Volumes

  • Client Notional Cleared (USD)
    $898,534,110,570,736
    Client Notional Outstanding (USD)
    $48,918,414,710,039
    As of COB Jan 14, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,653,139,000,000,000
    Trades Compressed
    18,475,987
  • Notional Outstanding Showing Effect of Compression

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

*See Our Methodology

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

As of COB Jan 14, 2019. *Other: ZAR, NZD, HKD, DKK, SGD, TWD, KRW, PLN, NOK, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$463,466,117,441
$3,171,165,619,273
$6,570,352,892,685
$22,563,843,692,478
EUR
€298,575,781,155
€1,136,435,823,902
€2,339,762,211,264
€11,813,043,849,667
GBP
£69,180,120,931
£499,201,506,682
£869,930,550,335
£3,653,140,902,915
JPY
¥98,559,200,000
¥11,564,006,499,692
¥14,531,404,628,692
¥136,277,303,101,503
CHF
CHF1,418,591,000
CHF12,876,084,909
CHF26,392,117,033
CHF260,856,569,831
AUD
$14,215,794,246
$288,196,412,793
$492,487,546,834
$1,551,957,270,127
CAD
$52,540,995,186
$570,828,307,237
$869,137,010,823
$2,194,340,136,507
Other*
Show All
Hide
$49,239,349,040
$285,843,347,163
$496,691,767,869
$3,812,437,606,181
CNY
CNY19,677,249,170
CNY170,721,502,732
CNY276,619,941,902
CNY508,545,237,019
CZK
CZK126,140,195,329
CZK512,172,505,517
CZK1,206,290,891,368
CZK4,914,886,852,695
DKK
DKK1,650,000,000
DKK25,636,449,363
DKK32,413,958,575
DKK699,751,576,976
HKD
HKD50,178,160,087
HKD208,061,429,623
HKD383,433,876,688
HKD3,280,057,015,758
HUF
HUF385,336,666,000
HUF2,587,710,041,869
HUF4,617,775,825,577
HUF31,445,511,746,414
INR
INR144,009,200,000
INR1,030,531,116,526
INR1,452,403,286,526
INR4,508,947,767,534
KRW
KRW3,492,918,874,420
KRW18,913,564,060,000
KRW36,054,417,020,658
KRW242,486,212,749,483
MXN
MXN10,398,249,642
MXN28,540,916,008
MXN48,796,132,439
MXN254,133,716,130
NOK
NOK25,434,240,000
NOK154,698,641,916
NOK326,912,399,084
NOK2,003,096,585,546
NZD
NZD3,579,430,900
NZD27,687,088,219
NZD40,825,900,595
NZD547,855,010,014
PLN
PLN20,915,601,000
PLN47,094,341,044
PLN110,099,751,240
PLN954,662,093,463
SEK
SEK83,731,283,000
SEK631,473,386,658
SEK1,003,947,276,196
SEK6,835,987,347,927
SGD
SGD4,121,472,014
SGD23,598,330,463
SGD42,695,838,047
SGD571,423,880,832
THB
THB0
THB0
THB0
THB0
TWD
TWD0
TWD0
TWD0
TWD0
ZAR
ZAR48,869,121,904
ZAR376,052,143,140
ZAR523,948,778,518
ZAR7,396,746,657,198
Total in USD$996,268,449,079$6,155,950,895,345$12,015,823,031,480$48,918,414,710,039

