Volumes

  • Client Notional Cleared (USD)
    $1,666,485,073,187,451
    Client Notional Outstanding (USD)
    $62,775,681,458,247
    As of COB Jan 19, 2022
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,994,965,000,000,000
    Trades Compressed
    34,324,116
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB Jan 19, 2022. *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
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$793,535,789,177
$3,832,677,376,664
$8,570,881,886,383
$29,089,328,480,066
EUR
€161,547,699,895
€808,318,494,096
€2,092,591,001,717
€11,551,370,566,263
GBP
£199,642,002,147
£463,374,461,451
£1,231,774,095,016
£7,191,739,470,886
JPY
¥973,339,453,300
¥4,411,965,467,245
¥12,166,697,861,545
¥109,146,139,594,327
CHF
CHF2,203,637,000
CHF17,318,939,788
CHF44,554,919,788
CHF614,481,446,201
AUD
$46,495,548,058
$182,966,230,237
$417,345,332,045
$2,457,662,442,222
CAD
$76,309,940,000
$175,508,578,717
$531,294,443,967
$2,510,751,029,593
Other*
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$66,924,455,671
$304,868,635,067
$787,147,898,494
$5,361,969,590,754
BRL
BRL424,220,404
BRL6,607,290,669
BRL10,705,987,649
BRL26,737,241,880
CLP
CLP44,165,500,000
CLP482,283,000,000
CLP769,083,300,000
CLP2,358,825,300,000
CNY
CNY53,911,050,000
CNY145,829,912,998
CNY536,446,057,872
CNY2,768,191,325,438
COP
COP1,729,525,700,000
COP2,356,301,100,000
COP4,186,742,300,000
COP5,646,390,848,000
CZK
CZK57,104,320,000
CZK553,442,343,516
CZK1,059,544,793,846
CZK10,226,489,076,616
DKK
DKK787,200,000
DKK27,750,902,000
DKK65,266,009,000
DKK1,066,040,637,016
HKD
HKD29,302,123,000
HKD88,998,719,758
HKD211,382,320,503
HKD2,501,931,391,331
HUF
HUF447,734,920,344
HUF2,355,872,870,350
HUF5,623,657,701,110
HUF36,492,453,623,741
ILS
ILS8,081,048,389
ILS22,733,181,343
ILS60,804,130,339
ILS401,989,434,964
INR
INR217,170,696,000
INR745,116,222,500
INR2,307,742,670,000
INR11,433,492,949,817
KRW
KRW8,067,702,100,000
KRW38,420,212,358,355
KRW109,976,754,297,355
KRW611,227,594,708,093
MXN
MXN2,644,600,000
MXN96,649,054,485
MXN121,136,783,485
MXN609,990,239,421
NOK
NOK7,530,329,000
NOK118,748,960,024
NOK496,100,303,024
NOK2,170,441,716,590
NZD
NZD17,577,743,000
NZD53,191,177,609
NZD130,732,030,570
NZD981,747,146,388
PLN
PLN21,217,114,476
PLN106,347,702,456
PLN237,157,875,502
PLN1,788,987,678,436
SEK
SEK42,396,923,000
SEK296,653,104,000
SEK712,141,699,000
SEK4,052,590,610,635
SGD
SGD6,268,678,300
SGD23,490,055,381
SGD68,186,722,729
SGD432,712,879,888
THB
THB49,386,650,000
THB155,184,461,886
THB554,455,640,343
THB2,207,416,086,606
TWD
TWD20,099,130,000
TWD111,348,070,000
TWD308,616,320,000
TWD1,000,692,625,531
ZAR
ZAR119,032,933,000
ZAR627,001,360,204
ZAR1,314,736,025,489
ZAR11,890,590,295,765
Total in USD$1,421,481,510,684$6,022,434,683,807$14,290,211,685,197$62,775,681,458,247

