963,588,374$5,626,691,183,135
ProductVolume
SGD
USD
Equivalent
IRS SGD2,650,706,804,673 $1,952,135,217,199
OIS SGD0 $0
Basis SGD2,395,400,000 $1,764,112,384
Zeroes SGD88,000,000 $64,808,337
FRAs SGD0 $0
VNS SGD240,000,000 $176,750,009
Inflation SGD0 $0
TotalSGD2,653,430,204,673$1,954,140,887,929
ProductVolume
ZAR
USD
Equivalent
IRS ZAR29,322,140,174,957 $2,182,315,763,324
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR29,322,140,174,957$2,182,315,763,324
ProductUSD
Equivalent
IRS$158,195,909,385,874
OIS$68,183,630,143,799
Basis$35,434,293,269,914
Zeroes$769,124,216,266
FRAs$68,127,602,793,777
VNS$2,019,730,719,095
Inflation$4,316,285,850,501
Total$337,046,576,379,226

Figures as of COB Jun 22, 2018.

Notional Outstanding by Product

As of COB Jun 22, 2018

Daily Notional by Tenor

As of COB Jun 22, 2018

Notional Outstanding by Currency

As of COB Jun 22, 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

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.
  • 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.
  • "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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