Volumes

  • Client Notional Cleared (USD)
    $1,207,603,440,317,962
    Client Notional Outstanding (USD)
    $56,790,926,980,972
    As of COB Jan 24, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,572,811,000,000,000
    Trades Compressed
    23,478,289
  • 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 24, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$309,388,284,011
$1,449,319,988,152
$7,401,478,132,867
$23,902,577,608,220
EUR
€77,011,314,949
€472,357,812,431
€2,042,461,820,415
€10,765,038,516,785
GBP
£548,509,931,974
£1,685,416,952,751
£4,846,492,164,207
£7,055,613,853,300
JPY
¥1,539,891,194,755
¥7,416,825,434,911
¥24,869,301,072,803
¥143,100,006,185,035
CHF
CHF1,603,709,000
CHF13,360,030,028
CHF55,504,564,678
CHF325,584,966,444
AUD
$265,731,513,000
$990,131,879,621
$2,870,522,797,788
$5,307,104,033,284
CAD
$68,754,435,618
$517,790,302,603
$987,348,140,199
$2,275,192,685,569
Other*
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$76,224,666,082
$356,834,175,132
$1,122,996,291,715
$4,787,718,041,001
BRL
BRL0
BRL26,291,968
BRL3,010,936,107
BRL14,828,484,113
CLP
CLP12,171,000,000
CLP19,879,100,000
CLP317,710,900,000
CLP1,480,332,651,708
CNY
CNY8,765,261,274
CNY102,472,251,612
CNY389,110,552,492
CNY1,110,497,135,234
COP
COP14,653,400,000
COP43,043,300,000
COP406,218,700,000
COP3,714,609,900,000
CZK
CZK330,927,080,629
CZK975,454,760,824
CZK1,985,716,128,793
CZK6,671,475,009,738
DKK
DKK2,280,345,315
DKK7,682,859,244
DKK33,216,034,143
DKK881,675,579,344
HKD
HKD2,705,000,000
HKD88,745,606,000
HKD418,926,803,076
HKD3,702,523,358,669
HUF
HUF496,698,266,783
HUF4,382,713,095,484
HUF10,715,292,583,464
HUF29,169,635,007,686
INR
INR82,965,800,000
INR490,519,200,000
INR2,105,172,535,404
INR6,268,316,502,566
KRW
KRW7,425,120,082,000
KRW38,378,938,832,000
KRW143,867,032,577,524
KRW426,152,687,592,793
MXN
MXN1,020,500,000
MXN10,403,563,068
MXN41,566,205,397
MXN235,171,171,715
NOK
NOK21,462,480,000
NOK145,373,004,826
NOK504,780,627,526
NOK2,231,759,130,056
NZD
NZD44,277,883,000
NZD141,925,414,651
NZD355,147,235,893
NZD1,178,668,041,021
PLN
PLN19,152,891,201
PLN84,881,808,015
PLN265,472,331,645
PLN1,107,637,728,495
SEK
SEK68,745,079,304
SEK383,392,083,340
SEK1,505,825,585,188
SEK5,710,006,348,397
SGD
SGD1,767,746,330
SGD20,908,269,424
SGD89,916,406,516
SGD812,607,425,539
THB
THB7,713,000,000
THB69,477,822,346
THB345,818,747,621
THB756,456,390,750
TWD
TWD8,281,000,000
TWD28,282,080,000
TWD171,905,080,000
TWD409,381,692,380
ZAR
ZAR71,009,922,886
ZAR586,788,779,858
ZAR1,776,962,523,650
ZAR8,826,238,393,628
Total in USD$1,437,419,729,056$5,687,681,561,646$20,139,325,748,940$56,790,926,980,972

