Volumes

  • Client Notional Cleared (USD)
    $1,373,688,087,376,176
    Client Notional Outstanding (USD)
    $55,074,432,411,792
    As of COB Sep 21, 2020
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,089,000,000,000,000
    Trades Compressed
    26,906,709
  • 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 Sep 21, 2020. *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
$412,546,447,419
$1,415,227,645,172
$79,825,179,405,488
$22,015,217,250,276
EUR
€101,241,947,168
€629,419,227,575
€29,055,191,160,037
€10,029,997,818,062
GBP
£591,295,673,868
£2,063,580,027,456
£32,170,421,628,986
£8,200,090,378,318
JPY
¥15,590,000,000
¥5,986,909,775,174
¥247,924,915,891,775
¥98,736,592,689,826
CHF
CHF2,086,980,000
CHF12,228,597,000
CHF703,053,943,238
CHF371,140,386,540
AUD
$62,101,495,000
$306,576,304,530
$18,860,102,251,185
$3,471,754,220,386
CAD
$9,601,911,000
$78,411,577,887
$8,614,401,223,064
$1,935,734,394,028
Other*
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$38,192,392,377
$295,794,680,011
$10,697,261,150,731
$5,474,247,247,059
BRL
BRL628,923,106
BRL375,300,000
BRL62,209,137,031
BRL6,965,769,526
CLP
CLP16,120,000,000
CLP32,108,000,000
CLP3,585,593,923,142
CLP1,349,487,650,000
CNY
CNY21,111,240,000
CNY194,212,186,872
CNY4,918,334,858,585
CNY1,948,469,216,068
COP
COP253,000,000,000
COP74,328,000,000
COP10,071,054,476,944
COP1,966,150,000,000
CZK
CZK45,153,660,545
CZK482,661,356,503
CZK14,811,585,198,895
CZK5,085,798,038,248
DKK
DKK959,640,000
DKK21,968,100,000
DKK646,218,921,617
DKK983,949,224,510
HKD
HKD10,214,153,795
HKD73,324,190,900
HKD3,665,825,063,292
HKD3,267,660,202,483
HUF
HUF317,230,364,682
HUF1,671,279,975,605
HUF93,505,674,559,319
HUF29,904,381,742,333
ILS
ILS1,633,000,000
ILS917,100,000
ILS2,550,100,000
ILS2,550,100,000
INR
INR58,560,254,000
INR742,968,550,000
INR16,582,041,013,288
INR5,924,002,347,334
KRW
KRW3,053,070,000,000
KRW15,352,126,344,762
KRW956,915,796,621,240
KRW410,719,632,290,853
MXN
MXN683,200,000
MXN3,739,379,979
MXN749,091,096,207
MXN239,703,075,233
NOK
NOK12,805,950,000
NOK271,873,815,000
NOK6,210,821,678,744
NOK1,969,871,413,401
NZD
NZD23,187,020,000
NZD137,097,142,000
NZD4,593,032,177,871
NZD2,158,046,614,475
PLN
PLN5,132,716,209
PLN35,638,641,945
PLN2,041,449,631,388
PLN1,188,335,783,987
SEK
SEK17,431,160,000
SEK219,665,117,447
SEK13,293,132,129,639
SEK4,919,568,931,472
SGD
SGD3,609,860,254
SGD16,353,676,706
SGD809,677,691,199
SGD814,876,294,017
THB
THB7,099,000,000
THB126,477,620,000
THB3,392,708,819,340
THB965,155,453,701
TWD
TWD3,785,000,000
TWD34,860,500,000
TWD1,719,244,501,584
TWD508,478,757,712
ZAR
ZAR56,907,796,938
ZAR475,978,942,388
ZAR18,793,205,314,038
ZAR11,519,439,349,956
Total in USD$1,380,726,396,535$5,479,723,013,342$186,223,972,807,156$55,074,432,411,792