Figures as of COB Jan 14, 2019. Weekly figures as of COB Jan 11, 2019. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $121,134,741,887
OIS $259,625,600,000
Basis $24,284,948,800
Zeroes $0
FRAs $56,572,600,000
VNS $295,106,754
Inflation $1,553,120,000
Total$463,466,117,441
ProductVolume
EUR
USD
Equivalent
IRS €109,165,616,886 $125,174,754,602
OIS €111,159,529,269 $127,461,074,236
Basis €50,000,000 $57,332,500
Zeroes €0 $0
FRAs €76,165,000,000 $87,334,597,250
VNS €12,635,000 $14,487,923
Inflation €2,023,000,000 $2,319,672,950
Total€298,575,781,155$342,361,919,461
ProductVolume
GBP
USD
Equivalent
IRS £16,300,395,931 $20,972,089,405
OIS £36,739,730,000 $47,269,336,618
Basis £2,181,600,000 $2,806,846,560
Zeroes £0 $0
FRAs £11,731,000,000 $15,093,104,600
VNS £1,850,000 $2,380,210
Inflation £2,225,545,000 $2,863,386,197
Total£69,180,120,931$89,007,143,590
ProductVolume
JPY
USD
Equivalent
IRS ¥98,559,200,000 $910,940,432
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥98,559,200,000$910,940,432
ProductVolume
CHF
USD
Equivalent
IRS CHF1,418,591,000 $1,445,476,870
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF1,418,591,000$1,445,476,870
ProductVolume
AUD
USD
Equivalent
IRS $9,976,844,790 $7,181,831,722
OIS $4,000,000,000 $2,879,400,000
Basis $208,000,000 $149,728,800
Zeroes $0 $0
FRAs $0 $0
VNS $30,949,456 $22,278,966
Inflation $0 $0
Total$14,215,794,246$10,233,239,488
ProductVolume
CAD
USD
Equivalent
IRS $16,655,995,186 $12,554,927,966
OIS $35,885,000,000 $27,049,334,791
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$52,540,995,186$39,604,262,757
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY19,677,249,170 $2,907,373,493
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY19,677,249,170$2,907,373,493
ProductVolume
CZK
USD
Equivalent
IRS CZK43,590,195,329 $1,956,471,963
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK82,550,000,000 $3,705,116,697
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK126,140,195,329$5,661,588,660
ProductVolume
DKK
USD
Equivalent
IRS DKK1,650,000,000 $253,448,435
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,650,000,000$253,448,435
ProductVolume
HKD
USD
Equivalent
IRS HKD50,178,160,087 $6,398,235,268
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD50,178,160,087$6,398,235,268
ProductVolume
HUF
USD
Equivalent
IRS HUF385,336,666,000 $1,373,259,679
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF385,336,666,000$1,373,259,679
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR144,009,200,000 $2,035,178,067
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR144,009,200,000$2,035,178,067
ProductVolume
KRW
USD
Equivalent
IRS KRW3,492,918,874,420 $3,113,812,235
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,492,918,874,420$3,113,812,235
ProductVolume
MXN
USD
Equivalent
IRS MXN10,398,249,642 $547,492,412
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN10,398,249,642$547,492,412
ProductVolume
NOK
USD
Equivalent
IRS NOK11,284,240,000 $1,320,411,889
OIS NOK0 $0
Basis NOK550,000,000 $64,357,594
Zeroes NOK0 $0
FRAs NOK13,600,000,000 $1,591,387,784
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK25,434,240,000$2,976,157,267
ProductVolume
NZD
USD
Equivalent
IRS NZD3,579,430,900 $2,441,887,760
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD3,579,430,900$2,441,887,760
ProductVolume
PLN
USD
Equivalent
IRS PLN16,070,601,000 $4,293,680,217
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,845,000,000 $1,294,468,119
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN20,915,601,000$5,588,148,336
ProductVolume
SEK
USD
Equivalent
IRS SEK49,781,283,000 $5,559,545,576
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK33,950,000,000 $3,791,516,830
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK83,731,283,000$9,351,062,406
ProductVolume
SGD
USD
Equivalent
IRS SGD4,121,472,014 $3,044,822,705
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,121,472,014$3,044,822,705
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR48,869,121,904 $3,546,882,317
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR48,869,121,904$3,546,882,317
ProductUSD
Equivalent
IRS$326,132,086,833
OIS$466,319,923,712
Basis$27,363,214,254
Zeroes$0
FRAs$169,382,791,280
VNS$334,253,853
Inflation$6,736,179,147
Total$996,268,449,079
Show:
ProductUSD
Equivalent
IRS $940,776,674,642
OIS $1,237,519,084,830
Basis $227,585,050,000
Zeroes $0
FRAs $751,871,780,000
VNS $1,273,565,651
Inflation $12,139,464,150
Total$3,171,165,619,273
ProductVolume
EUR
USD
Equivalent
IRS €368,819,160,610 $423,524,393,018
OIS €450,800,811,600 $517,311,947,736
Basis €4,664,500,000 $5,350,428,700
Zeroes €2,530,000 $2,904,187
FRAs €303,899,650,000 $348,775,514,028
VNS €885,178,192 $1,020,414,203
Inflation €7,363,993,500 $8,462,447,119
Total€1,136,435,823,902$1,304,448,048,991
ProductVolume
GBP
USD
Equivalent
IRS £130,401,125,639 $166,690,097,055
OIS £248,673,783,190 $317,508,447,060
Basis £21,947,211,460 $27,985,654,357
Zeroes £1,369,860,149 $1,742,273,960
FRAs £86,905,000,000 $110,855,830,500
VNS £351,362,610 $450,268,677
Inflation £9,553,163,634 $12,189,467,317
Total£499,201,506,682$637,422,038,926
ProductVolume
JPY
USD
Equivalent
IRS ¥9,821,206,499,692 $90,541,254,295
OIS ¥1,005,500,000,000 $9,268,086,604
Basis ¥737,300,000,000 $6,804,749,286
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,564,006,499,692$106,614,090,185
ProductVolume
CHF
USD
Equivalent
IRS CHF12,022,384,909 $12,248,332,776
OIS CHF613,700,000 $624,557,720
Basis CHF240,000,000 $246,128,602
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF12,876,084,909$13,119,019,098
ProductVolume
AUD
USD
Equivalent
IRS $75,465,203,110 $54,070,817,413
OIS $211,137,400,000 $151,052,132,285
Basis $1,591,000,000 $1,142,071,800
Zeroes $0 $0
FRAs $0 $0
VNS $2,809,683 $2,005,973
Inflation $0 $0
Total$288,196,412,793$206,267,027,471
ProductVolume
CAD
USD
Equivalent
IRS $133,134,597,237 $100,438,738,794
OIS $436,089,210,000 $329,423,800,882
Basis $1,604,500,000 $1,209,164,562
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$570,828,307,237$431,071,704,238
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY170,721,502,732 $25,037,608,252
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY170,721,502,732$25,037,608,252
ProductVolume
CZK
USD
Equivalent
IRS CZK422,442,505,517 $18,953,615,206
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK89,580,000,000 $4,017,433,803
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK512,172,505,517$22,977,779,390
ProductVolume
DKK
USD
Equivalent
IRS DKK25,636,449,363 $3,948,626,749
