Volumes

Client Notional Cleared (USD)

$2,053,453,523,707,572

Client Notional Outstanding (USD)

$73,161,743,617,912

As of COB Mar 28, 2023
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$5,916,125,000,000,000

Trades Compressed

41,866,036
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 $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Mar 28, 2023. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$375,521,275,026	$3,383,071,784,804	$50,861,716,690,237	$29,742,579,468,089
EUR	€314,173,990,663	€2,058,716,570,973	€28,179,422,737,845	€20,743,253,272,778
GBP	£73,362,807,630	£967,931,924,632	£10,204,095,962,957	£5,055,765,155,280
JPY	¥1,294,513,280,000	¥7,919,438,139,827	¥144,430,556,373,367	¥130,868,307,448,137
CHF	CHF2,662,121,800	CHF85,757,297,000	CHF406,349,934,368	CHF607,481,825,394
AUD	$185,973,567,000	$700,905,828,457	$7,623,808,551,699	$4,951,916,820,321
CAD	$39,931,045,078	$347,409,707,604	$4,321,818,282,902	$3,286,306,396,617
Other* Show All Hide	$103,221,426,557	$442,976,675,258	$5,684,884,742,392	$7,291,292,840,061
BRL	BRL286,193,960	BRL4,130,241,583	BRL42,528,852,138	BRL46,813,042,729
CLP	CLP1,109,200,000	CLP117,488,999,000	CLP4,457,167,060,700	CLP4,734,432,671,904
CNY	CNY55,371,651,928	CNY210,156,016,900	CNY3,145,155,526,978	CNY3,759,119,573,493
COP	COP0	COP219,300,100,000	COP3,970,498,198,000	COP14,815,534,522,000
CZK	CZK219,787,526,768	CZK1,413,389,514,307	CZK10,751,517,410,282	CZK13,752,961,630,167
DKK	DKK3,525,500,000	DKK12,464,332,000	DKK162,839,433,000	DKK1,171,408,650,458
HKD	HKD72,941,914,742	HKD144,714,919,000	HKD2,090,372,864,715	HKD4,146,304,585,553
HUF	HUF2,942,213,410,000	HUF3,310,388,890,000	HUF35,772,697,285,438	HUF49,543,765,695,564
ILS	ILS18,228,923,000	ILS77,187,794,615	ILS955,430,621,454	ILS1,126,738,241,938
INR	INR655,699,382,672	INR1,188,978,662,000	INR20,894,700,884,913	INR23,210,255,120,767
KRW	KRW3,770,441,176,200	KRW31,679,010,289,000	KRW507,794,485,109,927	KRW691,211,739,769,981
MXN	MXN14,608,042,328	MXN52,539,962,674	MXN641,511,137,070	MXN798,219,217,553
NOK	NOK23,059,801,000	NOK248,243,419,920	NOK3,486,794,738,553	NOK2,402,081,760,401
NZD	NZD19,577,467,247	NZD89,994,172,400	NZD1,326,077,131,988	NZD1,222,666,403,935
PLN	PLN15,350,701,412	PLN114,790,559,330	PLN1,284,470,428,433	PLN2,180,071,065,481
SEK	SEK61,298,381,500	SEK282,946,069,744	SEK5,070,962,359,207	SEK4,085,583,358,862
SGD	SGD5,087,448,000	SGD34,602,394,490	SGD398,688,149,965	SGD838,641,665,239
THB	THB41,617,440,000	THB212,562,711,056	THB2,634,303,271,482	THB2,614,926,007,248
TWD	TWD22,789,230,000	TWD134,907,381,900	TWD1,726,169,980,169	TWD2,011,000,427,737
ZAR	ZAR368,903,204,963	ZAR1,544,729,023,860	ZAR17,809,841,202,458	ZAR25,623,600,861,796
Total in USD	$1,076,741,551,138	$8,111,847,297,290	$109,049,332,284,752	$73,161,743,617,912

Figures as of COB Mar 28, 2023. Weekly figures as of COB Mar 23, 2023. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$17,399,219,869
OIS	$340,538,131,818
Basis	$10,772,956,642
Zeroes	$0
FRAs	$0
VNS	$1,118,893,797
Inflation	$5,692,072,900
Total	$375,521,275,026

Product	Volume EUR	USD Equivalent
IRS	€89,120,176,094	$96,641,918,956
OIS	€146,773,662,834	$159,161,359,977
Basis	€224,400,000	$243,339,360
Zeroes	€0	$0
FRAs	€73,984,300,000	$80,228,574,920
VNS	€616,629,735	$668,673,285
Inflation	€3,454,822,000	$3,746,408,977
Total	€314,173,990,663	$340,690,275,475

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£70,706,325,255	$87,233,928,783
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£345,900,000	$426,754,125
Inflation	£2,310,582,375	$2,850,681,005
Total	£73,362,807,630	$90,511,363,913

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥1,294,513,280,000	$9,898,025,615
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥1,294,513,280,000	$9,898,025,615

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF2,662,121,800	$2,895,813,989
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF2,662,121,800	$2,895,813,989

Product	Volume AUD	USD Equivalent
IRS	$42,675,067,000	$28,602,963,657
OIS	$137,270,000,000	$92,005,217,500
Basis	$6,028,500,000	$4,040,602,125
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$185,973,567,000	$124,648,783,282

Product	Volume CAD	USD Equivalent
IRS	$16,128,686,000	$11,856,712,490
OIS	$18,627,362,000	$13,693,569,066
Basis	$5,042,100,000	$3,706,608,836
Zeroes	$0	$0
FRAs	$0	$0
VNS	$132,897,078	$97,696,889
Inflation	$0	$0
Total	$39,931,045,078	$29,354,587,281

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL286,193,960	$55,355,059
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL286,193,960	$55,355,059

Product	Volume CLP	USD Equivalent
IRS	CLP1,109,200,000	$1,387,975
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP1,109,200,000	$1,387,975

Product	Volume CNY	USD Equivalent
IRS	CNY55,371,651,928	$8,054,058,462
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY55,371,651,928	$8,054,058,462

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP0	$0
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP0	$0

Product	Volume CZK	USD Equivalent
IRS	CZK124,007,526,768	$5,691,551,623
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK95,780,000,000	$4,395,997,797
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK219,787,526,768	$10,087,549,420

Product	Volume DKK	USD Equivalent
IRS	DKK3,425,500,000	$498,555,492
OIS	DKK100,000,000	$14,554,240
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK3,525,500,000	$513,109,732

Product	Volume HKD	USD Equivalent
IRS	HKD69,941,914,742	$8,909,911,558
OIS	HKD0	$0
Basis	HKD3,000,000,000	$382,170,474
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD72,941,914,742	$9,292,082,032

Product	Volume HUF	USD Equivalent
IRS	HUF814,938,410,000	$2,318,624,113
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,127,275,000,000	$6,052,421,936
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF2,942,213,410,000	$8,371,046,049

Product	Volume ILS	USD Equivalent
IRS	ILS6,678,923,000	$1,882,871,843
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS11,550,000,000	$3,256,089,310
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS18,228,923,000	$5,138,961,153

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR655,699,382,672	$7,976,926,656
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR655,699,382,672	$7,976,926,656

Product	Volume KRW	USD Equivalent
IRS	KRW3,770,441,176,200	$2,903,823,955
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW3,770,441,176,200	$2,903,823,955

Product	Volume MXN	USD Equivalent
IRS	MXN14,608,042,328	$800,425,325
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN14,608,042,328	$800,425,325

Product	Volume NOK	USD Equivalent
IRS	NOK16,149,801,000	$1,557,042,547
OIS	NOK5,000,000,000	$482,062,456
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK1,870,000,000	$180,291,359
VNS	NOK40,000,000	$3,856,500
Inflation	NOK0	$0
Total	NOK23,059,801,000	$2,223,252,862