Figures as of COB Sep 21, 2020. Weekly figures as of COB Sep 18, 2020. *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 $177,282,849,151
OIS $47,949,635,000
Basis $95,585,847,479
Zeroes $0
FRAs $88,550,000,000
VNS $1,290,255,744
Inflation $1,887,860,045
Total$412,546,447,419
ProductVolume
EUR
USD
Equivalent
IRS €51,580,848,973 $60,628,129,882
OIS €43,548,381,000 $51,186,767,027
Basis €162,000,000 $190,414,800
Zeroes €0 $0
FRAs €4,230,000,000 $4,971,942,000
VNS €72,142,195 $84,795,936
Inflation €1,648,575,000 $1,937,735,055
Total€101,241,947,168$118,999,784,700
ProductVolume
GBP
USD
Equivalent
IRS £17,580,334,546 $22,494,917,068
OIS £479,497,372,076 $613,540,862,440
Basis £714,500,000 $914,238,475
Zeroes £0 $0
FRAs £92,390,000,000 $118,217,624,500
VNS £62,789,446 $80,342,236
Inflation £1,050,677,800 $1,344,394,779
Total£591,295,673,868$756,592,379,498
ProductVolume
JPY
USD
Equivalent
IRS ¥15,590,000,000 $148,766,640
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥15,590,000,000$148,766,640
ProductVolume
CHF
USD
Equivalent
IRS CHF2,001,980,000 $2,187,478,147
OIS CHF85,000,000 $92,875,874
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,086,980,000$2,280,354,021
ProductVolume
AUD
USD
Equivalent
IRS $12,260,995,000 $8,836,499,097
OIS $49,632,500,000 $35,770,142,750
Basis $208,000,000 $149,905,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$62,101,495,000$44,756,547,447
ProductVolume
CAD
USD
Equivalent
IRS $6,432,911,000 $4,830,238,024
OIS $2,400,000,000 $1,802,072,383
Basis $769,000,000 $577,414,026
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$9,601,911,000$7,209,724,433
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL628,923,106 $116,356,273
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL628,923,106$116,356,273
ProductVolume
CLP
USD
Equivalent
IRS CLP16,120,000,000 $20,805,906
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP16,120,000,000$20,805,906
ProductVolume
CNY
USD
Equivalent
IRS CNY21,111,240,000 $3,102,221,830
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY21,111,240,000$3,102,221,830
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP253,000,000,000 $66,810,763
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP253,000,000,000$66,810,763
ProductVolume
CZK
USD
Equivalent
IRS CZK45,153,660,545 $1,956,016,398
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK45,153,660,545$1,956,016,398
ProductVolume
DKK
USD
Equivalent
IRS DKK959,640,000 $151,599,501
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK959,640,000$151,599,501
ProductVolume
HKD
USD
Equivalent
IRS HKD10,214,153,795 $1,317,955,328
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD10,214,153,795$1,317,955,328
ProductVolume
HUF
USD
Equivalent
IRS HUF181,295,364,682 $587,762,570
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF135,000,000,000 $437,672,232
VNS HUF935,000,000 $3,031,285
Inflation HUF0 $0
TotalHUF317,230,364,682$1,028,466,087
ProductVolume
ILS
USD
Equivalent
IRS ILS1,633,000,000 $472,682,539
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS1,633,000,000$472,682,539
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR58,560,254,000 $795,871,895
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR58,560,254,000$795,871,895
ProductVolume
KRW
USD
Equivalent
IRS KRW3,053,070,000,000 $2,617,739,861
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,053,070,000,000$2,617,739,861
ProductVolume
MXN
USD
Equivalent
IRS MXN683,200,000 $31,929,710
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN683,200,000$31,929,710
ProductVolume
NOK
USD
Equivalent
IRS NOK8,769,850,000 $942,731,064
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK4,000,000,000 $429,987,315
VNS NOK36,100,000 $3,880,636
Inflation NOK0 $0
TotalNOK12,805,950,000$1,376,599,015
ProductVolume
NZD
USD
Equivalent
IRS NZD3,807,020,000 $2,535,284,969
OIS NZD19,380,000,000 $12,906,111,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD23,187,020,000$15,441,395,969
ProductVolume
PLN
USD
Equivalent
IRS PLN4,732,716,209 $1,236,955,701
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN400,000,000 $104,545,098
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,132,716,209$1,341,500,799
ProductVolume
SEK
USD
Equivalent
IRS SEK17,431,160,000 $1,967,666,050
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK17,431,160,000$1,967,666,050
ProductVolume
SGD
USD
Equivalent
IRS SGD3,609,860,254 $2,647,398,522
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,609,860,254$2,647,398,522
ProductVolume
THB
USD
Equivalent
IRS THB7,099,000,000 $226,443,381
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB7,099,000,000$226,443,381
ProductVolume
TWD
USD
Equivalent
IRS TWD3,785,000,000 $130,566,767
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,785,000,000$130,566,767
ProductVolume
ZAR
USD
Equivalent
IRS ZAR56,907,796,938 $3,382,365,783
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR56,907,796,938$3,382,365,783
ProductUSD
Equivalent
IRS$299,853,360,162
OIS$764,111,149,132
Basis$97,417,820,380
Zeroes$0
FRAs$212,711,771,145
VNS$1,462,305,837
Inflation$5,169,989,879
Total$1,380,726,396,535
Show:
ProductUSD
Equivalent
IRS $543,944,961,979
OIS $438,197,948,602
Basis $230,702,762,405
Zeroes $0
FRAs $193,225,531,805
VNS $587,846,526
Inflation $8,568,593,855
Total$1,415,227,645,172
ProductVolume
EUR
USD
Equivalent
IRS €274,123,442,588 $324,614,604,658
OIS €312,867,867,075 $370,691,013,946
Basis €2,241,560,000 $2,651,563,523
Zeroes €839,000,000 $995,107,100
FRAs €30,819,200,000 $36,503,987,410
VNS €1,053,952,912 $1,249,031,709
Inflation €7,474,205,000 $8,851,437,172
Total€629,419,227,575$745,556,745,518
ProductVolume
GBP
USD
Equivalent
IRS £181,978,353,493 $235,338,060,661
OIS £1,738,908,885,307 $2,249,635,577,579
Basis £22,131,480,000 $28,626,622,306
Zeroes £1,332,000,000 $1,720,678,000
FRAs £111,328,000,000 $143,904,337,600
VNS £2,359,767,388 $3,051,591,325
Inflation £5,541,541,268 $7,159,535,556
Total£2,063,580,027,456$2,669,436,403,027
ProductVolume
JPY
USD
Equivalent
IRS ¥5,420,859,775,174 $51,619,235,039
OIS ¥391,450,000,000 $3,712,880,421
Basis ¥174,600,000,000 $1,669,934,484
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥5,986,909,775,174$57,002,049,944
ProductVolume
CHF
USD
Equivalent
IRS CHF7,428,597,000 $8,169,101,832
OIS CHF4,700,000,000 $5,162,971,137
Basis CHF100,000,000 $110,144,289
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,228,597,000$13,442,217,258
ProductVolume
AUD
USD
Equivalent
IRS $83,566,211,418 $60,992,430,548
OIS $220,428,300,000 $160,890,420,345
Basis $2,468,720,000 $1,802,652,434
Zeroes $0 $0
FRAs $0 $0
VNS $113,073,112 $82,594,255
Inflation $0 $0
Total$306,576,304,530$223,768,097,582
ProductVolume
CAD
USD
Equivalent
IRS $50,077,262,270 $37,994,143,650
OIS $24,531,100,000 $18,614,497,638
Basis $3,260,300,000 $2,474,547,717
Zeroes $0 $0
FRAs $0 $0
VNS $542,915,617 $411,985,825
Inflation $0 $0
Total$78,411,577,887$59,495,174,830
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL375,300,000 $71,133,168
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL375,300,000$71,133,168
ProductVolume
CLP
USD
Equivalent
IRS CLP32,108,000,000 $42,030,080
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP32,108,000,000$42,030,080
ProductVolume
CNY
USD
Equivalent
IRS CNY194,212,186,872 $28,660,069,644
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY194,212,186,872$28,660,069,644
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP74,328,000,000 $20,088,622
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP74,328,000,000$20,088,622
ProductVolume
CZK
USD
Equivalent
IRS CZK422,101,356,503 $18,702,348,067
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK59,360,000,000 $2,627,117,989
VNS CZK1,200,000,000 $53,189,132
Inflation CZK0 $0
TotalCZK482,661,356,503$21,382,655,188
ProductVolume
DKK
USD
Equivalent
IRS DKK21,968,100,000 $3,499,075,980
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK21,968,100,000$3,499,075,980
ProductVolume
HKD
USD
Equivalent
IRS HKD72,544,190,900 $9,360,456,243
OIS HKD0 $0
Basis HKD780,000,000 $100,644,512