Figures as of COB Jan 19, 2022. Weekly figures as of COB Jan 14, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $103,499,111,084
OIS $607,223,069,860
Basis $33,849,900,000
Zeroes $0
FRAs $33,325,000,000
VNS $700,458,233
Inflation $14,938,250,000
Total$793,535,789,177
ProductVolume
EUR
USD
Equivalent
IRS €56,095,832,970 $63,677,184,796
OIS €80,240,153,681 $91,084,610,451
Basis €5,509,000,000 $6,253,541,350
Zeroes €40,272,198 $45,714,986
FRAs €6,295,000,000 $7,145,769,250
VNS €48,994,700 $55,616,334
Inflation €13,318,446,346 $15,118,434,370
Total€161,547,699,895$183,380,871,537
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £195,869,801,439 $266,882,397,951
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £102,273,161 $139,352,296
Inflation £3,669,927,547 $5,000,459,779
Total£199,642,002,147$272,022,210,026
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥973,339,453,300 $8,520,501,189
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥973,339,453,300$8,520,501,189
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF2,203,637,000 $2,407,820,149
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,203,637,000$2,407,820,149
ProductVolume
AUD
USD
Equivalent
IRS $20,903,807,558 $15,103,000,961
OIS $25,371,140,500 $18,330,649,011
Basis $220,600,000 $159,383,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$46,495,548,058$33,593,033,472
ProductVolume
CAD
USD
Equivalent
IRS $29,375,540,000 $23,519,247,398
OIS $46,693,600,000 $37,384,787,830
Basis $240,800,000 $192,794,235
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$76,309,940,000$61,096,829,463
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL424,220,404 $77,602,240
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL424,220,404$77,602,240
ProductVolume
CLP
USD
Equivalent
IRS CLP44,165,500,000 $54,592,707
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP44,165,500,000$54,592,707
ProductVolume
CNY
USD
Equivalent
IRS CNY53,911,050,000 $8,496,619,385
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY53,911,050,000$8,496,619,385
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,729,525,700,000 $433,030,971
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,729,525,700,000$433,030,971
ProductVolume
CZK
USD
Equivalent
IRS CZK26,582,320,000 $1,242,803,310
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK30,522,000,000 $1,426,995,184
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK57,104,320,000$2,669,798,494
ProductVolume
DKK
USD
Equivalent
IRS DKK787,200,000 $120,056,734
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK787,200,000$120,056,734
ProductVolume
HKD
USD
Equivalent
IRS HKD29,302,123,000 $3,761,335,883
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD29,302,123,000$3,761,335,883
ProductVolume
HUF
USD
Equivalent
IRS HUF182,934,920,344 $583,915,606
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF264,800,000,000 $845,223,276
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF447,734,920,344$1,429,138,882
ProductVolume
ILS
USD
Equivalent
IRS ILS5,441,048,389 $1,738,687,413
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS2,640,000,000 $843,612,194
VNS ILS0 $0
Inflation ILS0 $0
TotalILS8,081,048,389$2,582,299,607
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR217,170,696,000 $2,917,984,384
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR217,170,696,000$2,917,984,384
ProductVolume
KRW
USD
Equivalent
IRS KRW8,067,702,100,000 $6,794,541,006
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW8,067,702,100,000$6,794,541,006
ProductVolume
MXN
USD
Equivalent
IRS MXN2,644,600,000 $129,283,310
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,644,600,000$129,283,310
ProductVolume
NOK
USD
Equivalent
IRS NOK7,530,329,000 $859,307,791
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK7,530,329,000$859,307,791
ProductVolume
NZD
USD
Equivalent
IRS NZD7,297,743,000 $4,961,005,691
OIS NZD10,280,000,000 $6,988,344,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD17,577,743,000$11,949,349,691
ProductVolume
PLN
USD
Equivalent
IRS PLN7,433,114,476 $1,865,788,417
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN13,784,000,000 $3,459,926,203
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN21,217,114,476$5,325,714,620
ProductVolume
SEK
USD
Equivalent
IRS SEK25,610,923,000 $2,815,392,640
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,740,000,000 $1,840,217,660
VNS SEK46,000,000 $5,056,751
Inflation SEK0 $0
TotalSEK42,396,923,000$4,660,667,051
ProductVolume
SGD
USD
Equivalent
IRS SGD76,800,000 $57,017,707
OIS SGD6,191,878,300 $4,596,962,248
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD6,268,678,300$4,653,979,955
ProductVolume
THB
USD
Equivalent
IRS THB49,386,650,000 $1,500,202,005
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB49,386,650,000$1,500,202,005
ProductVolume
TWD
USD
Equivalent
IRS TWD20,099,130,000 $727,596,655
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD20,099,130,000$727,596,655
ProductVolume
ZAR
USD
Equivalent
IRS ZAR119,032,933,000 $7,781,354,300
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR119,032,933,000$7,781,354,300
ProductUSD
Equivalent
IRS$249,365,647,039
OIS$1,046,770,158,044
Basis$40,455,619,085
Zeroes$45,714,986
FRAs$48,886,743,767
VNS$900,483,614
Inflation$35,057,144,149
Total$1,421,481,510,684
Show:
ProductUSD
Equivalent
IRS $363,578,252,648
OIS $3,265,207,517,571
Basis $170,907,633,333
Zeroes $6,000,000,000
FRAs $5,000,000,000
VNS $1,215,858,655
Inflation $20,768,114,457
Total$3,832,677,376,664
ProductVolume
EUR
USD
Equivalent
IRS €366,982,247,370 $418,653,756,113
OIS €353,117,350,793 $402,695,068,386
Basis €7,266,800,000 $8,281,153,140
Zeroes €36,007,310,000 $40,772,978,722
FRAs €29,058,000,000 $33,150,008,400
VNS €440,840,822 $502,406,425
Inflation €15,445,945,111 $17,613,185,588
Total€808,318,494,096$921,668,556,774
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £446,010,885,736 $609,665,494,001
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £467,774,000 $638,570,707
Inflation £16,895,801,715 $23,102,722,863
Total£463,374,461,451$633,406,787,571
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥4,411,965,467,245 $38,494,318,494
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,411,965,467,245$38,494,318,494
ProductVolume
CHF
USD
Equivalent
IRS CHF61,830,000 $66,681,046
OIS CHF17,257,109,788 $18,821,933,268
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF17,318,939,788$18,888,614,314
ProductVolume
AUD
USD
Equivalent
IRS $65,210,870,237 $47,153,939,488
OIS $107,454,200,000 $78,080,021,810
Basis $10,301,160,000 $7,426,025,366
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$182,966,230,237$132,659,986,664
ProductVolume
CAD
USD
Equivalent
IRS $79,788,232,717 $63,472,101,369
OIS $85,952,500,000 $68,511,699,830
Basis $9,766,800,000 $7,785,781,879
Zeroes $0 $0
FRAs $0 $0
VNS $1,046,000 $825,181
Inflation $0 $0
Total$175,508,578,717$139,770,408,259
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,607,290,669 $1,181,293,835
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,607,290,669$1,181,293,835
ProductVolume
CLP
USD
Equivalent
IRS CLP482,283,000,000 $585,700,736
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP482,283,000,000$585,700,736
ProductVolume
CNY
USD
Equivalent
IRS CNY145,829,912,998 $22,917,533,666
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY145,829,912,998$22,917,533,666
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,356,301,100,000 $588,981,006
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,356,301,100,000$588,981,006
ProductVolume
CZK
USD
Equivalent
IRS CZK275,932,343,516 $12,893,760,349
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK277,510,000,000 $12,965,616,051
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK553,442,343,516$25,859,376,400
ProductVolume
DKK
USD
Equivalent
IRS DKK27,750,902,000 $4,244,814,634