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK25,636,449,363$3,948,626,749
ProductVolume
HKD
USD
Equivalent
IRS HKD207,361,429,623 $26,455,574,079
OIS HKD0 $0
Basis HKD700,000,000 $89,331,051
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD208,061,429,623$26,544,905,130
ProductVolume
HUF
USD
Equivalent
IRS HUF2,294,910,041,869 $8,205,964,822
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF290,800,000,000 $1,041,079,916
VNS HUF2,000,000,000 $7,156,659
Inflation HUF0 $0
TotalHUF2,587,710,041,869$9,254,201,397
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,030,531,116,526 $14,683,659,406
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,030,531,116,526$14,683,659,406
ProductVolume
KRW
USD
Equivalent
IRS KRW18,913,564,060,000 $16,903,301,022
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW18,913,564,060,000$16,903,301,022
ProductVolume
MXN
USD
Equivalent
IRS MXN28,540,916,008 $1,479,420,528
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN28,540,916,008$1,479,420,528
ProductVolume
NOK
USD
Equivalent
IRS NOK84,923,074,756 $9,973,663,718
OIS NOK0 $0
Basis NOK14,965,000,000 $1,763,536,037
Zeroes NOK0 $0
FRAs NOK54,800,000,000 $6,447,075,414
VNS NOK10,567,160 $1,248,080
Inflation NOK0 $0
TotalNOK154,698,641,916$18,185,523,249
ProductVolume
NZD
USD
Equivalent
IRS NZD27,684,414,392 $18,773,678,020
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,673,827 $1,810,962
Inflation NZD0 $0
TotalNZD27,687,088,219$18,775,488,982
ProductVolume
PLN
USD
Equivalent
IRS PLN30,849,341,044 $8,246,709,450
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN16,245,000,000 $4,346,803,792
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN47,094,341,044$12,593,513,242
ProductVolume
SEK
USD
Equivalent
IRS SEK353,340,836,658 $39,676,711,313
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK277,692,000,000 $31,188,483,124
VNS SEK440,550,000 $49,411,956
Inflation SEK0 $0
TotalSEK631,473,386,658$70,914,606,393
ProductVolume
SGD
USD
Equivalent
IRS SGD23,568,330,463 $17,398,883,340
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD30,000,000 $22,093,751
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD23,598,330,463$17,420,977,091
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR376,052,143,140 $27,123,736,332
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR376,052,143,140$27,123,736,332
ProductUSD
Equivalent
IRS$2,010,467,800,824
OIS$2,577,391,716,523
Basis$272,176,114,395
Zeroes$1,767,271,898
FRAs$1,258,544,000,577
VNS$2,812,612,542
Inflation$32,791,378,586
Total$6,155,950,895,345
Show:
ProductUSD
Equivalent
IRS $1,859,944,545,109
OIS $3,006,031,601,384
Basis $330,188,398,800
Zeroes $300,000,000
FRAs $1,353,248,780,000
VNS $2,887,174,242
Inflation $17,752,393,150
Total$6,570,352,892,685
ProductVolume
EUR
USD
Equivalent
IRS €762,712,744,781 $872,571,412,584
OIS €999,009,117,860 $1,142,232,253,776
Basis €5,728,800,000 $6,562,704,675
Zeroes €2,530,000 $2,904,187
FRAs €558,289,650,000 $638,961,373,528
VNS €1,045,382,323 $1,202,817,618
Inflation €12,973,986,300 $14,862,796,418
Total€2,339,762,211,264$2,676,396,262,786
ProductVolume
GBP
USD
Equivalent
IRS £211,946,854,404 $270,230,964,869
OIS £436,761,606,223 $556,434,522,379
Basis £42,054,919,810 $53,510,161,896
Zeroes £1,369,860,149 $1,742,273,960
FRAs £161,878,000,000 $205,928,744,750
VNS £406,034,315 $519,373,264
Inflation £15,513,275,434 $19,773,202,139
Total£869,930,550,335$1,108,139,243,257
ProductVolume
JPY
USD
Equivalent
IRS ¥12,589,764,628,692 $116,060,263,037
OIS ¥1,054,900,000,000 $9,723,281,260
Basis ¥886,740,000,000 $8,181,759,191
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥14,531,404,628,692$133,965,303,488
ProductVolume
CHF
USD
Equivalent
IRS CHF25,290,417,033 $25,692,378,182
OIS CHF613,700,000 $624,557,720
Basis CHF488,000,000 $497,560,650
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF26,392,117,033$26,814,496,552
ProductVolume
AUD
USD
Equivalent
IRS $116,597,387,695 $83,179,081,937
OIS $371,797,400,000 $264,246,069,785
Basis $4,059,000,000 $2,881,168,600
Zeroes $0 $0
FRAs $0 $0
VNS $33,759,139 $24,284,939
Inflation $0 $0
Total$492,487,546,834$350,330,605,261
ProductVolume
CAD
USD
Equivalent
IRS $209,153,300,823 $157,040,154,178
OIS $658,379,210,000 $494,883,140,842
Basis $1,604,500,000 $1,209,164,562
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$869,137,010,823$653,132,459,582
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY276,619,941,902 $40,498,800,892
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY276,619,941,902$40,498,800,892
ProductVolume
CZK
USD
Equivalent
IRS CZK816,716,891,368 $36,448,550,357
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK389,424,000,000 $17,325,662,413
VNS CZK150,000,000 $6,730,381
Inflation CZK0 $0
TotalCZK1,206,290,891,368$53,780,943,151
ProductVolume
DKK
USD
Equivalent
IRS DKK32,413,958,575 $4,983,385,667
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK32,413,958,575$4,983,385,667
ProductVolume
HKD
USD
Equivalent
IRS HKD382,476,776,688 $48,802,336,360
OIS HKD0 $0
Basis HKD950,000,000 $121,240,581
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD7,100,000 $906,231
Inflation HKD0 $0
TotalHKD383,433,876,688$48,924,483,172
ProductVolume
HUF
USD
Equivalent
IRS HUF4,304,975,825,577 $15,333,060,640
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF310,800,000,000 $1,112,107,687
VNS HUF2,000,000,000 $7,156,659
Inflation HUF0 $0
TotalHUF4,617,775,825,577$16,452,324,986
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,452,403,286,526 $20,691,909,123
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,452,403,286,526$20,691,909,123
ProductVolume
KRW
USD
Equivalent
IRS KRW36,054,417,020,658 $32,204,609,145
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW36,054,417,020,658$32,204,609,145
ProductVolume
MXN
USD
Equivalent
IRS MXN48,796,132,439 $2,532,744,333
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN48,796,132,439$2,532,744,333
ProductVolume
NOK
USD
Equivalent
IRS NOK148,316,831,924 $17,301,975,643
OIS NOK0 $0
Basis NOK21,440,000,000 $2,514,152,655
Zeroes NOK0 $0
FRAs NOK157,145,000,000 $18,275,000,539
VNS NOK10,567,160 $1,248,080
Inflation NOK0 $0
TotalNOK326,912,399,084$38,092,376,917
ProductVolume
NZD
USD
Equivalent
IRS NZD40,823,226,768 $27,633,750,516
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,673,827 $1,810,962
Inflation NZD0 $0
TotalNZD40,825,900,595$27,635,561,478
ProductVolume
PLN
USD
Equivalent
IRS PLN71,609,751,240 $19,095,624,382
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN38,490,000,000 $10,266,258,887