Product	Volume NZD	USD Equivalent
IRS	NZD13,366,867,247	$8,352,286,999
OIS	NZD6,210,600,000	$3,880,693,410
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD19,577,467,247	$12,232,980,409

Product	Volume PLN	USD Equivalent
IRS	PLN14,000,701,412	$3,245,711,566
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN1,350,000,000	$312,963,650
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN15,350,701,412	$3,558,675,216

Product	Volume SEK	USD Equivalent
IRS	SEK38,958,381,500	$3,762,840,551
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK22,340,000,000	$2,157,734,861
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK61,298,381,500	$5,920,575,412

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD5,087,448,000	$3,832,063,875
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD5,087,448,000	$3,832,063,875

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB41,617,440,000	$1,215,995,325
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB41,617,440,000	$1,215,995,325

Product	Volume TWD	USD Equivalent
IRS	TWD22,789,230,000	$750,559,233
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD22,789,230,000	$750,559,233

Product	Volume ZAR	USD Equivalent
IRS	ZAR368,903,204,963	$20,292,598,407
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR368,903,204,963	$20,292,598,407

Product	USD Equivalent
IRS	$223,578,419,680
OIS	$722,828,342,710
Basis	$19,145,677,437
Zeroes	$0
FRAs	$96,584,073,833
VNS	$2,315,874,596
Inflation	$12,289,162,882
Total	$1,076,741,551,138

Show:

Product	USD Equivalent
IRS	$33,758,601,208
OIS	$3,246,751,816,089
Basis	$60,928,863,000
Zeroes	$0
FRAs	$11,880,000,000
VNS	$4,590,662,739
Inflation	$25,161,841,768
Total	$3,383,071,784,804

Product	Volume EUR	USD Equivalent
IRS	€380,450,428,770	$411,131,845,008
OIS	€1,445,482,702,023	$1,560,126,762,619
Basis	€11,824,800,000	$12,776,783,690
Zeroes	€0	$0
FRAs	€194,355,300,000	$209,513,830,380
VNS	€1,302,484,376	$1,406,765,531
Inflation	€25,300,855,804	$27,317,573,570
Total	€2,058,716,570,973	$2,222,273,560,798

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£956,044,497,992	$1,172,755,508,505
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£145,771,639	$178,801,989
Inflation	£11,741,655,001	$14,398,405,511
Total	£967,931,924,632	$1,187,332,716,005

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥7,919,438,139,827	$60,400,893,743
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥7,919,438,139,827	$60,400,893,743

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF85,757,297,000	$93,316,285,761
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF85,757,297,000	$93,316,285,761

Product	Volume AUD	USD Equivalent
IRS	$166,207,830,260	$111,312,390,548
OIS	$499,671,573,084	$334,441,576,513
Basis	$34,979,945,000	$23,408,528,999
Zeroes	$0	$0
FRAs	$0	$0
VNS	$46,480,113	$30,899,979
Inflation	$0	$0
Total	$700,905,828,457	$469,193,396,039

Product	Volume CAD	USD Equivalent
IRS	$87,487,354,144	$63,796,822,200
OIS	$239,385,897,000	$174,508,198,757
Basis	$20,535,000,000	$14,975,902,172
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,456,460	$1,061,753
Inflation	$0	$0
Total	$347,409,707,604	$253,281,984,882

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL4,130,241,583	$786,539,501
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL4,130,241,583	$786,539,501

Product	Volume CLP	USD Equivalent
IRS	CLP117,488,999,000	$142,705,559
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP117,488,999,000	$142,705,559

Product	Volume CNY	USD Equivalent
IRS	CNY210,156,016,900	$30,578,335,125
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY210,156,016,900	$30,578,335,125

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP219,300,100,000	$45,888,020
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP219,300,100,000	$45,888,020

Product	Volume CZK	USD Equivalent
IRS	CZK450,707,328,458	$20,429,850,383
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK962,682,185,849	$43,807,635,120
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK1,413,389,514,307	$64,237,485,503

Product	Volume DKK	USD Equivalent
IRS	DKK11,294,332,000	$1,635,021,683
OIS	DKK1,170,000,000	$170,165,314
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK12,464,332,000	$1,805,186,997

Product	Volume HKD	USD Equivalent
IRS	HKD128,266,919,000	$16,345,323,640
OIS	HKD0	$0
Basis	HKD16,448,000,000	$2,096,244,665
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD144,714,919,000	$18,441,568,305

Product	Volume HUF	USD Equivalent
IRS	HUF1,658,238,890,000	$4,629,641,992
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,652,150,000,000	$4,565,013,385
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,310,388,890,000	$9,194,655,377

Product	Volume ILS	USD Equivalent
IRS	ILS45,642,794,615	$12,579,382,310
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS31,545,000,000	$8,703,750,089
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS77,187,794,615	$21,283,132,399

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR1,188,978,662,000	$14,415,956,358
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR1,188,978,662,000	$14,415,956,358

Product	Volume KRW	USD Equivalent
IRS	KRW31,679,010,289,000	$24,420,074,041
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW31,679,010,289,000	$24,420,074,041

Product	Volume MXN	USD Equivalent
IRS	MXN52,539,962,674	$2,836,455,126
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN52,539,962,674	$2,836,455,126

Product	Volume NOK	USD Equivalent
IRS	NOK116,264,633,131	$11,042,908,518
OIS	NOK44,230,000,000	$4,226,686,791
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK87,590,000,000	$8,387,747,708
VNS	NOK158,786,789	$15,138,411
Inflation	NOK0	$0
Total	NOK248,243,419,920	$23,672,481,428

Product	Volume NZD	USD Equivalent
IRS	NZD59,379,572,400	$36,996,554,123
OIS	NZD30,614,600,000	$19,057,718,820
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD89,994,172,400	$56,054,272,943

Product	Volume PLN	USD Equivalent
IRS	PLN53,330,559,330	$12,285,536,954
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN61,460,000,000	$14,179,042,453
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN114,790,559,330	$26,464,579,407

Product	Volume SEK	USD Equivalent
IRS	SEK241,221,069,744	$23,341,256,742
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK41,725,000,000	$4,034,885,653
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK282,946,069,744	$27,376,142,395

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD34,602,394,490	$25,975,004,136
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD34,602,394,490	$25,975,004,136

Product	Volume THB	USD Equivalent
IRS	THB520,000,000	$15,298,617
OIS	THB212,042,711,056	$6,199,367,376
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB212,562,711,056	$6,214,665,993

Product	Volume TWD	USD Equivalent
IRS	TWD134,907,381,900	$4,438,410,143
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD134,907,381,900	$4,438,410,143

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,544,729,023,860	$84,593,136,502
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,544,729,023,860	$84,593,136,502

Product	USD Equivalent
IRS	$907,096,089,923
OIS	$6,712,391,828,802
Basis	$114,186,322,526
Zeroes	$0
FRAs	$305,071,904,788
VNS	$6,223,330,402
Inflation	$66,877,820,849
Total	$8,111,847,297,290

Show:

Product	USD Equivalent
IRS	$934,553,208,583
OIS	$48,214,508,577,074
Basis	$1,086,498,079,887
Zeroes	$1,119,560,000
FRAs	$245,594,200,000
VNS	$44,564,537,917
Inflation	$334,878,526,776
Total	$50,861,716,690,237

Product	Volume EUR	USD Equivalent
IRS	€4,870,338,579,887	$5,218,313,482,609
OIS	€19,364,939,115,099	$20,736,156,202,685
Basis	€184,941,004,000	$198,136,372,604
Zeroes	€9,641,945,770	$10,218,400,212
FRAs	€3,398,288,630,000	$3,640,336,906,253
VNS	€11,384,375,536	$12,208,565,384
Inflation	€339,889,087,553	$364,547,268,298
Total	€28,179,422,737,845	$30,179,917,198,045