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,750,902,000$4,244,814,634
ProductVolume
HKD
USD
Equivalent
IRS HKD85,298,719,758 $10,946,235,977
OIS HKD0 $0
Basis HKD3,700,000,000 $475,011,202
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD88,998,719,758$11,421,247,179
ProductVolume
HUF
USD
Equivalent
IRS HUF1,911,872,870,350 $6,116,289,420
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF444,000,000,000 $1,429,728,792
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,355,872,870,350$7,546,018,212
ProductVolume
ILS
USD
Equivalent
IRS ILS17,653,181,343 $5,665,074,635
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS5,080,000,000 $1,633,298,143
VNS ILS0 $0
Inflation ILS0 $0
TotalILS22,733,181,343$7,298,372,778
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR745,116,222,500 $10,074,185,629
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR745,116,222,500$10,074,185,629
ProductVolume
KRW
USD
Equivalent
IRS KRW38,420,212,358,355 $32,270,386,735
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW38,420,212,358,355$32,270,386,735
ProductVolume
MXN
USD
Equivalent
IRS MXN96,649,054,485 $4,755,657,498
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN96,649,054,485$4,755,657,498
ProductVolume
NOK
USD
Equivalent
IRS NOK66,108,960,024 $7,553,554,072
OIS NOK0 $0
Basis NOK4,325,000,000 $497,535,331
Zeroes NOK0 $0
FRAs NOK48,250,000,000 $5,560,112,390
VNS NOK65,000,000 $7,404,791
Inflation NOK0 $0
TotalNOK118,748,960,024$13,618,606,584
ProductVolume
NZD
USD
Equivalent
IRS NZD20,480,373,048 $13,951,585,158
OIS NZD26,707,500,000 $18,179,503,600
Basis NZD6,000,000,000 $4,053,600,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD3,304,561 $2,249,745
Inflation NZD0 $0
TotalNZD53,191,177,609$36,186,938,503
ProductVolume
PLN
USD
Equivalent
IRS PLN51,727,698,553 $13,014,673,117
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN54,620,000,000 $13,745,349,385
VNS PLN3,903 $978
Inflation PLN0 $0
TotalPLN106,347,702,456$26,760,023,480
ProductVolume
SEK
USD
Equivalent
IRS SEK147,593,104,000 $16,393,025,559
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK149,060,000,000 $16,496,284,722
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK296,653,104,000$32,889,310,281
ProductVolume
SGD
USD
Equivalent
IRS SGD119,800,000 $88,605,693
OIS SGD23,370,255,381 $17,313,207,526
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD23,490,055,381$17,401,813,219
ProductVolume
THB
USD
Equivalent
IRS THB155,184,461,886 $4,643,960,779
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB155,184,461,886$4,643,960,779
ProductVolume
TWD
USD
Equivalent
IRS TWD111,348,070,000 $4,027,359,880
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD111,348,070,000$4,027,359,880
ProductVolume
ZAR
USD
Equivalent
IRS ZAR627,001,360,204 $40,597,054,033
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR627,001,360,204$40,597,054,033
ProductUSD
Equivalent
IRS$1,094,771,296,440
OIS$4,527,631,931,121
Basis$199,426,740,251
Zeroes$46,772,978,722
FRAs$89,980,397,883
VNS$2,367,316,482
Inflation$61,484,022,908
Total$6,022,434,683,807
Show:
ProductUSD
Equivalent
IRS $929,122,354,525
OIS $7,158,432,890,060
Basis $359,827,338,333
Zeroes $8,000,000,000
FRAs $56,047,000,000
VNS $3,537,582,237
Inflation $55,914,721,228
Total$8,570,881,886,383
ProductVolume
EUR
USD
Equivalent
IRS €934,195,148,988 $1,061,246,618,442
OIS €955,389,605,245 $1,084,901,327,045
Basis €27,638,050,000 $31,342,740,495
Zeroes €48,097,721,052 $54,421,038,996
FRAs €76,443,000,000 $86,815,573,650
VNS €1,464,922,502 $1,661,736,151
Inflation €49,362,553,930 $56,056,212,547
Total€2,092,591,001,717$2,376,445,247,326
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,188,723,571,143 $1,618,594,659,965
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £662,014,005 $902,543,507
Inflation £42,388,509,868 $57,714,646,981
Total£1,231,774,095,016$1,677,211,850,453
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥12,166,697,861,545 $105,714,854,520
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,166,697,861,545$105,714,854,520
ProductVolume
CHF
USD
Equivalent
IRS CHF61,830,000 $66,681,046
OIS CHF44,493,089,788 $48,490,837,763
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF44,554,919,788$48,557,518,809
ProductVolume
AUD
USD
Equivalent
IRS $157,471,881,545 $113,616,165,587
OIS $235,114,140,500 $170,075,993,111
Basis $24,759,310,000 $17,851,841,156
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$417,345,332,045$301,543,999,854
ProductVolume
CAD
USD
Equivalent
IRS $229,030,697,967 $181,885,286,892
OIS $283,594,100,000 $225,982,714,698
Basis $18,668,600,000 $14,839,602,587
Zeroes $0 $0
FRAs $0 $0
VNS $1,046,000 $825,181
Inflation $0 $0
Total$531,294,443,967$422,708,429,358
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL10,705,987,649 $1,908,967,786
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL10,705,987,649$1,908,967,786
ProductVolume
CLP
USD
Equivalent
IRS CLP769,083,300,000 $934,872,657
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP769,083,300,000$934,872,657
ProductVolume
CNY
USD
Equivalent
IRS CNY536,446,057,872 $84,329,079,595
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY536,446,057,872$84,329,079,595
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP4,186,742,300,000 $1,047,025,088
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP4,186,742,300,000$1,047,025,088
ProductVolume
CZK
USD
Equivalent
IRS CZK580,772,793,846 $27,016,379,297
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK478,772,000,000 $22,323,720,927
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,059,544,793,846$49,340,100,224
ProductVolume
DKK
USD
Equivalent
IRS DKK58,706,009,000 $8,960,632,306
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK6,560,000,000 $996,407,768
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK65,266,009,000$9,957,040,074
ProductVolume
HKD
USD
Equivalent
IRS HKD201,368,320,503 $25,836,261,257
OIS HKD0 $0
Basis HKD10,014,000,000 $1,284,997,543
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD211,382,320,503$27,121,258,800
ProductVolume
HUF
USD
Equivalent
IRS HUF4,713,857,701,110 $14,983,690,444
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF909,800,000,000 $2,911,571,964
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF5,623,657,701,110$17,895,262,408
ProductVolume
ILS
USD
Equivalent
IRS ILS47,884,130,339 $15,377,470,765
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS12,920,000,000 $4,148,752,432
VNS ILS0 $0
Inflation ILS0 $0
TotalILS60,804,130,339$19,526,223,197
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,307,742,670,000 $31,069,347,404
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,307,742,670,000$31,069,347,404
ProductVolume
KRW
USD
Equivalent
IRS KRW109,976,754,297,355 $92,098,026,050
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW109,976,754,297,355$92,098,026,050
ProductVolume
MXN
USD
Equivalent
IRS MXN121,136,783,485 $5,951,172,794
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN121,136,783,485$5,951,172,794
ProductVolume
NOK
USD
Equivalent
IRS NOK194,636,153,024 $22,112,447,922
OIS NOK0 $0
Basis NOK4,325,000,000 $497,535,331
Zeroes NOK0 $0
FRAs NOK296,800,000,000 $33,682,508,552
VNS NOK339,150,000 $38,570,066
Inflation NOK0 $0
TotalNOK496,100,303,024$56,331,061,871
ProductVolume
NZD
USD
Equivalent
IRS NZD66,378,996,005 $45,049,130,513
OIS NZD58,252,190,290 $39,597,779,241
Basis NZD6,000,000,000 $4,053,600,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD100,844,275 $68,533,805
Inflation NZD0 $0
TotalNZD130,732,030,570$88,769,043,559
ProductVolume
PLN
USD
Equivalent
IRS PLN110,392,902,699 $27,649,418,818
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN126,731,000,000 $31,727,323,560
VNS PLN33,972,803 $8,403,194
Inflation PLN0 $0
TotalPLN237,157,875,502$59,385,145,572
ProductVolume
SEK
USD