Figures as of COB Jan 24, 2020. Weekly figures as of COB Jan 24, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $122,756,962,480
OIS $131,382,074,000
Basis $14,583,050,000
Zeroes $0
FRAs $39,649,000,000
VNS $456,407,531
Inflation $560,790,000
Total$309,388,284,011
ProductVolume
EUR
USD
Equivalent
IRS €52,812,772,401 $58,252,487,958
OIS €20,775,707,803 $22,915,605,707
Basis €792,900,000 $874,568,700
Zeroes €0 $0
FRAs €0 $0
VNS €94,034,745 $103,720,324
Inflation €2,535,900,000 $2,797,097,700
Total€77,011,314,949$84,943,480,389
ProductVolume
GBP
USD
Equivalent
IRS £30,077,632,974 $39,343,047,812
OIS £510,190,996,000 $667,355,332,318
Basis £5,172,800,000 $6,766,281,040
Zeroes £0 $0
FRAs £805,000,000 $1,052,980,250
VNS £0 $0
Inflation £2,263,503,000 $2,960,775,099
Total£548,509,931,974$717,478,416,519
ProductVolume
JPY
USD
Equivalent
IRS ¥1,164,046,194,755 $10,654,397,462
OIS ¥375,845,000,000 $3,440,071,393
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,539,891,194,755$14,094,468,855
ProductVolume
CHF
USD
Equivalent
IRS CHF1,533,709,000 $1,579,840,338
OIS CHF70,000,000 $72,105,480
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,603,709,000$1,651,945,818
ProductVolume
AUD
USD
Equivalent
IRS $16,190,513,000 $11,047,596,546
OIS $247,625,000,000 $168,966,918,750
Basis $1,916,000,000 $1,307,382,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$265,731,513,000$181,321,897,896
ProductVolume
CAD
USD
Equivalent
IRS $24,624,435,618 $18,737,205,614
OIS $43,980,000,000 $33,465,225,993
Basis $150,000,000 $114,137,879
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$68,754,435,618$52,316,569,486
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP12,171,000,000 $15,659,961
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP12,171,000,000$15,659,961
ProductVolume
CNY
USD
Equivalent
IRS CNY8,765,261,274 $1,263,615,906
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,765,261,274$1,263,615,906
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,653,400,000 $4,354,651
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,653,400,000$4,354,651
ProductVolume
CZK
USD
Equivalent
IRS CZK103,427,080,629 $4,533,591,103
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK227,500,000,000 $9,972,165,604
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK330,927,080,629$14,505,756,707
ProductVolume
DKK
USD
Equivalent
IRS DKK2,280,345,315 $336,567,431
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,280,345,315$336,567,431
ProductVolume
HKD
USD
Equivalent
IRS HKD2,645,000,000 $340,326,430
OIS HKD0 $0
Basis HKD60,000,000 $7,720,070
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,705,000,000$348,046,500
ProductVolume
HUF
USD
Equivalent
IRS HUF316,698,266,783 $1,039,343,201
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF180,000,000,000 $590,725,608
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF496,698,266,783$1,630,068,809
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR82,965,800,000 $1,163,615,708
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR82,965,800,000$1,163,615,708
ProductVolume
KRW
USD
Equivalent
IRS KRW7,425,120,082,000 $6,345,388,735
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,425,120,082,000$6,345,388,735
ProductVolume
MXN
USD
Equivalent
IRS MXN1,020,500,000 $54,277,584
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,020,500,000$54,277,584
ProductVolume
NOK
USD
Equivalent
IRS NOK21,436,480,000 $2,368,331,621
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK26,000,000 $2,872,516
Inflation NOK0 $0
TotalNOK21,462,480,000$2,371,204,137
ProductVolume
NZD
USD
Equivalent
IRS NZD6,787,233,000 $4,487,379,098
OIS NZD37,490,650,000 $24,786,943,248
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD44,277,883,000$29,274,322,346
ProductVolume
PLN
USD
Equivalent
IRS PLN9,886,891,201 $2,561,868,550
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN9,266,000,000 $2,400,984,647
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN19,152,891,201$4,962,853,197
ProductVolume
SEK
USD
Equivalent
IRS SEK63,745,079,304 $6,662,111,274
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,000,000,000 $522,558,866
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK68,745,079,304$7,184,670,140
ProductVolume
SGD
USD
Equivalent
IRS SGD1,767,746,330 $1,307,843,251
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD1,767,746,330$1,307,843,251
ProductVolume
THB
USD
Equivalent
IRS THB7,713,000,000 $252,306,183
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB7,713,000,000$252,306,183
ProductVolume
TWD
USD
Equivalent
IRS TWD8,281,000,000 $275,574,043
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD8,281,000,000$275,574,043
ProductVolume
ZAR
USD
Equivalent
IRS ZAR71,009,922,886 $4,928,540,793
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR71,009,922,886$4,928,540,793
ProductUSD
Equivalent
IRS$299,144,263,374
OIS$1,053,552,247,248
Basis$23,653,140,289
Zeroes$0
FRAs$54,188,414,975
VNS$563,000,371
Inflation$6,318,662,799
Total$1,437,419,729,056
Show:
ProductUSD
Equivalent
IRS $467,843,294,121
OIS $555,749,322,738
Basis $50,684,990,000
Zeroes $455,500,000
FRAs $370,033,800,000
VNS $1,168,139,293
Inflation $3,384,942,000
Total$1,449,319,988,152
ProductVolume
EUR
USD
Equivalent
IRS €351,689,494,211 $389,300,067,162
OIS €103,672,669,667 $114,794,499,477
Basis €5,531,000,000 $6,125,862,620
Zeroes €870,000,000 $963,635,000
FRAs €1,000,000,000 $1,109,500,000
VNS €1,237,791,553 $1,370,773,219
Inflation €8,356,857,000 $9,251,147,925
Total€472,357,812,431$522,915,485,403
ProductVolume
GBP
USD
Equivalent
IRS £137,559,878,594 $179,932,358,285
OIS £1,500,160,312,852 $1,963,520,754,752
Basis £22,558,055,571 $29,517,572,613
Zeroes £22,750,000 $29,879,850
FRAs £17,143,000,000 $22,412,528,550
VNS £137,016,244 $179,356,386
Inflation £7,835,939,490 $10,250,353,341
Total£1,685,416,952,751$2,205,842,803,777
ProductVolume
JPY
USD
Equivalent
IRS ¥6,573,280,434,911 $59,892,433,437
OIS ¥746,595,000,000 $6,815,604,466
Basis ¥96,950,000,000 $882,326,309
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,416,825,434,911$67,590,364,212
ProductVolume
CHF
USD
Equivalent
IRS CHF11,320,030,028 $11,683,943,478
OIS CHF2,040,000,000 $2,104,697,807
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF13,360,030,028$13,788,641,285
ProductVolume
AUD
USD
Equivalent
IRS $88,984,338,988 $60,868,159,611
OIS $891,947,500,000 $609,877,077,645
Basis $9,166,200,000 $6,271,782,815
Zeroes $0 $0
FRAs $0 $0
VNS $33,840,633 $23,153,761
Inflation $0 $0
Total$990,131,879,621$677,040,173,832
ProductVolume
CAD
USD
Equivalent
IRS $115,884,512,710 $88,314,849,259
OIS $398,057,925,000 $303,103,948,955
Basis $3,611,000,000 $2,750,801,560
Zeroes $0 $0
FRAs $0 $0
VNS $236,864,893 $180,330,079
Inflation $0 $0
Total$517,790,302,603$394,349,929,853
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL26,291,968 $6,251,508
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL26,291,968$6,251,508
ProductVolume
CLP
USD
Equivalent
IRS CLP19,879,100,000 $25,660,091
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP19,879,100,000$25,660,091
ProductVolume
CNY
USD
Equivalent
IRS CNY102,472,251,612 $14,835,362,301
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY102,472,251,612$14,835,362,301
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP43,043,300,000 $12,806,329
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP43,043,300,000$12,806,329
ProductVolume
CZK
USD
Equivalent
IRS CZK514,909,760,824 $22,659,239,404
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK460,545,000,000 $20,239,341,438
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK975,454,760,824$42,898,580,842