Product	Volume GBP	USD Equivalent
IRS	£213,000,000	$258,980,250
OIS	£10,030,292,960,698	$12,183,922,656,319
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£8,393,208,297	$10,225,163,469
Inflation	£165,196,793,962	$200,601,611,470
Total	£10,204,095,962,957	$12,395,008,411,508

Product	Volume JPY	USD Equivalent
IRS	¥25,044,000,000	$191,497,655
OIS	¥144,405,512,373,367	$1,091,973,753,431
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥144,430,556,373,367	$1,092,165,251,086

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF406,349,934,368	$438,580,894,091
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF406,349,934,368	$438,580,894,091

Product	Volume AUD	USD Equivalent
IRS	$1,694,976,269,208	$1,154,513,211,946
OIS	$5,527,863,611,246	$3,773,296,507,623
Basis	$400,298,271,000	$273,336,739,141
Zeroes	$0	$0
FRAs	$0	$0
VNS	$670,400,245	$452,100,611
Inflation	$0	$0
Total	$7,623,808,551,699	$5,201,598,559,321

Product	Volume CAD	USD Equivalent
IRS	$1,038,946,565,666	$767,901,946,690
OIS	$3,121,960,606,361	$2,308,629,279,648
Basis	$159,540,865,000	$117,910,375,942
Zeroes	$0	$0
FRAs	$0	$0
VNS	$1,370,245,875	$1,018,935,792
Inflation	$0	$0
Total	$4,321,818,282,902	$3,195,460,538,072

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL42,528,852,138	$8,161,653,455
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL42,528,852,138	$8,161,653,455

Product	Volume CLP	USD Equivalent
IRS	CLP4,457,167,060,700	$5,492,742,916
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,457,167,060,700	$5,492,742,916

Product	Volume CNY	USD Equivalent
IRS	CNY3,145,155,526,978	$458,543,862,457
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY3,145,155,526,978	$458,543,862,457

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP3,970,498,198,000	$845,831,387
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP3,970,498,198,000	$845,831,387

Product	Volume CZK	USD Equivalent
IRS	CZK5,380,427,014,433	$242,932,767,072
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK3,375,300,000	$153,398,196
FRAs	CZK5,367,715,095,849	$242,059,931,285
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK10,751,517,410,282	$485,146,096,553

Product	Volume DKK	USD Equivalent
IRS	DKK143,376,433,000	$20,652,069,217
OIS	DKK19,463,000,000	$2,805,448,177
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK162,839,433,000	$23,457,517,394

Product	Volume HKD	USD Equivalent
IRS	HKD1,980,846,864,715	$252,661,300,800
OIS	HKD0	$0
Basis	HKD109,476,000,000	$13,959,214,013
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD50,000,000	$6,396,520
Inflation	HKD0	$0
Total	HKD2,090,372,864,715	$266,626,911,333

Product	Volume HUF	USD Equivalent
IRS	HUF21,300,545,749,438	$59,056,775,548
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF14,472,151,536,000	$40,231,115,590
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF35,772,697,285,438	$99,287,891,138

Product	Volume ILS	USD Equivalent
IRS	ILS546,040,621,454	$153,851,644,049
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS409,390,000,000	$115,329,220,824
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS955,430,621,454	$269,180,864,873

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR20,894,700,884,913	$253,975,474,362
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR20,894,700,884,913	$253,975,474,362

Product	Volume KRW	USD Equivalent
IRS	KRW507,794,485,109,927	$397,826,207,055
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW507,794,485,109,927	$397,826,207,055

Product	Volume MXN	USD Equivalent
IRS	MXN641,511,137,070	$34,512,126,284
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN641,511,137,070	$34,512,126,284

Product	Volume NOK	USD Equivalent
IRS	NOK1,645,932,309,764	$159,355,715,650
OIS	NOK389,221,000,000	$38,040,706,713
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK1,450,421,600,000	$141,357,600,541
VNS	NOK1,219,828,789	$116,289,096
Inflation	NOK0	$0
Total	NOK3,486,794,738,553	$338,870,312,000

Product	Volume NZD	USD Equivalent
IRS	NZD633,972,726,491	$397,462,733,094
OIS	NZD674,935,100,000	$424,839,881,090
Basis	NZD17,166,000,000	$10,715,174,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD3,305,497	$2,110,891
Inflation	NZD0	$0
Total	NZD1,326,077,131,988	$833,019,899,075

Product	Volume PLN	USD Equivalent
IRS	PLN834,427,318,433	$189,781,345,034
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN450,043,110,000	$102,467,202,688
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN1,284,470,428,433	$292,248,547,722

Product	Volume SEK	USD Equivalent
IRS	SEK3,508,408,460,557	$335,489,787,507
OIS	SEK35,600,000,000	$3,404,635,894
Basis	SEK0	$0
Zeroes	SEK19,600,000,000	$1,893,491,124
FRAs	SEK1,506,960,400,000	$144,330,567,141
VNS	SEK393,498,650	$37,669,226
Inflation	SEK0	$0
Total	SEK5,070,962,359,207	$485,156,150,892

Product	Volume SGD	USD Equivalent
IRS	SGD5,794,400,000	$4,361,749,389
OIS	SGD392,893,749,965	$294,489,926,015
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD398,688,149,965	$298,851,675,404

Product	Volume THB	USD Equivalent
IRS	THB5,647,557,142	$164,792,146
OIS	THB2,628,655,714,340	$77,242,538,039
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,634,303,271,482	$77,407,330,185

Product	Volume TWD	USD Equivalent
IRS	TWD1,726,169,980,169	$56,692,804,638
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD1,726,169,980,169	$56,692,804,638

Product	Volume ZAR	USD Equivalent
IRS	ZAR17,735,101,202,458	$995,472,586,289
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR74,740,000,000	$4,108,256,980
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR17,809,841,202,458	$999,580,843,269

Product	USD Equivalent
IRS	$11,848,204,990,333
OIS	$89,842,712,312,548
Basis	$1,700,555,955,587
Zeroes	$17,493,106,512
FRAs	$4,671,706,744,322
VNS	$68,631,768,906
Inflation	$900,027,406,544
Total	$109,049,332,284,752

Show:

Product	USD Equivalent
IRS	$5,812,374,582,869
OIS	$20,733,713,813,529
Basis	$2,255,463,697,688
Zeroes	$2,388,137,088
FRAs	$84,984,000,000
VNS	$400,125,045,082
Inflation	$453,530,191,834
Total	$29,742,579,468,090

Product	Volume EUR	USD Equivalent
IRS	€8,188,703,994,516	$8,879,830,611,653
OIS	€9,391,701,972,445	$10,184,361,618,919
Basis	€307,418,634,137	$333,364,766,858
Zeroes	€59,464,561,982	$64,483,371,013
FRAs	€2,133,120,120,014	$2,313,155,458,143
VNS	€228,331,295,701	$247,602,457,058
Inflation	€434,512,693,984	$471,185,565,356
Total	€20,743,253,272,779	$22,493,983,849,000

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£4,503,640,010,074	$5,556,365,862,429
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£82,530,376,476	$101,821,851,978
Inflation	£469,594,768,729	$579,362,545,920
Total	£5,055,765,155,279	$6,237,550,260,327

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥130,844,450,209,786	$1,000,454,564,436
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥23,857,238,351	$182,415,708
Inflation	¥0	$0
Total	¥130,868,307,448,137	$1,000,636,980,144

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF606,866,508,144	$660,139,789,127
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF615,317,250	$669,332,372
Inflation	CHF0	$0
Total	CHF607,481,825,394	$660,809,121,499

Product	Volume AUD	USD Equivalent
IRS	$2,037,939,248,726	$1,365,928,781,459
OIS	$2,512,489,754,080	$1,683,996,257,672
Basis	$381,598,577,034	$255,766,446,257
Zeroes	$597,682,267	$400,596,539
FRAs	$0	$0
VNS	$19,291,558,214	$12,930,166,893
Inflation	$0	$0
Total	$4,951,916,820,321	$3,319,022,248,820