Equivalent
IRS SEK315,340,699,000 $34,863,362,911
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK396,730,000,000 $43,701,826,724
VNS SEK71,000,000 $7,805,544
Inflation SEK0 $0
TotalSEK712,141,699,000$78,572,995,179
ProductVolume
SGD
USD
Equivalent
IRS SGD808,600,000 $597,939,886
OIS SGD67,348,122,729 $49,788,588,747
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD30,000,000 $22,126,341
Inflation SGD0 $0
TotalSGD68,186,722,729$50,408,654,974
ProductVolume
THB
USD
Equivalent
IRS THB554,455,640,343 $16,656,914,917
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB554,455,640,343$16,656,914,917
ProductVolume
TWD
USD
Equivalent
IRS TWD308,616,320,000 $11,171,579,497
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD308,616,320,000$11,171,579,497
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,314,736,025,489 $84,674,126,848
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,314,736,025,489$84,674,126,848
ProductUSD
Equivalent
IRS$2,806,108,580,755
OIS$10,533,696,017,642
Basis$429,697,655,445
Zeroes$62,421,038,996
FRAs$282,354,685,577
VNS$6,248,126,026
Inflation$169,685,580,756
Total$14,290,211,685,197
Show:
ProductUSD
Equivalent
IRS $11,564,863,560,131
OIS $12,645,853,988,457
Basis $3,714,254,966,419
Zeroes $83,488,511,253
FRAs $417,780,700,000
VNS $355,839,879,514
Inflation $307,246,874,291
Total$29,089,328,480,065
ProductVolume
EUR
USD
Equivalent
IRS €6,812,258,909,444 $7,732,935,701,056
OIS €3,633,281,216,209 $4,124,319,172,580
Basis €153,247,681,087 $173,959,105,186
Zeroes €74,338,850,887 $84,385,746,585
FRAs €306,072,950,000 $347,438,709,193
VNS €204,743,421,346 $232,414,494,741
Inflation €367,427,537,290 $417,085,368,954
Total€11,551,370,566,263$13,112,538,298,295
ProductVolume
GBP
USD
Equivalent
IRS £156,420,783,097 $213,131,138,009
OIS £6,513,532,812,352 $8,875,014,133,470
Basis £77,434,974,604 $105,509,024,646
Zeroes £4,776,882,000 $6,508,740,569
FRAs £0 $0
VNS £63,161,509,581 $86,060,714,880
Inflation £376,412,509,253 $512,880,864,482
Total£7,191,739,470,887$9,799,104,616,056
ProductVolume
JPY
USD
Equivalent
IRS ¥19,795,284,296,657 $173,285,633,095
OIS ¥88,773,985,602,869 $777,117,219,791
Basis ¥541,526,609,483 $4,740,461,413
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥35,343,085,318 $309,389,288
Inflation ¥0 $0
Total¥109,146,139,594,327$955,452,703,587
ProductVolume
CHF
USD
Equivalent
IRS CHF114,645,876,464 $125,268,658,724
OIS CHF497,801,362,487 $543,926,313,906
Basis CHF890,000,000 $972,465,035
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF1,144,207,250 $1,250,226,453
Inflation CHF0 $0
TotalCHF614,481,446,201$671,417,664,118
ProductVolume
AUD
USD
Equivalent
IRS $1,387,976,520,731 $1,002,813,036,228
OIS $880,092,535,923 $635,866,857,204
Basis $179,265,131,756 $129,519,057,694
Zeroes $620,784,768 $448,516,995
FRAs $0 $0
VNS $9,707,469,044 $7,013,646,384
Inflation $0 $0
Total$2,457,662,442,222$1,775,661,114,505
ProductVolume
CAD
USD
Equivalent
IRS $1,730,942,086,786 $1,385,862,359,316
OIS $619,461,326,100 $495,965,833,547
Basis $137,862,994,526 $110,378,698,580
Zeroes $7,724,441,529 $6,184,500,824
FRAs $0 $0
VNS $14,760,180,652 $11,817,598,600
Inflation $0 $0
Total$2,510,751,029,593$2,010,208,990,867
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL26,737,241,880 $4,891,018,527
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL26,737,241,880$4,891,018,527
ProductVolume
CLP
USD
Equivalent
IRS CLP2,358,825,300,000 $2,915,729,666
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,358,825,300,000$2,915,729,666
ProductVolume
CNY
USD
Equivalent
IRS CNY2,768,191,325,438 $436,279,168,706
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,768,191,325,438$436,279,168,706
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP5,646,390,848,000 $1,413,718,289
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP5,646,390,848,000$1,413,718,289
ProductVolume
CZK
USD
Equivalent
IRS CZK7,259,858,660,836 $339,420,200,142
OIS CZK0 $0
Basis CZK5,964,000,000 $278,834,915
Zeroes CZK0 $0
FRAs CZK2,940,137,047,620 $137,460,238,797
VNS CZK20,529,368,160 $959,809,629
Inflation CZK0 $0
TotalCZK10,226,489,076,616$478,119,083,483
ProductVolume
DKK
USD
Equivalent
IRS DKK1,051,678,808,612 $160,392,686,881
OIS DKK0 $0
Basis DKK5,350,000,000 $815,934,359
Zeroes DKK0 $0
FRAs DKK6,560,000,000 $1,000,472,784
VNS DKK2,451,828,405 $373,931,035
Inflation DKK0 $0
TotalDKK1,066,040,637,017$162,583,025,059
ProductVolume
HKD
USD
Equivalent
IRS HKD2,181,259,618,982 $279,995,073,261
OIS HKD0 $0
Basis HKD315,445,218,260 $40,491,790,261
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD5,226,554,088 $670,901,062
Inflation HKD0 $0
TotalHKD2,501,931,391,330$321,157,764,584
ProductVolume
HUF
USD
Equivalent
IRS HUF28,924,557,225,530 $92,325,185,054
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,600,000,000 $100,865,013
FRAs HUF7,329,035,365,854 $23,393,773,711
VNS HUF207,261,032,357 $661,562,873
Inflation HUF0 $0
TotalHUF36,492,453,623,741$116,481,386,651
ProductVolume
ILS
USD
Equivalent
IRS ILS363,183,434,964 $116,055,293,335
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS38,806,000,000 $12,400,460,152
VNS ILS0 $0
Inflation ILS0 $0
TotalILS401,989,434,964$128,455,753,487
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR11,433,492,949,817 $153,624,565,835
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR11,433,492,949,817$153,624,565,835
ProductVolume
KRW
USD
Equivalent
IRS KRW611,227,594,708,093 $514,769,993,354
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW611,227,594,708,093$514,769,993,354
ProductVolume
MXN
USD
Equivalent
IRS MXN609,990,239,421 $29,819,843,195
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN609,990,239,421$29,819,843,195
ProductVolume
NOK
USD
Equivalent
IRS NOK1,290,318,467,896 $147,242,001,300
OIS NOK0 $0
Basis NOK83,295,950,124 $9,505,143,654
Zeroes NOK320,000,000 $36,516,133
FRAs NOK752,618,388,554 $85,883,477,997
VNS NOK43,888,910,016 $5,008,291,446
Inflation NOK0 $0
TotalNOK2,170,441,716,590$247,675,430,530
ProductVolume
NZD
USD
Equivalent
IRS NZD486,674,768,604 $330,841,507,697
OIS NZD474,560,278,268 $322,606,077,167
Basis NZD19,748,600,000 $13,425,098,280
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD763,499,516 $519,026,971
Inflation NZD0 $0
TotalNZD981,747,146,388$667,391,710,115
ProductVolume
PLN
USD
Equivalent
IRS PLN1,376,707,164,054 $345,567,701,010
OIS PLN0 $0
Basis PLN428,500,000 $107,557,921
Zeroes PLN0 $0
FRAs PLN403,707,210,925 $101,334,674,797
VNS PLN8,144,803,457 $2,044,429,694
Inflation PLN0 $0
TotalPLN1,788,987,678,436$449,054,363,422
ProductVolume
SEK
USD
Equivalent
IRS SEK3,015,705,924,041 $331,514,653,480
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,017,949,329,378 $111,902,528,857
VNS SEK18,935,357,217 $2,081,551,897
Inflation SEK0 $0
TotalSEK4,052,590,610,636$445,498,734,234
ProductVolume
SGD
USD
Equivalent
IRS SGD199,211,698,467 $147,898,361,830
OIS SGD232,044,853,504 $172,274,288,952
Basis SGD445,217,296 $330,537,359
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,011,110,620 $750,666,781
Inflation SGD0 $0
TotalSGD432,712,879,887$321,253,854,922
ProductVolume
THB
USD
Equivalent
IRS THB2,207,416,086,606 $67,053,951,598
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,207,416,086,606$67,053,951,598
ProductVolume
TWD
USD
Equivalent
IRS TWD1,000,692,625,531 $36,225,478,770
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,000,692,625,531$36,225,478,770
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,890,215,295,765 $777,280,502,037
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $24,514,290
Inflation ZAR0 $0
TotalZAR11,890,590,295,765$777,305,016,327
ProductUSD
Equivalent
IRS$26,358,648,436,402
OIS$28,747,982,169,198
Basis$4,304,288,675,722
Zeroes$181,153,397,372
FRAs$1,238,595,036,288
VNS$707,800,635,538
Inflation$1,237,213,107,727
Total$62,775,681,458,247