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD73,324,190,900$9,461,100,755
ProductVolume
HUF
USD
Equivalent
IRS HUF1,421,579,975,605 $4,691,843,219
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF244,000,000,000 $801,827,114
VNS HUF5,700,000,000 $18,734,610
Inflation HUF0 $0
TotalHUF1,671,279,975,605$5,512,404,943
ProductVolume
ILS
USD
Equivalent
IRS ILS917,100,000 $267,510,400
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS917,100,000$267,510,400
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR742,968,550,000 $10,099,077,259
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR742,968,550,000$10,099,077,259
ProductVolume
KRW
USD
Equivalent
IRS KRW15,352,126,344,762 $13,071,871,228
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,352,126,344,762$13,071,871,228
ProductVolume
MXN
USD
Equivalent
IRS MXN3,739,379,979 $177,277,915
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,739,379,979$177,277,915
ProductVolume
NOK
USD
Equivalent
IRS NOK81,772,415,000 $9,034,164,732
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK189,968,000,000 $21,003,414,741
VNS NOK133,400,000 $14,727,411
Inflation NOK0 $0
TotalNOK271,873,815,000$30,052,306,884
ProductVolume
NZD
USD
Equivalent
IRS NZD18,196,142,000 $12,258,334,917
OIS NZD112,301,000,000 $75,882,287,400
Basis NZD6,600,000,000 $4,441,140,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD137,097,142,000$92,581,762,317
ProductVolume
PLN
USD
Equivalent
IRS PLN29,949,641,945 $7,965,337,800
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN5,689,000,000 $1,512,995,348
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN35,638,641,945$9,478,333,148
ProductVolume
SEK
USD
Equivalent
IRS SEK136,845,117,447 $15,559,395,286
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK82,820,000,000 $9,450,375,210
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK219,665,117,447$25,009,770,496
ProductVolume
SGD
USD
Equivalent
IRS SGD16,296,676,706 $11,978,142,634
OIS SGD57,000,000 $41,858,045
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,353,676,706$12,020,000,679
ProductVolume
THB
USD
Equivalent
IRS THB126,477,620,000 $4,056,842,758
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB126,477,620,000$4,056,842,758
ProductVolume
TWD
USD
Equivalent
IRS TWD34,860,500,000 $1,194,742,767
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD34,860,500,000$1,194,742,767
ProductVolume
ZAR
USD
Equivalent
IRS ZAR475,978,942,388 $29,136,625,780
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR475,978,942,388$29,136,625,780
ProductUSD
Equivalent
IRS$1,432,399,740,985
OIS$3,332,948,620,994
Basis$272,580,011,670
Zeroes$2,715,785,100
FRAs$409,029,587,217
VNS$5,469,700,793
Inflation$24,579,566,583
Total$5,479,723,013,342
Show:
ProductUSD
Equivalent
IRS $23,037,887,510,280
OIS $35,772,030,986,179
Basis $5,536,764,942,194
Zeroes $20,849,641,774
FRAs $15,023,263,475,135
VNS $92,862,315,147
Inflation $341,520,534,779
Total$79,825,179,405,488
ProductVolume
EUR
USD
Equivalent
IRS €11,374,340,733,294 $12,727,363,187,638
OIS €15,265,632,042,386 $17,032,197,169,073
Basis €208,612,514,000 $232,359,007,916
Zeroes €31,849,636,000 $35,466,094,496
FRAs €1,719,927,730,001 $1,916,949,759,969
VNS €98,975,336,537 $109,616,864,594
Inflation €355,853,167,819 $397,015,889,898
Total€29,055,191,160,037$32,450,967,973,584
ProductVolume
GBP
USD
Equivalent
IRS £4,599,864,297,617 $5,867,088,574,914
OIS £24,215,574,570,915 $31,079,201,419,393
Basis £760,596,931,921 $969,498,354,014
Zeroes £26,172,860,725 $33,405,860,989
FRAs £2,216,724,500,000 $2,831,015,083,717
VNS £17,326,582,872 $21,877,242,372
Inflation £334,161,884,936 $424,441,657,336
Total£32,170,421,628,986$41,226,528,192,735
ProductVolume
JPY
USD
Equivalent
IRS ¥226,435,390,767,775 $2,103,986,359,168
OIS ¥17,214,360,124,000 $160,029,824,896
Basis ¥3,363,165,000,000 $31,163,959,869
Zeroes ¥0 $0
FRAs ¥912,000,000,000 $8,495,022,883
VNS ¥0 $0
Inflation ¥0 $0
Total¥247,924,915,891,775$2,303,675,166,816
ProductVolume
CHF
USD
Equivalent
IRS CHF618,442,780,738 $651,143,735,712
OIS CHF63,868,920,000 $67,118,322,807
Basis CHF3,122,350,000 $3,310,515,448
Zeroes CHF0 $0
FRAs CHF17,544,100,000 $18,255,621,076
VNS CHF75,792,500 $78,434,763
Inflation CHF0 $0
TotalCHF703,053,943,238$739,906,629,806
ProductVolume
AUD
USD
Equivalent
IRS $2,889,875,553,479 $1,939,631,122,366
OIS $15,595,340,455,544 $10,409,735,319,515
Basis $373,621,548,738 $247,129,449,479
Zeroes $112,052,000 $79,592,574
FRAs $0 $0
VNS $1,152,641,424 $786,862,788
Inflation $0 $0
Total$18,860,102,251,185$12,597,362,346,722
ProductVolume
CAD
USD
Equivalent
IRS $3,746,083,048,220 $2,763,285,295,621
OIS $4,745,518,602,000 $3,529,202,671,944
Basis $118,360,975,000 $87,297,631,825
Zeroes $183,625,608 $137,886,651
FRAs $0 $0
VNS $4,254,972,236 $3,168,455,233
Inflation $0 $0
Total$8,614,401,223,064$6,383,091,941,274
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL62,209,137,031 $12,694,989,253
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL62,209,137,031$12,694,989,253
ProductVolume
CLP
USD
Equivalent
IRS CLP3,585,593,923,142 $4,407,307,590
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,585,593,923,142$4,407,307,590
ProductVolume
CNY
USD
Equivalent
IRS CNY4,918,334,858,585 $703,379,880,837
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,918,334,858,585$703,379,880,837
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,071,054,476,944 $2,738,089,677
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,071,054,476,944$2,738,089,677
ProductVolume
CZK
USD
Equivalent
IRS CZK9,231,150,901,895 $394,808,591,788
OIS CZK0 $0
Basis CZK1,600,000,000 $62,193,889
Zeroes CZK12,352,700,000 $534,621,627
FRAs CZK5,561,040,440,000 $238,636,172,640
VNS CZK5,441,157,000 $236,820,669
Inflation CZK0 $0
TotalCZK14,811,585,198,895$634,278,400,613
ProductVolume
DKK
USD
Equivalent
IRS DKK556,405,965,665 $83,302,857,079
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK89,616,000,000 $13,152,169,952
VNS DKK196,955,952 $29,377,134
Inflation DKK0 $0
TotalDKK646,218,921,617$96,484,404,165
ProductVolume
HKD
USD
Equivalent
IRS HKD3,369,162,063,292 $434,149,528,807
OIS HKD0 $0
Basis HKD296,433,000,000 $38,210,988,302
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD230,000,000 $29,607,234
Inflation HKD0 $0
TotalHKD3,665,825,063,292$472,390,124,343
ProductVolume
HUF
USD
Equivalent
IRS HUF66,709,700,979,819 $216,125,162,474
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF6,000,000,000 $20,155,023
FRAs HUF26,781,844,000,000 $86,412,930,040
VNS HUF8,129,579,500 $26,817,946
Inflation HUF0 $0
TotalHUF93,505,674,559,319$302,585,065,483
ProductVolume
ILS
USD
Equivalent
IRS ILS2,550,100,000 $740,192,938
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,550,100,000$740,192,938
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR16,582,041,013,288 $225,079,919,043
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR16,582,041,013,288$225,079,919,043
ProductVolume
KRW
USD
Equivalent
IRS KRW956,915,796,621,240 $799,885,132,817
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW956,915,796,621,240$799,885,132,817
ProductVolume
MXN
USD
Equivalent
IRS MXN749,091,096,207 $34,479,796,298
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN749,091,096,207$34,479,796,298
ProductVolume
NOK
USD
Equivalent
IRS NOK3,512,111,716,469 $370,073,227,703
OIS NOK0 $0
Basis NOK29,580,000,000 $3,100,044,758
Zeroes NOK0 $0
FRAs NOK2,660,522,300,000 $283,838,690,839
VNS NOK8,607,662,275 $894,907,158
Inflation NOK0 $0
TotalNOK6,210,821,678,744$657,906,870,458
ProductVolume
NZD
USD
Equivalent
IRS NZD1,167,976,479,857 $744,629,254,527
OIS NZD3,355,123,036,000 $2,146,257,182,958
Basis NZD69,780,400,000 $45,719,343,910
Zeroes NZD104,000,000 $69,024,800
FRAs NZD0 $0
VNS NZD48,262,014 $30,335,443
Inflation NZD0 $0
TotalNZD4,593,032,177,871$2,936,705,141,638
ProductVolume
PLN
USD
Equivalent
IRS PLN1,600,034,344,068 $408,653,492,401
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN4,155,800,000 $1,058,337,660
FRAs PLN435,372,031,000 $111,148,692,643
VNS PLN1,887,456,320 $456,568,062
Inflation PLN0 $0