Product	Volume CAD	USD Equivalent
IRS	$1,728,634,186,447	$1,270,774,231,013
OIS	$1,295,263,265,145	$952,189,417,882
Basis	$243,948,033,116	$179,333,994,792
Zeroes	$648,975,354	$477,082,522
FRAs	$0	$0
VNS	$17,811,936,555	$13,094,123,763
Inflation	$0	$0
Total	$3,286,306,396,617	$2,415,868,849,972

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL46,813,042,729	$9,054,484,440
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL46,813,042,729	$9,054,484,440

Product	Volume CLP	USD Equivalent
IRS	CLP4,734,432,671,904	$5,924,335,446
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,734,432,671,904	$5,924,335,446

Product	Volume CNY	USD Equivalent
IRS	CNY3,759,119,573,493	$546,781,028,872
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY3,759,119,573,493	$546,781,028,872

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP14,815,534,522,000	$3,170,386,793
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP14,815,534,522,000	$3,170,386,793

Product	Volume CZK	USD Equivalent
IRS	CZK9,456,837,524,486	$434,038,806,888
OIS	CZK0	$0
Basis	CZK5,964,000,000	$273,728,658
Zeroes	CZK3,375,100,000	$154,906,370
FRAs	CZK4,264,947,191,337	$195,747,530,353
VNS	CZK21,837,814,344	$1,002,286,320
Inflation	CZK0	$0
Total	CZK13,752,961,630,167	$631,217,258,589

Product	Volume DKK	USD Equivalent
IRS	DKK1,139,566,110,218	$165,855,186,799
OIS	DKK21,484,000,000	$3,126,832,925
Basis	DKK5,150,000,000	$749,543,361
Zeroes	DKK0	$0
FRAs	DKK2,051,382,716	$298,563,164
VNS	DKK3,157,157,525	$459,500,284
Inflation	DKK0	$0
Total	DKK1,171,408,650,459	$170,489,626,533

Product	Volume HKD	USD Equivalent
IRS	HKD3,652,626,328,069	$465,308,644,450
OIS	HKD0	$0
Basis	HKD488,688,703,396	$62,254,131,058
Zeroes	HKD1,000,000,000	$127,390,158
FRAs	HKD0	$0
VNS	HKD3,989,554,088	$508,229,925
Inflation	HKD0	$0
Total	HKD4,146,304,585,553	$528,198,395,591

Product	Volume HUF	USD Equivalent
IRS	HUF36,124,673,684,436	$102,780,208,221
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF20,200,000,000	$57,472,082
FRAs	HUF13,168,965,000,000	$37,467,714,631
VNS	HUF229,927,011,128	$654,177,427
Inflation	HUF0	$0
Total	HUF49,543,765,695,564	$140,959,572,361

Product	Volume ILS	USD Equivalent
IRS	ILS853,100,741,938	$240,499,758,102
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS273,637,500,000	$77,141,830,176
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,126,738,241,938	$317,641,588,278

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR23,210,255,120,767	$282,364,918,531
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR23,210,255,120,767	$282,364,918,531

Product	Volume KRW	USD Equivalent
IRS	KRW691,211,739,769,981	$532,340,146,460
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW691,211,739,769,981	$532,340,146,460

Product	Volume MXN	USD Equivalent
IRS	MXN798,219,217,553	$43,737,200,522
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN798,219,217,553	$43,737,200,522

Product	Volume NOK	USD Equivalent
IRS	NOK1,535,623,892,138	$148,053,324,991
OIS	NOK260,756,000,000	$25,140,135,556
Basis	NOK31,755,950,124	$3,061,670,262
Zeroes	NOK550,000,000	$53,026,870
FRAs	NOK521,534,600,000	$50,282,450,034
VNS	NOK51,861,318,138	$5,000,078,879
Inflation	NOK0	$0
Total	NOK2,402,081,760,400	$231,590,686,592

Product	Volume NZD	USD Equivalent
IRS	NZD760,870,094,619	$475,429,678,623
OIS	NZD437,526,856,514	$273,388,656,293
Basis	NZD23,381,000,000	$14,609,617,850
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD888,452,801	$555,149,733
Inflation	NZD0	$0
Total	NZD1,222,666,403,934	$763,983,102,499

Product	Volume PLN	USD Equivalent
IRS	PLN1,578,667,542,286	$365,974,485,879
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN595,365,645,000	$138,020,596,486
VNS	PLN6,037,878,195	$1,399,730,665
Inflation	PLN0	$0
Total	PLN2,180,071,065,481	$505,394,813,030

Product	Volume SEK	USD Equivalent
IRS	SEK3,561,673,499,871	$344,008,374,008
OIS	SEK35,600,000,000	$3,438,467,371
Basis	SEK0	$0
Zeroes	SEK9,800,000,000	$946,544,389
FRAs	SEK461,469,000,000	$44,571,519,638
VNS	SEK17,040,858,991	$1,645,911,169
Inflation	SEK0	$0
Total	SEK4,085,583,358,862	$394,610,816,575

Product	Volume SGD	USD Equivalent
IRS	SGD118,207,965,603	$89,038,841,220
OIS	SGD719,556,304,117	$541,997,818,708
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD877,395,519	$660,888,460
Inflation	SGD0	$0
Total	SGD838,641,665,239	$631,697,548,388

Product	Volume THB	USD Equivalent
IRS	THB695,290,856,796	$20,315,291,652
OIS	THB1,919,635,150,452	$56,088,682,263
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB2,614,926,007,248	$76,403,973,915

Product	Volume TWD	USD Equivalent
IRS	TWD2,011,000,427,737	$66,231,941,104
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD2,011,000,427,737	$66,231,941,104

Product	Volume ZAR	USD Equivalent
IRS	ZAR25,545,367,861,796	$1,405,197,580,850
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR77,858,000,000	$4,282,806,724
FRAs	ZAR0	$0
VNS	ZAR375,000,000	$20,627,970
Inflation	ZAR0	$0
Total	ZAR25,623,600,861,796	$1,409,501,015,544

Product	USD Equivalent
IRS	$22,789,477,525,521
OIS	$41,959,937,222,434
Basis	$3,104,877,596,784
Zeroes	$73,371,333,755
FRAs	$2,941,669,662,625
VNS	$788,331,973,686
Inflation	$1,504,078,303,110
Total	$73,161,743,617,915

Figures as of COB Mar 28, 2023.