Figures as of COB Jan 19, 2022.

Notional Outstanding by Product

As of COB Jan 19, 2022

Daily Notional by Tenor
 

As of COB Jan 19, 2022

Notional Outstanding by Tenor
 

As of COB Jan 19, 2022

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
$4,592,096,498,919
$14,697,746,943,706
$34,446,910,349,542
$147,093,410,348,643
EUR
€838,947,726,790
€6,711,729,349,050
€14,227,547,814,165
€85,651,093,639,156
GBP
£606,316,839,606
£1,575,946,042,176
£4,041,849,333,824
£32,546,434,287,633
JPY
¥2,350,338,866,600
¥13,679,976,934,490
¥33,727,950,411,090
¥1,102,582,666,326,150
CHF
CHF7,527,488,000
CHF71,812,205,576
CHF186,838,155,016
CHF4,021,475,169,067
AUD
$142,204,250,116
$865,115,494,417
$2,219,819,346,033
$24,218,018,883,611
CAD
$294,484,291,838
$646,832,923,624
$2,020,718,781,854
$20,780,189,627,891
Other*
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$293,675,220,847
$1,310,723,042,112
$3,197,639,305,883
$34,544,298,194,870
BRL
BRL1,696,881,617
BRL13,214,581,337
BRL21,895,925,100
BRL144,841,044,746
CLP
CLP88,331,000,000
CLP988,466,000,000
CLP1,562,066,600,000
CLP14,546,502,589,918
CNY
CNY128,455,720,000
CNY430,571,893,996
CNY1,724,981,973,892
CNY16,549,241,981,236
COP
COP3,459,051,400,000
COP4,712,602,200,000
COP8,544,084,600,000
COP50,541,664,596,856
CZK
CZK790,986,640,000
CZK3,047,701,687,032
CZK5,930,258,007,692
CZK49,524,394,809,957
DKK
DKK3,728,800,000
DKK64,058,604,000
DKK158,825,818,000
DKK5,315,577,320,906
HKD
HKD79,517,046,000
HKD328,905,439,516
HKD737,151,441,006
HKD15,400,495,684,305
HUF
HUF2,562,703,840,688
HUF10,115,834,090,700
HUF21,452,762,633,548
HUF167,770,704,194,700
ILS
ILS25,655,096,778
ILS62,761,422,686
ILS197,377,700,678
ILS1,630,376,275,407
INR
INR597,801,392,000
INR4,173,248,047,000
INR9,649,241,641,256
INR92,517,321,958,920
KRW
KRW24,372,314,896,000
KRW117,109,645,082,710
KRW331,371,101,750,122
KRW3,490,951,545,446,220
MXN
MXN5,589,200,000
MXN195,386,508,970
MXN249,387,766,970
MXN3,760,757,416,697
NOK
NOK437,190,658,000
NOK564,191,320,048
NOK2,414,160,850,048
NOK24,444,827,673,880
NZD
NZD50,349,526,000
NZD208,483,675,218
NZD516,984,601,140
NZD7,940,992,700,000
PLN
PLN81,239,628,952
PLN478,971,262,469
PLN997,330,308,562
PLN7,961,548,470,662
SEK
SEK99,479,744,000
SEK1,782,607,088,000
SEK3,243,530,044,600
SEK52,112,030,349,323
SGD
SGD32,616,427,688
SGD74,773,015,530
SGD263,597,556,726
SGD1,636,066,585,502
THB
THB144,477,755,000
THB635,834,720,472
THB2,481,724,080,686
THB26,712,968,475,469
TWD
TWD51,858,260,000
TWD315,726,140,000
TWD982,672,943,000
TWD13,339,352,084,098
ZAR
ZAR508,668,066,000
ZAR3,334,422,906,408
ZAR6,726,363,258,978
ZAR44,800,305,739,588
Total in USD$7,031,558,426,754$27,149,849,002,175$63,011,806,615,359$371,391,647,566,174