TotalPLN2,041,449,631,388$521,317,090,766
ProductVolume
SEK
USD
Equivalent
IRS SEK9,388,038,215,391 $997,425,470,553
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,902,070,000,000 $412,969,744,047
VNS SEK3,023,914,248 $322,459,717
Inflation SEK0 $0
TotalSEK13,293,132,129,639$1,410,717,674,317
ProductVolume
SGD
USD
Equivalent
IRS SGD806,508,586,199 $580,318,996,667
OIS SGD351,000,000 $250,033,466
Basis SGD2,281,000,000 $1,646,490,570
Zeroes SGD302,000,000 $217,662,956
FRAs SGD0 $0
VNS SGD235,105,000 $170,441,894
Inflation SGD0 $0
TotalSGD809,677,691,199$582,603,625,553
ProductVolume
THB
USD
Equivalent
IRS THB3,392,708,819,340 $107,933,418,162
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,392,708,819,340$107,933,418,162
ProductVolume
TWD
USD
Equivalent
IRS TWD1,719,244,501,584 $57,619,955,987
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,719,244,501,584$57,619,955,987
ProductVolume
ZAR
USD
Equivalent
IRS ZAR18,778,830,314,038 $1,132,449,756,436
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $841,793,863
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,520,494
Inflation ZAR0 $0
TotalZAR18,793,205,314,038$1,133,314,070,793
ProductUSD
Equivalent
IRS$56,173,462,798,016
OIS$100,423,840,938,951
Basis$7,196,262,922,174
Zeroes$92,680,672,413
FRAs$20,944,137,362,941
VNS$230,610,030,648
Inflation$1,162,978,082,013
Total$186,223,972,807,156
Show:
ProductUSD
Equivalent
IRS $11,668,670,661,625
OIS $5,251,877,284,062
Basis $2,951,874,855,462
Zeroes $6,301,719,854
FRAs $1,623,055,112,162
VNS $307,313,289,480
Inflation $206,124,327,630
Total$22,015,217,250,275
ProductVolume
EUR
USD
Equivalent
IRS €6,181,032,697,751 $7,265,185,832,937
OIS €2,997,118,622,464 $3,522,813,228,844
Basis €192,579,100,503 $226,357,474,731
Zeroes €19,028,949,939 $22,366,627,758
FRAs €257,296,489,562 $302,426,293,831
VNS €178,428,585,016 $209,724,958,828
Inflation €204,513,372,827 $240,385,018,420
Total€10,029,997,818,062$11,789,259,435,349
ProductVolume
GBP
USD
Equivalent
IRS £1,462,284,735,933 $1,871,066,433,863
OIS £5,352,643,882,144 $6,848,975,479,397
Basis £468,824,060,605 $599,883,826,747
Zeroes £14,459,785,533 $18,502,018,578
FRAs £588,329,334,741 $752,796,800,268
VNS £49,948,051,451 $63,911,029,234
Inflation £263,600,527,912 $337,290,055,490
Total£8,200,090,378,319$10,492,425,643,577
ProductVolume
JPY
USD
Equivalent
IRS ¥80,307,364,744,991 $766,328,209,790
OIS ¥9,775,555,342,883 $93,282,650,345
Basis ¥8,345,919,516,634 $79,640,436,248
Zeroes ¥0 $0
FRAs ¥300,000,000,000 $2,862,732,001
VNS ¥7,753,085,318 $73,983,351
Inflation ¥0 $0
Total¥98,736,592,689,826$942,188,011,735
ProductVolume
CHF
USD
Equivalent
IRS CHF291,310,239,052 $318,302,271,691
OIS CHF43,361,070,988 $47,378,792,601
Basis CHF30,401,600,000 $33,218,531,469
Zeroes CHF0 $0
FRAs CHF5,350,000,000 $5,845,716,783
VNS CHF717,476,500 $783,955,966
Inflation CHF0 $0
TotalCHF371,140,386,540$405,529,268,510
ProductVolume
AUD
USD
Equivalent
IRS $1,128,693,127,087 $813,449,136,692
OIS $2,147,448,019,027 $1,547,665,787,313
Basis $189,232,524,920 $136,379,880,710
Zeroes $23,102,501 $16,649,972
FRAs $0 $0
VNS $6,357,446,851 $4,581,811,946
Inflation $0 $0
Total$3,471,754,220,386$2,502,093,266,633
ProductVolume
CAD
USD
Equivalent
IRS $1,467,350,914,516 $1,101,780,233,155
OIS $347,169,610,810 $260,676,986,642
Basis $108,645,549,032 $81,577,976,447
Zeroes $671,860,765 $504,475,721
FRAs $0 $0
VNS $11,896,458,905 $8,932,616,688
Inflation $0 $0
Total$1,935,734,394,028$1,453,472,288,653
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL6,965,769,526 $1,288,728,255
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL6,965,769,526$1,288,728,255
ProductVolume
CLP
USD
Equivalent
IRS CLP1,349,487,650,000 $1,741,768,825
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,349,487,650,000$1,741,768,825
ProductVolume
CNY
USD
Equivalent
IRS CNY1,948,469,216,068 $286,320,639,521
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,948,469,216,068$286,320,639,521
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,966,150,000,000 $519,209,415
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,966,150,000,000$519,209,415
ProductVolume
CZK
USD
Equivalent
IRS CZK3,992,312,054,408 $172,943,405,939
OIS CZK0 $0
Basis CZK2,625,000,000 $113,712,664
Zeroes CZK12,352,700,000 $535,107,973
FRAs CZK1,067,876,525,790 $46,259,460,928
VNS CZK10,631,758,050 $460,558,299
Inflation CZK0 $0
TotalCZK5,085,798,038,248$220,312,245,803
ProductVolume
DKK
USD
Equivalent
IRS DKK960,799,291,486 $151,782,640,319
OIS DKK0 $0
Basis DKK3,350,000,000 $529,217,548
Zeroes DKK0 $0
FRAs DKK17,720,000,000 $2,799,323,865
VNS DKK2,079,933,025 $328,578,225
Inflation DKK0 $0
TotalDKK983,949,224,511$155,439,759,957
ProductVolume
HKD
USD
Equivalent
IRS HKD2,915,328,149,397 $376,171,374,116
OIS HKD0 $0
Basis HKD351,138,753,086 $45,308,226,205
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,193,300,000 $153,974,194
Inflation HKD0 $0
TotalHKD3,267,660,202,483$421,633,574,515
ProductVolume
HUF
USD
Equivalent
IRS HUF21,668,933,617,500 $70,251,041,068
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF35,400,000,000 $114,767,385
FRAs HUF8,162,138,615,854 $26,461,788,348
VNS HUF37,909,508,979 $122,903,255
Inflation HUF0 $0
TotalHUF29,904,381,742,333$96,950,500,056
ProductVolume
ILS
USD
Equivalent
IRS ILS2,550,100,000 $738,143,136
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,550,100,000$738,143,136
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,924,002,347,334 $80,511,040,328
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,924,002,347,334$80,511,040,328
ProductVolume
KRW
USD
Equivalent
IRS KRW410,719,632,290,853 $352,156,076,731
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW410,719,632,290,853$352,156,076,731
ProductVolume
MXN
USD
Equivalent
IRS MXN239,703,075,233 $11,202,648,747
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN239,703,075,233$11,202,648,747
ProductVolume
NOK
USD
Equivalent
IRS NOK1,308,083,026,297 $140,614,777,191
OIS NOK0 $0
Basis NOK85,371,043,494 $9,177,116,451
Zeroes NOK0 $0
FRAs NOK536,246,173,414 $57,644,763,121
VNS NOK40,171,170,196 $4,318,273,407
Inflation NOK0 $0
TotalNOK1,969,871,413,401$211,754,930,170
ProductVolume
NZD
USD
Equivalent
IRS NZD783,631,803,166 $521,859,599,319
OIS NZD1,352,152,532,234 $900,465,978,841
Basis NZD21,835,640,000 $14,541,444,458
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD426,639,075 $284,120,292
Inflation NZD0 $0
TotalNZD2,158,046,614,475$1,437,151,142,910
ProductVolume
PLN
USD
Equivalent
IRS PLN962,218,935,870 $251,488,182,711
OIS PLN0 $0
Basis PLN200,000,000 $52,272,549
Zeroes PLN0 $0
FRAs PLN221,218,500,000 $57,818,274,483
VNS PLN4,698,348,117 $1,227,973,163
Inflation PLN0 $0
TotalPLN1,188,335,783,987$310,586,702,906
ProductVolume
SEK
USD
Equivalent
IRS SEK3,909,170,567,627 $441,275,406,108
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,328,093
FRAs SEK991,253,929,230 $111,894,831,041
VNS SEK18,884,622,905 $2,131,736,003
Inflation SEK0 $0
TotalSEK4,919,568,931,472$555,331,301,245
ProductVolume
SGD
USD
Equivalent
IRS SGD810,597,192,699 $594,475,591,433
OIS SGD341,000,000 $250,082,505
Basis SGD3,230,005,896 $2,368,821,016
Zeroes SGD350,000,000 $256,682,923
FRAs SGD0 $0
VNS SGD358,095,422 $262,619,942
Inflation SGD0 $0
TotalSGD814,876,294,017$597,613,797,819
ProductVolume
THB
USD
Equivalent
IRS THB965,155,453,701 $30,786,457,853
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB965,155,453,701$30,786,457,853
ProductVolume
TWD
USD
Equivalent
IRS TWD508,478,757,712 $17,540,403,522
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD508,478,757,712$17,540,403,522
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,505,064,349,956 $683,813,784,370
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $832,102,515
FRAs ZAR0 $0
VNS ZAR375,000,000 $22,288,460
Inflation ZAR0 $0
TotalZAR11,519,439,349,956$684,668,175,345
ProductUSD
Equivalent
IRS$27,911,233,448,917
OIS$18,554,416,520,293
Basis$4,181,023,792,705
Zeroes$49,459,480,772
FRAs$2,989,865,096,831
VNS$604,634,670,733
Inflation$783,799,401,540
Total$55,074,432,411,791