Notional Outstanding by Product

As of COB Mar 28, 2023

Daily Notional by Tenor

As of COB Mar 28, 2023

Notional Outstanding by Tenor

As of COB Mar 28, 2023

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$1,512,809,529,002	$9,703,501,274,853	$147,912,981,643,825	$151,003,409,129,865
EUR	€2,305,881,954,202	€9,932,244,627,013	€118,571,045,589,605	€127,948,001,357,526
GBP	£349,953,900,606	£2,986,911,630,523	£31,716,204,265,032	£32,816,090,931,086
JPY	¥3,266,846,466,000	¥46,314,685,627,054	¥412,340,483,530,304	¥836,108,157,272,076
CHF	CHF11,693,887,600	CHF333,343,448,800	CHF1,845,547,925,804	CHF3,140,347,710,275
AUD	$417,840,384,000	$1,959,010,086,450	$27,995,358,163,178	$38,343,419,672,671
CAD	$102,660,702,106	$982,101,503,461	$12,232,161,049,071	$25,094,080,938,689
Other* Show All Hide	$326,529,850,670	$1,522,335,794,435	$18,683,142,204,772	$37,848,471,682,452
BRL	BRL581,120,517	BRL8,933,267,855	BRL94,518,032,062	BRL252,331,424,789
CLP	CLP2,218,400,000	CLP275,859,398,000	CLP9,808,958,521,400	CLP32,932,488,723,368
CNY	CNY178,756,527,712	CNY582,644,913,800	CNY9,594,020,868,068	CNY20,619,488,718,770
COP	COP0	COP698,600,200,000	COP12,318,200,196,000	COP69,767,092,729,304
CZK	CZK732,111,053,536	CZK5,636,361,968,614	CZK38,767,684,339,553	CZK63,412,556,245,362
DKK	DKK7,279,000,000	DKK29,882,440,000	DKK434,715,190,000	DKK5,011,155,961,633
HKD	HKD170,569,829,484	HKD492,047,082,000	HKD7,015,718,094,527	HKD19,118,327,797,327
HUF	HUF6,513,499,600,000	HUF15,869,549,950,000	HUF168,923,245,289,036	HUF254,896,729,426,253
ILS	ILS69,737,046,000	ILS233,355,735,900	ILS2,368,508,945,578	ILS3,865,872,962,182
INR	INR2,579,161,510,688	INR4,543,195,444,000	INR70,881,733,588,550	INR147,985,912,345,277
KRW	KRW10,650,862,292,400	KRW91,143,995,918,000	KRW1,479,347,623,798,862	KRW3,898,359,837,798,171
MXN	MXN29,216,084,656	MXN144,112,829,348	MXN1,392,432,608,140	MXN4,310,029,362,040
NOK	NOK136,714,322,000	NOK1,503,720,219,840	NOK14,628,129,331,230	NOK25,855,379,727,622
NZD	NZD71,180,614,494	NZD288,484,704,800	NZD4,183,101,571,680	NZD8,457,953,376,576
PLN	PLN58,134,996,824	PLN441,256,682,660	PLN4,952,779,569,770	PLN10,329,128,637,172
SEK	SEK182,950,428,000	SEK1,096,589,179,542	SEK20,101,477,788,136	SEK45,347,271,176,979
SGD	SGD12,113,296,000	SGD114,841,424,980	SGD1,306,631,906,424	SGD2,738,629,766,354
THB	THB357,407,260,000	THB1,010,491,333,702	THB10,254,059,655,562	THB18,801,816,705,161
TWD	TWD74,048,860,000	TWD406,619,763,800	TWD4,852,255,671,966	TWD18,274,171,376,249
ZAR	ZAR978,768,355,926	ZAR3,840,439,657,720	ZAR49,305,891,839,233	ZAR73,606,207,253,675
Total in USD	$5,164,819,256,745	$28,362,075,577,385	$365,547,731,087,616	$422,041,701,426,928

Figures as of COB Mar 28, 2023. Weekly figures as of COB Mar 23, 2023. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$442,331,115,262
OIS	$948,983,570,055
Basis	$76,337,108,323
Zeroes	$0
FRAs	$30,560,000,000
VNS	$3,612,142,662
Inflation	$10,985,592,700
Total	$1,512,809,529,002

Product	Volume EUR	USD Equivalent
IRS	€468,820,729,040	$508,389,198,571
OIS	€515,576,332,629	$559,090,975,103
Basis	€448,800,000	$486,678,720
Zeroes	€0	$0
FRAs	€1,303,575,420,000	$1,413,597,185,448
VNS	€2,001,828,533	$2,170,782,861
Inflation	€15,458,844,000	$16,763,570,434
Total	€2,305,881,954,202	$2,500,498,391,137

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£335,125,502,166	$413,461,088,297
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£691,800,000	$853,508,250
Inflation	£14,136,598,440	$17,441,028,325
Total	£349,953,900,606	$431,755,624,872

Product	Volume JPY	USD Equivalent
IRS	¥10,000,000,000	$76,461,368
OIS	¥3,256,846,466,000	$24,902,293,581
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥3,266,846,466,000	$24,978,754,949

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF11,693,887,600	$12,720,425,976
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF11,693,887,600	$12,720,425,976

Product	Volume AUD	USD Equivalent
IRS	$109,270,884,000	$73,238,810,001
OIS	$287,002,000,000	$192,363,090,500
Basis	$21,567,500,000	$14,455,616,875
Zeroes	$0	$0
FRAs	$0	$0
VNS	$0	$0
Inflation	$0	$0
Total	$417,840,384,000	$280,057,517,376

Product	Volume CAD	USD Equivalent
IRS	$42,149,543,950	$30,985,476,696
OIS	$49,156,724,000	$36,136,678,674
Basis	$11,084,200,000	$8,148,349,629
Zeroes	$0	$0
FRAs	$0	$0
VNS	$270,234,156	$198,657,764
Inflation	$0	$0
Total	$102,660,702,106	$75,469,162,763

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL581,120,517	$112,399,160
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL581,120,517	$112,399,160

Product	Volume CLP	USD Equivalent
IRS	CLP2,218,400,000	$2,775,949
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP2,218,400,000	$2,775,949

Product	Volume CNY	USD Equivalent
IRS	CNY178,756,527,712	$26,000,949,485
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY178,756,527,712	$26,000,949,485

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP0	$0
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP0	$0

Product	Volume CZK	USD Equivalent
IRS	CZK309,215,053,536	$14,191,988,872
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK422,896,000,000	$19,409,583,257
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK732,111,053,536	$33,601,572,129

Product	Volume DKK	USD Equivalent
IRS	DKK7,079,000,000	$1,030,294,651
OIS	DKK200,000,000	$29,108,480
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK7,279,000,000	$1,059,403,131

Product	Volume HKD	USD Equivalent
IRS	HKD164,169,829,484	$20,913,620,490
OIS	HKD0	$0
Basis	HKD6,400,000,000	$815,297,010
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD170,569,829,484	$21,728,917,500

Product	Volume HUF	USD Equivalent
IRS	HUF2,122,949,600,000	$6,040,115,513
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF4,390,550,000,000	$12,491,784,622
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF6,513,499,600,000	$18,531,900,135

Product	Volume ILS	USD Equivalent
IRS	ILS17,947,046,000	$5,059,496,504
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS51,790,000,000	$14,600,248,083
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS69,737,046,000	$19,659,744,587

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,579,161,510,688	$31,376,851,571
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,579,161,510,688	$31,376,851,571

Product	Volume KRW	USD Equivalent
IRS	KRW10,650,862,292,400	$8,202,814,371
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW10,650,862,292,400	$8,202,814,371

Product	Volume MXN	USD Equivalent
IRS	MXN29,216,084,656	$1,600,850,650
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN29,216,084,656	$1,600,850,650

Product	Volume NOK	USD Equivalent
IRS	NOK43,894,322,000	$4,231,960,934
OIS	NOK20,000,000,000	$1,928,249,824
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK72,740,000,000	$7,013,044,610
VNS	NOK80,000,000	$7,712,999
Inflation	NOK0	$0
Total	NOK136,714,322,000	$13,180,968,367

Product	Volume NZD	USD Equivalent
IRS	NZD52,433,414,494	$32,763,019,047
OIS	NZD18,747,200,000	$11,714,187,920
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD71,180,614,494	$44,477,206,967

Product	Volume PLN	USD Equivalent
IRS	PLN45,778,996,824	$10,612,712,543
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN12,356,000,000	$2,864,428,783
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN58,134,996,824	$13,477,141,326

Product	Volume SEK	USD Equivalent
IRS	SEK132,270,428,000	$12,775,493,000
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK50,680,000,000	$4,894,986,695
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK182,950,428,000	$17,670,479,695

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD12,113,296,000	$9,124,206,086
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD12,113,296,000	$9,124,206,086

Product	Volume THB	USD Equivalent
IRS	THB240,448,000,000	$7,025,507,670
OIS	THB116,959,260,000	$3,417,363,331
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB357,407,260,000	$10,442,871,001

Product	Volume TWD	USD Equivalent
IRS	TWD74,048,860,000	$2,438,786,022
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD74,048,860,000	$2,438,786,022