ProductVolume
DKK
USD
Equivalent
IRS DKK7,682,859,244 $1,137,893,148
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,682,859,244$1,137,893,148
ProductVolume
HKD
USD
Equivalent
IRS HKD85,755,606,000 $11,035,340,188
OIS HKD0 $0
Basis HKD2,990,000,000 $384,759,725
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD88,745,606,000$11,420,099,913
ProductVolume
HUF
USD
Equivalent
IRS HUF2,200,213,095,484 $7,267,542,083
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF1,500,000,000 $4,980,907
FRAs HUF2,181,000,000,000 $7,210,847,872
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF4,382,713,095,484$14,483,370,862
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR490,519,200,000 $6,885,769,528
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR490,519,200,000$6,885,769,528
ProductVolume
KRW
USD
Equivalent
IRS KRW38,378,938,832,000 $32,881,425,591
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW38,378,938,832,000$32,881,425,591
ProductVolume
MXN
USD
Equivalent
IRS MXN10,403,563,068 $554,679,378
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN10,403,563,068$554,679,378
ProductVolume
NOK
USD
Equivalent
IRS NOK108,935,504,826 $12,115,370,088
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK36,250,000,000 $4,034,159,794
VNS NOK187,500,000 $20,849,135
Inflation NOK0 $0
TotalNOK145,373,004,826$16,170,379,017
ProductVolume
NZD
USD
Equivalent
IRS NZD27,866,764,651 $18,396,955,822
OIS NZD114,058,650,000 $75,321,526,148
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD141,925,414,651$93,718,481,970
ProductVolume
PLN
USD
Equivalent
IRS PLN56,059,808,015 $14,631,554,746
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN28,822,000,000 $7,502,961,051
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN84,881,808,015$22,134,515,797
ProductVolume
SEK
USD
Equivalent
IRS SEK339,535,011,340 $35,649,351,206
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK43,800,000,000 $4,599,250,519
VNS SEK57,072,000 $6,005,366
Inflation SEK0 $0
TotalSEK383,392,083,340$40,254,607,091
ProductVolume
SGD
USD
Equivalent
IRS SGD20,216,269,424 $14,981,991,094
OIS SGD0 $0
Basis SGD692,000,000 $512,554,626
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,908,269,424$15,494,545,720
ProductVolume
THB
USD
Equivalent
IRS THB69,477,822,346 $2,282,801,437
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB69,477,822,346$2,282,801,437
ProductVolume
TWD
USD
Equivalent
IRS TWD28,282,080,000 $941,817,151
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD28,282,080,000$941,817,151
ProductVolume
ZAR
USD
Equivalent
IRS ZAR586,788,779,858 $40,695,127,458
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR586,788,779,858$40,695,127,458
ProductUSD
Equivalent
IRS$1,487,933,468,047
OIS$3,638,186,007,845
Basis$97,130,650,268
Zeroes$1,453,995,757
FRAs$437,142,389,224
VNS$2,948,607,239
Inflation$22,886,443,266
Total$5,687,681,561,646
Show:
ProductUSD
Equivalent
IRS $2,078,187,540,720
OIS $3,088,056,825,514
Basis $315,940,225,509
Zeroes $710,205,000
FRAs $1,889,746,600,000
VNS $5,980,347,724
Inflation $22,856,388,400
Total$7,401,478,132,867
ProductVolume
EUR
USD
Equivalent
IRS €1,174,830,939,414 $1,306,262,212,462
OIS €784,760,959,113 $873,121,158,789
Basis €17,306,150,000 $19,222,501,105
Zeroes €6,050,000,000 $6,733,244,400
FRAs €25,010,000,000 $27,879,824,000
VNS €4,299,778,407 $4,780,044,434
Inflation €30,203,993,481 $33,584,835,351
Total€2,042,461,820,415$2,271,583,820,541
ProductVolume
GBP
USD
Equivalent
IRS £532,820,743,364 $696,358,318,864
OIS £3,980,882,323,998 $5,199,018,816,911
Basis £104,924,695,071 $137,119,855,633
Zeroes £4,707,675,004 $6,140,275,529
FRAs £186,648,200,000 $243,428,701,150
VNS £408,534,244 $534,966,908
Inflation £36,099,992,526 $47,162,131,845
Total£4,846,492,164,207$6,329,763,066,840
ProductVolume
JPY
USD
Equivalent
IRS ¥22,297,718,072,803 $203,854,830,882
OIS ¥1,649,233,000,000 $15,076,975,492
Basis ¥922,350,000,000 $8,428,064,840
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥24,869,301,072,803$227,359,871,214
ProductVolume
CHF
USD
Equivalent
IRS CHF48,147,464,678 $49,675,572,373
OIS CHF7,025,000,000 $7,243,442,420
Basis CHF332,100,000 $341,475,109
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF55,504,564,678$57,260,489,902
ProductVolume
AUD
USD
Equivalent
IRS $298,806,826,928 $205,561,583,557
OIS $2,533,206,974,000 $1,742,239,303,403
Basis $38,431,400,400 $26,453,621,020
Zeroes $0 $0
FRAs $0 $0
VNS $77,596,460 $53,265,261
Inflation $0 $0
Total$2,870,522,797,788$1,974,307,773,241
ProductVolume
CAD
USD
Equivalent
IRS $330,659,968,666 $253,174,349,772
OIS $643,754,305,000 $491,510,407,735
Basis $12,489,000,000 $9,551,913,739
Zeroes $39,544,471 $30,309,244
FRAs $0 $0
VNS $405,322,062 $309,322,130
Inflation $0 $0
Total$987,348,140,199$754,576,302,620
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,010,936,107 $735,525,946
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,010,936,107$735,525,946
ProductVolume
CLP
USD
Equivalent
IRS CLP317,710,900,000 $412,882,671
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP317,710,900,000$412,882,671
ProductVolume
CNY
USD
Equivalent
IRS CNY389,110,552,492 $56,253,803,566
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY389,110,552,492$56,253,803,566
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP406,218,700,000 $123,824,819
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP406,218,700,000$123,824,819
ProductVolume
CZK
USD
Equivalent
IRS CZK1,058,960,128,793 $46,687,193,457
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK926,756,000,000 $40,862,683,513
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,985,716,128,793$87,549,876,970
ProductVolume
DKK
USD
Equivalent
IRS DKK33,216,034,143 $4,944,373,925
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK33,216,034,143$4,944,373,925
ProductVolume
HKD
USD
Equivalent
IRS HKD406,296,803,076 $52,269,613,535
OIS HKD0 $0
Basis HKD12,630,000,000 $1,625,024,045
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD418,926,803,076$53,894,637,580
ProductVolume
HUF
USD
Equivalent
IRS HUF6,632,292,583,464 $22,126,681,774
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,000,000,000 $16,744,964
FRAs HUF4,078,000,000,000 $13,553,852,469
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF10,715,292,583,464$35,697,279,207
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,105,172,535,404 $29,567,456,950
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,105,172,535,404$29,567,456,950
ProductVolume
KRW
USD
Equivalent
IRS KRW143,867,032,577,524 $123,575,633,552
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW143,867,032,577,524$123,575,633,552
ProductVolume
MXN
USD
Equivalent
IRS MXN41,566,205,397 $2,209,545,802
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN41,566,205,397$2,209,545,802
ProductVolume
NOK
USD
Equivalent
IRS NOK303,073,656,766 $34,003,458,447
OIS NOK0 $0
Basis NOK9,000,000,000 $1,013,057,181
Zeroes NOK0 $0
FRAs NOK191,847,200,000 $21,630,066,031
VNS NOK859,770,760 $96,682,066
Inflation NOK0 $0
TotalNOK504,780,627,526$56,743,263,725
ProductVolume
NZD
USD
Equivalent
IRS NZD101,968,378,363 $67,563,399,477
OIS NZD253,026,650,000 $167,466,542,848
Basis NZD151,000,000 $99,773,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,207,530 $800,834
Inflation NZD0 $0
TotalNZD355,147,235,893$235,130,516,409
ProductVolume
PLN
USD
Equivalent
IRS PLN200,905,331,645 $52,704,489,708
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN64,567,000,000 $16,891,430,421
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN265,472,331,645$69,595,920,129
ProductVolume
SEK
USD
Equivalent