Figures as of COB Sep 21, 2020.

Notional Outstanding by Product

As of COB Sep 21, 2020

Daily Notional by Tenor
 

As of COB Sep 21, 2020

Notional Outstanding by Tenor
 

As of COB Sep 21, 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
$1,438,121,942,699
$6,860,403,980,099
$364,260,025,793,007
$119,515,045,228,898
EUR
€529,963,896,184
€4,188,913,814,805
€171,152,923,458,000
€77,536,426,411,265
GBP
£1,296,444,937,230
£5,061,361,589,979
£116,482,448,193,173
£40,609,796,940,954
JPY
¥62,360,000,000
¥19,655,883,490,348
¥1,018,754,410,533,972
¥1,091,608,391,760,070
CHF
CHF38,644,820,000
CHF66,173,094,000
CHF4,807,789,053,331
CHF3,113,629,910,376
AUD
$307,315,736,000
$794,241,029,022
$60,687,807,040,914
$25,113,087,901,551
CAD
$38,256,469,704
$290,233,116,082
$26,591,043,222,814
$17,440,653,601,546
Other*
Show All
Hide
$115,278,429,552
$1,049,739,047,389
$41,919,532,115,794
$32,519,936,637,121
BRL
BRL1,257,846,213
BRL750,600,000
BRL124,532,330,018
BRL71,664,562,246
CLP
CLP64,480,000,000
CLP64,216,000,000
CLP9,478,473,086,284
CLP7,265,166,460,214
CNY
CNY72,260,820,000
CNY676,805,289,488
CNY17,724,429,681,010
CNY13,392,426,739,142
COP
COP606,000,000,000
COP148,656,000,000
COP22,839,913,953,888
COP16,195,960,484,260
CZK
CZK151,875,701,090
CZK1,604,650,713,006
CZK57,597,638,851,800
CZK32,904,654,215,594
DKK
DKK2,019,280,000
DKK50,424,200,000
DKK1,781,726,743,565
DKK4,873,158,221,574
HKD
HKD100,789,707,590
HKD487,356,128,202
HKD17,490,755,393,030
HKD19,811,821,505,520
HUF
HUF715,360,179,364
HUF4,594,926,851,210
HUF366,171,800,622,108
HUF164,477,731,946,147
ILS
ILS3,266,000,000
ILS2,662,240,000
ILS5,928,240,000
ILS5,418,240,000
INR
INR154,480,508,000
INR2,386,523,100,000
INR60,006,077,594,292
INR57,082,406,671,527
KRW
KRW13,279,480,000,000
KRW73,972,500,366,776
KRW3,119,279,969,166,276
KRW2,812,457,762,804,020
MXN
MXN2,732,800,000
MXN6,278,759,958
MXN1,783,151,769,052
MXN2,132,678,416,757
NOK
NOK25,711,900,000
NOK1,004,327,208,000
NOK26,813,669,725,889
NOK21,275,950,332,736
NZD
NZD50,285,040,000
NZD429,454,224,000
NZD17,607,269,027,439
NZD12,009,792,595,296
PLN
PLN11,868,432,418
PLN188,755,343,890
PLN7,280,720,916,070
PLN5,604,528,355,663
SEK
SEK70,682,320,000
SEK624,228,714,893
SEK63,979,867,667,585
SEK48,343,771,352,954
SGD
SGD13,311,820,508
SGD70,255,183,412
SGD3,159,642,252,905
SGD2,644,943,192,568
THB
THB16,448,000,000
THB680,057,640,000
THB16,817,074,089,730
THB16,647,421,872,854
TWD
TWD30,830,160,000
TWD79,766,400,000
TWD6,181,432,949,510
TWD6,676,662,687,680
ZAR
ZAR146,715,793,876
ZAR1,597,293,708,444
ZAR64,592,940,464,111
ZAR34,384,692,076,122
Total in USD$4,128,214,505,554$20,476,811,305,064$821,189,573,236,245$340,146,853,847,862