Product	Volume ZAR	USD Equivalent
IRS	ZAR978,768,355,926	$53,840,012,538
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR978,768,355,926	$53,840,012,538

Product	USD Equivalent
IRS	$1,261,863,859,297
OIS	$2,245,248,089,398
Basis	$100,243,050,557
Zeroes	$0
FRAs	$1,505,431,261,498
VNS	$6,842,804,536
Inflation	$45,190,191,459
Total	$5,164,819,256,745

Show:

Product	USD Equivalent
IRS	$654,892,777,413
OIS	$8,670,970,008,586
Basis	$205,514,526,000
Zeroes	$0
FRAs	$89,710,000,000
VNS	$20,354,235,518
Inflation	$62,059,727,336
Total	$9,703,501,274,853

Product	Volume EUR	USD Equivalent
IRS	€2,335,183,842,039	$2,524,197,367,006
OIS	€5,234,151,479,344	$5,656,541,335,544
Basis	€23,746,000,000	$25,654,356,440
Zeroes	€1,218,381,866	$1,321,091,457
FRAs	€2,233,577,920,000	$2,407,437,474,934
VNS	€3,421,618,316	$3,696,549,449
Inflation	€100,945,385,448	$108,989,026,856
Total	€9,932,244,627,013	$10,727,837,201,686

Product	Volume GBP	USD Equivalent
IRS	£800,000,000	$977,280,000
OIS	£2,938,470,064,870	$3,605,155,989,098
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£681,404,291	$836,395,574
Inflation	£46,960,161,362	$57,595,644,381
Total	£2,986,911,630,523	$3,664,565,309,053

Product	Volume JPY	USD Equivalent
IRS	¥21,210,000,000	$162,318,221
OIS	¥46,293,475,627,054	$352,620,521,567
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥46,314,685,627,054	$352,782,839,788

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF333,343,448,800	$362,996,881,239
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF333,343,448,800	$362,996,881,239

Product	Volume AUD	USD Equivalent
IRS	$583,235,928,055	$390,720,129,422
OIS	$1,216,389,658,168	$814,457,791,801
Basis	$159,287,190,000	$106,524,604,647
Zeroes	$0	$0
FRAs	$0	$0
VNS	$97,310,227	$64,705,324
Inflation	$0	$0
Total	$1,959,010,086,450	$1,311,767,231,194

Product	Volume CAD	USD Equivalent
IRS	$285,464,453,566	$208,245,372,444
OIS	$592,266,584,000	$431,931,541,115
Basis	$103,006,000,000	$75,116,798,310
Zeroes	$100,000,000	$72,899,581
FRAs	$0	$0
VNS	$1,264,465,895	$922,433,687
Inflation	$0	$0
Total	$982,101,503,461	$716,289,045,137

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL8,933,267,855	$1,701,356,745
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL8,933,267,855	$1,701,356,745

Product	Volume CLP	USD Equivalent
IRS	CLP275,859,398,000	$335,121,284
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP275,859,398,000	$335,121,284

Product	Volume CNY	USD Equivalent
IRS	CNY582,644,913,800	$84,789,349,227
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY582,644,913,800	$84,789,349,227

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP698,600,200,000	$146,397,889
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP698,600,200,000	$146,397,889

Product	Volume CZK	USD Equivalent
IRS	CZK1,334,815,596,916	$60,561,343,067
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK4,301,546,371,698	$195,504,044,563
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK5,636,361,968,614	$256,065,387,630

Product	Volume DKK	USD Equivalent
IRS	DKK25,542,440,000	$3,699,794,693
OIS	DKK4,340,000,000	$632,591,558
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK29,882,440,000	$4,332,386,251

Product	Volume HKD	USD Equivalent
IRS	HKD443,057,082,000	$56,462,871,648
OIS	HKD0	$0
Basis	HKD48,990,000,000	$6,244,093,402
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD492,047,082,000	$62,706,965,050

Product	Volume HUF	USD Equivalent
IRS	HUF4,902,349,950,000	$13,688,025,389
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF10,967,200,000,000	$30,471,138,737
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF15,869,549,950,000	$44,159,164,126

Product	Volume ILS	USD Equivalent
IRS	ILS119,205,735,900	$32,837,214,051
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS114,150,000,000	$31,447,336,035
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS233,355,735,900	$64,284,550,086

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR4,543,195,444,000	$55,076,712,636
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR4,543,195,444,000	$55,076,712,636

Product	Volume KRW	USD Equivalent
IRS	KRW91,143,995,918,000	$70,243,458,870
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW91,143,995,918,000	$70,243,458,870

Product	Volume MXN	USD Equivalent
IRS	MXN144,112,829,348	$7,783,224,807
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN144,112,829,348	$7,783,224,807

Product	Volume NOK	USD Equivalent
IRS	NOK358,358,646,262	$34,102,377,390
OIS	NOK174,460,000,000	$16,641,382,310
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK970,584,000,000	$92,985,732,166
VNS	NOK317,573,578	$30,276,821
Inflation	NOK0	$0
Total	NOK1,503,720,219,840	$143,759,768,687

Product	Volume NZD	USD Equivalent
IRS	NZD163,463,904,800	$101,774,045,452
OIS	NZD124,240,800,000	$77,312,313,260
Basis	NZD780,000,000	$483,678,000
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD288,484,704,800	$179,570,036,712

Product	Volume PLN	USD Equivalent
IRS	PLN169,898,682,660	$39,133,889,533
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN271,358,000,000	$62,735,255,345
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN441,256,682,660	$101,869,144,878

Product	Volume SEK	USD Equivalent
IRS	SEK729,129,179,542	$70,544,110,984
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK367,460,000,000	$35,570,105,595
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK1,096,589,179,542	$106,114,216,579

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD114,841,424,980	$86,151,116,403
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD114,841,424,980	$86,151,116,403

Product	Volume THB	USD Equivalent
IRS	THB105,891,111,590	$3,080,900,722
OIS	THB904,600,222,112	$26,500,434,461
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB1,010,491,333,702	$29,581,335,183

Product	Volume TWD	USD Equivalent
IRS	TWD406,619,763,800	$13,378,960,819
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD406,619,763,800	$13,378,960,819

Product	Volume ZAR	USD Equivalent
IRS	ZAR3,840,439,657,720	$210,287,140,573
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR3,840,439,657,720	$210,287,140,573

Product	USD Equivalent
IRS	$4,583,598,429,760
OIS	$20,157,135,017,467
Basis	$419,538,056,799
Zeroes	$1,393,991,038
FRAs	$2,945,861,087,375
VNS	$25,904,596,373
Inflation	$228,644,398,573
Total	$28,362,075,577,385

Show:

Product	USD Equivalent
IRS	$12,880,773,566,044
OIS	$128,422,425,955,624
Basis	$3,972,458,103,123
Zeroes	$23,039,120,000
FRAs	$1,519,588,660,000
VNS	$256,754,530,552
Inflation	$837,941,708,482
Total	$147,912,981,643,825

Product	Volume EUR	USD Equivalent
IRS	€26,846,539,970,005	$28,775,100,777,620
OIS	€61,497,557,331,359	$65,904,010,200,842
Basis	€492,827,976,000	$527,701,245,480
Zeroes	€54,144,486,786	$57,746,571,487
FRAs	€28,434,903,740,000	$30,499,718,054,578
VNS	€39,539,308,900	$42,429,801,868
Inflation	€1,205,532,776,555	$1,293,513,707,290
Total	€118,571,045,589,605	$127,100,220,359,165

Product	Volume GBP	USD Equivalent
IRS	£3,496,000,000	$4,233,442,000
OIS	£31,079,384,317,752	$37,771,090,511,034
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£29,861,561,289	$36,374,412,287
Inflation	£603,462,385,991	$733,623,112,838
Total	£31,716,204,265,032	$38,545,321,478,159