Figures as of COB Jan 19, 2022. Weekly figures as of COB Jan 14, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $2,512,532,425,264
OIS $1,847,830,835,848
Basis $102,736,600,000
Zeroes $0
FRAs $92,550,000,000
VNS $5,431,127,007
Inflation $31,015,510,800
Total$4,592,096,498,919
ProductVolume
EUR
USD
Equivalent
IRS €372,756,799,940 $423,134,881,452
OIS €362,031,280,362 $410,959,807,903
Basis €20,706,000,000 $23,504,415,900
Zeroes €80,544,396 $91,429,971
FRAs €52,500,420,000 $59,595,851,763
VNS €97,989,400 $111,232,667
Inflation €30,774,692,692 $34,933,892,409
Total€838,947,726,790$952,331,512,065
ProductVolume
GBP
USD
Equivalent
IRS £2,400,000,000 $3,270,120,000
OIS £589,096,574,234 $802,673,537,223
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £204,546,322 $278,704,591
Inflation £14,615,719,050 $19,914,647,992
Total£606,316,839,606$826,137,009,806
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥2,350,338,866,600 $20,574,595,059
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,350,338,866,600$20,574,595,059
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF7,527,488,000 $8,224,965,035
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,527,488,000$8,224,965,035
ProductVolume
AUD
USD
Equivalent
IRS $74,916,769,116 $54,127,365,686
OIS $53,783,081,000 $38,858,276,023
Basis $13,504,400,000 $9,756,929,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$142,204,250,116$102,742,570,709
ProductVolume
CAD
USD
Equivalent
IRS $157,533,280,000 $126,127,526,021
OIS $125,939,200,000 $100,832,025,620
Basis $7,981,600,000 $6,390,392,314
Zeroes $0 $0
FRAs $0 $0
VNS $3,030,211,838 $2,426,110,359
Inflation $0 $0
Total$294,484,291,838$235,776,054,314
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,696,881,617 $310,408,959
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,696,881,617$310,408,959
ProductVolume
CLP
USD
Equivalent
IRS CLP88,331,000,000 $109,185,414
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP88,331,000,000$109,185,414
ProductVolume
CNY
USD
Equivalent
IRS CNY128,455,720,000 $20,245,188,337
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY128,455,720,000$20,245,188,337
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,459,051,400,000 $866,061,943
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,459,051,400,000$866,061,943
ProductVolume
CZK
USD
Equivalent
IRS CZK194,118,640,000 $9,075,629,529
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK596,868,000,000 $27,905,371,920
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK790,986,640,000$36,981,001,449
ProductVolume
DKK
USD
Equivalent
IRS DKK3,728,800,000 $568,683,372
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,728,800,000$568,683,372
ProductVolume
HKD
USD
Equivalent
IRS HKD79,517,046,000 $10,207,121,118
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD79,517,046,000$10,207,121,118
ProductVolume
HUF
USD
Equivalent
IRS HUF867,103,840,688 $2,767,735,455
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,695,600,000,000 $5,412,237,863
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,562,703,840,688$8,179,973,318
ProductVolume
ILS
USD
Equivalent
IRS ILS13,255,096,778 $4,235,667,150
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS12,400,000,000 $3,962,420,911
VNS ILS0 $0
Inflation ILS0 $0
TotalILS25,655,096,778$8,198,088,061
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR597,801,392,000 $8,032,276,725
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR597,801,392,000$8,032,276,725
ProductVolume
KRW
USD
Equivalent
IRS KRW24,372,314,896,000 $20,526,128,869
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW24,372,314,896,000$20,526,128,869
ProductVolume
MXN
USD
Equivalent
IRS MXN5,589,200,000 $273,232,352
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN5,589,200,000$273,232,352
ProductVolume
NOK
USD
Equivalent
IRS NOK27,526,658,000 $3,141,147,177
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK409,664,000,000 $46,747,953,100
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK437,190,658,000$49,889,100,277
ProductVolume
NZD
USD
Equivalent
IRS NZD21,749,526,000 $14,785,327,775
OIS NZD28,600,000,000 $19,442,280,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD50,349,526,000$34,227,607,775
ProductVolume
PLN
USD
Equivalent
IRS PLN24,117,628,952 $6,053,773,677
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN57,122,000,000 $14,338,211,300
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN81,239,628,952$20,391,984,977
ProductVolume
SEK
USD
Equivalent
IRS SEK59,907,744,000 $6,585,620,579
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK39,480,000,000 $4,340,011,543
VNS SEK92,000,000 $10,113,502
Inflation SEK0 $0
TotalSEK99,479,744,000$10,935,745,624
ProductVolume
SGD
USD
Equivalent
IRS SGD2,545,400,000 $1,889,750,919
OIS SGD30,071,027,688 $22,325,273,906
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD32,616,427,688$24,215,024,825
ProductVolume
THB
USD
Equivalent
IRS THB144,477,755,000 $4,388,753,190
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB144,477,755,000$4,388,753,190
ProductVolume
TWD
USD
Equivalent
IRS TWD51,858,260,000 $1,877,290,038
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD51,858,260,000$1,877,290,038
ProductVolume
ZAR
USD
Equivalent
IRS ZAR508,668,066,000 $33,252,364,224
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR508,668,066,000$33,252,364,224
ProductUSD
Equivalent
IRS$3,259,485,326,557
OIS$3,280,619,935,285
Basis$142,388,337,214
Zeroes$91,429,971
FRAs$254,852,058,400
VNS$8,257,288,126
Inflation$85,864,051,201
Total$7,031,558,426,754
Show:
ProductUSD
Equivalent
IRS $5,542,426,769,726
OIS $8,310,940,616,406
Basis $692,810,241,333
Zeroes $12,000,000,000
FRAs $71,217,120,000
VNS $16,749,252,131
Inflation $51,602,944,110
Total$14,697,746,943,706
ProductVolume
EUR
USD
Equivalent
IRS €2,088,197,246,746 $2,382,115,804,266
OIS €1,236,946,452,216 $1,411,038,996,323
Basis €32,504,200,000 $37,042,930,960
Zeroes €72,029,240,000 $81,562,714,888
FRAs €3,223,817,200,000 $3,669,438,055,530
VNS €1,088,341,866 $1,238,545,871
Inflation €57,146,668,222 $65,180,758,705
Total€6,711,729,349,050$7,647,617,806,543
ProductVolume
GBP
USD
Equivalent
IRS £256,853,200 $352,151,698
OIS £1,505,283,249,238 $2,058,336,167,503
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £935,548,000 $1,277,141,413
Inflation £69,470,391,738 $94,959,490,369
Total£1,575,946,042,176$2,154,924,950,983
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥13,679,976,934,490 $119,437,494,775
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥13,679,976,934,490$119,437,494,775
ProductVolume
CHF
USD
Equivalent
IRS CHF123,660,000 $133,362,092
OIS CHF71,688,545,576 $78,287,809,363
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF71,812,205,576$78,421,171,455
ProductVolume
AUD
USD
Equivalent
IRS $443,410,721,474 $320,435,804,646
OIS $364,222,400,000 $263,707,200,020
Basis $56,780,320,000 $41,026,512,907
Zeroes $0 $0
FRAs $0 $0
VNS $702,052,943 $511,901,903
Inflation $0 $0
Total$865,115,494,417$625,681,419,476
ProductVolume
CAD
USD
Equivalent
IRS $334,835,065,434 $266,768,099,286
OIS $261,675,000,000 $208,410,474,434
Basis $47,280,600,000 $37,698,010,358
Zeroes $0 $0
FRAs $0 $0
VNS $3,042,258,190 $2,419,589,047
Inflation $0 $0
Total$646,832,923,624$515,296,173,125
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL13,214,581,337 $2,362,587,669
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL13,214,581,337$2,362,587,669
ProductVolume
CLP
USD
Equivalent
IRS CLP988,466,000,000 $1,200,558,302
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP988,466,000,000$1,200,558,302
ProductVolume
CNY
USD
Equivalent
IRS CNY430,571,893,996 $67,664,312,370
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY430,571,893,996$67,664,312,370
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP4,712,602,200,000 $1,177,962,012
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP4,712,602,200,000$1,177,962,012
ProductVolume
CZK
USD
Equivalent
IRS CZK964,503,687,032 $45,051,721,091
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,083,198,000,000 $97,323,054,917
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,047,701,687,032$142,374,776,008
ProductVolume
DKK
USD
Equivalent
IRS DKK64,058,604,000 $9,800,199,503
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK64,058,604,000$9,800,199,503