IRS SEK1,232,354,073,188 $130,112,615,162
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK273,280,000,000 $28,895,972,618
VNS SEK191,512,000 $20,277,654
Inflation SEK0 $0
TotalSEK1,505,825,585,188$159,028,865,434
ProductVolume
SGD
USD
Equivalent
IRS SGD89,049,406,516 $66,031,044,971
OIS SGD0 $0
Basis SGD762,000,000 $564,531,607
Zeroes SGD30,000,000 $22,266,756
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD89,916,406,516$66,673,384,490
ProductVolume
THB
USD
Equivalent
IRS THB345,818,747,621 $11,405,630,348
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB345,818,747,621$11,405,630,348
ProductVolume
TWD
USD
Equivalent
IRS TWD171,905,080,000 $5,733,318,463
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD171,905,080,000$5,733,318,463
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,776,962,523,650 $123,720,551,729
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,776,962,523,650$123,720,551,729
ProductUSD
Equivalent
IRS$5,593,564,171,163
OIS$11,613,424,754,881
Basis$520,360,043,038
Zeroes$13,653,045,893
FRAs$2,282,889,130,202
VNS$11,831,248,167
Inflation$103,603,355,596
Total$20,139,325,748,940
Show:
ProductUSD
Equivalent
IRS $11,307,136,127,332
OIS $6,877,990,420,800
Basis $2,853,275,014,427
Zeroes $6,323,763,768
FRAs $2,441,679,768,328
VNS $280,677,568,904
Inflation $135,494,944,661
Total$23,902,577,608,220
ProductVolume
EUR
USD
Equivalent
IRS €6,012,434,968,257 $6,631,715,769,987
OIS €3,903,941,620,011 $4,306,047,606,872
Basis €159,990,194,987 $176,469,185,071
Zeroes €25,531,401,939 $28,161,136,338
FRAs €290,109,195,012 $319,990,442,098
VNS €175,141,555,016 $193,181,135,183
Inflation €197,889,581,564 $218,272,208,465
Total€10,765,038,516,786$11,873,837,484,014
ProductVolume
GBP
USD
Equivalent
IRS £1,766,202,289,837 $2,310,280,905,222
OIS £4,362,634,464,215 $5,706,544,010,916
Basis £335,852,415,009 $439,311,751,453
Zeroes £17,571,688,984 $22,984,647,775
FRAs £254,460,424,340 $332,846,958,058
VNS £57,302,557,733 $74,954,610,643
Inflation £261,590,013,182 $342,172,816,743
Total£7,055,613,853,300$9,229,095,700,810
ProductVolume
JPY
USD
Equivalent
IRS ¥114,707,151,051,567 $1,049,902,988,894
OIS ¥14,701,364,527,486 $134,560,107,340
Basis ¥13,683,737,520,664 $125,245,869,943
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥7,753,085,318 $70,963,208
Inflation ¥0 $0
Total¥143,100,006,185,035$1,309,779,929,385
ProductVolume
CHF
USD
Equivalent
IRS CHF261,641,500,760 $269,511,228,636
OIS CHF27,015,631,684 $27,828,215,579
Basis CHF30,137,600,000 $31,044,087,351
Zeroes CHF0 $0
FRAs CHF6,049,350,000 $6,231,304,079
VNS CHF740,884,000 $763,168,521
Inflation CHF0 $0
TotalCHF325,584,966,444$335,378,004,166
ProductVolume
AUD
USD
Equivalent
IRS $1,130,735,047,779 $771,557,059,852
OIS $4,017,414,722,606 $2,741,282,935,970
Basis $153,235,128,424 $104,559,989,880
Zeroes $23,102,501 $15,763,992
FRAs $0 $0
VNS $5,696,031,974 $3,886,687,417
Inflation $0 $0
Total$5,307,104,033,284$3,621,302,437,111
ProductVolume
CAD
USD
Equivalent
IRS $1,232,497,873,304 $937,831,283,902
OIS $967,997,523,224 $736,567,891,663
Basis $65,468,311,646 $49,816,094,693
Zeroes $649,431,248 $494,164,699
FRAs $0 $0
VNS $8,579,546,147 $6,528,341,308
Inflation $0 $0
Total$2,275,192,685,569$1,731,237,776,265
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL14,828,484,113 $3,543,245,905
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL14,828,484,113$3,543,245,905
ProductVolume
CLP
USD
Equivalent
IRS CLP1,480,332,651,708 $1,904,687,504
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,480,332,651,708$1,904,687,504
ProductVolume
CNY
USD
Equivalent
IRS CNY1,110,497,135,234 $160,091,273,920
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,110,497,135,234$160,091,273,920
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP3,714,609,900,000 $1,103,895,958
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP3,714,609,900,000$1,103,895,958
ProductVolume
CZK
USD
Equivalent
IRS CZK4,514,531,596,374 $197,888,600,889
OIS CZK0 $0
Basis CZK1,025,000,000 $44,929,537
Zeroes CZK0 $0
FRAs CZK2,150,727,812,314 $94,274,346,870
VNS CZK5,190,601,050 $227,523,223
Inflation CZK0 $0
TotalCZK6,671,475,009,738$292,435,400,519
ProductVolume
DKK
USD
Equivalent
IRS DKK874,786,028,422 $129,113,991,767
OIS DKK0 $0
Basis DKK3,350,000,000 $494,443,050
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $221,392,411
VNS DKK2,039,550,922 $301,027,397
Inflation DKK0 $0
TotalDKK881,675,579,344$130,130,854,625
ProductVolume
HKD
USD
Equivalent
IRS HKD3,384,389,305,583 $435,462,053,356
OIS HKD0 $0
Basis HKD317,170,753,086 $40,809,674,932
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD963,300,000 $123,945,728
Inflation HKD0 $0
TotalHKD3,702,523,358,669$476,395,674,016
ProductVolume
HUF
USD
Equivalent
IRS HUF23,625,258,828,207 $77,533,585,469
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF40,300,000,000 $132,256,900
FRAs HUF5,474,296,250,000 $17,965,594,336
VNS HUF29,779,929,479 $97,732,039
Inflation HUF0 $0
TotalHUF29,169,635,007,686$95,729,168,744
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,268,316,502,566 $87,914,677,455
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,268,316,502,566$87,914,677,455
ProductVolume
KRW
USD
Equivalent
IRS KRW426,152,687,592,793 $364,183,263,479
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW426,152,687,592,793$364,183,263,479
ProductVolume
MXN
USD
Equivalent
IRS MXN235,171,171,715 $12,508,106,891
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN235,171,171,715$12,508,106,891
ProductVolume
NOK
USD
Equivalent
IRS NOK1,322,045,068,379 $146,061,346,810
OIS NOK0 $0
Basis NOK129,567,114,206 $14,314,751,937
Zeroes NOK0 $0
FRAs NOK746,538,098,563 $82,478,549,884
VNS NOK33,608,848,908 $3,713,151,581
Inflation NOK0 $0
TotalNOK2,231,759,130,056$246,567,800,212
ProductVolume
NZD
USD
Equivalent
IRS NZD786,651,938,704 $520,094,929,274
OIS NZD389,322,517,726 $257,400,582,595
Basis NZD2,307,000,000 $1,525,273,050
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD386,584,591 $255,590,402
Inflation NZD0 $0
TotalNZD1,178,668,041,021$779,276,375,321
ProductVolume
PLN
USD
Equivalent
IRS PLN903,365,836,698 $234,078,081,673
OIS PLN0 $0
Basis PLN1,300,000,000 $336,853,015
Zeroes PLN0 $0
FRAs PLN200,106,000,000 $51,851,007,320
VNS PLN2,865,891,797 $742,603,303
Inflation PLN0 $0
TotalPLN1,107,637,728,495$287,008,545,311
ProductVolume
SEK
USD
Equivalent
IRS SEK4,111,649,658,047 $429,715,796,750
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $27,153,383
FRAs SEK1,581,744,561,618 $165,310,928,965
VNS SEK16,352,317,022 $1,709,009,649
Inflation SEK0 $0
TotalSEK5,710,006,348,397$596,762,888,747
ProductVolume
SGD
USD
Equivalent
IRS SGD810,071,429,221 $599,320,407,813
OIS SGD0 $0
Basis SGD1,958,005,896 $1,448,604,222
Zeroes SGD380,000,000 $281,137,869
FRAs SGD0 $0
VNS SGD197,990,422 $146,480,540
Inflation SGD0 $0
TotalSGD812,607,425,539$601,196,630,444
ProductVolume
THB
USD
Equivalent
IRS THB756,456,390,750 $24,745,056,943
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB756,456,390,750$24,745,056,943
ProductVolume
TWD
USD
Equivalent
IRS TWD409,381,692,380 $13,623,350,828
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD409,381,692,380$13,623,350,828
ProductVolume
ZAR
USD
Equivalent
IRS ZAR8,825,968,393,628 $612,578,404,461
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,739,719
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR8,826,238,393,628$612,597,144,180
ProductUSD
Equivalent
IRS$27,240,381,547,557
OIS$20,877,240,345,148
Basis$3,838,696,522,561
Zeroes$58,438,764,443
FRAs$3,512,850,292,349
VNS$567,379,539,046
Inflation$695,939,969,869
Total$56,790,926,980,973