Product	Volume JPY	USD Equivalent
IRS	¥1,306,289,560,000	$9,795,397,940
OIS	¥411,034,193,970,304	$3,109,631,430,639
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥412,340,483,530,304	$3,119,426,828,579

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF1,845,307,925,804	$1,994,609,160,556
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF240,000,000	$258,686,550
Inflation	CHF0	$0
Total	CHF1,845,547,925,804	$1,994,867,847,106

Product	Volume AUD	USD Equivalent
IRS	$7,619,879,213,172	$5,209,000,313,529
OIS	$18,152,002,825,490	$12,417,158,066,739
Basis	$2,221,126,141,000	$1,519,454,415,249
Zeroes	$0	$0
FRAs	$0	$0
VNS	$2,349,983,516	$1,593,117,142
Inflation	$0	$0
Total	$27,995,358,163,178	$19,147,205,912,659

Product	Volume CAD	USD Equivalent
IRS	$3,712,341,927,528	$2,746,465,003,708
OIS	$7,643,275,218,722	$5,650,300,888,976
Basis	$847,060,530,000	$625,961,778,851
Zeroes	$150,000,000	$110,260,412
FRAs	$0	$0
VNS	$29,333,372,821	$21,726,881,404
Inflation	$0	$0
Total	$12,232,161,049,071	$9,044,564,813,351

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL94,518,032,062	$18,138,867,725
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL94,518,032,062	$18,138,867,725

Product	Volume CLP	USD Equivalent
IRS	CLP9,808,958,521,400	$12,090,026,611
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP9,808,958,521,400	$12,090,026,611

Product	Volume CNY	USD Equivalent
IRS	CNY9,594,020,868,068	$1,399,271,772,577
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY9,594,020,868,068	$1,399,271,772,577

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP12,318,200,196,000	$2,598,152,319
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP12,318,200,196,000	$2,598,152,319

Product	Volume CZK	USD Equivalent
IRS	CZK16,526,159,547,855	$745,982,046,495
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK6,750,600,000	$306,796,392
FRAs	CZK22,234,774,191,698	$1,003,182,773,591
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK38,767,684,339,553	$1,749,471,616,478

Product	Volume DKK	USD Equivalent
IRS	DKK342,405,190,000	$49,324,987,135
OIS	DKK38,636,000,000	$5,569,984,594
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK53,174,000,000	$7,699,548,096
VNS	DKK500,000,000	$72,437,523
Inflation	DKK0	$0
Total	DKK434,715,190,000	$62,666,957,348

Product	Volume HKD	USD Equivalent
IRS	HKD6,760,532,094,527	$862,329,591,067
OIS	HKD0	$0
Basis	HKD255,086,000,000	$32,530,749,734
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD100,000,000	$12,793,041
Inflation	HKD0	$0
Total	HKD7,015,718,094,527	$894,873,133,842

Product	Volume HUF	USD Equivalent
IRS	HUF64,271,556,217,036	$178,027,019,610
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF104,543,689,072,000	$289,035,414,103
VNS	HUF108,000,000,000	$303,090,471
Inflation	HUF0	$0
Total	HUF168,923,245,289,036	$467,365,524,184

Product	Volume ILS	USD Equivalent
IRS	ILS1,338,354,945,578	$377,207,521,649
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS1,030,154,000,000	$289,274,167,720
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,368,508,945,578	$666,481,689,369

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR70,881,733,588,550	$861,448,032,204
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR70,881,733,588,550	$861,448,032,204

Product	Volume KRW	USD Equivalent
IRS	KRW1,479,347,623,798,862	$1,160,782,094,135
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,479,347,623,798,862	$1,160,782,094,135

Product	Volume MXN	USD Equivalent
IRS	MXN1,392,432,608,140	$74,914,982,206
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN1,392,432,608,140	$74,914,982,206

Product	Volume NOK	USD Equivalent
IRS	NOK4,212,280,273,652	$408,296,181,849
OIS	NOK2,288,552,000,000	$224,654,955,017
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK8,124,857,400,000	$788,691,742,073
VNS	NOK2,439,657,578	$232,578,192
Inflation	NOK0	$0
Total	NOK14,628,129,331,230	$1,421,875,457,131

Product	Volume NZD	USD Equivalent
IRS	NZD1,980,831,140,686	$1,243,321,564,019
OIS	NZD2,122,465,320,000	$1,335,190,392,744
Basis	NZD79,798,500,000	$49,653,096,625
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD6,610,994	$4,221,781
Inflation	NZD0	$0
Total	NZD4,183,101,571,680	$2,628,169,275,169

Product	Volume PLN	USD Equivalent
IRS	PLN2,638,123,349,770	$600,114,819,675
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN2,312,156,220,000	$526,187,665,639
VNS	PLN2,500,000,000	$568,374,207
Inflation	PLN0	$0
Total	PLN4,952,779,569,770	$1,126,870,859,521

Product	Volume SEK	USD Equivalent
IRS	SEK9,737,867,990,836	$931,568,245,164
OIS	SEK290,802,000,000	$27,908,936,378
Basis	SEK0	$0
Zeroes	SEK19,600,000,000	$1,893,491,124
FRAs	SEK10,052,420,800,000	$961,518,659,779
VNS	SEK786,997,300	$75,338,452
Inflation	SEK0	$0
Total	SEK20,101,477,788,136	$1,922,964,670,897

Product	Volume SGD	USD Equivalent
IRS	SGD18,927,431,764	$14,190,190,939
OIS	SGD1,287,704,474,660	$965,245,568,730
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD1,306,631,906,424	$979,435,759,669

Product	Volume THB	USD Equivalent
IRS	THB1,214,752,957,762	$35,715,475,717
OIS	THB9,039,306,697,800	$266,147,333,063
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB10,254,059,655,562	$301,862,808,780

Product	Volume TWD	USD Equivalent
IRS	TWD4,852,255,671,966	$159,474,761,122
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD4,852,255,671,966	$159,474,761,122

Product	Volume ZAR	USD Equivalent
IRS	ZAR49,138,931,839,233	$2,763,225,981,794
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR166,960,000,000	$9,159,781,691
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR49,305,891,839,233	$2,772,385,763,485

Product	USD Equivalent
IRS	$60,659,344,630,330
OIS	$258,957,989,569,459
Basis	$6,727,759,389,062
Zeroes	$92,256,021,106
FRAs	$35,884,896,685,579
VNS	$360,406,263,470
Inflation	$2,865,078,528,610
Total	$365,547,731,087,616

Show:

Product	USD Equivalent
IRS	$52,320,795,813,491
OIS	$72,751,397,449,225
Basis	$19,470,895,821,415
Zeroes	$76,072,433,257
FRAs	$535,178,452,966
VNS	$1,923,272,700,253
Inflation	$3,925,796,459,258
Total	$151,003,409,129,865

Product	Volume EUR	USD Equivalent
IRS	€60,027,517,603,275	$65,093,840,088,991
OIS	€38,671,528,604,096	$41,935,405,618,282
Basis	€1,201,745,254,048	$1,303,172,553,490
Zeroes	€255,687,174,840	$277,267,172,397
FRAs	€22,537,298,511,031	$24,439,446,505,363
VNS	€1,191,957,128,883	$1,292,558,310,560
Inflation	€4,062,267,081,352	$4,405,122,423,018
Total	€127,948,001,357,525	$138,746,812,672,101

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£29,193,962,675,007	$36,018,051,450,291
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£481,259,000,666	$593,753,292,071
Inflation	£3,140,869,255,413	$3,875,047,443,865
Total	£32,816,090,931,086	$40,486,852,186,227

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥835,878,958,853,587	$6,391,244,858,765
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥229,198,418,489	$1,752,482,460
Inflation	¥0	$0
Total	¥836,108,157,272,076	$6,392,997,341,225