Figures as of COB Sep 21, 2020. Weekly figures as of COB Sep 18, 2020. *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 $657,128,413,501
OIS $160,069,782,000
Basis $299,207,694,957
Zeroes $0
FRAs $313,200,000,000
VNS $2,713,091,051
Inflation $5,802,961,190
Total$1,438,121,942,699
ProductVolume
EUR
USD
Equivalent
IRS €301,376,087,945 $354,237,453,771
OIS €201,903,048,000 $237,316,842,619
Basis €324,000,000 $380,829,600
Zeroes €0 $0
FRAs €19,460,000,000 $22,873,284,000
VNS €172,010,239 $202,180,835
Inflation €6,728,750,000 $7,908,972,750
Total€529,963,896,184$622,919,563,575
ProductVolume
GBP
USD
Equivalent
IRS £76,118,270,300 $97,397,132,762
OIS £986,370,599,560 $1,262,110,500,667
Basis £4,476,542,916 $5,727,960,488
Zeroes £24,520,200 $31,374,822
FRAs £224,940,000,000 $287,821,977,000
VNS £125,578,892 $160,684,472
Inflation £4,389,425,362 $5,616,489,222
Total£1,296,444,937,230$1,658,866,119,433
ProductVolume
JPY
USD
Equivalent
IRS ¥62,360,000,000 $595,066,559
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥62,360,000,000$595,066,559
ProductVolume
CHF
USD
Equivalent
IRS CHF8,224,820,000 $8,986,909,965
OIS CHF30,420,000,000 $33,238,636,364
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF38,644,820,000$42,225,546,329
ProductVolume
AUD
USD
Equivalent
IRS $195,956,736,000 $141,226,019,635
OIS $107,425,000,000 $77,421,197,500
Basis $3,934,000,000 $2,835,233,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$307,315,736,000$221,482,450,935
ProductVolume
CAD
USD
Equivalent
IRS $31,227,022,000 $23,447,230,815
OIS $4,862,000,000 $3,650,698,303
Basis $1,204,000,000 $904,039,646
Zeroes $0 $0
FRAs $0 $0
VNS $963,447,704 $723,417,708
Inflation $0 $0
Total$38,256,469,704$28,725,386,472
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,257,846,213 $232,712,545
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,257,846,213$232,712,545
ProductVolume
CLP
USD
Equivalent
IRS CLP64,480,000,000 $83,223,625
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP64,480,000,000$83,223,625
ProductVolume
CNY
USD
Equivalent
IRS CNY72,260,820,000 $10,618,471,169
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY72,260,820,000$10,618,471,169
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP606,000,000,000 $160,028,943
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP606,000,000,000$160,028,943
ProductVolume
CZK
USD
Equivalent
IRS CZK121,635,701,090 $5,269,150,343
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK30,240,000,000 $1,309,969,893
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK151,875,701,090$6,579,120,236
ProductVolume
DKK
USD
Equivalent
IRS DKK2,019,280,000 $318,996,540
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,019,280,000$318,996,540
ProductVolume
HKD
USD
Equivalent
IRS HKD100,789,707,590 $13,005,123,560
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD100,789,707,590$13,005,123,560
ProductVolume
HUF
USD
Equivalent
IRS HUF443,490,179,364 $1,437,802,494
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF270,000,000,000 $875,344,464
VNS HUF1,870,000,000 $6,062,571
Inflation HUF0 $0
TotalHUF715,360,179,364$2,319,209,529
ProductVolume
ILS
USD
Equivalent
IRS ILS3,266,000,000 $945,365,077
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS3,266,000,000$945,365,077
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR154,480,508,000 $2,099,490,459
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR154,480,508,000$2,099,490,459
ProductVolume
KRW
USD
Equivalent
IRS KRW13,279,480,000,000 $11,385,989,883
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW13,279,480,000,000$11,385,989,883
ProductVolume
MXN
USD
Equivalent
IRS MXN2,732,800,000 $127,718,839
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,732,800,000$127,718,839
ProductVolume
NOK
USD
Equivalent
IRS NOK17,639,700,000 $1,896,211,812
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK8,000,000,000 $859,974,631
VNS NOK72,200,000 $7,761,271
Inflation NOK0 $0
TotalNOK25,711,900,000$2,763,947,714
ProductVolume
NZD
USD
Equivalent
IRS NZD11,085,040,000 $7,382,082,388
OIS NZD38,460,000,000 $25,612,437,000
Basis NZD740,000,000 $492,803,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD50,285,040,000$33,487,322,388
ProductVolume
PLN
USD
Equivalent
IRS PLN11,068,432,418 $2,892,875,884
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN800,000,000 $209,090,196
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN11,868,432,418$3,101,966,080
ProductVolume
SEK
USD
Equivalent
IRS SEK48,682,320,000 $5,495,362,803
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK22,000,000,000 $2,483,406,330
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK70,682,320,000$7,978,769,133
ProductVolume
SGD
USD
Equivalent
IRS SGD13,311,820,508 $9,762,620,005
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,311,820,508$9,762,620,005
ProductVolume
THB
USD
Equivalent
IRS THB16,448,000,000 $524,657,097
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB16,448,000,000$524,657,097
ProductVolume
TWD
USD
Equivalent
IRS TWD30,830,160,000 $1,063,512,367
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD30,830,160,000$1,063,512,367
ProductVolume
ZAR
USD
Equivalent
IRS ZAR146,715,793,876 $8,720,184,363
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR146,715,793,876$8,720,184,363
ProductUSD
Equivalent
IRS$1,364,180,287,802
OIS$1,801,679,613,855
Basis$309,548,561,491
Zeroes$31,374,822
FRAs$629,633,046,514
VNS$3,813,197,908
Inflation$19,328,423,162
Total$4,128,214,505,554
Show:
ProductUSD
Equivalent
IRS $1,950,548,293,912
OIS $1,453,162,772,761
Basis $781,900,690,464
Zeroes $351,417,892
FRAs $2,642,501,463,610
VNS $1,884,485,504
Inflation $30,054,855,956
Total$6,860,403,980,099
ProductVolume
EUR
USD
Equivalent
IRS €1,536,573,713,770 $1,819,475,373,203
OIS €1,260,180,484,150 $1,492,648,180,618
Basis €5,367,720,000 $6,348,525,986
Zeroes €1,708,000,000 $2,025,807,700
FRAs €1,335,300,400,000 $1,582,218,395,020
VNS €4,338,286,885 $5,139,227,585
Inflation €45,445,210,000 $53,803,318,978
Total€4,188,913,814,805$4,961,658,829,090
ProductVolume
GBP
USD
Equivalent
IRS £605,543,358,400 $782,995,026,089
OIS £3,590,060,969,442 $4,644,105,833,666
Basis £127,573,696,748 $164,975,990,452
Zeroes £2,813,012,048 $3,633,101,064
FRAs £699,820,000,000 $903,653,730,800
VNS £4,999,534,775 $6,465,124,651
Inflation £30,551,018,566 $39,507,468,369
Total£5,061,361,589,979$6,545,336,275,091
ProductVolume
JPY
USD
Equivalent
IRS ¥16,288,583,490,348 $154,940,759,527
OIS ¥2,421,100,000,000 $23,030,689,079
Basis ¥946,200,000,000 $9,028,910,929
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥19,655,883,490,348$187,000,359,535
ProductVolume
CHF
USD
Equivalent
IRS CHF23,473,094,000 $25,814,134,788
OIS CHF18,730,000,000 $20,599,881,211
Basis CHF5,970,000,000 $6,562,657,293
Zeroes CHF0 $0
FRAs CHF18,000,000,000 $19,771,528,998
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF66,173,094,000$72,748,202,290
ProductVolume
AUD
USD
Equivalent
IRS $328,390,142,836 $239,666,998,038
OIS $429,922,600,000 $313,798,548,590
Basis $35,658,440,000 $26,031,626,018
Zeroes $0 $0
FRAs $0 $0
VNS $269,846,186 $197,079,222
Inflation $0 $0
Total$794,241,029,022$579,694,251,868
ProductVolume
CAD
USD
Equivalent
IRS $213,891,348,181 $162,299,134,564
OIS $61,266,200,000 $46,489,515,427
Basis $12,483,600,000 $9,474,670,405
Zeroes $0 $0
FRAs $0 $0
VNS $2,591,967,901 $1,967,039,306
Inflation $0 $0
Total$290,233,116,082$220,230,359,702
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL750,600,000 $142,266,335
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL750,600,000$142,266,335
ProductVolume
CLP
USD
Equivalent
IRS CLP64,216,000,000 $84,060,160
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP64,216,000,000$84,060,160
ProductVolume
CNY
USD
Equivalent
IRS CNY676,805,289,488 $99,908,497,143
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY676,805,289,488$99,908,497,143
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP148,656,000,000 $40,177,243
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP148,656,000,000$40,177,243
ProductVolume
CZK
USD
Equivalent
IRS CZK1,080,680,713,006 $47,874,316,121
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK522,770,000,000 $23,149,313,387
VNS CZK1,200,000,000 $53,189,132
Inflation CZK0 $0
TotalCZK1,604,650,713,006$71,076,818,640
ProductVolume
DKK
USD
Equivalent
IRS DKK50,424,200,000 $8,029,961,847
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK50,424,200,000$8,029,961,847
ProductVolume
HKD
USD
Equivalent
IRS HKD482,276,128,202 $62,228,652,651
OIS HKD0 $0
Basis HKD5,080,000,000 $655,479,642
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD487,356,128,202$62,884,132,293