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN110,099,751,240$29,361,883,269
ProductVolume
SEK
USD
Equivalent
IRS SEK581,290,726,196 $65,062,215,758
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK422,192,000,000 $47,273,850,020
VNS SEK464,550,000 $52,076,965
Inflation SEK0 $0
TotalSEK1,003,947,276,196$112,388,142,743
ProductVolume
SGD
USD
Equivalent
IRS SGD42,665,838,047 $31,438,713,900
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD30,000,000 $22,093,751
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD42,695,838,047$31,460,807,651
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR523,948,778,518 $37,683,795,342
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR523,948,778,518$37,683,795,342
ProductUSD
Equivalent
IRS$3,763,738,362,831
OIS$5,494,867,336,269
Basis$405,666,311,610
Zeroes$2,067,271,898
FRAs$2,292,391,777,824
VNS$4,703,579,341
Inflation$52,388,391,707
Total$12,015,823,031,480
Show:
ProductUSD
Equivalent
IRS $11,032,049,884,013
OIS $6,132,838,057,265
Basis $3,037,346,560,194
Zeroes $3,002,033,148
FRAs $2,054,384,334,371
VNS $222,712,217,454
Inflation $81,510,606,034
Total$22,563,843,692,479
ProductVolume
EUR
USD
Equivalent
IRS €5,885,247,093,212 $6,748,318,579,432
OIS €4,372,593,677,750 $5,013,834,540,592
Basis €143,827,806,828 $164,920,154,700
Zeroes €9,202,081,050 $10,551,566,235
FRAs €1,132,956,060,998 $1,299,104,067,343
VNS €132,981,341,576 $152,483,055,318
Inflation €136,235,788,253 $156,214,766,600
Total€11,813,043,849,667$13,545,426,730,220
ProductVolume
GBP
USD
Equivalent
IRS £1,423,380,912,309 $1,831,321,881,776
OIS £1,541,742,390,217 $1,983,605,759,253
Basis £208,204,743,858 $267,876,223,448
Zeroes £12,612,046,557 $16,226,659,100
FRAs £239,147,308,714 $307,686,927,391
VNS £53,194,303,998 $68,439,791,523
Inflation £174,859,197,263 $224,973,843,199
Total£3,653,140,902,916$4,700,131,085,690
ProductVolume
JPY
USD
Equivalent
IRS ¥108,900,951,579,361 $1,006,524,807,795
OIS ¥10,799,691,436,824 $99,816,917,943
Basis ¥15,964,907,000,000 $147,556,790,979
Zeroes ¥0 $0
FRAs ¥604,000,000,000 $5,582,513,055
VNS ¥7,753,085,318 $71,658,444
Inflation ¥0 $0
Total¥136,277,303,101,503$1,259,552,688,216
ProductVolume
CHF
USD
Equivalent
IRS CHF219,797,539,959 $223,963,256,531
OIS CHF2,194,831,684 $2,236,429,268
Basis CHF29,913,117,000 $30,480,045,853
Zeroes CHF0 $0
FRAs CHF8,250,631,188 $8,407,001,414
VNS CHF700,450,000 $713,725,290
Inflation CHF0 $0
TotalCHF260,856,569,831$265,800,458,356
ProductVolume
AUD
USD
Equivalent
IRS $696,317,203,152 $501,243,938,689
OIS $796,358,400,057 $573,258,594,281
Basis $54,542,240,000 $39,262,231,464
Zeroes $910,102,501 $655,137,285
FRAs $0 $0
VNS $3,829,324,417 $2,756,539,181
Inflation $0 $0
Total$1,551,957,270,127$1,117,176,440,900
ProductVolume
CAD
USD
Equivalent
IRS $1,136,063,012,011 $856,339,661,562
OIS $1,017,564,540,950 $767,018,083,858
Basis $33,778,561,646 $25,461,547,240
Zeroes $217,057,871 $163,613,516
FRAs $0 $0
VNS $6,716,964,029 $5,063,101,819
Inflation $0 $0
Total$2,194,340,136,507$1,654,046,007,995
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY508,545,237,019 $75,139,107,574
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY508,545,237,019$75,139,107,574
ProductVolume
CZK
USD
Equivalent
IRS CZK3,573,694,801,989 $160,399,228,096
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,339,472,683,656 $60,119,958,871
VNS CZK1,719,367,050 $77,170,873
Inflation CZK0 $0
TotalCZK4,914,886,852,695$220,596,357,840
ProductVolume
DKK
USD
Equivalent
IRS DKK692,768,016,944 $106,412,708,818
OIS DKK0 $0
Basis DKK5,050,000,000 $775,705,815
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK1,933,560,031 $297,004,705
Inflation DKK0 $0
TotalDKK699,751,576,975$107,485,419,338
ProductVolume
HKD
USD
Equivalent
IRS HKD3,087,372,715,758 $393,672,007,110
OIS HKD0 $0
Basis HKD192,491,000,000 $24,544,596,748
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD193,300,000 $24,647,753
Inflation HKD0 $0
TotalHKD3,280,057,015,758$418,241,251,611
ProductVolume
HUF
USD
Equivalent
IRS HUF23,520,336,426,935 $83,821,583,845
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,200,000,000 $136,136,850
FRAs HUF7,877,200,000,000 $28,072,701,354
VNS HUF9,775,319,479 $34,837,204
Inflation HUF0 $0
TotalHUF31,445,511,746,414$112,065,259,253
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,508,947,767,534 $63,721,703,894
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,508,947,767,534$63,721,703,894
ProductVolume
KRW
USD
Equivalent
IRS KRW242,486,212,749,483 $216,167,784,934
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW242,486,212,749,483$216,167,784,934
ProductVolume
MXN
USD
Equivalent
IRS MXN254,133,716,130 $13,380,740,615
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN254,133,716,130$13,380,740,615
ProductVolume
NOK
USD
Equivalent
IRS NOK1,144,809,024,158 $133,958,462,925
OIS NOK0 $0
Basis NOK63,955,840,000 $7,483,716,359
Zeroes NOK0 $0
FRAs NOK774,181,738,546 $90,589,953,024
VNS NOK20,149,982,842 $2,357,826,216
Inflation NOK0 $0
TotalNOK2,003,096,585,546$234,389,958,524
ProductVolume
NZD
USD
Equivalent
IRS NZD546,249,978,697 $372,651,735,467
OIS NZD0 $0
Basis NZD1,300,000,000 $886,860,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD305,031,317 $208,092,364
Inflation NZD0 $0
TotalNZD547,855,010,014$373,746,687,831
ProductVolume
PLN
USD
Equivalent
IRS PLN763,947,490,309 $204,108,497,618
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN189,476,040,354 $50,623,466,170
VNS PLN1,238,562,800 $330,914,357
Inflation PLN0 $0
TotalPLN954,662,093,463$255,062,878,145
ProductVolume
SEK
USD
Equivalent
IRS SEK4,775,313,502,203 $533,304,315,539
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,015,625
FRAs SEK2,048,490,659,158 $228,774,280,132
VNS SEK11,923,374,856 $1,331,595,771
Inflation SEK0 $0
TotalSEK6,835,987,347,927$763,439,207,067
ProductVolume
SGD
USD
Equivalent
IRS SGD570,633,180,832 $421,567,066,217
OIS SGD0 $0
Basis SGD461,700,000 $341,090,426
Zeroes SGD209,000,000 $154,403,073
FRAs SGD0 $0
VNS SGD120,000,000 $88,652,482
Inflation SGD0 $0
TotalSGD571,423,880,832$422,151,212,198
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR7,396,146,657,198 $536,806,489,830
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR600,000,000 $43,547,527
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR7,396,746,657,198$536,850,037,357
ProductUSD
Equivalent
IRS$25,451,151,738,386
OIS$14,636,330,086,354
Basis$3,746,935,523,226
Zeroes$30,962,112,359
FRAs$4,133,345,203,125
VNS$456,990,830,754
Inflation$462,699,215,833
Total$48,918,414,710,037