Figures as of COB Jan 24, 2020.

Notional Outstanding by Product

As of COB Jan 24, 2020

Daily Notional by Tenor
 

As of COB Jan 24, 2020

Notional Outstanding by Tenor
 

As of COB Jan 24, 2020

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$1,382,855,514,239
$9,330,133,530,468
$44,018,592,554,080
$128,804,051,906,313
EUR
€481,606,869,899
€3,459,700,757,568
€15,014,492,428,718
€76,272,576,150,680
GBP
£1,646,056,793,740
£6,558,638,982,105
£18,903,778,654,878
£40,351,720,098,664
JPY
¥4,008,402,389,510
¥28,867,638,741,396
¥99,320,905,635,998
¥1,177,067,858,583,540
CHF
CHF7,126,546,000
CHF62,997,014,528
CHF329,949,845,550
CHF3,089,775,543,513
AUD
$840,295,326,000
$3,546,443,287,838
$10,097,399,628,095
$35,229,847,389,737
CAD
$167,089,871,236
$1,294,959,575,548
$2,764,105,564,539
$17,730,082,197,153
Other*
Show All
Hide
$230,051,310,978
$1,631,461,405,335
$4,818,729,648,048
$29,973,970,190,336
BRL
BRL0
BRL52,583,937
BRL6,021,872,214
BRL41,381,097,231
CLP
CLP24,342,000,000
CLP39,758,200,000
CLP2,372,096,200,000
CLP7,308,386,254,846
CNY
CNY18,235,762,548
CNY332,698,903,224
CNY1,331,827,930,948
CNY8,793,213,725,731
COP
COP29,306,800,000
COP86,086,600,000
COP812,437,400,000
COP10,147,786,484,260
CZK
CZK995,617,161,258
CZK4,135,564,421,648
CZK7,411,271,900,237
CZK38,627,216,227,823
DKK
DKK12,793,793,753
DKK28,881,145,659
DKK97,825,087,253
DKK4,635,791,104,665
HKD
HKD14,002,000,000
HKD468,018,419,500
HKD1,771,286,943,569
HKD20,900,066,937,451
HUF
HUF1,365,938,533,566
HUF18,037,174,407,876
HUF52,460,883,675,836
HUF197,112,136,472,288
INR
INR308,771,600,000
INR1,639,759,600,000
INR8,254,254,670,808
INR66,738,805,480,505
KRW
KRW15,215,240,164,000
KRW97,809,832,656,000
KRW396,234,357,947,048
KRW2,474,879,726,680,270
MXN
MXN3,148,194,000
MXN21,914,320,136
MXN106,225,996,794
MXN1,902,418,444,019
NOK
NOK104,082,960,000
NOK519,521,060,632
NOK2,443,341,128,032
NOK23,529,798,425,890
NZD
NZD130,269,166,000
NZD547,804,349,301
NZD1,386,737,991,786
NZD8,062,782,433,928
PLN
PLN82,079,482,402
PLN309,917,536,030
PLN897,190,152,998
PLN5,316,999,134,717
SEK
SEK166,959,758,608
SEK4,022,298,569,970
SEK10,515,742,078,531
SEK52,635,250,116,553
SGD
SGD5,240,692,660
SGD84,461,439,063
SGD349,351,487,984
SGD2,854,119,647,631
THB
THB25,116,000,000
THB362,659,644,692
THB1,971,041,795,242
THB11,462,757,731,982
TWD
TWD16,562,000,000
TWD85,984,160,000
TWD569,440,160,000
TWD3,852,834,927,146
ZAR
ZAR237,344,463,132
ZAR2,426,886,753,282
ZAR7,667,298,922,184
ZAR34,500,585,539,329
Total in USD$5,041,790,600,242$27,114,615,629,534$100,547,411,000,425$347,175,281,357,582