ProductVolume
HUF
USD
Equivalent
IRS HUF4,035,526,851,210 $13,324,134,786
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF548,000,000,000 $1,802,821,047
VNS HUF11,400,000,000 $37,469,220
Inflation HUF0 $0
TotalHUF4,594,926,851,210$15,164,425,053
ProductVolume
ILS
USD
Equivalent
IRS ILS2,662,220,000 $776,758,723
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,815
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,662,240,000$776,764,538
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,386,523,100,000 $32,441,190,417
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,386,523,100,000$32,441,190,417
ProductVolume
KRW
USD
Equivalent
IRS KRW73,972,500,366,776 $63,040,375,656
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW73,972,500,366,776$63,040,375,656
ProductVolume
MXN
USD
Equivalent
IRS MXN6,278,759,958 $297,673,009
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,278,759,958$297,673,009
ProductVolume
NOK
USD
Equivalent
IRS NOK204,498,408,000 $22,606,979,022
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK799,562,000,000 $88,409,054,898
VNS NOK266,800,000 $29,454,821
Inflation NOK0 $0
TotalNOK1,004,327,208,000$111,045,488,741
ProductVolume
NZD
USD
Equivalent
IRS NZD190,152,224,000 $127,991,252,443
OIS NZD226,102,000,000 $152,699,017,800
Basis NZD13,200,000,000 $8,882,280,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD429,454,224,000$289,572,550,243
ProductVolume
PLN
USD
Equivalent
IRS PLN90,561,343,890 $24,078,581,148
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN98,194,000,000 $26,094,223,189
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN188,755,343,890$50,172,804,337
ProductVolume
SEK
USD
Equivalent
IRS SEK415,988,714,893 $47,317,117,418
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK208,240,000,000 $23,760,999,117
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK624,228,714,893$71,078,116,535
ProductVolume
SGD
USD
Equivalent
IRS SGD70,141,183,412 $51,572,538,394
OIS SGD114,000,000 $83,716,089
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD70,255,183,412$51,656,254,483
ProductVolume
THB
USD
Equivalent
IRS THB680,057,640,000 $21,805,682,245
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB680,057,640,000$21,805,682,245
ProductVolume
TWD
USD
Equivalent
IRS TWD79,766,400,000 $2,733,475,960
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD79,766,400,000$2,733,475,960
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,597,293,708,444 $97,788,332,511
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,597,293,708,444$97,788,332,511
ProductUSD
Equivalent
IRS$5,827,340,375,693
OIS$8,179,099,522,901
Basis$1,013,860,831,189
Zeroes$6,010,326,656
FRAs$5,311,361,535,881
VNS$15,773,069,441
Inflation$123,365,643,303
Total$20,476,811,305,064
Show:
ProductUSD
Equivalent
IRS $84,535,937,724,677
OIS $100,380,873,247,941
Basis $21,556,245,749,262
Zeroes $60,401,361,426
FRAs $156,409,915,550,270
VNS $270,644,069,583
Inflation $1,046,008,089,848
Total$364,260,025,793,007
ProductVolume
EUR
USD
Equivalent
IRS €60,528,313,091,249 $67,659,204,444,679
OIS €54,356,434,622,592 $60,695,070,817,306
Basis €508,502,654,260 $566,594,467,417
Zeroes €66,304,499,994 $73,961,082,475
FRAs €53,862,178,500,002 $60,279,502,037,070
VNS €232,385,834,418 $258,391,445,006
Inflation €1,598,804,255,485 $1,784,162,815,263
Total€171,152,923,458,000$191,316,887,109,216
ProductVolume
GBP
USD
Equivalent
IRS £15,797,353,206,058 $20,137,072,051,194
OIS £65,235,960,785,509 $83,752,145,342,655
Basis £4,791,187,579,557 $6,086,369,894,427
Zeroes £66,105,284,634 $84,358,789,416
FRAs £29,304,888,940,000 $37,227,191,477,416
VNS £52,868,920,405 $66,732,005,861
Inflation £1,234,083,477,010 $1,567,216,087,055
Total£116,482,448,193,173$148,921,085,648,024
ProductVolume
JPY
USD
Equivalent
IRS ¥908,960,118,691,284 $8,439,174,471,748
OIS ¥84,815,557,048,000 $788,462,154,949
Basis ¥22,221,138,152,000 $206,661,032,045
Zeroes ¥28,245,317,628 $264,631,394
FRAs ¥2,728,000,000,000 $25,423,993,189
VNS ¥1,351,325,060 $12,540,721
Inflation ¥0 $0
Total¥1,018,754,410,533,972$9,459,998,824,046
ProductVolume
CHF
USD
Equivalent
IRS CHF2,469,444,128,331 $2,596,720,081,543
OIS CHF845,362,240,000 $888,153,513,224
Basis CHF72,489,900,000 $76,633,407,307
Zeroes CHF0 $0
FRAs CHF1,420,332,200,000 $1,478,688,754,145
VNS CHF160,585,000 $167,355,011
Inflation CHF0 $0
TotalCHF4,807,789,053,331$5,040,363,111,230
ProductVolume
AUD
USD
Equivalent
IRS $17,212,100,279,762 $11,569,690,821,104
OIS $41,454,617,511,088 $27,693,770,809,746
Basis $2,014,050,529,844 $1,348,513,489,377
Zeroes $896,200,054 $591,040,467
FRAs $0 $0
VNS $6,142,520,166 $4,197,318,113
Inflation $0 $0
Total$60,687,807,040,914$40,616,763,478,807
ProductVolume
CAD
USD
Equivalent
IRS $14,318,765,401,078 $10,538,124,185,227
OIS $11,504,707,804,000 $8,552,264,165,743
Basis $690,639,150,000 $507,817,846,969
Zeroes $4,798,534,108 $3,527,829,079
FRAs $0 $0
VNS $72,132,333,628 $53,183,129,103
Inflation $0 $0
Total$26,591,043,222,814$19,654,917,156,121
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL124,532,330,018 $25,412,367,021
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL124,532,330,018$25,412,367,021
ProductVolume
CLP
USD
Equivalent
IRS CLP9,478,473,086,284 $11,787,713,354
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,478,473,086,284$11,787,713,354
ProductVolume
CNY
USD
Equivalent
IRS CNY17,724,429,681,010 $2,532,338,644,214
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,724,429,681,010$2,532,338,644,214
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP22,839,913,953,888 $6,183,705,028
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP22,839,913,953,888$6,183,705,028
ProductVolume
CZK
USD
Equivalent
IRS CZK26,773,599,000,876 $1,147,004,829,121
OIS CZK0 $0
Basis CZK3,200,000,000 $124,387,779
Zeroes CZK24,705,400,000 $1,069,243,254
FRAs CZK30,744,597,822,924 $1,309,793,885,656
VNS CZK51,536,628,000 $2,220,670,692
Inflation CZK0 $0
TotalCZK57,597,638,851,800$2,460,213,016,502
ProductVolume
DKK
USD
Equivalent
IRS DKK1,326,864,831,660 $198,817,026,749
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK454,468,000,000 $66,471,087,679
VNS DKK393,911,905 $58,754,267
Inflation DKK0 $0
TotalDKK1,781,726,743,565$265,346,868,695
ProductVolume
HKD
USD
Equivalent
IRS HKD16,618,656,193,030 $2,141,724,633,427
OIS HKD0 $0
Basis HKD871,639,200,000 $112,348,336,909
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD460,000,000 $59,214,469
Inflation HKD0 $0
TotalHKD17,490,755,393,030$2,254,132,184,805
ProductVolume
HUF
USD
Equivalent
IRS HUF191,828,255,726,352 $621,701,181,624
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF17,000,000,000 $57,091,979
FRAs HUF174,115,370,000,000 $562,091,653,950
VNS HUF211,174,895,756 $642,266,428
Inflation HUF0 $0
TotalHUF366,171,800,622,108$1,184,492,193,981
ProductVolume
ILS
USD
Equivalent
IRS ILS5,928,220,000 $1,722,123,800
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,815
VNS ILS0 $0
Inflation ILS0 $0
TotalILS5,928,240,000$1,722,129,615
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR60,006,077,594,292 $813,970,122,755
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR60,006,077,594,292$813,970,122,755
ProductVolume
KRW
USD
Equivalent
IRS KRW3,119,279,969,166,276 $2,605,762,514,003
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,119,279,969,166,276$2,605,762,514,003
ProductVolume
MXN
USD
Equivalent
IRS MXN1,783,151,769,052 $82,054,409,245
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,783,151,769,052$82,054,409,245
ProductVolume
NOK
USD
Equivalent
IRS NOK9,041,858,576,280 $952,324,338,406
OIS NOK0 $0
Basis NOK53,620,000,000 $5,574,082,760
Zeroes NOK0 $0
FRAs NOK17,695,358,600,000 $1,866,599,617,509
VNS NOK22,832,549,609 $2,369,706,615
Inflation NOK0 $0
TotalNOK26,813,669,725,889$2,826,867,745,290
ProductVolume
NZD
USD
Equivalent
IRS NZD7,472,102,539,942 $4,767,820,592,022
OIS NZD9,924,047,172,000 $6,344,991,603,896
Basis NZD210,561,000,000 $138,102,679,430
Zeroes NZD208,000,000 $138,049,600
FRAs NZD0 $0
VNS NZD350,315,497 $227,128,065
Inflation NZD0 $0
TotalNZD17,607,269,027,439$11,251,280,053,013
ProductVolume
PLN
USD
Equivalent
IRS PLN4,783,393,453,684 $1,222,184,200,012
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN8,311,600,000 $2,116,675,320
FRAs PLN2,484,218,849,746 $631,046,219,188
VNS PLN4,797,012,640 $1,158,645,672
Inflation PLN0 $0
TotalPLN7,280,720,916,070$1,856,505,740,192
ProductVolume
SEK
USD
Equivalent
IRS SEK28,276,095,821,089 $2,998,575,880,846
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK35,698,204,000,000 $3,805,147,065,484
VNS SEK5,567,846,496 $595,083,755
Inflation SEK0 $0
TotalSEK63,979,867,667,585$6,804,318,030,085
ProductVolume
SGD
USD
Equivalent
IRS SGD3,153,557,202,905 $2,267,546,159,951
OIS SGD1,321,400,000 $946,588,194
Basis SGD3,724,020,000 $2,694,813,381
Zeroes SGD604,000,000 $435,325,912
FRAs SGD0 $0
VNS SGD435,630,000 $313,589,601
Inflation SGD0 $0
TotalSGD3,159,642,252,905$2,271,936,477,039
ProductVolume
THB
USD
Equivalent
IRS THB16,817,074,089,730 $534,722,522,901
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB16,817,074,089,730$534,722,522,901
ProductVolume
TWD
USD
Equivalent
IRS TWD6,181,432,949,510 $207,023,943,543
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,181,432,949,510$207,023,943,543
ProductVolume
ZAR
USD
Equivalent
IRS ZAR64,564,190,464,111 $3,921,733,105,801
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,683,587,725
FRAs ZAR0 $0
VNS ZAR750,000,000 $45,040,987
Inflation ZAR0 $0
TotalZAR64,592,940,464,111$3,923,461,734,513
ProductUSD
Equivalent
IRS$231,716,179,966,212
OIS$289,916,832,071,437
Basis$30,607,680,187,063
Zeroes$228,604,708,047
FRAs$263,661,871,347,371
VNS$661,017,963,949
Inflation$4,397,386,992,166
Total$821,189,573,236,245
Show:
ProductUSD
Equivalent
IRS $49,711,476,032,789
OIS $14,584,427,984,127
Basis $19,914,664,770,015
Zeroes $70,212,599,954
FRAs $32,047,821,731,446
VNS $1,376,675,648,018
Inflation $1,809,766,462,550
Total$119,515,045,228,899
ProductVolume
EUR
USD
Equivalent
IRS €45,540,906,030,109 $53,528,780,947,791
OIS €13,669,093,071,798 $16,066,651,996,591
Basis €926,167,951,089 $1,088,617,809,709
Zeroes €129,331,430,799 $152,016,163,762
FRAs €14,090,029,329,561 $16,561,420,473,966
VNS €932,111,682,172 $1,095,604,071,225
Inflation €2,248,786,915,737 $2,643,224,140,757
Total€77,536,426,411,265$91,136,315,603,801
ProductVolume
GBP
USD
Equivalent
IRS £11,341,984,643,678 $14,512,636,450,818
OIS £13,843,639,689,137 $17,713,629,164,236
Basis £6,333,739,580,758 $8,104,336,480,558
Zeroes £314,606,006,900 $402,554,116,129
FRAs £6,409,683,168,128 $8,201,510,097,778
VNS £317,757,110,265 $406,586,110,440
Inflation £2,048,386,742,089 $2,621,013,255,839
Total£40,609,796,940,955$51,962,265,675,798
ProductVolume
JPY
USD
Equivalent
IRS ¥870,934,774,028,445 $8,310,842,826,742
OIS ¥65,260,858,043,336 $622,747,822,352
Basis ¥154,671,897,285,734 $1,475,947,299,830
Zeroes ¥28,245,317,628 $269,529,249
FRAs ¥600,000,000,000 $5,725,464,001
VNS ¥112,617,084,923 $1,074,641,776
Inflation ¥0 $0
Total¥1,091,608,391,760,066$10,416,607,583,950
ProductVolume
CHF
USD
Equivalent
IRS CHF1,786,293,900,719 $1,951,807,146,765
OIS CHF389,756,685,790 $425,870,504,578
Basis CHF471,443,476,062 $515,126,175,767
Zeroes CHF7,052 $7,705
FRAs CHF463,284,064,362 $506,210,734,661
VNS CHF2,851,776,392 $3,116,014,414
Inflation CHF0 $0
TotalCHF3,113,629,910,377$3,402,130,583,890
ProductVolume
AUD
USD
Equivalent
IRS $15,101,665,317,346 $10,883,770,194,212
OIS $5,787,086,382,375 $4,170,753,155,778
Basis $4,189,187,018,424 $3,019,147,084,178
Zeroes $1,165,115,241 $839,698,554
FRAs $0 $0
VNS $33,984,068,164 $24,492,317,926
Inflation $0 $0
Total$25,113,087,901,550$18,099,002,450,648
ProductVolume
CAD
USD
Equivalent
IRS $14,747,205,113,109 $11,073,137,943,467
OIS $1,306,463,039,547 $980,975,401,372
Basis $1,098,375,703,023 $824,730,217,017
Zeroes $20,272,620,641 $15,221,970,747
FRAs $0 $0
VNS $268,337,125,226 $201,484,551,154
Inflation $0 $0
Total$17,440,653,601,546$13,095,550,083,757
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL71,664,562,246 $13,258,570,483
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL71,664,562,246$13,258,570,483
ProductVolume
CLP
USD
Equivalent
IRS CLP7,265,166,460,214 $9,377,070,214
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP7,265,166,460,214$9,377,070,214
ProductVolume
CNY
USD
Equivalent
IRS CNY13,392,426,739,142 $1,967,969,602,531
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,392,426,739,142$1,967,969,602,531
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP16,195,960,484,260 $4,276,934,702
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP16,195,960,484,260$4,276,934,702
ProductVolume
CZK
USD
Equivalent
IRS CZK24,486,245,288,085 $1,060,722,358,643
OIS CZK0 $0
Basis CZK5,250,000,000 $227,425,329
Zeroes CZK30,955,400,000 $1,340,960,385
FRAs CZK8,269,750,479,409 $358,238,232,555
VNS CZK112,453,048,100 $4,871,365,986
Inflation CZK0 $0
TotalCZK32,904,654,215,594$1,425,400,342,898
ProductVolume
DKK
USD
Equivalent
IRS DKK4,758,756,682,461 $751,766,430,619
OIS DKK0 $0
Basis DKK6,700,000,000 $1,058,435,096
Zeroes DKK15,500,000,000 $2,448,618,505
FRAs DKK88,152,000,000 $13,925,846,353
VNS DKK4,049,539,113 $639,727,510
Inflation DKK0 $0
TotalDKK4,873,158,221,574$769,839,058,083
ProductVolume
HKD
USD
Equivalent
IRS HKD18,643,547,091,538 $2,405,618,979,553
OIS HKD0 $0
Basis HKD1,166,287,813,982 $150,488,750,191
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,986,600,000 $256,335,484
Inflation HKD0 $0
TotalHKD19,811,821,505,520$2,556,364,065,228
ProductVolume
HUF
USD
Equivalent
IRS HUF122,092,380,672,240 $395,825,516,850
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF96,615,817,418 $313,230,078
FRAs HUF41,432,913,990,653 $134,326,192,221
VNS HUF855,821,465,836 $2,774,587,343
Inflation HUF0 $0
TotalHUF164,477,731,946,147$533,239,526,492
ProductVolume
ILS
USD
Equivalent
IRS ILS5,418,220,000 $1,568,339,243
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS20,000 $5,789
VNS ILS0 $0
Inflation ILS0 $0
TotalILS5,418,240,000$1,568,345,032
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR57,082,406,671,527 $775,786,989,284
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR57,082,406,671,527$775,786,989,284
ProductVolume
KRW
USD
Equivalent
IRS KRW2,812,457,762,804,020 $2,411,435,962,277
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,812,457,762,804,020$2,411,435,962,277
ProductVolume
MXN
USD
Equivalent
IRS MXN2,132,678,416,757 $99,671,842,630
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,132,678,416,757$99,671,842,630
ProductVolume
NOK
USD
Equivalent
IRS NOK12,328,812,025,403 $1,325,308,196,139
OIS NOK0 $0
Basis NOK198,439,130,533 $21,331,577,251
Zeroes NOK0 $0
FRAs NOK8,644,827,720,162 $929,291,565,816
VNS NOK103,871,456,638 $11,165,852,196
Inflation NOK0 $0
TotalNOK21,275,950,332,736$2,287,097,191,402
ProductVolume
NZD
USD
Equivalent
IRS NZD7,655,886,872,885 $5,098,437,862,998
OIS NZD4,218,323,515,088 $2,809,192,544,873
Basis NZD134,032,340,000 $89,258,836,823
Zeroes NZD104,000,000 $69,258,800
FRAs NZD0 $0
VNS NZD1,445,867,323 $962,875,344
Inflation NZD0 $0
TotalNZD12,009,792,595,296$7,997,921,378,838
ProductVolume
PLN
USD
Equivalent
IRS PLN4,489,328,731,801 $1,173,343,282,141
OIS PLN0 $0
Basis PLN400,000,000 $104,545,098
Zeroes PLN4,655,800,000 $1,216,852,670
FRAs PLN1,099,085,958,754 $287,260,123,560
VNS PLN11,057,865,109 $2,890,113,983
Inflation PLN0 $0
TotalPLN5,604,528,355,664$1,464,814,917,452
ProductVolume
SEK
USD
Equivalent
IRS SEK35,767,701,153,865 $4,037,533,430,472
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK871,630,182 $98,391,451
FRAs SEK12,524,021,664,657 $1,413,737,940,201
VNS SEK51,176,904,250 $5,776,956,727
Inflation SEK0 $0
TotalSEK48,343,771,352,954$5,457,146,718,851
ProductVolume
SGD
USD
Equivalent
IRS SGD2,636,309,955,828 $1,933,416,417,314
OIS SGD1,281,400,000 $939,752,851
Basis SGD5,970,225,896 $4,378,442,958
Zeroes SGD700,000,000 $513,365,847
FRAs SGD0 $0
VNS SGD681,610,844 $499,879,611
Inflation SGD0 $0
TotalSGD2,644,943,192,568$1,939,747,858,581
ProductVolume
THB
USD
Equivalent
IRS THB16,647,421,872,854 $531,018,241,558
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB16,647,421,872,854$531,018,241,558
ProductVolume
TWD
USD
Equivalent
IRS TWD6,676,662,687,680 $230,317,109,513
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD6,676,662,687,680$230,317,109,513
ProductVolume
ZAR
USD
Equivalent
IRS ZAR34,355,942,076,122 $2,041,976,129,126
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,664,205,030
FRAs ZAR0 $0
VNS ZAR750,000,000 $44,576,920
Inflation ZAR0 $0
TotalZAR34,384,692,076,122$2,043,684,911,076
ProductUSD
Equivalent
IRS$175,461,016,884,888
OIS$58,155,252,250,744
Basis$35,209,417,849,820
Zeroes$648,778,968,866
FRAs$60,459,468,408,347
VNS$3,138,915,626,057
Inflation$7,074,003,859,146
Total$340,146,853,847,868

Figures as of COB Sep 21, 2020.

Notional Outstanding by Product

As of COB Sep 21, 2020

Daily Notional by Tenor

As of COB Sep 21, 2020

Notional Outstanding by Currency

As of COB Sep 21, 2020. *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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