Figures as of COB Jan 14, 2019.

Notional Outstanding by Product

As of COB Jan 14, 2019

Daily Notional by Tenor
 

As of COB Jan 14, 2019

Notional Outstanding by Tenor
 

As of COB Jan 14, 2019

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
$1,469,705,291,307
$16,289,505,044,389
$26,836,599,409,165
$129,923,228,314,486
EUR
€1,028,639,158,359
€6,752,516,711,313
€11,606,634,922,991
€78,566,736,981,138
GBP
£280,199,413,453
£2,861,796,884,922
£4,397,791,245,017
£32,042,713,473,135
JPY
¥207,924,100,000
¥58,037,654,707,080
¥65,866,066,665,080
¥1,167,397,371,239,070
CHF
CHF5,217,854,226
CHF187,319,590,338
CHF241,411,133,059
CHF3,027,626,514,337
AUD
$316,809,388,492
$1,492,176,669,516
$2,454,135,877,598
$23,170,856,601,856
CAD
$114,509,621,862
$1,442,596,304,587
$2,255,977,041,249
$17,653,756,818,682
Other*
Show All
Hide
$154,547,958,881
$1,635,401,269,874
$2,383,958,212,990
$26,525,314,203,883
CNY
CNY56,210,498,340
CNY607,029,005,464
CNY999,034,683,804
CNY4,578,745,122,216
CZK
CZK531,223,390,658
CZK1,900,221,878,034
CZK3,987,174,449,736
CZK33,884,786,049,403
DKK
DKK3,300,000,000
DKK86,400,132,484
DKK123,450,169,333
DKK4,003,597,592,688
HKD
HKD143,558,320,174
HKD980,643,388,802
HKD1,819,054,282,932
HKD20,681,598,648,583
HUF
HUF1,111,544,892,000
HUF37,265,354,054,708
HUF45,097,916,922,124
HUF318,249,490,268,656
INR
INR624,366,600,000
INR3,882,398,433,052
INR6,075,978,773,052
INR54,424,964,327,508
KRW
KRW13,152,037,748,840
KRW66,453,282,320,000
KRW122,028,762,241,316
KRW1,395,925,030,040,050
MXN
MXN21,222,219,284
MXN62,165,705,216
MXN103,471,858,078
MXN1,492,777,369,350
NOK
NOK91,233,680,000
NOK639,753,649,302
NOK1,295,095,365,812
NOK17,174,899,041,602
NZD
NZD11,531,761,800
NZD223,126,514,047
NZD265,004,850,799
NZD6,308,857,164,006
PLN
PLN53,432,242,000
PLN144,920,682,089
PLN367,990,315,957
PLN5,621,682,256,025
SEK
SEK235,268,194,000
SEK4,623,950,599,892
SEK5,796,176,041,565
SEK49,431,382,569,077
SGD
SGD11,789,944,028
SGD121,584,035,187
SGD186,675,854,084
SGD3,207,523,239,589
THB
THB0
THB0
THB0
THB0
TWD
TWD0
TWD0
TWD0
TWD0
ZAR
ZAR139,950,243,808
ZAR2,730,611,184,700
ZAR3,199,886,455,457
ZAR29,537,720,436,285
Total in USD$3,485,855,513,466$32,206,630,132,742$52,402,319,487,915$331,624,567,880,560

Figures as of COB Jan 14, 2019. Weekly figures as of COB Jan 11, 2019. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $436,250,115,774
OIS $723,179,180,000
Basis $88,735,197,600
Zeroes $0
FRAs $216,865,200,000
VNS $1,067,424,433
Inflation $3,608,173,500
Total$1,469,705,291,307
ProductVolume
EUR
USD
Equivalent
IRS €516,052,975,999 $591,732,144,929
OIS €317,749,458,538 $364,347,416,632
Basis €200,000,000 $229,330,000
Zeroes €0 $0
FRAs €187,523,400,000 $215,023,706,610
VNS €87,323,822 $100,129,860
Inflation €7,026,000,000 $8,056,362,900
Total€1,028,639,158,359$1,179,489,090,931
ProductVolume
GBP
USD
Equivalent
IRS £69,199,540,263 $89,032,128,502
OIS £129,734,460,000 $166,916,356,236
Basis £13,598,800,000 $17,496,216,080
Zeroes £37,263,190 $47,942,820
FRAs £60,616,800,000 $77,989,574,880
VNS £3,700,000 $4,760,420
Inflation £7,008,850,000 $9,017,586,410
Total£280,199,413,453$360,504,565,348
ProductVolume
JPY
USD
Equivalent
IRS ¥207,924,100,000 $1,921,753,316
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥207,924,100,000$1,921,753,316
ProductVolume
CHF
USD
Equivalent
IRS CHF4,597,854,226 $4,684,995,136
OIS CHF0 $0
Basis CHF620,000,000 $631,750,560
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF5,217,854,226$5,316,745,696
ProductVolume
AUD
USD
Equivalent
IRS $269,127,489,580 $193,731,423,374
OIS $44,000,000,000 $31,673,400,000
Basis $3,620,000,000 $2,605,857,000
Zeroes $0 $0
FRAs $0 $0
VNS $61,898,912 $44,557,932
Inflation $0 $0
Total$316,809,388,492$228,055,238,306
ProductVolume
CAD
USD
Equivalent
IRS $50,538,531,862 $38,094,849,329
OIS $63,770,000,000 $48,068,443,071
Basis $200,000,000 $150,755,663
Zeroes $1,090,000 $821,618
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$114,509,621,862$86,314,869,681
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY56,210,498,340 $8,305,272,322
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY56,210,498,340$8,305,272,322
ProductVolume
CZK
USD
Equivalent
IRS CZK113,323,390,658 $5,086,328,126
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK417,900,000,000 $18,756,732,496
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK531,223,390,658$23,843,060,622
ProductVolume
DKK
USD
Equivalent
IRS DKK3,300,000,000 $506,896,870
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,300,000,000$506,896,870
ProductVolume
HKD
USD
Equivalent
IRS HKD143,558,320,174 $18,305,173,118
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD143,558,320,174$18,305,173,118
ProductVolume
HUF
USD
Equivalent
IRS HUF1,011,544,892,000 $3,604,935,467
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF100,000,000,000 $356,379,187
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,111,544,892,000$3,961,314,654
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR624,366,600,000 $8,823,722,442
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR624,366,600,000$8,823,722,442
ProductVolume
KRW
USD
Equivalent
IRS KRW13,152,037,748,840 $11,724,571,205
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW13,152,037,748,840$11,724,571,205
ProductVolume
MXN
USD
Equivalent
IRS MXN21,222,219,284 $1,117,399,989
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN21,222,219,284$1,117,399,989
ProductVolume
NOK
USD
Equivalent
IRS NOK42,933,680,000 $5,023,833,372
OIS NOK0 $0
Basis NOK1,100,000,000 $128,715,188
Zeroes NOK0 $0
FRAs NOK47,200,000,000 $5,523,051,720
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK91,233,680,000$10,675,600,280
ProductVolume
NZD
USD
Equivalent
IRS NZD11,531,761,800 $7,866,967,900
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,531,761,800$7,866,967,900
ProductVolume
PLN
USD
Equivalent
IRS PLN41,742,242,000 $11,152,528,688
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN11,690,000,000 $3,123,288,403
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN53,432,242,000$14,275,817,091
ProductVolume
SEK
USD
Equivalent
IRS SEK159,368,194,000 $17,798,149,918
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK75,900,000,000 $8,476,469,143
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK235,268,194,000$26,274,619,061
ProductVolume
SGD
USD
Equivalent
IRS SGD11,789,944,028 $8,710,065,033
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD11,789,944,028$8,710,065,033
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR139,950,243,808 $10,157,478,294
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR139,950,243,808$10,157,478,294
ProductUSD
Equivalent
IRS$1,464,807,010,662
OIS$1,343,008,518,381
Basis$109,977,822,091
Zeroes$48,764,438
FRAs$546,114,402,439
VNS$1,216,872,645
Inflation$20,682,122,810
Total$3,485,855,513,466
Show:
ProductUSD
Equivalent
IRS $3,495,572,163,027
OIS $3,217,691,983,564
Basis $808,630,888,000
Zeroes $26,963,644
FRAs $8,729,141,960,000
VNS $3,588,697,654
Inflation $34,852,388,500
Total$16,289,505,044,389
ProductVolume
EUR
USD
Equivalent
IRS €2,458,459,989,357 $2,824,099,042,213
OIS €1,569,402,936,250 $1,801,999,388,702
Basis €14,218,628,000 $16,313,451,500
Zeroes €5,060,000 $5,808,374
FRAs €2,663,378,980,470 $3,050,992,173,504
VNS €1,849,076,236 $2,127,826,388
Inflation €45,202,041,000 $51,943,049,807
Total€6,752,516,711,313$7,747,480,740,488
ProductVolume
GBP
USD
Equivalent
IRS £499,168,010,570 $638,104,209,148
OIS £862,111,775,638 $1,100,719,779,316
Basis £155,218,570,748 $198,153,573,533
Zeroes £4,510,515,784 $5,749,725,654
FRAs £1,300,894,000,000 $1,656,305,442,300
VNS £720,265,754 $923,022,581
Inflation £39,173,746,428 $50,058,371,548
Total£2,861,796,884,922$3,650,014,124,080
ProductVolume
JPY
USD
Equivalent
IRS ¥51,838,056,707,080 $477,672,728,825
OIS ¥4,470,800,000,000 $41,195,961,819
Basis ¥1,508,798,000,000 $13,917,165,539
Zeroes ¥0 $0
FRAs ¥220,000,000,000 $2,031,394,275
VNS ¥0 $0
Inflation ¥0 $0
Total¥58,037,654,707,080$534,817,250,458
ProductVolume
CHF
USD
Equivalent
IRS CHF46,124,190,338 $46,991,644,706
OIS CHF7,847,400,000 $7,976,867,772
Basis CHF2,710,000,000 $2,771,079,600
Zeroes CHF0 $0
FRAs CHF130,638,000,000 $133,955,524,201
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF187,319,590,338$191,695,116,279
ProductVolume
AUD
USD
Equivalent
IRS $378,803,550,150 $271,316,224,895
OIS $1,088,743,000,000 $779,557,108,300
Basis $24,624,500,000 $17,665,011,175
Zeroes $0 $0
FRAs $0 $0
VNS $5,619,366 $4,011,946
Inflation $0 $0
Total$1,492,176,669,516$1,068,542,356,316
ProductVolume
CAD
USD
Equivalent
IRS $490,096,643,846 $369,848,075,669
OIS $940,768,420,000 $710,482,013,713
Basis $8,959,000,000 $6,750,409,855
Zeroes $91,870,000 $69,448,564
FRAs $0 $0
VNS $2,680,370,741 $2,024,283,057
Inflation $0 $0
Total$1,442,596,304,587$1,089,174,230,858
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY607,029,005,464 $89,040,338,338
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY607,029,005,464$89,040,338,338
ProductVolume
CZK
USD
Equivalent
IRS CZK1,185,125,878,034 $53,180,535,743
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK714,796,000,000 $32,092,640,624
VNS CZK300,000,000 $13,460,762
Inflation CZK0 $0
TotalCZK1,900,221,878,034$85,286,637,129
ProductVolume
DKK
USD
Equivalent
IRS DKK86,400,132,484 $13,309,647,244
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK86,400,132,484$13,309,647,244
ProductVolume
HKD
USD
Equivalent
IRS HKD978,243,388,802 $124,811,078,087
OIS HKD0 $0
Basis HKD2,400,000,000 $306,253,809
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD980,643,388,802$125,117,331,896
ProductVolume
HUF
USD
Equivalent
IRS HUF6,847,794,054,708 $24,483,668,000
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF30,409,560,000,000 $108,586,238,341
VNS HUF8,000,000,000 $28,626,637
Inflation HUF0 $0
TotalHUF37,265,354,054,708$133,098,532,978
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR3,882,398,433,052 $55,291,852,556
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR3,882,398,433,052$55,291,852,556
ProductVolume
KRW
USD
Equivalent
IRS KRW66,453,282,320,000 $59,382,591,024
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW66,453,282,320,000$59,382,591,024
ProductVolume
MXN
USD
Equivalent
IRS MXN62,165,705,216 $3,223,613,027
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN62,165,705,216$3,223,613,027
ProductVolume
NOK
USD
Equivalent
IRS NOK252,342,514,982 $29,672,568,489
OIS NOK0 $0
Basis NOK23,030,000,000 $2,713,450,397
Zeroes NOK0 $0
FRAs NOK364,360,000,000 $42,773,667,195
VNS NOK21,134,320 $2,496,161
Inflation NOK0 $0
TotalNOK639,753,649,302$75,162,182,242
ProductVolume
NZD
USD
Equivalent
IRS NZD223,121,166,394 $150,639,140,004
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,347,653 $3,621,924
Inflation NZD0 $0
TotalNZD223,126,514,047$150,642,761,928
ProductVolume
PLN
USD
Equivalent
IRS PLN94,950,682,089 $25,379,498,858
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN49,970,000,000 $13,360,053,632
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN144,920,682,089$38,739,552,490
ProductVolume
SEK
USD
Equivalent
IRS SEK1,110,913,499,892 $124,770,586,492
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,512,156,000,000 $395,312,357,708
VNS SEK881,100,000 $98,823,913
Inflation SEK0 $0
TotalSEK4,623,950,599,892$520,181,768,113
ProductVolume
SGD
USD
Equivalent
IRS SGD121,524,035,187 $89,768,325,957
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD60,000,000 $44,187,502
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD121,584,035,187$89,812,513,459
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,730,611,184,700 $197,111,947,450
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,730,611,184,700$197,111,947,450
ProductUSD
Equivalent
IRS$9,108,377,627,196
OIS$7,714,914,955,742
Basis$1,067,221,283,408
Zeroes$5,896,133,738
FRAs$14,164,551,451,780
VNS$8,814,871,023
Inflation$136,853,809,855
Total$32,206,630,132,742
Show:
ProductUSD
Equivalent
IRS $6,350,730,414,422
OIS $7,512,537,478,672
Basis $1,206,065,085,600
Zeroes $663,963,644
FRAs $11,708,242,560,000
VNS $10,141,689,727
Inflation $48,218,217,100
Total$26,836,599,409,165
ProductVolume
EUR
USD
Equivalent
IRS €4,276,233,837,828 $4,896,720,378,362
OIS €3,128,104,454,769 $3,578,790,529,253
Basis €17,547,228,000 $20,105,798,450
Zeroes €160,877,003 $183,408,594
FRAs €4,114,516,380,470 $4,705,292,110,314
VNS €2,611,518,321 $2,996,444,436
Inflation €67,460,626,600 $77,343,004,415
Total€11,606,634,922,991$13,281,431,673,824
ProductVolume
GBP
USD
Equivalent
IRS £769,164,276,501 $981,286,394,120
OIS £1,480,394,229,604 $1,886,468,323,775
Basis £254,233,619,917 $323,868,811,657
Zeroes £4,834,989,664 $6,160,257,067
FRAs £1,821,212,800,000 $2,318,242,115,280
VNS £1,047,909,163 $1,338,349,815
Inflation £66,903,420,168 $85,297,554,462
Total£4,397,791,245,017$5,602,661,806,176
ProductVolume
JPY
USD
Equivalent
IRS ¥59,218,788,665,080 $545,698,985,497
OIS ¥4,619,600,000,000 $42,567,074,466
Basis ¥1,807,678,000,000 $16,671,185,350
Zeroes ¥0 $0
FRAs ¥220,000,000,000 $2,031,394,275
VNS ¥0 $0
Inflation ¥0 $0
Total¥65,866,066,665,080$606,968,639,588
ProductVolume
CHF
USD
Equivalent
IRS CHF86,499,733,059 $87,908,535,061
OIS CHF19,947,400,000 $20,244,318,474
Basis CHF4,326,000,000 $4,411,511,150
Zeroes CHF0 $0
FRAs CHF130,638,000,000 $133,955,524,201
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF241,411,133,059$246,519,888,886
ProductVolume
AUD
USD
Equivalent
IRS $903,748,859,320 $644,505,729,094
OIS $1,496,513,000,000 $1,067,161,813,300
Basis $53,406,500,000 $37,952,074,325
Zeroes $400,000,000 $279,960,000
FRAs $0 $0
VNS $67,518,278 $48,569,878
Inflation $0 $0
Total$2,454,135,877,598$1,749,948,146,597
ProductVolume
CAD
USD
Equivalent
IRS $727,272,949,308 $546,357,483,380
OIS $1,515,748,420,000 $1,138,125,206,162
Basis $10,159,000,000 $7,637,244,426
Zeroes $116,301,200 $87,493,664
FRAs $0 $0
VNS $2,680,370,741 $2,024,283,057
Inflation $0 $0
Total$2,255,977,041,249$1,694,231,710,689
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY999,034,683,804 $146,236,381,225
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY999,034,683,804$146,236,381,225
ProductVolume
CZK
USD
Equivalent
IRS CZK2,230,390,449,736 $99,577,409,938
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,756,484,000,000 $78,441,542,062
VNS CZK300,000,000 $13,460,762
Inflation CZK0 $0
TotalCZK3,987,174,449,736$178,032,412,762
ProductVolume
DKK
USD
Equivalent
IRS DKK123,450,169,333 $18,962,758,238
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK123,450,169,333$18,962,758,238
ProductVolume
HKD
USD
Equivalent
IRS HKD1,814,940,082,932 $231,611,862,706
OIS HKD0 $0
Basis HKD4,100,000,000 $523,317,832
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD14,200,000 $1,812,461
Inflation HKD0 $0
TotalHKD1,819,054,282,932$232,136,992,999
ProductVolume
HUF
USD
Equivalent
IRS HUF13,171,556,922,124 $46,917,585,523
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF31,918,360,000,000 $113,925,963,113
VNS HUF8,000,000,000 $28,626,637
Inflation HUF0 $0
TotalHUF45,097,916,922,124$160,872,175,273
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,075,978,773,052 $86,575,244,747
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,075,978,773,052$86,575,244,747
ProductVolume
KRW
USD
Equivalent
IRS KRW122,028,762,241,316 $108,999,993,703
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW122,028,762,241,316$108,999,993,703
ProductVolume
MXN
USD
Equivalent
IRS MXN103,471,858,078 $5,371,564,434
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN103,471,858,078$5,371,564,434
ProductVolume
NOK
USD
Equivalent
IRS NOK464,554,231,492 $54,222,121,086
OIS NOK0 $0
Basis NOK35,980,000,000 $4,214,683,633
Zeroes NOK0 $0
FRAs NOK794,540,000,000 $92,483,245,744
VNS NOK21,134,320 $2,496,161
Inflation NOK0 $0
TotalNOK1,295,095,365,812$150,922,546,624
ProductVolume
NZD
USD
Equivalent
IRS NZD264,999,503,146 $178,884,988,939
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,347,653 $3,621,924
Inflation NZD0 $0
TotalNZD265,004,850,799$178,888,610,863
ProductVolume
PLN
USD
Equivalent
IRS PLN212,054,315,957 $56,536,072,523
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN155,936,000,000 $41,529,881,962
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN367,990,315,957$98,065,954,485
ProductVolume
SEK
USD
Equivalent
IRS SEK1,868,390,941,565 $209,144,267,210
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,926,856,000,000 $441,467,113,970
VNS SEK929,100,000 $104,153,929
Inflation SEK0 $0
TotalSEK5,796,176,041,565$650,715,535,109