Figures as of COB Jan 24, 2020. Weekly figures as of COB Jan 24, 2020. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $418,531,795,976
OIS $475,614,780,000
Basis $62,859,584,000
Zeroes $122,000,000
FRAs $422,642,000,000
VNS $850,474,263
Inflation $2,234,880,000
Total$1,382,855,514,239
ProductVolume
EUR
USD
Equivalent
IRS €308,234,610,802 $339,982,775,715
OIS €101,687,989,607 $112,161,852,536
Basis €1,806,600,000 $1,992,679,800
Zeroes €0 $0
FRAs €55,780,000,000 $61,525,340,000
VNS €228,069,490 $251,560,648
Inflation €13,869,600,000 $15,298,168,800
Total€481,606,869,899$531,212,377,499
ProductVolume
GBP
USD
Equivalent
IRS £93,917,713,748 $122,849,065,468
OIS £1,486,886,612,154 $1,944,922,033,028
Basis £23,218,000,000 $30,370,304,900
Zeroes £4,720,600 $6,174,781
FRAs £35,420,000,000 $46,331,131,000
VNS £0 $0
Inflation £6,609,747,238 $8,645,879,875
Total£1,646,056,793,740$2,153,124,589,052
ProductVolume
JPY
USD
Equivalent
IRS ¥2,595,792,389,510 $23,759,026,036
OIS ¥1,322,610,000,000 $12,105,715,986
Basis ¥90,000,000,000 $823,760,926
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,008,402,389,510$36,688,502,948
ProductVolume
CHF
USD
Equivalent
IRS CHF6,836,546,000 $7,042,177,585
OIS CHF290,000,000 $298,722,703
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,126,546,000$7,340,900,288
ProductVolume
AUD
USD
Equivalent
IRS $91,584,326,000 $62,492,564,846
OIS $741,639,000,000 $506,057,371,650
Basis $7,072,000,000 $4,825,579,200
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$840,295,326,000$573,375,515,696
ProductVolume
CAD
USD
Equivalent
IRS $74,229,871,236 $56,482,933,523
OIS $90,460,000,000 $68,832,749,962
Basis $2,400,000,000 $1,826,206,057
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$167,089,871,236$127,141,889,542
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP24,342,000,000 $31,319,922
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP24,342,000,000$31,319,922
ProductVolume
CNY
USD
Equivalent
IRS CNY18,235,762,548 $2,628,900,485
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY18,235,762,548$2,628,900,485
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP29,306,800,000 $8,709,302
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP29,306,800,000$8,709,302
ProductVolume
CZK
USD
Equivalent
IRS CZK285,117,161,258 $12,497,738,675
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK710,500,000,000 $31,143,840,270
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK995,617,161,258$43,641,578,945
ProductVolume
DKK
USD
Equivalent
IRS DKK12,793,793,753 $1,888,299,227
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK12,793,793,753$1,888,299,227
ProductVolume
HKD
USD
Equivalent
IRS HKD13,582,000,000 $1,747,566,570
OIS HKD0 $0
Basis HKD420,000,000 $54,040,492
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD14,002,000,000$1,801,607,062
ProductVolume
HUF
USD
Equivalent
IRS HUF1,005,938,533,566 $3,301,298,066
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF360,000,000,000 $1,181,451,216
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,365,938,533,566$4,482,749,282
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR308,771,600,000 $4,330,597,475
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR308,771,600,000$4,330,597,475
ProductVolume
KRW
USD
Equivalent
IRS KRW15,215,240,164,000 $13,002,700,626
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,215,240,164,000$13,002,700,626
ProductVolume
MXN
USD
Equivalent
IRS MXN3,148,194,000 $167,443,768
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,148,194,000$167,443,768
ProductVolume
NOK
USD
Equivalent
IRS NOK86,034,960,000 $9,505,260,018
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK17,996,000,000 $1,988,222,686
VNS NOK52,000,000 $5,745,031
Inflation NOK0 $0
TotalNOK104,082,960,000$11,499,227,735
ProductVolume
NZD
USD
Equivalent
IRS NZD31,817,866,000 $21,036,382,106
OIS NZD98,451,300,000 $65,091,076,995
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD130,269,166,000$86,127,459,101
ProductVolume
PLN
USD
Equivalent
IRS PLN27,247,482,402 $7,060,305,086
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN54,832,000,000 $14,207,941,958
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN82,079,482,402$21,268,247,044
ProductVolume
SEK
USD
Equivalent
IRS SEK150,959,758,608 $15,777,072,062
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK16,000,000,000 $1,672,188,372
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK166,959,758,608$17,449,260,434
ProductVolume
SGD
USD
Equivalent
IRS SGD5,240,692,660 $3,877,255,695
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,240,692,660$3,877,255,695
ProductVolume
THB
USD
Equivalent
IRS THB25,116,000,000 $821,589,794
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB25,116,000,000$821,589,794
ProductVolume
TWD
USD
Equivalent
IRS TWD16,562,000,000 $551,148,087
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD16,562,000,000$551,148,087
ProductVolume
ZAR
USD
Equivalent
IRS ZAR237,344,463,132 $16,473,216,994
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR237,344,463,132$16,473,216,994
ProductUSD
Equivalent
IRS$1,141,507,836,330
OIS$3,189,423,609,637
Basis$102,752,155,375
Zeroes$128,174,781
FRAs$580,692,115,502
VNS$1,107,779,942
Inflation$26,178,928,675
Total$5,041,790,600,242
Show:
ProductUSD
Equivalent
IRS $1,576,798,666,275
OIS $1,864,543,731,476
Basis $232,693,464,000
Zeroes $1,033,000,000
FRAs $5,640,737,200,000
VNS $2,862,389,517
Inflation $11,465,079,200
Total$9,330,133,530,468
ProductVolume
EUR
USD
Equivalent
IRS €1,724,950,737,487 $1,909,364,711,921
OIS €536,115,593,335 $593,584,392,008
Basis €12,205,800,000 $13,518,106,740
Zeroes €1,740,000,000 $1,927,270,000
FRAs €1,134,566,000,000 $1,258,233,053,000
VNS €2,573,719,818 $2,850,029,885
Inflation €47,548,906,928 $52,631,269,771
Total€3,459,700,757,568$3,832,108,833,325
ProductVolume
GBP
USD
Equivalent
IRS £513,730,254,414 $672,013,023,495
OIS £4,582,319,668,945 $5,996,919,817,418
Basis £134,805,061,142 $176,422,576,166
Zeroes £409,018,900 $534,866,370
FRAs £1,282,378,800,000 $1,675,356,300,720
VNS £311,195,608 $407,511,105
Inflation £44,684,983,096 $58,522,645,591
Total£6,558,638,982,105$8,580,176,740,865
ProductVolume
JPY
USD
Equivalent
IRS ¥24,916,828,741,396 $226,868,088,938
OIS ¥3,382,910,000,000 $30,867,084,434
Basis ¥567,900,000,000 $5,179,063,921
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥28,867,638,741,396$262,914,237,293
ProductVolume
CHF
USD
Equivalent
IRS CHF44,417,014,528 $45,844,320,350
OIS CHF16,580,000,000 $17,107,376,212
Basis CHF2,000,000,000 $2,065,689,023
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF62,997,014,528$65,017,385,585
ProductVolume
AUD
USD
Equivalent
IRS $658,421,325,308 $451,072,493,503
OIS $2,843,059,000,000 $1,944,440,164,190
Basis $44,589,600,000 $30,522,620,895
Zeroes $0 $0
FRAs $0 $0
VNS $373,362,530 $255,526,043
Inflation $0 $0
Total$3,546,443,287,838$2,426,290,804,631
ProductVolume
CAD
USD
Equivalent
IRS $427,088,407,420 $325,453,026,936
OIS $844,655,850,000 $643,364,892,773
Basis $20,998,000,000 $16,003,565,854
Zeroes $71,698,000 $54,662,420
FRAs $0 $0
VNS $2,145,620,128 $1,636,544,049
Inflation $0 $0
Total$1,294,959,575,548$986,512,692,032
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL52,583,937 $12,503,017
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL52,583,937$12,503,017
ProductVolume
CLP
USD
Equivalent
IRS CLP39,758,200,000 $51,320,181
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP39,758,200,000$51,320,181
ProductVolume
CNY
USD
Equivalent
IRS CNY332,698,903,224 $48,197,478,911
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY332,698,903,224$48,197,478,911
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP86,086,600,000 $25,612,658
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP86,086,600,000$25,612,658
ProductVolume
CZK
USD
Equivalent
IRS CZK1,537,826,421,648 $67,679,174,321
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK2,597,738,000,000 $114,389,152,339
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK4,135,564,421,648$182,068,326,660
ProductVolume
DKK
USD
Equivalent
IRS DKK28,881,145,659 $4,275,371,001
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK28,881,145,659$4,275,371,001
ProductVolume
HKD
USD
Equivalent
IRS HKD460,938,419,500 $59,315,182,404
OIS HKD0 $0
Basis HKD7,080,000,000 $911,056,720
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD468,018,419,500$60,226,239,124
ProductVolume
HUF
USD
Equivalent
IRS HUF8,911,774,407,876 $29,426,991,948
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,000,000,000 $19,923,626
FRAs HUF9,119,400,000,000 $30,131,809,852
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF18,037,174,407,876$59,578,725,426
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,639,759,600,000 $23,013,882,346
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,639,759,600,000$23,013,882,346
ProductVolume
KRW
USD
Equivalent
IRS KRW97,809,832,656,000 $83,825,112,672
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW97,809,832,656,000$83,825,112,672
ProductVolume
MXN
USD
Equivalent
IRS MXN21,914,320,136 $1,168,247,356
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,914,320,136$1,168,247,356
ProductVolume
NOK
USD
Equivalent
IRS NOK320,650,060,632 $35,633,972,273
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK198,496,000,000 $22,076,138,802
VNS NOK375,000,000 $41,698,270
Inflation NOK0 $0
TotalNOK519,521,060,632$57,751,809,345
ProductVolume
NZD
USD
Equivalent
IRS NZD252,567,049,301 $166,677,979,626
OIS NZD295,237,300,000 $194,975,252,795
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD547,804,349,301$361,653,232,421
ProductVolume
PLN
USD
Equivalent
IRS PLN164,645,536,030 $42,971,658,751
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN145,272,000,000 $37,812,061,339
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN309,917,536,030$80,783,720,090
ProductVolume
SEK
USD
Equivalent
IRS SEK898,975,497,970 $94,396,367,063
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,123,266,000,000 $328,549,971,512
VNS SEK57,072,000 $6,005,366
Inflation SEK0 $0
TotalSEK4,022,298,569,970$422,952,343,941
ProductVolume
SGD
USD
Equivalent
IRS SGD83,355,439,063 $61,784,077,671
OIS SGD0 $0
Basis SGD1,106,000,000 $819,198,578
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD84,461,439,063$62,603,276,249
ProductVolume
THB
USD
Equivalent
IRS THB362,659,644,692 $11,922,987,713
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB362,659,644,692$11,922,987,713
ProductVolume
TWD
USD
Equivalent
IRS TWD85,984,160,000 $2,862,986,662
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD85,984,160,000$2,862,986,662
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,426,886,753,282 $168,488,229,562
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,426,886,753,282$168,488,229,562
ProductUSD
Equivalent
IRS$6,086,103,972,550
OIS$11,308,842,206,310
Basis$478,135,341,897
Zeroes$3,569,722,416
FRAs$9,107,285,687,564
VNS$8,059,704,235
Inflation$122,618,994,562
Total$27,114,615,629,534
Show:
ProductUSD
Equivalent
IRS $7,275,554,908,229
OIS $9,181,005,081,448
Basis $1,260,477,857,784
Zeroes $1,742,410,000
FRAs $26,215,902,400,000
VNS $15,626,660,619
Inflation $68,283,236,000
Total$44,018,592,554,080
ProductVolume
EUR
USD
Equivalent
IRS €6,296,005,199,464 $7,000,962,366,448
OIS €3,060,143,209,303 $3,404,620,575,818
Basis €37,708,100,000 $41,884,595,010
Zeroes €12,503,590,080 $13,914,773,121
FRAs €5,432,976,000,000 $6,049,514,311,600
VNS €9,439,099,981 $10,494,187,770
Inflation €165,717,229,890 $184,259,276,950
Total€15,014,492,428,718$16,705,650,086,717
ProductVolume
GBP
USD
Equivalent
IRS £1,850,668,684,554 $2,418,745,989,590
OIS £12,324,352,985,902 $16,094,898,069,558
Basis £553,757,435,685 $723,900,659,568
Zeroes £11,895,931,391 $15,516,486,656
FRAs £4,018,052,940,000 $5,252,920,074,472
VNS £902,260,144 $1,181,493,438
Inflation £144,148,417,202 $188,398,200,311
Total£18,903,778,654,878$24,695,560,973,593
ProductVolume
JPY
USD
Equivalent
IRS ¥89,594,819,635,998 $818,630,370,917
OIS ¥7,214,386,000,000 $65,888,049,674
Basis ¥2,511,700,000,000 $22,952,125,272
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥99,320,905,635,998$907,470,545,863
ProductVolume
CHF
USD
Equivalent
IRS CHF221,407,145,550 $228,415,496,074
OIS CHF44,662,000,000 $46,078,342,979
Basis CHF4,630,700,000 $4,776,905,298
Zeroes CHF0 $0
FRAs CHF59,250,000,000 $61,390,249,218
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF329,949,845,550$340,660,993,569
ProductVolume
AUD
USD
Equivalent
IRS $2,170,664,845,110 $1,495,136,350,998
OIS $7,695,971,508,000 $5,292,940,119,910
Basis $230,302,400,800 $158,652,017,436
Zeroes $0 $0
FRAs $0 $0
VNS $460,874,185 $315,749,044
Inflation $0 $0
Total$10,097,399,628,095$6,947,044,237,388
ProductVolume
CAD
USD
Equivalent
IRS $1,183,971,748,972 $906,377,275,077
OIS $1,493,816,210,000 $1,141,202,101,421
Basis $80,768,000,000 $61,878,012,627
Zeroes $513,596,942 $393,342,309
FRAs $0 $0
VNS $5,036,008,625 $3,851,229,733
Inflation $0 $0
Total$2,764,105,564,539$2,113,701,961,167
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,021,872,214 $1,471,051,892
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,021,872,214$1,471,051,892
ProductVolume
CLP
USD
Equivalent
IRS CLP2,372,096,200,000 $3,073,849,484
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,372,096,200,000$3,073,849,484
ProductVolume
CNY
USD
Equivalent
IRS CNY1,331,827,930,948 $192,609,477,647
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,331,827,930,948$192,609,477,647
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP812,437,400,000 $247,649,639
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP812,437,400,000$247,649,639
ProductVolume
CZK
USD
Equivalent
IRS CZK3,422,907,900,237 $150,923,123,517
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,988,364,000,000 $175,862,032,186
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK7,411,271,900,237$326,785,155,703
ProductVolume
DKK
USD
Equivalent
IRS DKK97,825,087,253 $14,547,858,307
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK97,825,087,253$14,547,858,307
ProductVolume
HKD
USD
Equivalent
IRS HKD1,742,506,943,569 $224,186,284,404
OIS HKD0 $0
Basis HKD28,780,000,000 $3,702,856,478
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,771,286,943,569$227,889,140,882
ProductVolume
HUF
USD
Equivalent
IRS HUF24,077,983,675,836 $80,298,507,976
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF13,000,000,000 $43,451,740
FRAs HUF28,369,900,000,000 $94,679,314,399
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF52,460,883,675,836$175,021,274,115
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR8,254,254,670,808 $115,965,355,704
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR8,254,254,670,808$115,965,355,704
ProductVolume
KRW
USD
Equivalent
IRS KRW396,234,357,947,048 $340,465,290,204
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW396,234,357,947,048$340,465,290,204
ProductVolume
MXN
USD
Equivalent
IRS MXN106,225,996,794 $5,644,599,938
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN106,225,996,794$5,644,599,938
ProductVolume
NOK
USD
Equivalent
IRS NOK816,889,186,512 $91,592,854,840
OIS NOK0 $0
Basis NOK12,000,000,000 $1,350,742,909
Zeroes NOK0 $0
FRAs NOK1,612,732,400,000 $181,693,155,258
VNS NOK1,719,541,520 $193,364,132
Inflation NOK0 $0
TotalNOK2,443,341,128,032$274,830,117,139
ProductVolume
NZD
USD
Equivalent
IRS NZD702,873,476,725 $465,414,810,816
OIS NZD683,560,100,000 $452,539,835,435
Basis NZD302,000,000 $199,546,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,415,061 $1,601,668
Inflation NZD0 $0
TotalNZD1,386,737,991,786$918,155,794,419
ProductVolume
PLN
USD
Equivalent
IRS PLN628,848,152,998 $164,971,413,180
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN268,342,000,000 $70,143,205,429
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN897,190,152,998$235,114,618,609
ProductVolume
SEK
USD
Equivalent
IRS SEK3,722,800,126,531 $393,058,563,917
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK6,792,616,000,000 $716,471,751,327
VNS SEK325,952,000 $34,549,942
Inflation SEK0 $0
TotalSEK10,515,742,078,531$1,109,564,865,186
ProductVolume
SGD
USD
Equivalent
IRS SGD347,970,487,984 $257,967,856,683
OIS SGD0 $0
Basis SGD1,246,000,000 $923,152,541
Zeroes SGD60,000,000 $44,533,511
FRAs SGD0 $0
VNS SGD75,000,000 $55,541,156
Inflation SGD0 $0
TotalSGD349,351,487,984$258,991,083,891
ProductVolume
THB
USD
Equivalent
IRS THB1,971,041,795,242 $65,032,370,236