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF3,136,747,071,025	$3,412,103,851,871
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,600,639,250	$3,916,718,427
Inflation	CHF0	$0
Total	CHF3,140,347,710,275	$3,416,020,570,298

Product	Volume AUD	USD Equivalent
IRS	$21,275,257,980,477	$14,259,741,661,415
OIS	$10,728,508,168,553	$7,190,782,599,972
Basis	$6,264,433,565,222	$4,198,736,597,090
Zeroes	$2,781,225,580	$1,864,116,445
FRAs	$0	$0
VNS	$72,438,732,840	$48,552,060,686
Inflation	$0	$0
Total	$38,343,419,672,672	$25,699,677,035,608

Product	Volume CAD	USD Equivalent
IRS	$17,587,584,068,475	$12,929,195,080,846
OIS	$4,941,487,797,403	$3,632,645,590,975
Basis	$2,237,037,106,303	$1,644,517,464,018
Zeroes	$14,226,657,295	$10,458,470,407
FRAs	$0	$0
VNS	$313,745,309,213	$230,644,202,906
Inflation	$0	$0
Total	$25,094,080,938,689	$18,447,460,809,152

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL252,331,424,789	$48,805,435,972
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL252,331,424,789	$48,805,435,972

Product	Volume CLP	USD Equivalent
IRS	CLP32,932,488,723,368	$41,209,395,887
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP32,932,488,723,368	$41,209,395,887

Product	Volume CNY	USD Equivalent
IRS	CNY20,619,488,718,770	$2,999,198,359,094
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY20,619,488,718,770	$2,999,198,359,094

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP69,767,092,729,304	$14,929,509,903
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP69,767,092,729,304	$14,929,509,903

Product	Volume CZK	USD Equivalent
IRS	CZK39,180,705,772,062	$1,798,269,954,657
OIS	CZK0	$0
Basis	CZK11,928,000,000	$547,457,316
Zeroes	CZK9,020,400,000	$414,007,711
FRAs	CZK23,973,512,366,968	$1,100,308,076,325
VNS	CZK237,389,706,332	$10,895,433,557
Inflation	CZK0	$0
Total	CZK63,412,556,245,362	$2,910,434,929,566

Product	Volume DKK	USD Equivalent
IRS	DKK4,916,304,093,294	$715,530,697,555
OIS	DKK40,282,000,000	$5,862,738,962
Basis	DKK11,320,000,000	$1,647,539,970
Zeroes	DKK0	$0
FRAs	DKK27,851,382,716	$4,053,557,088
VNS	DKK15,398,485,623	$2,241,132,556
Inflation	DKK0	$0
Total	DKK5,011,155,961,633	$729,335,666,131

Product	Volume HKD	USD Equivalent
IRS	HKD17,749,104,485,278	$2,261,061,221,834
OIS	HKD0	$0
Basis	HKD1,359,294,203,872	$173,160,703,177
Zeroes	HKD2,000,000,000	$254,780,316
FRAs	HKD0	$0
VNS	HKD7,929,108,176	$1,010,090,342
Inflation	HKD0	$0
Total	HKD19,118,327,797,326	$2,435,486,795,669

Product	Volume HUF	USD Equivalent
IRS	HUF174,490,727,981,971	$496,452,743,387
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF41,740,817,418	$118,758,994
FRAs	HUF77,955,974,882,750	$221,796,642,386
VNS	HUF2,408,285,744,114	$6,851,940,377
Inflation	HUF0	$0
Total	HUF254,896,729,426,253	$725,220,085,144

Product	Volume ILS	USD Equivalent
IRS	ILS3,039,308,722,324	$856,819,103,046
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS826,564,239,858	$233,018,786,609
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,865,872,962,182	$1,089,837,889,655

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR147,985,912,345,277	$1,800,326,186,233
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR147,985,912,345,277	$1,800,326,186,233

Product	Volume KRW	USD Equivalent
IRS	KRW3,898,359,837,798,171	$3,002,341,146,143
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW3,898,359,837,798,171	$3,002,341,146,143

Product	Volume MXN	USD Equivalent
IRS	MXN4,310,029,362,040	$236,161,463,317
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN4,310,029,362,040	$236,161,463,317

Product	Volume NOK	USD Equivalent
IRS	NOK15,134,335,389,176	$1,459,138,977,563
OIS	NOK1,664,133,236,317	$160,443,231,006
Basis	NOK134,691,700,274	$12,985,962,368
Zeroes	NOK4,520,000,000	$435,784,460
FRAs	NOK8,776,399,011,527	$846,154,492,487
VNS	NOK141,300,390,328	$13,623,122,639
Inflation	NOK0	$0
Total	NOK25,855,379,727,622	$2,492,781,570,523

Product	Volume NZD	USD Equivalent
IRS	NZD6,421,857,788,606	$4,012,697,839,211
OIS	NZD1,862,146,579,444	$1,163,562,290,166
Basis	NZD171,546,208,196	$107,190,648,191
Zeroes	NZD195,800,000	$122,345,630
FRAs	NZD0	$0
VNS	NZD2,207,000,330	$1,379,044,156
Inflation	NZD0	$0
Total	NZD8,457,953,376,576	$5,284,952,167,354

Product	Volume PLN	USD Equivalent
IRS	PLN7,218,801,318,139	$1,673,498,080,058
OIS	PLN0	$0
Basis	PLN457,000,000	$105,943,991
Zeroes	PLN402,000,000	$93,193,620
FRAs	PLN3,092,124,665,142	$716,831,571,110
VNS	PLN17,343,653,891	$4,020,691,277
Inflation	PLN0	$0
Total	PLN10,329,128,637,172	$2,394,549,480,056

Product	Volume SEK	USD Equivalent
IRS	SEK35,778,039,583,445	$3,455,663,530,847
OIS	SEK226,802,000,000	$21,905,934,737
Basis	SEK0	$0
Zeroes	SEK19,008,000,000	$1,835,909,769
FRAs	SEK9,271,275,448,676	$895,476,913,365
VNS	SEK52,146,144,858	$5,036,596,000
Inflation	SEK0	$0
Total	SEK45,347,271,176,979	$4,379,918,884,718

Product	Volume SGD	USD Equivalent
IRS	SGD301,516,371,848	$227,113,868,521
OIS	SGD2,434,581,167,174	$1,833,821,307,000
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD2,532,227,332	$1,907,372,199
Inflation	SGD0	$0
Total	SGD2,738,629,766,354	$2,062,842,547,720

Product	Volume THB	USD Equivalent
IRS	THB6,565,376,852,866	$191,829,856,914
OIS	THB12,236,439,852,295	$357,529,287,138
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB18,801,816,705,161	$549,359,144,052

Product	Volume TWD	USD Equivalent
IRS	TWD18,274,171,376,249	$601,856,581,242
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD18,274,171,376,249	$601,856,581,242

Product	Volume ZAR	USD Equivalent
IRS	ZAR73,416,801,253,675	$4,038,505,613,761
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR183,556,000,000	$10,097,033,973
FRAs	ZAR0	$0
VNS	ZAR5,850,000,000	$321,796,339
Inflation	ZAR0	$0
Total	ZAR73,606,207,253,675	$4,048,924,444,073

Product	USD Equivalent
IRS	$172,719,726,513,752
OIS	$176,690,011,904,526
Basis	$26,912,960,691,026
Zeroes	$379,034,006,979
FRAs	$28,992,264,997,699
VNS	$4,141,736,986,805
Inflation	$12,205,966,326,141
Total	$422,041,701,426,928

Figures as of COB Mar 28, 2023.

Notional Outstanding by Product

As of COB Mar 28, 2023

Daily Notional by Tenor

As of COB Mar 28, 2023

Notional Outstanding by Currency

As of COB Mar 28, 2023. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
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.
$3.5 trillion notional per day based on daily average over 2020.
"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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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression