Volumes

  • Client Notional Cleared (USD)
    $620,424,216,228,305
    Client Notional Outstanding (USD)
    $36,782,563,922,132
    As of COB Dec 12, 2017
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,831,753,000,000,000
    Trades Compressed
    13,410,639
  • Notional Outstanding Showing Effect of Compression

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

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

As of COB Dec 12, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$592,327,071,364
$2,289,989,850,427
$113,972,846,675,671
$16,952,036,222,147
EUR
€190,697,525,319
€1,203,528,702,071
€35,369,264,548,379
€7,826,772,870,413
GBP
£60,487,606,671
£240,683,041,581
£13,416,929,092,536
£2,922,553,874,648
JPY
¥1,682,945,110,000
¥12,055,320,741,359
¥353,206,459,495,203
¥125,299,658,311,342
CHF
CHF6,972,885,000
CHF24,401,548,611
CHF792,268,901,693
CHF190,317,643,603
AUD
$20,153,290,000
$186,525,487,709
$8,517,418,237,419
$1,733,450,156,079
CAD
$45,905,560,000
$275,797,652,733
$8,455,263,444,581
$1,400,220,430,818
Other*
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$39,054,110,691
$201,541,872,374
$7,557,942,959,802
$3,054,044,228,850
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK19,770,320,000
CZK192,561,559,117
CZK10,242,926,443,069
CZK2,752,357,645,090
DKK
DKK7,472,000,000
DKK5,077,268,519
DKK430,849,496,625
DKK731,439,631,627
HKD
HKD7,321,995,723
HKD107,308,399,044
HKD4,022,939,442,308
HKD2,075,954,945,433
HUF
HUF510,514,985,776
HUF2,723,274,158,118
HUF135,062,526,797,135
HUF34,984,714,474,884
INR
INR0
INR0
INR0
INR0
MXN
MXN210,000,000
MXN43,481,174,000
MXN460,020,015,935
MXN161,901,624,738
NOK
NOK9,629,093,710
NOK274,770,785,465
NOK4,484,385,749,228
NOK1,640,005,642,642
NZD
NZD13,007,656,000
NZD35,362,179,160
NZD1,359,770,511,741
NZD484,528,984,434
PLN
PLN13,743,510,000
PLN66,130,917,369
PLN2,039,545,450,072
PLN770,022,534,525
SEK
SEK125,968,430,000
SEK532,764,020,577
SEK22,891,945,958,800
SEK6,763,668,499,935
SGD
SGD2,332,294,626
SGD16,279,241,913
SGD826,538,494,071
SGD596,093,176,950
ZAR
ZAR46,784,434,312
ZAR192,272,851,889
ZAR9,223,047,615,744
ZAR5,690,322,367,529
Total in USD$1,008,626,700,146$4,726,376,552,446$195,749,444,134,564$36,782,563,922,132

Figures as of COB Dec 12, 2017. Weekly figures as of COB Dec 8, 2017. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $227,062,370,383
OIS $249,038,350,000
Basis $62,609,150,000
Zeroes $0
FRAs $52,328,000,000
VNS $152,578,981
Inflation $1,136,622,000
Total$592,327,071,364
ProductVolume
EUR
USD
Equivalent
IRS €59,253,646,830 $69,575,632,108
OIS €106,105,110,000 $124,588,620,162
Basis €1,441,000,000 $1,692,022,200
Zeroes €0 $0
FRAs €22,797,700,000 $26,769,059,340
VNS €560,033,489 $657,591,323
Inflation €540,035,000 $634,109,097
Total€190,697,525,319$223,917,034,230
ProductVolume
GBP
USD
Equivalent
IRS £16,307,192,662 $21,716,288,468
OIS £43,404,800,000 $57,802,172,160
Basis £61,200,000 $81,500,040
Zeroes £0 $0
FRAs £0 $0
VNS £101,795,009 $135,560,413
Inflation £612,619,000 $815,824,722
Total£60,487,606,671$80,551,345,803
ProductVolume
JPY
USD
Equivalent
IRS ¥809,265,910,000 $7,127,270,333
OIS ¥55,000,000,000 $484,389,449
Basis ¥818,679,200,000 $7,210,173,940
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,682,945,110,000$14,821,833,722
ProductVolume
CHF
USD
Equivalent
IRS CHF6,954,785,000 $7,013,346,443
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF18,100,000 $18,252,408
Inflation CHF0 $0
TotalCHF6,972,885,000$7,031,598,851
ProductVolume
AUD
USD
Equivalent
IRS $6,453,290,000 $4,877,719,247
OIS $13,700,000,000 $10,355,145,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$20,153,290,000$15,232,864,247
ProductVolume
CAD
USD
Equivalent
IRS $30,231,560,000 $23,504,556,057
OIS $15,674,000,000 $12,186,285,181
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$45,905,560,000$35,690,841,238
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK13,170,320,000 $603,395,794
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK6,600,000,000 $302,377,789
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK19,770,320,000$905,773,583
ProductVolume
DKK
USD
Equivalent
IRS DKK7,472,000,000 $1,178,864,995
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK7,472,000,000$1,178,864,995
ProductVolume
HKD
USD
Equivalent
IRS HKD5,420,995,723 $694,354,058
OIS HKD0 $0
Basis HKD1,901,000,000 $243,491,626
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD7,321,995,723$937,845,684
ProductVolume
HUF
USD
Equivalent
IRS HUF510,514,985,776 $1,908,895,400
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF510,514,985,776$1,908,895,400
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN210,000,000 $10,952,903
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN210,000,000$10,952,903
ProductVolume
NOK
USD
Equivalent
IRS NOK9,617,973,710 $1,152,384,478
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK0 $0
VNS NOK11,120,000 $1,332,351
Inflation NOK0 $0
TotalNOK9,629,093,710$1,153,716,829
ProductVolume
NZD
USD
Equivalent
IRS NZD13,007,656,000 $9,019,508,670
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,007,656,000$9,019,508,670
ProductVolume
PLN
USD
Equivalent
IRS PLN10,543,510,000 $2,940,514,837
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN3,200,000,000 $892,458,724
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN13,743,510,000$3,832,973,561
ProductVolume
SEK
USD
Equivalent
IRS SEK63,618,430,000 $7,555,274,096
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK62,350,000,000 $7,404,636,359
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK125,968,430,000$14,959,910,455
ProductVolume
SGD
USD
Equivalent
IRS SGD2,332,294,626 $1,724,878,620
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,332,294,626$1,724,878,620
ProductVolume
ZAR
USD
Equivalent
IRS ZAR46,784,434,312 $3,420,789,991
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR46,784,434,312$3,420,789,991
ProductUSD
Equivalent
IRS$391,086,996,881
OIS$454,454,961,952
Basis$71,836,337,806
Zeroes$0
FRAs$87,696,532,212
VNS$965,315,476
Inflation$2,586,555,819
Total$1,008,626,700,146
Show:
ProductUSD
Equivalent
IRS $816,416,896,850
OIS $889,231,831,500
Basis $142,157,038,000
Zeroes $0
FRAs $438,242,500,000
VNS $2,590,951,077
Inflation $1,350,633,000
Total$2,289,989,850,427
ProductVolume
EUR
USD
Equivalent
IRS €531,584,766,335 $628,246,044,584
OIS €567,584,075,000 $671,436,394,292
Basis €4,547,000,000 $5,359,394,900
Zeroes €882,100,000 $1,040,481,055
FRAs €95,203,000,000 $112,310,690,582
VNS €696,086,736 $820,817,582
Inflation €3,031,674,000 $3,581,546,539
Total€1,203,528,702,071$1,422,795,369,534
ProductVolume
GBP
USD
Equivalent
IRS £125,812,313,569 $168,865,724,555
OIS £65,972,846,000 $88,731,850,848
Basis £10,639,300,000 $14,292,797,790
Zeroes £141,759,500 $190,582,548
FRAs £33,791,000,000 $45,364,681,150
VNS £466,264,512 $626,716,332
Inflation £3,859,558,000 $5,191,438,937
Total£240,683,041,581$323,263,792,160
ProductVolume
JPY
USD
Equivalent
IRS ¥9,974,320,741,359 $88,499,487,824
OIS ¥88,000,000,000 $775,432,877
Basis ¥1,770,000,000,000 $15,705,247,208
Zeroes ¥0 $0
FRAs ¥223,000,000,000 $1,965,017,403
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,055,320,741,359$106,945,185,312
ProductVolume
CHF
USD
Equivalent
IRS CHF21,839,398,611 $22,038,837,767
OIS CHF0 $0
Basis CHF2,460,150,000 $2,486,798,479
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF102,000,000 $103,040,711
Inflation CHF0 $0
TotalCHF24,401,548,611$24,628,676,957
ProductVolume
AUD
USD
Equivalent
IRS $50,388,487,709 $38,179,492,545
OIS $135,266,000,000 $102,476,396,650
Basis $871,000,000 $654,872,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$186,525,487,709$141,310,761,995
ProductVolume
CAD
USD
Equivalent
IRS $126,406,221,087 $99,348,961,498
OIS $148,429,920,000 $115,800,019,893
Basis $961,511,646 $752,062,296
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$275,797,652,733$215,901,043,687
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK136,061,559,117 $6,274,154,074
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK56,500,000,000 $2,600,816,263
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK192,561,559,117$8,874,970,337
ProductVolume
DKK
USD
Equivalent
IRS DKK5,077,268,519 $804,952,047
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK5,077,268,519$804,952,047
ProductVolume
HKD
USD
Equivalent
IRS HKD95,819,399,044 $12,264,095,405
OIS HKD0 $0
Basis HKD11,489,000,000 $1,470,137,524
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD107,308,399,044$13,734,232,929
ProductVolume
HUF
USD
Equivalent
IRS HUF2,099,374,158,118 $7,906,647,900
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF623,900,000,000 $2,339,983,366
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,723,274,158,118$10,246,631,266
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN43,481,174,000 $2,303,115,168
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN43,481,174,000$2,303,115,168
ProductVolume
NOK
USD
Equivalent
IRS NOK56,711,649,375 $6,836,367,784
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK217,550,000,000 $26,224,767,129
VNS NOK509,136,090 $61,268,230
Inflation NOK0 $0
TotalNOK274,770,785,465$33,122,403,143
ProductVolume
NZD
USD
Equivalent
IRS NZD35,362,179,160 $24,298,818,282
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD35,362,179,160$24,298,818,282
ProductVolume
PLN
USD
Equivalent
IRS PLN51,395,917,369 $14,401,863,438
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN14,735,000,000 $4,126,701,273
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN66,130,917,369$18,528,564,711
ProductVolume
SEK
USD
Equivalent
IRS SEK434,929,011,280 $51,811,291,260
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK97,720,000,000 $11,580,207,768
VNS SEK115,009,297 $13,645,260
Inflation SEK0 $0
TotalSEK532,764,020,577$63,405,144,288
ProductVolume
SGD
USD
Equivalent
IRS SGD16,279,241,913 $12,057,166,419
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,279,241,913$12,057,166,419
ProductVolume
ZAR
USD
Equivalent
IRS ZAR192,272,851,889 $14,165,873,784
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR192,272,851,889$14,165,873,784
ProductUSD
Equivalent
IRS$2,014,719,791,184
OIS$1,868,451,926,060
Basis$182,878,348,997
Zeroes$1,231,063,603
FRAs$644,755,364,934
VNS$4,216,439,192
Inflation$10,123,618,476
Total$4,726,376,552,446
Show:
ProductUSD
Equivalent
IRS $27,693,556,709,713
OIS $64,856,523,612,814
Basis $4,581,885,666,108
Zeroes $19,039,456,340
FRAs $16,558,944,219,103
VNS $85,653,122,654
Inflation $177,243,888,939
Total$113,972,846,675,671
ProductVolume
EUR
USD
Equivalent
IRS €13,777,399,049,489 $15,536,246,582,160
OIS €17,352,755,261,362 $19,403,816,891,693
Basis €306,950,693,408 $344,441,874,160
Zeroes €50,999,764,703 $55,924,393,477
FRAs €3,645,755,870,000 $4,077,072,660,724
VNS €43,671,458,190 $49,474,530,829
Inflation €191,732,451,227 $215,526,912,027
Total€35,369,264,548,379$39,682,503,845,070
ProductVolume
GBP
USD
Equivalent
IRS £4,096,696,826,896 $5,297,732,572,653
OIS £7,194,909,216,312 $9,408,947,500,101
Basis £336,811,030,400 $436,977,601,114
Zeroes £47,098,076,687 $60,687,898,864
FRAs £1,600,057,982,324 $2,094,018,177,708
VNS £25,451,034,718 $33,137,330,633
Inflation £115,904,925,199 $149,238,806,742
Total£13,416,929,092,536$17,480,739,887,815
ProductVolume
JPY
USD
Equivalent
IRS ¥301,929,999,258,660 $2,692,381,095,062
OIS ¥19,964,181,037,988 $178,319,629,624
Basis ¥27,899,082,913,237 $249,836,527,916
Zeroes ¥0 $0
FRAs ¥3,408,483,200,000 $30,240,508,735
VNS ¥4,713,085,318 $40,835,986
Inflation ¥0 $0
Total¥353,206,459,495,203$3,150,818,597,323
ProductVolume
CHF
USD
Equivalent
IRS CHF658,113,006,693 $668,746,591,314
OIS CHF3,605,000,000 $3,646,734,665
Basis CHF83,259,595,000 $84,558,537,130
Zeroes CHF0 $0
FRAs CHF46,728,000,000 $47,355,776,614
VNS CHF563,300,000 $573,661,578
Inflation CHF0 $0
TotalCHF792,268,901,693$804,881,301,301
ProductVolume
AUD
USD
Equivalent
IRS $3,124,572,840,035 $2,398,534,271,168
OIS $5,311,965,342,848 $4,083,689,651,731
Basis $80,445,536,000 $61,578,129,767
Zeroes $0 $0
FRAs $0 $0
VNS $434,518,536 $330,498,399
Inflation $0 $0
Total$8,517,418,237,419$6,544,132,551,065
ProductVolume
CAD
USD
Equivalent
IRS $4,058,064,810,376 $3,139,021,653,779
OIS $4,359,934,856,694 $3,387,820,855,848
Basis $34,209,711,646 $26,408,485,989
Zeroes $1,221,550,000 $929,943,063
FRAs $0 $0
VNS $1,832,515,865 $1,397,377,838
Inflation $0 $0
Total$8,455,263,444,581$6,555,578,316,517
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK6,624,716,526,571 $283,745,959,050
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,617,282,976,608 $155,730,114,348
VNS CZK926,939,890 $39,183,306
Inflation CZK0 $0
TotalCZK10,242,926,443,069$439,515,256,704
ProductVolume
DKK
USD
Equivalent
IRS DKK386,371,324,261 $57,524,607,957
OIS DKK0 $0
Basis DKK3,150,000,000 $446,947,984
Zeroes DKK0 $0
FRAs DKK39,314,000,000 $6,011,271,708
VNS DKK2,014,172,364 $305,102,536
Inflation DKK0 $0
TotalDKK430,849,496,625$64,287,930,185
ProductVolume
HKD
USD
Equivalent
IRS HKD3,909,955,442,308 $501,487,873,108
OIS HKD0 $0
Basis HKD112,984,000,000 $14,490,305,197
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD4,022,939,442,308$515,978,178,305
ProductVolume
HUF
USD
Equivalent
IRS HUF100,405,272,845,135 $366,699,472,685
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF5,900,000,000 $21,701,154
FRAs HUF34,648,410,000,000 $124,095,308,630
VNS HUF2,943,952,000 $11,251,336
Inflation HUF0 $0
TotalHUF135,062,526,797,135$490,827,733,805
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN460,020,015,935 $24,877,590,926
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN460,020,015,935$24,877,590,926
ProductVolume
NOK
USD
Equivalent
IRS NOK2,413,153,978,679 $291,948,898,347
OIS NOK0 $0
Basis NOK48,817,540,000 $6,092,881,165
Zeroes NOK0 $0
FRAs NOK2,016,730,769,221 $243,560,916,170
VNS NOK5,683,461,328 $685,316,983
Inflation NOK0 $0
TotalNOK4,484,385,749,228$542,288,012,665
ProductVolume
NZD
USD
Equivalent
IRS NZD1,358,670,511,741 $964,517,058,379
OIS NZD0 $0
Basis NZD1,100,000,000 $762,620,250
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD1,359,770,511,741$965,279,678,629
ProductVolume
PLN
USD
Equivalent
IRS PLN1,599,360,777,080 $423,946,892,212
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,886,199
FRAs PLN439,896,710,192 $115,468,039,942
VNS PLN262,962,800 $71,610,243
Inflation PLN0 $0
TotalPLN2,039,545,450,072$539,493,428,596
ProductVolume
SEK
USD
Equivalent
IRS SEK10,942,132,690,809 $1,288,606,330,405
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,178,000,000 $249,221,897
FRAs SEK11,942,045,776,466 $1,398,432,555,766
VNS SEK5,589,491,525 $648,634,111
Inflation SEK0 $0
TotalSEK22,891,945,958,800$2,687,936,742,179
ProductVolume
SGD
USD
Equivalent
IRS SGD825,238,794,071 $596,669,344,165
OIS SGD0 $0
Basis SGD1,299,700,000 $945,551,896
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD826,538,494,071$597,614,896,061
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,223,047,615,744 $689,843,511,747
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,223,047,615,744$689,843,511,747
ProductUSD
Equivalent
IRS$62,916,087,014,830
OIS$101,322,764,876,476
Basis$5,808,425,128,676
Zeroes$136,859,500,994
FRAs$24,850,929,549,448
VNS$172,368,456,432
Inflation$542,009,607,708
Total$195,749,444,134,564
Show:
ProductUSD
Equivalent
IRS $7,732,125,317,750
OIS $5,122,966,644,567
Basis $1,942,305,846,496
Zeroes $6,335,101,340
FRAs $1,924,448,793,068
VNS $166,905,539,632
Inflation $56,948,979,293
Total$16,952,036,222,146
ProductVolume
EUR
USD
Equivalent
IRS €4,169,378,714,415 $4,895,684,486,466
OIS €2,754,447,011,483 $3,234,271,680,884
Basis €129,908,691,646 $152,538,785,731
Zeroes €13,763,286,819 $16,160,851,382
FRAs €593,847,469,270 $697,295,698,417
VNS €87,723,895,507 $103,005,398,105
Inflation €77,703,801,273 $91,239,803,454
Total€7,826,772,870,413$9,190,196,704,439
ProductVolume
GBP
USD
Equivalent
IRS £1,079,663,630,949 $1,437,788,057,335
OIS £1,233,679,558,998 $1,642,891,068,718
Basis £170,135,125,000 $226,568,945,963
Zeroes £21,797,034,757 $29,027,111,186
FRAs £305,487,000,000 $406,817,037,900
VNS £38,890,113,666 $51,789,964,369
Inflation £72,901,411,277 $97,082,809,398
Total£2,922,553,874,647$3,891,964,994,869
ProductVolume
JPY
USD
Equivalent
IRS ¥93,196,930,008,161 $820,792,901,565
OIS ¥9,648,237,800,000 $84,972,810,780
Basis ¥22,228,697,417,863 $195,769,936,306
Zeroes ¥0 $0
FRAs ¥221,080,000,000 $1,947,069,444
VNS ¥4,713,085,318 $41,508,524
Inflation ¥0 $0
Total¥125,299,658,311,342$1,103,524,226,619
ProductVolume
CHF
USD
Equivalent
IRS CHF148,270,118,975 $149,518,599,279
OIS CHF1,545,000,000 $1,558,009,378
Basis CHF33,611,455,000 $33,894,473,857
Zeroes CHF0 $0
FRAs CHF6,327,769,628 $6,381,051,407
VNS CHF563,300,000 $568,043,160
Inflation CHF0 $0
TotalCHF190,317,643,603$191,920,177,081
ProductVolume
AUD
USD
Equivalent
IRS $788,178,263,596 $595,744,540,539
OIS $877,162,605,512 $663,003,355,376
Basis $67,362,230,000 $50,915,741,546
Zeroes $110,102,501 $83,220,975
FRAs $0 $0
VNS $636,954,470 $481,442,036
Inflation $0 $0
Total$1,733,450,156,079$1,310,228,300,472
ProductVolume
CAD
USD
Equivalent
IRS $971,709,144,782 $755,488,372,557
OIS $394,391,042,320 $306,632,749,432
Basis $28,729,011,646 $22,336,348,659
Zeroes $1,190,800,000 $925,828,021
FRAs $0 $0
VNS $4,200,432,070 $3,265,768,986
Inflation $0 $0
Total$1,400,220,430,818$1,088,649,067,655
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,172,761,705,200 $99,544,678,847
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK578,669,000,000 $26,511,614,056
VNS CZK926,939,890 $42,467,581
Inflation CZK0 $0
TotalCZK2,752,357,645,090$126,098,760,484
ProductVolume
DKK
USD
Equivalent
IRS DKK701,217,459,263 $110,631,787,587
OIS DKK0 $0
Basis DKK6,950,000,000 $1,096,508,528
Zeroes DKK0 $0
FRAs DKK21,258,000,000 $3,353,896,155
VNS DKK2,014,172,364 $317,778,011
Inflation DKK0 $0
TotalDKK731,439,631,627$115,399,970,281
ProductVolume
HKD
USD
Equivalent
IRS HKD1,946,639,945,433 $249,337,467,794
OIS HKD0 $0
Basis HKD129,315,000,000 $16,563,450,639
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,075,954,945,433$265,900,918,433
ProductVolume
HUF
USD
Equivalent
IRS HUF28,261,970,522,884 $105,675,929,266
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF44,900,000,000 $167,888,124
FRAs HUF6,674,900,000,000 $24,958,495,363
VNS HUF2,943,952,000 $11,007,897
Inflation HUF0 $0
TotalHUF34,984,714,474,884$130,813,320,650
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN161,901,624,738 $8,444,251,016
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN161,901,624,738$8,444,251,016
ProductVolume
NOK
USD
Equivalent
IRS NOK796,636,216,461 $95,449,544,576
OIS NOK0 $0
Basis NOK56,977,540,000 $6,826,805,174
Zeroes NOK0 $0
FRAs NOK776,780,660,568 $93,070,536,783
VNS NOK9,611,225,613 $1,151,575,950
Inflation NOK0 $0
TotalNOK1,640,005,642,642$196,498,462,483
ProductVolume
NZD
USD
Equivalent
IRS NZD483,228,984,434 $335,070,977,806
OIS NZD0 $0
Basis NZD1,300,000,000 $901,420,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD484,528,984,434$335,972,397,806
ProductVolume
PLN
USD
Equivalent
IRS PLN651,601,618,719 $181,727,359,080
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN1,375,000,000 $383,478,358
FRAs PLN115,789,153,006 $32,292,824,912
VNS PLN1,256,762,800 $350,502,789
Inflation PLN0 $0
TotalPLN770,022,534,525$214,754,165,139
ProductVolume
SEK
USD
Equivalent
IRS SEK3,952,515,652,803 $469,397,612,085
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,437,811,710 $289,512,578
FRAs SEK2,802,357,391,750 $332,805,732,715
VNS SEK6,357,643,672 $755,028,701
Inflation SEK0 $0
TotalSEK6,763,668,499,935$803,247,886,079
ProductVolume
SGD
USD
Equivalent
IRS SGD595,633,476,950 $440,508,432,459
OIS SGD0 $0
Basis SGD459,700,000 $339,977,074
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD596,093,176,950$440,848,409,533
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,690,322,367,529 $416,065,686,947
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,690,322,367,529$416,065,686,947
ProductUSD
Equivalent
IRS$18,898,996,002,954
OIS$11,056,296,319,135
Basis$2,650,058,239,973
Zeroes$53,372,991,964
FRAs$3,549,882,750,220
VNS$328,686,025,741
Inflation$245,271,592,145
Total$36,782,563,922,132

Figures as of COB Dec 12, 2017.

Notional Outstanding by Product

As of COB Dec 12, 2017

Daily Notional by Tenor
 

As of COB Dec 12, 2017

Notional Outstanding by Tenor
 

As of COB Dec 12, 2017

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
$3,038,496,102,597
$10,498,895,314,304
$436,674,124,594,796
$118,741,001,503,319
EUR
€975,741,953,649
€4,882,002,284,287
€202,820,682,248,334
€82,232,619,983,229
GBP
£156,396,901,489
£1,062,648,683,857
£60,540,602,982,982
£27,560,935,773,439
JPY
¥8,690,124,220,000
¥34,863,274,082,718
¥1,757,609,226,235,100
¥1,442,875,565,844,880
CHF
CHF23,624,070,000
CHF97,548,717,622
CHF4,912,926,539,824
CHF3,486,819,294,254
AUD
$92,176,080,000
$823,878,504,418
$36,818,286,404,259
$19,333,748,758,270
CAD
$111,649,158,800
$705,797,781,356
$25,963,206,794,818
$12,587,583,254,497
Other*
Show All
Hide
$168,905,860,187
$892,579,766,141
$32,249,264,569,924
$20,520,992,515,644
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK105,668,292,200
CZK1,388,039,292,396
CZK43,243,522,728,627
CZK24,140,188,559,918
DKK
DKK28,944,000,000
DKK32,489,364,076
DKK2,116,173,808,881
DKK4,264,107,084,299
HKD
HKD28,915,582,892
HKD637,230,741,876
HKD16,539,814,233,196
HKD13,483,199,010,013
HUF
HUF2,550,949,971,552
HUF13,779,233,808,408
HUF491,330,608,799,684
HUF243,721,918,001,098
INR
INR0
INR0
INR0
INR0
MXN
MXN420,000,000
MXN113,962,348,000
MXN1,108,191,631,471
MXN652,808,284,469
NOK
NOK61,023,747,420
NOK779,967,970,930
NOK26,269,223,322,882
NOK17,166,701,946,292
NZD
NZD82,386,192,000
NZD170,078,888,320
NZD5,143,011,552,166
NZD4,996,335,827,936
PLN
PLN32,322,620,000
PLN205,988,684,458
PLN6,928,544,528,992
PLN4,633,431,413,415
SEK
SEK385,210,180,000
SEK1,748,168,709,554
SEK100,835,529,789,625
SEK47,468,586,959,305
SGD
SGD8,339,589,252
SGD70,686,670,466
SGD3,516,740,483,386
SGD2,472,669,863,239
ZAR
ZAR285,380,868,624
ZAR2,120,504,486,704
ZAR41,051,141,543,927
ZAR24,485,437,010,735
Total in USD$4,818,226,268,956$20,168,203,090,176$844,067,153,002,475$313,146,195,145,002