ProductVolume
SGD
USD
Equivalent
IRS SGD186,615,854,084 $137,603,296,682
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD60,000,000 $44,187,502
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD186,675,854,084$137,647,484,184
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,199,886,455,457 $230,530,558,344
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,199,886,455,457$230,530,558,344
ProductUSD
Equivalent
IRS$15,577,806,780,487
OIS$15,332,469,988,849
Basis$1,621,449,712,423
Zeroes$7,419,270,471
FRAs$19,635,611,450,921
VNS$16,703,508,787
Inflation$210,858,775,977
Total$52,402,319,487,915
Show:
ProductUSD
Equivalent
IRS $48,610,575,871,720
OIS $24,026,863,239,312
Basis $22,152,318,772,532
Zeroes $82,704,290,199
FRAs $32,898,597,457,785
VNS $1,121,435,061,942
Inflation $1,030,733,620,996
Total$129,923,228,314,486
ProductVolume
EUR
USD
Equivalent
IRS €41,563,770,076,974 $47,659,096,958,762
OIS €18,625,470,198,393 $21,356,895,402,987
Basis €1,091,116,212,278 $1,251,128,404,809
Zeroes €156,208,810,269 $179,116,832,295
FRAs €14,496,694,114,285 $16,622,634,306,145
VNS €638,427,681,955 $732,053,101,513
Inflation €1,995,049,886,985 $2,287,623,952,911
Total€78,566,736,981,139$90,088,548,959,422
ProductVolume
GBP
USD
Equivalent
IRS £10,088,084,800,458 $12,979,329,904,270
OIS £8,167,561,457,518 $10,508,384,571,242
Basis £5,521,678,178,650 $7,104,191,144,652
Zeroes £272,490,932,520 $350,586,833,780
FRAs £5,980,711,310,222 $7,694,783,171,731
VNS £259,514,575,443 $333,891,452,764
Inflation £1,752,672,218,324 $2,254,988,076,096
Total£32,042,713,473,135$41,226,155,154,535
ProductVolume
JPY
USD
Equivalent
IRS ¥898,329,512,277,340 $8,302,874,553,143
OIS ¥70,359,506,655,162 $650,302,755,720
Basis ¥197,153,561,515,550 $1,822,205,846,070
Zeroes ¥0 $0
FRAs ¥1,428,000,000,000 $13,198,391,793
VNS ¥126,790,791,017 $1,171,872,924
Inflation ¥0 $0
Total¥1,167,397,371,239,069$10,789,753,419,650
ProductVolume
CHF
USD
Equivalent
IRS CHF1,542,811,953,574 $1,572,052,123,063
OIS CHF96,180,170,969 $98,003,027,276
Basis CHF547,955,886,000 $558,341,029,142
Zeroes CHF3,141,680,159 $3,201,222,905
FRAs CHF834,839,951,495 $850,662,269,712
VNS CHF2,696,872,140 $2,747,984,655
Inflation CHF0 $0
TotalCHF3,027,626,514,337$3,085,007,656,753
ProductVolume
AUD
USD
Equivalent
IRS $14,140,832,299,375 $10,179,278,130,705
OIS $6,137,261,546,619 $4,417,907,724,334
Basis $2,855,281,387,723 $2,055,374,306,952
Zeroes $8,502,045,522 $6,120,197,469
FRAs $0 $0
VNS $28,979,322,617 $20,860,765,386
Inflation $0 $0
Total$23,170,856,601,856$16,679,541,124,846
ProductVolume
CAD
USD
Equivalent
IRS $12,144,180,929,534 $9,154,020,223,521
OIS $4,750,019,281,151 $3,580,461,524,254
Basis $573,874,504,669 $432,574,156,461
Zeroes $11,355,439,029 $8,559,483,684
FRAs $0 $0
VNS $174,326,664,298 $131,403,659,065
Inflation $0 $0
Total$17,653,756,818,681$13,307,019,046,985
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY4,578,745,122,216 $676,523,536,649
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,578,745,122,216$676,523,536,649
ProductVolume
CZK
USD
Equivalent
IRS CZK24,285,187,867,886 $1,089,999,455,471
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,431,328,546
FRAs CZK9,564,269,447,417 $429,276,007,514
VNS CZK3,438,734,100 $154,341,746
Inflation CZK0 $0
TotalCZK33,884,786,049,403$1,520,861,133,277
ProductVolume
DKK
USD
Equivalent
IRS DKK3,970,515,365,029 $609,891,457,256
OIS DKK0 $0
Basis DKK10,100,000,000 $1,551,411,631
Zeroes DKK15,500,000,000 $2,380,879,236
FRAs DKK3,800,000,000 $583,699,426
VNS DKK3,682,227,659 $565,608,992
Inflation DKK0 $0
TotalDKK4,003,597,592,688$614,973,056,541
ProductVolume
HKD
USD
Equivalent
IRS HKD20,008,332,048,583 $2,551,269,626,852
OIS HKD0 $0
Basis HKD672,880,000,000 $85,799,171,183
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD386,600,000 $49,295,505
Inflation HKD0 $0
TotalHKD20,681,598,648,583$2,637,118,093,540
ProductVolume
HUF
USD
Equivalent
IRS HUF231,111,176,568,842 $823,632,133,175
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF76,400,000,000 $272,273,699
FRAs HUF86,512,663,060,856 $308,313,125,662
VNS HUF549,250,638,958 $1,957,414,964
Inflation HUF0 $0
TotalHUF318,249,490,268,656$1,134,174,947,500
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR54,424,964,327,508 $769,148,732,723
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR54,424,964,327,508$769,148,732,723
ProductVolume
KRW
USD
Equivalent
IRS KRW1,395,925,030,040,050 $1,244,417,232,039
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,395,925,030,040,050$1,244,417,232,039
ProductVolume
MXN
USD
Equivalent
IRS MXN1,492,777,369,350 $78,598,255,593
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,492,777,369,350$78,598,255,593
ProductVolume
NOK
USD
Equivalent
IRS NOK8,237,679,300,717 $963,922,221,006
OIS NOK0 $0
Basis NOK181,091,480,000 $21,190,203,604
Zeroes NOK0 $0
FRAs NOK8,713,499,075,658 $1,019,599,704,617
VNS NOK42,629,185,227 $4,988,203,280
Inflation NOK0 $0
TotalNOK17,174,899,041,602$2,009,700,332,507
ProductVolume
NZD
USD
Equivalent
IRS NZD6,301,724,159,588 $4,299,036,221,671
OIS NZD0 $0
Basis NZD6,240,000,000 $4,256,928,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD893,004,418 $609,207,614
Inflation NZD0 $0
TotalNZD6,308,857,164,006$4,303,902,357,285
ProductVolume
PLN
USD
Equivalent
IRS PLN4,505,754,870,970 $1,203,829,934,667
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,090,000,000 $825,574,095
FRAs PLN1,110,312,509,455 $296,648,946,513
VNS PLN2,524,875,600 $674,586,371
Inflation PLN0 $0
TotalPLN5,621,682,256,025$1,501,979,041,646
ProductVolume
SEK
USD
Equivalent
IRS SEK27,898,931,168,649 $3,115,736,879,749
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK8,086,163,420 $903,058,165
FRAs SEK21,477,620,990,791 $2,398,608,584,887
VNS SEK46,744,246,216 $5,220,371,023
Inflation SEK0 $0
TotalSEK49,431,382,569,076$5,520,468,893,824
ProductVolume
SGD
USD
Equivalent
IRS SGD3,204,469,839,589 $2,367,368,380,311
OIS SGD0 $0
Basis SGD2,395,400,000 $1,769,651,300
Zeroes SGD418,000,000 $308,806,147
FRAs SGD0 $0
VNS SGD240,000,000 $177,304,965
Inflation SGD0 $0
TotalSGD3,207,523,239,589$2,369,624,142,723
ProductVolume
THB
USD
Equivalent
IRS THB0 $0
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB0$0
ProductVolume
TWD
USD
Equivalent
IRS TWD0 $0
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD0$0
ProductVolume
ZAR
USD
Equivalent
IRS ZAR29,536,520,436,285 $2,143,737,352,984
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR1,200,000,000 $87,095,053
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR29,537,720,436,285$2,143,824,448,037
ProductUSD
Equivalent
IRS$159,625,190,452,607
OIS$65,407,966,977,848
Basis$35,490,701,026,336
Zeroes$636,497,875,273
FRAs$62,532,905,665,785
VNS$2,357,960,232,709
Inflation$5,573,345,650,003
Total$331,624,567,880,561

Figures as of COB Jan 14, 2019.

Notional Outstanding by Product

As of COB Jan 14, 2019

Daily Notional by Tenor

As of COB Jan 14, 2019

Notional Outstanding by Currency

As of COB Jan 14, 2019. *Other: ZAR, NZD, HKD, DKK, SGD, TWD, KRW, PLN, NOK, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

Stay up to date