ProductVolume
HKD
USD
Equivalent
IRS HKD322,505,439,516 $41,387,035,426
OIS HKD0 $0
Basis HKD6,400,000,000 $821,618,909
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD328,905,439,516$42,208,654,335
ProductVolume
HUF
USD
Equivalent
IRS HUF5,586,634,090,700 $17,880,726,003
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,529,200,000,000 $14,497,616,535
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,115,834,090,700$32,378,342,538
ProductVolume
ILS
USD
Equivalent
IRS ILS46,325,422,686 $14,864,409,020
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS16,436,000,000 $5,276,033,693
VNS ILS0 $0
Inflation ILS0 $0
TotalILS62,761,422,686$20,140,442,713
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,173,248,047,000 $56,434,377,862
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,173,248,047,000$56,434,377,862
ProductVolume
KRW
USD
Equivalent
IRS KRW117,109,645,082,710 $98,335,425,102
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW117,109,645,082,710$98,335,425,102
ProductVolume
MXN
USD
Equivalent
IRS MXN195,386,508,970 $9,613,825,441
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN195,386,508,970$9,613,825,441
ProductVolume
NOK
USD
Equivalent
IRS NOK203,511,320,048 $23,250,342,095
OIS NOK0 $0
Basis NOK8,650,000,000 $995,070,662
Zeroes NOK0 $0
FRAs NOK351,900,000,000 $40,465,764,514
VNS NOK130,000,000 $14,809,583
Inflation NOK0 $0
TotalNOK564,191,320,048$64,725,986,854
ProductVolume
NZD
USD
Equivalent
IRS NZD128,062,066,096 $87,004,644,639
OIS NZD68,415,000,000 $46,510,907,200
Basis NZD12,000,000,000 $8,107,200,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD6,609,122 $4,499,490
Inflation NZD0 $0
TotalNZD208,483,675,218$141,627,251,329
ProductVolume
PLN
USD
Equivalent
IRS PLN167,551,254,664 $42,146,549,248
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN311,420,000,000 $78,395,554,139
VNS PLN7,805 $1,955
Inflation PLN0 $0
TotalPLN478,971,262,469$120,542,105,342
ProductVolume
SEK
USD
Equivalent
IRS SEK585,617,088,000 $65,061,229,156
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,196,990,000,000 $133,140,297,560
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK1,782,607,088,000$198,201,526,716
ProductVolume
SGD
USD
Equivalent
IRS SGD1,257,340,030 $933,438,615
OIS SGD73,515,675,500 $54,444,908,487
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD74,773,015,530$55,378,347,102
ProductVolume
THB
USD
Equivalent
IRS THB635,834,720,472 $19,055,756,376
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB635,834,720,472$19,055,756,376
ProductVolume
TWD
USD
Equivalent
IRS TWD315,726,140,000 $11,418,611,760
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD315,726,140,000$11,418,611,760
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,334,422,906,408 $216,081,992,778
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,334,422,906,408$216,081,992,778
ProductUSD
Equivalent
IRS$9,285,345,356,308
OIS$12,608,726,914,385
Basis$818,501,585,129
Zeroes$93,562,714,888
FRAs$4,109,753,496,888
VNS$22,215,741,393
Inflation$211,743,193,184
Total$27,149,849,002,175
Show:
ProductUSD
Equivalent
IRS $13,476,033,957,095
OIS $19,180,370,223,976
Basis $1,362,343,383,333
Zeroes $16,000,000,000
FRAs $239,711,120,000
VNS $34,514,615,886
Inflation $137,937,049,252
Total$34,446,910,349,542
ProductVolume
EUR
USD
Equivalent
IRS €4,950,824,850,456 $5,624,933,011,633
OIS €3,335,497,212,087 $3,788,647,052,272
Basis €113,159,300,000 $128,319,933,970
Zeroes €97,210,062,104 $109,999,285,436
FRAs €5,570,200,520,000 $6,324,783,387,523
VNS €4,781,948,414 $5,424,138,708
Inflation €155,873,921,104 $177,093,360,522
Total€14,227,547,814,165$16,159,200,170,064
ProductVolume
GBP
USD
Equivalent
IRS £3,092,279,192 $4,214,152,886
OIS £3,875,633,595,628 $5,278,172,721,462
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £1,324,028,010 $1,805,087,014
Inflation £161,799,430,994 $220,306,241,057
Total£4,041,849,333,824$5,504,498,202,419
ProductVolume
JPY
USD
Equivalent
IRS ¥135,400,000,000 $1,166,784,533
OIS ¥33,592,550,411,090 $292,054,982,207
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥33,727,950,411,090$293,221,766,740
ProductVolume
CHF
USD
Equivalent
IRS CHF123,660,000 $133,362,092
OIS CHF186,714,495,016 $203,582,634,696
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF186,838,155,016$203,715,996,788
ProductVolume
AUD
USD
Equivalent
IRS $1,242,495,792,090 $897,001,723,500
OIS $839,726,681,000 $606,290,887,653
Basis $136,894,820,000 $98,764,399,587
Zeroes $0 $0
FRAs $0 $0
VNS $702,052,943 $511,901,903
Inflation $0 $0
Total$2,219,819,346,033$1,602,568,912,643
ProductVolume
CAD
USD
Equivalent
IRS $1,144,292,815,094 $906,332,277,331
OIS $758,755,400,000 $604,174,779,665
Basis $111,011,409,660 $88,229,955,365
Zeroes $0 $0
FRAs $0 $0
VNS $6,659,157,100 $5,314,898,919
Inflation $0 $0
Total$2,020,718,781,854$1,604,051,911,280
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL21,895,925,100 $3,908,425,060
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL21,895,925,100$3,908,425,060
ProductVolume
CLP
USD
Equivalent
IRS CLP1,562,066,600,000 $1,898,902,145
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,562,066,600,000$1,898,902,145
ProductVolume
CNY
USD
Equivalent
IRS CNY1,724,981,973,892 $271,182,456,635
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,724,981,973,892$271,182,456,635
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP8,544,084,600,000 $2,135,966,637
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP8,544,084,600,000$2,135,966,637
ProductVolume
CZK
USD
Equivalent
IRS CZK2,061,918,007,692 $95,927,433,717
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,868,340,000,000 $180,082,722,580
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK5,930,258,007,692$276,010,156,297
ProductVolume
DKK
USD
Equivalent
IRS DKK145,705,818,000 $22,232,973,886
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,120,000,000 $1,992,815,535
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK158,825,818,000$24,225,789,421
ProductVolume
HKD
USD
Equivalent
IRS HKD717,923,441,006 $92,112,990,845
OIS HKD0 $0
Basis HKD19,228,000,000 $2,467,229,494
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD737,151,441,006$94,580,220,339
ProductVolume
HUF
USD
Equivalent
IRS HUF13,488,229,549,914 $42,877,872,415
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF7,867,600,000,000 $25,113,034,330
VNS HUF96,933,083,634 $308,161,028
Inflation HUF0 $0
TotalHUF21,452,762,633,548$68,299,067,773
ProductVolume
ILS
USD
Equivalent
IRS ILS133,291,700,678 $42,805,719,453
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS64,086,000,000 $20,587,551,600
VNS ILS0 $0
Inflation ILS0 $0
TotalILS197,377,700,678$63,393,271,053
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR9,649,241,641,256 $130,031,895,622
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR9,649,241,641,256$130,031,895,622
ProductVolume
KRW
USD
Equivalent
IRS KRW331,371,101,750,122 $277,464,183,621
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW331,371,101,750,122$277,464,183,621
ProductVolume
MXN
USD
Equivalent
IRS MXN249,387,766,970 $12,250,948,031
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN249,387,766,970$12,250,948,031
ProductVolume
NOK
USD
Equivalent
IRS NOK581,494,550,048 $66,099,417,597
OIS NOK0 $0
Basis NOK8,650,000,000 $995,070,662
Zeroes NOK0 $0
FRAs NOK1,823,338,000,000 $207,061,455,405
VNS NOK678,300,000 $77,140,133
Inflation NOK0 $0
TotalNOK2,414,160,850,048$274,233,083,797
ProductVolume
NZD
USD
Equivalent
IRS NZD363,478,532,010 $246,523,054,881
OIS NZD141,304,380,580 $95,988,066,481
Basis NZD12,000,000,000 $8,107,200,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD201,688,550 $137,067,609
Inflation NZD0 $0
TotalNZD516,984,601,140$350,755,388,971
ProductVolume
PLN
USD
Equivalent
IRS PLN329,660,362,956 $82,595,350,775
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN667,602,000,000 $167,279,445,224
VNS PLN67,945,606 $16,806,388
Inflation PLN0 $0
TotalPLN997,330,308,562$249,891,602,387
ProductVolume
SEK
USD
Equivalent
IRS SEK1,116,258,044,600 $123,495,829,849
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK2,127,130,000,000 $235,310,783,152
VNS SEK142,000,000 $15,611,089
Inflation SEK0 $0
TotalSEK3,243,530,044,600$358,822,224,090
ProductVolume
SGD
USD
Equivalent