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,971,041,795,242$65,032,370,236
ProductVolume
TWD
USD
Equivalent
IRS TWD569,440,160,000 $18,984,673,182
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD569,440,160,000$18,984,673,182
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,667,298,922,184 $534,335,421,871
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,667,298,922,184$534,335,421,871
ProductUSD
Equivalent
IRS$23,148,400,765,427
OIS$35,795,385,181,586
Basis$2,280,698,471,423
Zeroes$31,654,997,337
FRAs$38,818,576,493,889
VNS$31,754,377,502
Inflation$440,940,713,261
Total$100,547,411,000,425
Show:
ProductUSD
Equivalent
IRS $49,400,299,941,030
OIS $20,329,470,737,048
Basis $18,425,866,403,391
Zeroes $80,440,591,027
FRAs $37,942,828,492,631
VNS $1,260,165,463,315
Inflation $1,364,980,277,871
Total$128,804,051,906,313
ProductVolume
EUR
USD
Equivalent
IRS €44,456,919,337,875 $49,035,982,029,676
OIS €15,397,351,632,697 $16,983,278,850,865
Basis €973,118,152,528 $1,073,349,322,238
Zeroes €146,759,525,384 $161,875,756,499
FRAs €12,429,820,817,270 $13,710,092,361,449
VNS €761,677,376,006 $840,130,145,734
Inflation €2,106,929,308,921 $2,323,943,027,740
Total€76,272,576,150,681$84,128,651,494,201
ProductVolume
GBP
USD
Equivalent
IRS £11,369,581,530,629 $14,871,981,121,139
OIS £13,542,442,781,099 $17,714,192,279,816
Basis £6,057,591,263,206 $7,923,632,251,837
Zeroes £318,344,630,809 $416,410,694,329
FRAs £6,625,867,570,471 $8,666,966,075,554
VNS £303,329,822,517 $396,770,574,343
Inflation £2,134,562,499,933 $2,792,114,478,038
Total£40,351,720,098,664$52,782,067,475,056
ProductVolume
JPY
USD
Equivalent
IRS ¥910,520,338,073,581 $8,333,900,856,470
OIS ¥88,708,457,812,447 $811,939,570,843
Basis ¥177,727,121,275,118 $1,626,718,422,728
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥111,941,422,393 $1,024,588,553
Inflation ¥0 $0
Total¥1,177,067,858,583,539$10,773,583,438,594
ProductVolume
CHF
USD
Equivalent
IRS CHF1,852,868,841,104 $1,908,599,959,934
OIS CHF208,531,442,747 $214,803,711,112
Basis CHF486,435,399,356 $501,066,542,394
Zeroes CHF137,406,086 $141,539,026
FRAs CHF538,786,006,829 $554,991,766,408
VNS CHF3,016,447,392 $3,107,176,959
Inflation CHF0 $0
TotalCHF3,089,775,543,514$3,182,710,695,833
ProductVolume
AUD
USD
Equivalent
IRS $16,023,982,233,364 $10,933,964,276,936
OIS $15,192,874,530,133 $10,366,857,935,636
Basis $3,976,596,778,194 $2,713,430,811,600
Zeroes $7,073,396,563 $4,826,532,145
FRAs $0 $0
VNS $29,320,451,484 $20,006,810,070
Inflation $0 $0
Total$35,229,847,389,738$24,039,086,366,387
ProductVolume
CAD
USD
Equivalent
IRS $13,012,577,076,257 $9,901,519,613,648
OIS $3,373,039,706,251 $2,566,610,642,407
Basis $1,103,855,220,239 $839,944,620,483
Zeroes $17,410,746,315 $13,248,170,990
FRAs $0 $0
VNS $223,199,448,091 $169,836,743,335
Inflation $0 $0
Total$17,730,082,197,153$13,491,159,790,863
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL41,381,097,231 $9,887,956,328
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL41,381,097,231$9,887,956,328
ProductVolume
CLP
USD
Equivalent
IRS CLP7,308,386,254,846 $9,403,421,562
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,308,386,254,846$9,403,421,562
ProductVolume
CNY
USD
Equivalent
IRS CNY8,793,213,725,731 $1,267,645,581,906
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY8,793,213,725,731$1,267,645,581,906
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,147,786,484,260 $3,015,686,920
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,147,786,484,260$3,015,686,920
ProductVolume
CZK
USD
Equivalent
IRS CZK25,495,604,121,771 $1,117,566,533,928
OIS CZK0 $0
Basis CZK2,050,000,000 $89,859,075
Zeroes CZK6,250,000,000 $273,960,594
FRAs CZK13,061,913,371,952 $572,551,926,357
VNS CZK61,398,734,100 $2,691,333,382
Inflation CZK0 $0
TotalCZK38,627,216,227,823$1,693,173,613,336
ProductVolume
DKK
USD
Equivalent
IRS DKK4,595,622,329,758 $678,290,604,070
OIS DKK0 $0
Basis DKK6,700,000,000 $988,886,101
Zeroes DKK15,500,000,000 $2,287,721,577
FRAs DKK14,000,000,000 $2,066,329,166
VNS DKK3,968,774,907 $585,771,096
Inflation DKK0 $0
TotalDKK4,635,791,104,665$684,219,312,010
ProductVolume
HKD
USD
Equivalent
IRS HKD19,853,974,196,655 $2,554,567,926,538
OIS HKD0 $0
Basis HKD1,044,566,140,796 $134,402,066,508
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,526,600,000 $196,424,321
Inflation HKD0 $0
TotalHKD20,900,066,937,451$2,689,166,417,367
ProductVolume
HUF
USD
Equivalent
IRS HUF162,273,545,531,639 $532,550,771,329
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF106,600,000,000 $349,840,832
FRAs HUF34,000,331,081,691 $111,582,590,272
VNS HUF731,659,858,958 $2,401,167,861
Inflation HUF0 $0
TotalHUF197,112,136,472,288$646,884,370,294
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR66,738,805,480,505 $936,028,127,356
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR66,738,805,480,505$936,028,127,356
ProductVolume
KRW
USD
Equivalent
IRS KRW2,474,879,726,680,270 $2,114,992,587,920
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,474,879,726,680,270$2,114,992,587,920
ProductVolume
MXN
USD
Equivalent
IRS MXN1,902,418,444,019 $101,184,397,203
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,902,418,444,019$101,184,397,203
ProductVolume
NOK
USD
Equivalent
IRS NOK11,683,909,368,691 $1,290,854,282,666
OIS NOK0 $0
Basis NOK261,072,541,020 $28,843,651,301
Zeroes NOK0 $0
FRAs NOK11,499,438,683,426 $1,270,473,709,128
VNS NOK85,377,832,753 $9,432,659,701
Inflation NOK0 $0
TotalNOK23,529,798,425,890$2,599,604,302,796
ProductVolume
NZD
USD
Equivalent
IRS NZD6,950,608,349,316 $4,595,394,710,150
OIS NZD1,102,529,617,726 $728,937,456,760
Basis NZD8,532,500,000 $5,641,262,375
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,111,966,887 $735,176,907
Inflation NZD0 $0
TotalNZD8,062,782,433,929$5,330,708,606,192
ProductVolume
PLN
USD
Equivalent
IRS PLN4,288,128,924,406 $1,111,130,122,279
OIS PLN0 $0
Basis PLN1,500,000,000 $388,676,556
Zeroes PLN1,700,000,000 $440,500,097
FRAs PLN1,019,299,357,842 $264,118,509,514
VNS PLN6,370,852,468 $1,650,800,665
Inflation PLN0 $0
TotalPLN5,316,999,134,716$1,377,728,609,111
ProductVolume
SEK
USD
Equivalent
IRS SEK33,121,724,858,836 $3,461,610,198,137
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK981,630,182 $102,591,911
FRAs SEK19,459,134,388,230 $2,033,708,640,848
VNS SEK53,409,239,306 $5,581,894,308
Inflation SEK0 $0
TotalSEK52,635,250,116,554$5,501,003,325,204
ProductVolume
SGD
USD
Equivalent
IRS SGD2,848,902,460,891 $2,107,722,014,494
OIS SGD0 $0
Basis SGD4,276,205,896 $3,163,693,187
Zeroes SGD620,000,000 $458,698,628
FRAs SGD0 $0
VNS SGD320,980,844 $237,473,343
Inflation SGD0 $0
TotalSGD2,854,119,647,631$2,111,581,879,652
ProductVolume
THB
USD
Equivalent
IRS THB11,462,757,731,982 $374,967,541,118
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB11,462,757,731,982$374,967,541,118
ProductVolume
TWD
USD
Equivalent
IRS TWD3,852,834,927,146 $128,214,140,670
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,852,834,927,146$128,214,140,670
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,500,315,539,329 $2,394,541,573,673
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,739,719
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR34,500,585,539,329$2,394,560,313,392
ProductUSD
Equivalent
IRS$168,236,772,162,804
OIS$70,655,134,998,763
Basis$33,277,526,469,774
Zeroes$680,875,337,374
FRAs$65,129,380,401,327
VNS$2,714,554,203,893
Inflation$6,481,037,783,649
Total$347,175,281,357,584

Figures as of COB Jan 24, 2020.

Notional Outstanding by Product

As of COB Jan 24, 2020

Daily Notional by Tenor

As of COB Jan 24, 2020

Notional Outstanding by Currency

As of COB Jan 24, 2020. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Notional Outstanding Showing
Effect of Compression
Trades Outstanding Showing Effect of Compression

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2017 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 291,875 Billion US dollars at 29th December 2017.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3 trillion notional per day based on daily average over 2017.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.

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