Figures as of COB Dec 12, 2017. Weekly figures as of COB Dec 8, 2017. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $616,663,335,489
OIS $812,409,874,000
Basis $180,276,300,000
Zeroes $0
FRAs $1,422,618,000,000
VNS $1,309,435,108
Inflation $5,219,158,000
Total$3,038,496,102,597
ProductVolume
EUR
USD
Equivalent
IRS €361,094,097,464 $423,996,689,242
OIS €314,203,988,000 $368,938,322,710
Basis €3,310,000,000 $3,886,602,000
Zeroes €0 $0
FRAs €292,591,400,000 $343,560,821,880
VNS €1,730,078,185 $2,031,457,804
Inflation €2,812,390,000 $3,302,308,338
Total€975,741,953,649$1,145,716,201,974
ProductVolume
GBP
USD
Equivalent
IRS £51,476,818,995 $68,551,679,856
OIS £71,386,800,000 $95,065,801,560
Basis £2,793,200,000 $3,719,704,440
Zeroes £235,872,442 $314,111,331
FRAs £27,218,000,000 $36,246,210,600
VNS £878,202,224 $1,169,501,902
Inflation £2,408,007,828 $3,206,744,025
Total£156,396,901,489$208,273,753,714
ProductVolume
JPY
USD
Equivalent
IRS ¥6,358,765,820,000 $56,002,164,957
OIS ¥110,000,000,000 $968,778,898
Basis ¥1,841,358,400,000 $16,216,992,382
Zeroes ¥0 $0
FRAs ¥380,000,000,000 $3,346,690,739
VNS ¥0 $0
Inflation ¥0 $0
Total¥8,690,124,220,000$76,534,626,976
ProductVolume
CHF
USD
Equivalent
IRS CHF18,260,970,000 $18,414,733,021
OIS CHF170,000,000 $171,431,453
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF5,175,000,000 $5,218,575,102
VNS CHF18,100,000 $18,252,408
Inflation CHF0 $0
TotalCHF23,624,070,000$23,822,991,984
ProductVolume
AUD
USD
Equivalent
IRS $26,178,580,000 $19,787,079,693
OIS $56,089,000,000 $42,394,870,650
Basis $9,908,500,000 $7,489,339,725
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$92,176,080,000$69,671,290,068
ProductVolume
CAD
USD
Equivalent
IRS $73,277,276,000 $56,971,914,166
OIS $38,298,000,000 $29,776,084,590
Basis $0 $0
Zeroes $11,882,800 $9,238,688
FRAs $0 $0
VNS $62,000,000 $48,204,012
Inflation $0 $0
Total$111,649,158,800$86,805,441,456
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK38,468,292,200 $1,762,417,749
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK67,200,000,000 $3,078,755,670
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK105,668,292,200$4,841,173,419
ProductVolume
DKK
USD
Equivalent
IRS DKK28,944,000,000 $4,566,524,147
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK28,944,000,000$4,566,524,147
ProductVolume
HKD
USD
Equivalent
IRS HKD18,361,582,892 $2,351,863,062
OIS HKD0 $0
Basis HKD10,554,000,000 $1,351,820,423
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD28,915,582,892$3,703,683,485
ProductVolume
HUF
USD
Equivalent
IRS HUF1,524,949,971,552 $5,702,026,516
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,026,000,000,000 $3,836,374,514
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,550,949,971,552$9,538,401,030
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN420,000,000 $21,905,805
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN420,000,000$21,905,805
ProductVolume
NOK
USD
Equivalent
IRS NOK21,001,507,420 $2,516,310,804
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK40,000,000,000 $4,792,628,937
VNS NOK22,240,000 $2,664,702
Inflation NOK0 $0
TotalNOK61,023,747,420$7,311,604,443
ProductVolume
NZD
USD
Equivalent
IRS NZD82,386,192,000 $57,126,585,533
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD82,386,192,000$57,126,585,533
ProductVolume
PLN
USD
Equivalent
IRS PLN25,922,620,000 $7,229,646,363
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN6,400,000,000 $1,784,917,448
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN32,322,620,000$9,014,563,811
ProductVolume
SEK
USD
Equivalent
IRS SEK170,510,180,000 $20,249,653,223
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK214,700,000,000 $25,497,601,064
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK385,210,180,000$45,747,254,287
ProductVolume
SGD
USD
Equivalent
IRS SGD8,339,589,252 $6,167,650,965
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD8,339,589,252$6,167,650,965
ProductVolume
ZAR
USD
Equivalent
IRS ZAR285,380,868,624 $20,866,513,262
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR285,380,868,624$20,866,513,262
ProductUSD
Equivalent
IRS$1,388,948,693,853
OIS$1,349,725,163,861
Basis$212,940,758,970
Zeroes$323,350,019
FRAs$1,849,980,575,954
VNS$4,579,515,936
Inflation$11,728,210,363
Total$4,818,226,268,956
Show:
ProductUSD
Equivalent
IRS $2,676,221,004,329
OIS $2,646,641,544,212
Basis $586,469,076,000
Zeroes $0
FRAs $4,575,340,001,398
VNS $7,092,297,865
Inflation $7,131,390,500
Total$10,498,895,314,304
ProductVolume
EUR
USD
Equivalent
IRS €2,226,394,323,567 $2,628,839,693,271
OIS €1,828,998,982,376 $2,161,583,378,381
Basis €10,094,000,000 $11,905,339,800
Zeroes €1,764,200,000 $2,080,962,110
FRAs €790,144,000,000 $932,256,089,464
VNS €3,150,223,544 $3,715,087,239
Inflation €21,456,554,800 $25,331,998,450
Total€4,882,002,284,287$5,765,712,548,715
ProductVolume
GBP
USD
Equivalent
IRS £419,318,121,056 $563,088,249,104
OIS £294,146,770,368 $395,331,758,867
Basis £57,667,000,000 $77,412,145,490
Zeroes £838,726,086 $1,127,566,585
FRAs £274,180,001,486 $368,555,112,490
VNS £1,032,320,564 $1,387,711,476
Inflation £15,465,744,297 $20,785,745,171
Total£1,062,648,683,857$1,427,688,289,183
ProductVolume
JPY
USD
Equivalent
IRS ¥27,723,614,082,718 $245,954,883,341
OIS ¥1,018,400,000,000 $9,002,053,990
Basis ¥5,675,260,000,000 $50,392,291,821
Zeroes ¥0 $0
FRAs ¥446,000,000,000 $3,930,034,806
VNS ¥0 $0
Inflation ¥0 $0
Total¥34,863,274,082,718$309,279,263,958
ProductVolume
CHF
USD
Equivalent
IRS CHF66,272,717,622 $66,904,040,583
OIS CHF5,920,000,000 $5,985,839,393
Basis CHF6,614,900,000 $6,673,855,303
Zeroes CHF0 $0
FRAs CHF18,537,100,000 $18,676,201,163
VNS CHF204,000,000 $206,081,422
Inflation CHF0 $0
TotalCHF97,548,717,622$98,446,017,864
ProductVolume
AUD
USD
Equivalent
IRS $291,966,104,418 $220,678,910,995
OIS $511,303,400,000 $386,795,431,990
Basis $20,609,000,000 $15,597,145,300
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$823,878,504,418$623,071,488,285
ProductVolume
CAD
USD
Equivalent
IRS $327,270,774,342 $256,941,967,902
OIS $371,439,840,000 $290,032,420,399
Basis $4,743,023,292 $3,713,937,116
Zeroes $161,470,400 $127,055,878
FRAs $0 $0
VNS $2,182,673,322 $1,715,020,431
Inflation $0 $0
Total$705,797,781,356$552,530,401,726
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,027,679,292,396 $47,419,719,365
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK360,360,000,000 $16,600,283,670
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,388,039,292,396$64,020,003,035
ProductVolume
DKK
USD
Equivalent
IRS DKK32,489,364,076 $5,155,228,627
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK32,489,364,076$5,155,228,627
ProductVolume
HKD
USD
Equivalent
IRS HKD600,202,741,876 $76,842,386,181
OIS HKD0 $0
Basis HKD37,028,000,000 $4,738,435,426
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD637,230,741,876$81,580,821,607
ProductVolume
HUF
USD
Equivalent
IRS HUF9,653,633,808,408 $36,304,347,799
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF4,125,600,000,000 $15,483,150,791
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF13,779,233,808,408$51,787,498,590
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN113,962,348,000 $6,032,257,476
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN113,962,348,000$6,032,257,476
ProductVolume
NOK
USD
Equivalent
IRS NOK151,871,698,750 $18,309,175,534
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK627,078,000,000 $75,636,217,083
VNS NOK1,018,272,180 $122,536,459
Inflation NOK0 $0
TotalNOK779,967,970,930$94,067,929,076
ProductVolume
NZD
USD
Equivalent
IRS NZD170,078,888,320 $116,848,780,630
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD170,078,888,320$116,848,780,630
ProductVolume
PLN
USD
Equivalent
IRS PLN143,858,684,458 $40,315,511,636
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN62,130,000,000 $17,398,430,281
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN205,988,684,458$57,713,941,917
ProductVolume
SEK
USD
Equivalent
IRS SEK1,034,702,690,960 $123,060,005,583
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK713,236,000,000 $84,577,887,304
VNS SEK230,018,594 $27,290,521
Inflation SEK0 $0
TotalSEK1,748,168,709,554$207,665,183,408
ProductVolume
SGD
USD
Equivalent
IRS SGD70,686,670,466 $52,364,538,452
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD70,686,670,466$52,364,538,452
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,120,504,486,704 $155,343,583,323
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,120,504,486,704$155,343,583,323
ProductUSD
Equivalent
IRS$7,336,624,284,131
OIS$5,895,372,427,232
Basis$756,902,226,256
Zeroes$3,335,584,573
FRAs$6,108,453,408,450
VNS$14,266,025,413
Inflation$53,249,134,121
Total$20,168,203,090,176
Show:
ProductUSD
Equivalent
IRS $94,475,728,260,243
OIS $176,419,106,930,269
Basis $17,996,612,012,935
Zeroes $58,634,336,054
FRAs $146,540,815,776,704
VNS $295,495,964,081
Inflation $887,731,314,510
Total$436,674,124,594,796
ProductVolume
EUR
USD
Equivalent
IRS €76,729,511,958,258 $86,404,704,104,160
OIS €60,685,839,862,472 $67,875,910,094,208
Basis €658,572,672,025 $738,582,200,895
Zeroes €110,136,112,839 $121,073,248,659
FRAs €63,278,553,936,810 $70,870,274,135,095
VNS €192,150,607,658 $217,782,304,909
Inflation €1,165,917,098,272 $1,308,453,470,209
Total€202,820,682,248,334$227,536,779,558,135
ProductVolume
GBP
USD
Equivalent
IRS £14,454,907,039,840 $18,676,503,499,998
OIS £24,043,955,728,359 $31,367,997,472,122
Basis £2,112,663,698,144 $2,735,692,925,012
Zeroes £122,073,729,043 $157,072,056,598
FRAs £19,051,919,280,601 $24,616,397,730,341
VNS £72,649,598,883 $94,339,278,218
Inflation £682,433,908,112 $880,104,289,008
Total£60,540,602,982,982$78,528,107,251,297
ProductVolume
JPY
USD
Equivalent
IRS ¥1,565,039,964,902,036 $13,950,988,765,888
OIS ¥80,088,490,551,954 $714,584,738,757
Basis ¥100,731,061,826,474 $900,477,642,571
Zeroes ¥0 $0
FRAs ¥11,674,606,400,000 $103,839,190,712
VNS ¥75,102,554,636 $671,387,618
Inflation ¥0 $0
Total¥1,757,609,226,235,100$15,670,561,725,546
ProductVolume
CHF
USD
Equivalent
IRS CHF2,126,363,557,158 $2,161,893,416,283
OIS CHF44,564,512,000 $45,490,681,542
Basis CHF289,722,690,000 $294,272,239,046
Zeroes CHF0 $0
FRAs CHF2,450,706,863,918 $2,493,599,471,099
VNS CHF1,568,916,748 $1,600,630,269
Inflation CHF0 $0
TotalCHF4,912,926,539,824$4,996,856,438,239
ProductVolume
AUD
USD
Equivalent
IRS $15,198,307,020,305 $11,665,050,738,208
OIS $20,729,618,661,696 $15,929,012,672,016
Basis $886,147,156,968 $679,698,949,837
Zeroes $1,600,000,000 $1,248,770,000
FRAs $0 $0
VNS $2,613,565,290 $1,986,964,381
Inflation $0 $0
Total$36,818,286,404,259$28,276,998,094,442
ProductVolume
CAD
USD
Equivalent
IRS $13,735,898,010,578 $10,622,742,482,253
OIS $11,819,457,113,388 $9,198,534,065,491
Basis $274,863,256,892 $210,582,913,700
Zeroes $19,282,903,378 $15,019,606,690
FRAs $0 $0
VNS $113,705,510,582 $87,581,701,962
Inflation $0 $0
Total$25,963,206,794,818$20,134,460,770,096
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK22,693,860,985,631 $975,438,905,732
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK20,547,807,863,216 $896,513,459,827
VNS CZK1,853,879,780 $78,366,613
Inflation CZK0 $0
TotalCZK43,243,522,728,627$1,872,030,732,172
ProductVolume
DKK
USD
Equivalent
IRS DKK1,447,700,968,890 $216,833,336,518
OIS DKK0 $0
Basis DKK6,300,000,000 $893,895,968
Zeroes DKK0 $0
FRAs DKK657,370,000,000 $101,236,151,968
VNS DKK4,802,839,991 $739,648,114
Inflation DKK0 $0
TotalDKK2,116,173,808,881$319,703,032,568
ProductVolume
HKD
USD
Equivalent
IRS HKD16,147,058,233,196 $2,070,943,380,605
OIS HKD0 $0
Basis HKD392,756,000,000 $50,361,631,996
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD16,539,814,233,196$2,121,305,012,601
ProductVolume
HUF
USD
Equivalent
IRS HUF313,714,785,454,666 $1,143,944,651,895
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF11,800,000,000 $43,402,308
FRAs HUF177,318,047,537,018 $637,092,477,436
VNS HUF285,975,808,000 $1,089,010,064
Inflation HUF0 $0
TotalHUF491,330,608,799,684$1,782,169,541,703
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN1,108,191,631,471 $59,927,756,844
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,108,191,631,471$59,927,756,844
ProductVolume
NOK
USD
Equivalent
IRS NOK7,675,422,573,616 $927,195,917,804
OIS NOK0 $0
Basis NOK120,387,080,000 $15,025,631,305
Zeroes NOK0 $0
FRAs NOK18,460,990,409,110 $2,230,984,129,516
VNS NOK12,423,260,156 $1,498,438,315
Inflation NOK0 $0
TotalNOK26,269,223,322,882$3,174,704,116,940
ProductVolume
NZD
USD
Equivalent
IRS NZD5,126,895,004,462 $3,635,047,066,815
OIS NZD0 $0
Basis NZD15,846,000,000 $11,448,178,900
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD270,547,704 $196,485,270
Inflation NZD0 $0
TotalNZD5,143,011,552,166$3,646,691,730,985
ProductVolume
PLN
USD
Equivalent
IRS PLN4,844,895,710,510 $1,281,818,136,395
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN50,000,000 $13,772,397
FRAs PLN2,082,888,811,044 $548,030,975,783
VNS PLN710,007,438 $188,665,651
Inflation PLN0 $0
TotalPLN6,928,544,528,992$1,830,051,550,226
ProductVolume
SEK
USD
Equivalent
IRS SEK35,580,999,613,996 $4,185,931,265,589
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK2,888,040,000 $331,168,191
FRAs SEK65,223,564,112,968 $7,645,096,006,737
VNS SEK28,078,022,661 $3,195,305,635
Inflation SEK0 $0
TotalSEK100,835,529,789,625$11,834,553,746,152
ProductVolume
SGD
USD
Equivalent
IRS SGD3,514,041,083,386 $2,541,939,455,883
OIS SGD0 $0
Basis SGD2,699,400,000 $1,960,823,770
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD3,516,740,483,386$2,543,900,279,653
ProductVolume
ZAR
USD
Equivalent
IRS ZAR41,051,141,543,927 $3,064,227,070,080
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR41,051,141,543,927$3,064,227,070,080
ProductUSD
Equivalent
IRS$258,060,858,211,193
OIS$301,550,636,654,405
Basis$23,635,609,045,935
Zeroes$353,436,360,897
FRAs$256,683,879,505,218
VNS$706,444,151,100
Inflation$3,076,289,073,727
Total$844,067,153,002,475
Show:
ProductUSD
Equivalent
IRS $41,456,652,887,274
OIS $23,289,733,166,281
Basis $17,836,927,962,478
Zeroes $118,017,423,224
FRAs $34,553,370,699,563
VNS $797,873,729,562
Inflation $688,425,634,936
Total$118,741,001,503,318
ProductVolume
EUR
USD
Equivalent
IRS €41,036,818,519,250 $48,185,432,305,304
OIS €17,978,086,846,846 $21,109,869,575,566
Basis €1,224,171,653,381 $1,437,422,355,400
Zeroes €403,891,321,214 $474,249,189,370
FRAs €19,852,173,479,381 $23,310,422,099,489
VNS €485,943,054,677 $570,594,334,802
Inflation €1,251,535,108,479 $1,469,552,524,376
Total€82,232,619,983,228$96,557,542,384,307
ProductVolume
GBP
USD
Equivalent
IRS £8,565,122,530,977 $11,406,173,674,502
OIS £7,716,963,701,972 $10,276,680,561,917
Basis £4,028,310,044,992 $5,364,500,486,916
Zeroes £290,614,530,962 $387,011,370,882
FRAs £5,903,980,199,755 $7,862,330,432,013
VNS £175,195,573,098 $233,307,944,694
Inflation £880,749,191,684 $1,172,893,698,565
Total£27,560,935,773,440$36,702,898,169,489
ProductVolume
JPY
USD
Equivalent
IRS ¥1,157,351,307,146,130 $10,192,886,583,699
OIS ¥60,942,404,491,010 $536,724,686,169
Basis ¥221,543,025,925,550 $1,951,147,350,615
Zeroes ¥815,565,727,555 $7,182,753,336
FRAs ¥2,158,160,000,000 $19,007,089,700
VNS ¥65,102,554,636 $573,363,465
Inflation ¥0 $0
Total¥1,442,875,565,844,881$12,707,521,826,984
ProductVolume
CHF
USD
Equivalent
IRS CHF1,869,735,982,034 $1,885,479,737,845
OIS CHF20,105,512,000 $20,274,806,635
Basis CHF547,635,162,000 $552,246,419,604
Zeroes CHF7,890,180,159 $7,956,617,919
FRAs CHF1,039,883,541,313 $1,048,639,682,663
VNS CHF1,568,916,748 $1,582,127,513
Inflation CHF0 $0
TotalCHF3,486,819,294,254$3,516,179,392,179
ProductVolume
AUD
USD
Equivalent
IRS $11,237,657,739,043 $8,493,983,602,055
OIS $5,802,499,014,615 $4,385,818,880,197
Basis $2,275,570,584,102 $1,719,990,025,994
Zeroes $3,288,041,539 $2,485,266,198
FRAs $0 $0
VNS $14,733,378,970 $11,136,224,495
Inflation $0 $0
Total$19,333,748,758,269$14,613,413,998,939
ProductVolume
CAD
USD
Equivalent
IRS $9,282,657,741,530 $7,217,118,443,112
OIS $2,651,543,626,926 $2,061,532,908,510
Basis $499,800,215,269 $388,586,701,344
Zeroes $18,620,394,736 $14,477,060,128
FRAs $0 $0
VNS $134,961,276,035 $104,930,241,047
Inflation $0 $0
Total$12,587,583,254,496$9,786,645,354,141
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,092,436,019,262 $737,272,003,448
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK33,890,000,000 $1,552,664,132
FRAs CZK8,012,008,660,876 $367,068,706,688
VNS CZK1,853,879,780 $84,935,162
Inflation CZK0 $0
TotalCZK24,140,188,559,918$1,105,978,309,430
ProductVolume
DKK
USD
Equivalent
IRS DKK3,845,470,244,308 $606,703,728,809
OIS DKK0 $0
Basis DKK13,900,000,000 $2,193,017,055
Zeroes DKK15,500,000,000 $2,445,450,673
FRAs DKK384,434,000,000 $60,652,540,902
VNS DKK4,802,839,991 $757,748,922
Inflation DKK0 $0
TotalDKK4,264,107,084,299$672,752,486,361
ProductVolume
HKD
USD
Equivalent
IRS HKD13,056,281,010,013 $1,672,327,773,545
OIS HKD0 $0
Basis HKD426,918,000,000 $54,682,250,472
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,483,199,010,013$1,727,010,024,017
ProductVolume
HUF
USD
Equivalent
IRS HUF191,462,361,471,607 $715,907,723,121
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF180,715,000,000 $675,721,657
FRAs HUF51,878,753,625,491 $193,982,776,045
VNS HUF200,087,904,000 $748,159,976
Inflation HUF0 $0
TotalHUF243,721,918,001,098$911,314,380,799
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN652,808,284,469 $34,048,311,921
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN652,808,284,469$34,048,311,921
ProductVolume
NOK
USD
Equivalent
IRS NOK7,705,700,006,305 $923,264,020,693
OIS NOK0 $0
Basis NOK119,958,880,000 $14,372,959,988
Zeroes NOK7,041,827,412 $843,721,646
FRAs NOK9,313,765,035,337 $1,115,935,495,448
VNS NOK20,236,197,238 $2,424,614,611
Inflation NOK0 $0
TotalNOK17,166,701,946,292$2,056,840,812,386
ProductVolume
NZD
USD
Equivalent
IRS NZD4,962,407,280,232 $3,440,933,208,113
OIS NZD0 $0
Basis NZD18,878,000,000 $13,090,005,200
Zeroes NZD14,780,000,000 $10,248,452,000
FRAs NZD0 $0
VNS NZD270,547,704 $187,597,778
Inflation NZD0 $0
TotalNZD4,996,335,827,936$3,464,459,263,091
ProductVolume
PLN
USD
Equivalent
IRS PLN3,780,028,439,753 $1,054,224,799,128
OIS PLN0 $0
Basis PLN674,000,000 $187,974,119
Zeroes PLN6,860,000,000 $1,913,208,389
FRAs PLN841,323,187,824 $234,639,443,280
VNS PLN4,545,785,838 $1,267,789,446
Inflation PLN0 $0
TotalPLN4,633,431,413,415$1,292,233,214,362
ProductVolume
SEK
USD
Equivalent
IRS SEK24,411,865,954,579 $2,899,133,764,973
OIS SEK0 $0
Basis SEK500,000,000 $59,379,602
Zeroes SEK119,548,418,970 $14,197,475,057
FRAs SEK22,906,016,115,620 $2,720,300,236,998
VNS SEK30,656,470,136 $3,640,737,986
Inflation SEK0 $0
TotalSEK47,468,586,959,305$5,637,331,594,616
ProductVolume
SGD
USD
Equivalent
IRS SGD2,470,702,463,239 $1,827,239,924,002
OIS SGD0 $0
Basis SGD1,967,400,000 $1,455,016,085
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,472,669,863,239$1,828,694,940,087
ProductVolume
ZAR
USD
Equivalent
IRS ZAR24,485,437,010,735 $1,790,329,178,572
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR24,485,437,010,735$1,790,329,178,572
ProductUSD
Equivalent
IRS$144,539,111,670,116
OIS$61,680,634,585,275
Basis$29,336,861,904,872
Zeroes$1,043,256,374,611
FRAs$71,486,349,202,789
VNS$1,729,109,549,459
Inflation$3,330,871,857,877
Total$313,146,195,144,999

Figures as of COB Dec 12, 2017.

Notional Outstanding by Product

As of COB Dec 12, 2017

Daily Notional by Tenor

As of COB Dec 12, 2017

Notional Outstanding by Currency

As of COB Dec 12, 2017. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

  • SwapClear market share figures are derived from the semi-annual BIS report on OTC derivatives market activity and published Swaps Data Repository data regarding Interest Rates Swap products.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • "Other" currencies (other than those expressly identified in tables and charts above) are presented in USD.
  • SwapClear supports periodic multilateral compression activity, to reduce the volume of outstanding trades. The charts that show the effect of compression assume that all trades removed by this process would still be live today.