IRS SGD14,982,026,030 $11,091,452,821
OIS SGD248,555,530,696 $183,812,135,183
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD60,000,000 $44,252,683
Inflation SGD0 $0
TotalSGD263,597,556,726$194,947,840,687
ProductVolume
THB
USD
Equivalent
IRS THB2,481,724,080,686 $74,597,759,525
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,481,724,080,686$74,597,759,525
ProductVolume
TWD
USD
Equivalent
IRS TWD982,672,943,000 $35,568,339,549
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD982,672,943,000$35,568,339,549
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,726,363,258,978 $433,441,784,243
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,726,363,258,978$433,441,784,243
ProductUSD
Equivalent
IRS$22,845,890,164,118
OIS$30,365,261,345,854
Basis$1,689,227,172,411
Zeroes$125,999,285,436
FRAs$7,401,922,315,349
VNS$48,169,681,360
Inflation$535,336,650,831
Total$63,011,806,615,359
Show:
ProductUSD
Equivalent
IRS $78,849,682,738,001
OIS $38,604,431,154,145
Basis $23,614,070,607,791
Zeroes $260,408,477,676
FRAs $1,054,477,163,242
VNS $1,680,659,972,991
Inflation $3,029,680,234,796
Total$147,093,410,348,642
ProductVolume
EUR
USD
Equivalent
IRS €49,892,541,504,341 $56,635,518,488,653
OIS €16,081,088,957,161 $18,254,448,129,721
Basis €842,213,407,243 $956,038,549,232
Zeroes €230,836,021,771 $262,033,510,114
FRAs €14,636,638,707,495 $16,614,780,428,812
VNS €1,070,536,049,303 $1,215,218,996,366
Inflation €2,897,238,991,842 $3,288,800,841,590
Total€85,651,093,639,156$97,226,838,944,488
ProductVolume
GBP
USD
Equivalent
IRS £926,145,157,066 $1,261,919,083,761
OIS £28,093,811,963,809 $38,279,223,491,288
Basis £765,467,405,190 $1,042,987,612,941
Zeroes £19,168,177,932 $26,117,600,841
FRAs £0 $0
VNS £429,956,443,737 $585,837,152,414
Inflation £2,311,885,139,899 $3,150,059,097,369
Total£32,546,434,287,633$44,346,144,038,614
ProductVolume
JPY
USD
Equivalent
IRS ¥148,411,477,252,863 $1,299,176,935,728
OIS ¥705,021,339,847,156 $6,171,675,404,623
Basis ¥248,675,457,285,134 $2,176,876,240,076
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥474,391,940,997 $4,152,772,276
Inflation ¥0 $0
Total¥1,102,582,666,326,150$9,651,881,352,703
ProductVolume
CHF
USD
Equivalent
IRS CHF969,253,550,529 $1,059,062,008,883
OIS CHF3,036,528,221,057 $3,317,884,856,924
Basis CHF8,630,182,731 $9,429,832,530
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF7,063,214,750 $7,717,673,459
Inflation CHF0 $0
TotalCHF4,021,475,169,067$4,394,094,371,796
ProductVolume
AUD
USD
Equivalent
IRS $15,321,658,015,222 $11,069,897,915,998
OIS $4,894,027,277,178 $3,535,934,707,761
Basis $3,955,412,368,589 $2,857,785,436,305
Zeroes $2,345,495,946 $1,694,620,821
FRAs $0 $0
VNS $44,575,726,676 $32,205,962,524
Inflation $0 $0
Total$24,218,018,883,611$17,497,518,643,409
ProductVolume
CAD
USD
Equivalent
IRS $15,711,213,522,037 $12,579,034,044,865
OIS $3,125,584,185,410 $2,502,469,323,787
Basis $1,605,124,827,080 $1,285,127,964,035
Zeroes $31,627,767,652 $25,322,472,099
FRAs $0 $0
VNS $306,639,325,712 $245,507,866,863
Inflation $0 $0
Total$20,780,189,627,891$16,637,461,671,649
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL144,841,044,746 $26,495,636,181
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL144,841,044,746$26,495,636,181
ProductVolume
CLP
USD
Equivalent
IRS CLP14,546,502,589,918 $17,980,843,745
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP14,546,502,589,918$17,980,843,745
ProductVolume
CNY
USD
Equivalent
IRS CNY16,549,241,981,236 $2,608,233,566,783
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,549,241,981,236$2,608,233,566,783
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP50,541,664,596,856 $12,654,397,746
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP50,541,664,596,856$12,654,397,746
ProductVolume
CZK
USD
Equivalent
IRS CZK32,749,058,029,448 $1,531,116,837,133
OIS CZK0 $0
Basis CZK11,928,000,000 $557,669,830
Zeroes CZK0 $0
FRAs CZK16,551,060,206,361 $773,811,782,054
VNS CZK212,348,574,148 $9,927,933,711
Inflation CZK0 $0
TotalCZK49,524,394,809,957$2,315,414,222,728
ProductVolume
DKK
USD
Equivalent
IRS DKK5,254,300,572,798 $801,339,134,774
OIS DKK0 $0
Basis DKK10,702,000,000 $1,632,173,741
Zeroes DKK0 $0
FRAs DKK39,120,000,000 $5,966,234,044
VNS DKK11,454,748,108 $1,746,976,179
Inflation DKK0 $0
TotalDKK5,315,577,320,906$810,684,518,738
ProductVolume
HKD
USD
Equivalent
IRS HKD14,285,455,356,940 $1,833,737,297,675
OIS HKD0 $0
Basis HKD1,104,637,219,188 $141,795,582,893
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD10,403,108,176 $1,335,383,927
Inflation HKD0 $0
TotalHKD15,400,495,684,304$1,976,868,264,495
ProductVolume
HUF
USD
Equivalent
IRS HUF137,963,199,052,322 $440,368,984,175
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF61,015,817,418 $194,758,267
FRAs HUF27,728,950,497,608 $88,508,891,116
VNS HUF2,017,538,827,352 $6,439,844,321
Inflation HUF0 $0
TotalHUF167,770,704,194,700$535,512,477,879
ProductVolume
ILS
USD
Equivalent
IRS ILS1,452,752,275,407 $464,227,096,379
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS177,624,000,000 $56,759,762,255
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,630,376,275,407$520,986,858,634
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR92,517,321,958,920 $1,243,096,355,641
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR92,517,321,958,920$1,243,096,355,641
ProductVolume
KRW
USD
Equivalent
IRS KRW3,490,951,545,446,220 $2,940,045,769,211
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,490,951,545,446,220$2,940,045,769,211
ProductVolume
MXN
USD
Equivalent
IRS MXN3,760,757,416,697 $183,847,526,096
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,760,757,416,697$183,847,526,096
ProductVolume
NOK
USD
Equivalent
IRS NOK14,685,265,516,371 $1,675,778,451,644
OIS NOK0 $0
Basis NOK242,903,963,704 $27,718,479,298
Zeroes NOK4,380,000,000 $499,814,567
FRAs NOK9,394,732,955,822 $1,072,060,360,691
VNS NOK117,545,237,984 $13,413,429,719
Inflation NOK0 $0
TotalNOK24,444,827,673,881$2,789,470,535,919
ProductVolume
NZD
USD
Equivalent
IRS NZD5,863,270,354,346 $3,985,851,186,884
OIS NZD1,884,729,707,219 $1,281,239,254,967
Basis NZD190,881,544,676 $129,761,274,071
Zeroes NZD104,000,000 $70,699,200
FRAs NZD0 $0
VNS NZD2,007,093,759 $1,364,422,338
Inflation NZD0 $0
TotalNZD7,940,992,700,000$5,398,286,837,460
ProductVolume
PLN
USD
Equivalent
IRS PLN5,860,137,099,237 $1,470,954,868,154
OIS PLN0 $0
Basis PLN857,000,000 $215,115,841
Zeroes PLN0 $0
FRAs PLN2,082,688,587,198 $522,776,321,494
VNS PLN17,865,784,227 $4,484,496,154
Inflation PLN0 $0
TotalPLN7,961,548,470,662$1,998,430,801,643
ProductVolume
SEK
USD
Equivalent
IRS SEK39,540,381,384,402 $4,346,649,230,154
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,537,603,754 $718,674,664
FRAs SEK12,507,708,009,193 $1,374,964,466,342
VNS SEK57,403,351,974 $6,310,314,340
Inflation SEK0 $0
TotalSEK52,112,030,349,323$5,728,642,685,500
ProductVolume
SGD
USD
Equivalent
IRS SGD591,925,500,496 $439,456,179,143
OIS SGD1,037,149,703,316 $769,998,666,109
Basis SGD4,224,617,296 $3,136,432,159
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,766,764,394 $2,054,095,842
Inflation SGD0 $0
TotalSGD1,636,066,585,502$1,214,645,373,253
ProductVolume
THB
USD
Equivalent
IRS THB26,712,968,475,469 $811,451,047,250
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB26,712,968,475,469$811,451,047,250
ProductVolume
TWD
USD
Equivalent
IRS TWD13,339,352,084,098 $482,889,953,812
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD13,339,352,084,098$482,889,953,812
ProductVolume
ZAR
USD
Equivalent
IRS ZAR44,794,455,739,588 $2,928,278,099,233
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $382,422,927
Inflation ZAR0 $0
TotalZAR44,800,305,739,588$2,928,660,522,160
ProductUSD
Equivalent
IRS$189,742,992,924,315
OIS$113,973,055,742,712
Basis$32,247,132,970,743
Zeroes$577,060,628,249
FRAs$21,564,105,410,050
VNS$3,818,759,716,351
Inflation$9,468,540,173,755
Total$371,391,647,566,175

Figures as of COB Jan 19, 2022.

Notional Outstanding by Product

As of COB Jan 19, 2022

Daily Notional by Tenor

As of COB Jan 19, 2022

Notional Outstanding by Currency

As of COB Jan 19, 2022. *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 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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