Volumes

  • Client Notional Cleared (USD)
    $1,463,854,774,566,499
    Client Notional Outstanding (USD)
    $59,294,628,999,142
    As of COB Feb 23, 2021
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $4,356,811,000,000,000
    Trades Compressed
    28,971,656
  • 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 Feb 23, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$385,941,987,166
$1,869,242,569,429
$11,775,031,052,892
$22,495,315,673,837
EUR
€272,083,581,511
€765,699,994,641
€5,092,705,951,424
€10,588,129,987,291
GBP
£167,431,407,893
£898,679,245,668
£8,201,440,930,129
£8,995,084,263,214
JPY
¥3,000,000,000
¥7,555,936,225,500
¥57,804,711,715,568
¥98,479,754,926,655
CHF
CHF6,550,010,000
CHF18,916,693,887
CHF143,211,242,714
CHF391,217,541,034
AUD
$48,416,010,624
$198,614,710,496
$1,010,332,418,326
$2,382,395,027,332
CAD
$35,427,350,000
$101,158,967,245
$1,042,688,730,577
$2,236,629,893,527
Other*
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$65,930,544,044
$319,522,712,293
$2,549,221,776,065
$6,222,945,467,689
BRL
BRL304,408,411
BRL0
BRL11,966,892,097
BRL7,978,580,200
CLP
CLP182,043,509,000
CLP62,350,000,000
CLP883,031,029,111
CLP2,031,706,529,111
CNY
CNY13,657,900,000
CNY105,838,379,712
CNY998,516,809,973
CNY2,469,991,237,027
COP
COP14,750,000,000
COP467,639,700,000
COP5,215,047,250,000
COP5,462,845,750,000
CZK
CZK62,764,020,000
CZK405,359,347,288
CZK2,839,475,568,257
CZK5,410,511,972,647
DKK
DKK3,731,300,000
DKK16,268,400,000
DKK118,680,161,688
DKK975,724,945,203
HKD
HKD22,789,695,000
HKD65,277,699,309
HKD473,525,408,788
HKD2,828,531,225,950
HUF
HUF719,597,672,000
HUF3,643,953,306,168
HUF13,641,218,550,158
HUF29,225,216,797,390
ILS
ILS5,067,830,000
ILS24,971,611,003
ILS117,568,449,451
ILS126,947,437,251
INR
INR163,700,190,000
INR558,746,170,000
INR6,252,199,725,000
INR10,342,703,404,609
KRW
KRW6,584,002,049,000
KRW25,383,437,080,000
KRW201,118,526,474,999
KRW488,682,985,005,750
MXN
MXN11,385,234,648
MXN63,596,893,863
MXN171,407,782,767
MXN236,544,840,832
NOK
NOK92,616,800,610
NOK298,133,128,361
NOK2,044,164,743,364
NOK3,010,101,701,715
NZD
NZD11,305,715,000
NZD77,139,853,816
NZD979,059,395,242
NZD2,313,934,969,964
PLN
PLN5,390,896,000
PLN90,627,141,946
PLN454,874,343,299
PLN1,212,508,288,392
SEK
SEK97,595,159,000
SEK316,981,489,339
SEK2,954,078,089,524
SEK5,294,850,311,161
SGD
SGD5,710,720,000
SGD21,769,149,641
SGD134,719,814,778
SGD565,095,116,793
THB
THB51,850,395,358
THB182,681,414,642
THB896,545,374,038
THB1,393,015,046,705
TWD
TWD37,694,820,000
TWD53,304,930,000
TWD382,341,950,000
TWD688,949,183,440
ZAR
ZAR64,579,822,634
ZAR604,042,604,709
ZAR3,718,230,180,972
ZAR11,755,644,780,320
Total in USD$1,092,198,740,350$4,695,773,131,377$34,063,232,625,666$59,294,628,999,142

Figures as of COB Feb 23, 2021. Weekly figures as of COB Feb 19, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $192,242,087,165
OIS $122,806,227,000
Basis $33,198,500,000
Zeroes $0
FRAs $32,542,000,000
VNS $215,600,401
Inflation $4,937,572,600
Total$385,941,987,166
ProductVolume
EUR
USD
Equivalent
IRS €95,852,255,238 $116,402,978,761
OIS €102,883,953,000 $124,942,272,523
Basis €1,000,000,000 $1,214,400,000
Zeroes €0 $0
FRAs €69,150,000,000 $83,975,760,000
VNS €224,610,402 $272,766,872
Inflation €2,972,762,871 $3,610,123,231
Total€272,083,581,511$330,418,301,387
ProductVolume
GBP
USD
Equivalent
IRS £46,478,047,857 $65,568,906,014
OIS £78,808,820,603 $111,179,543,666
Basis £0 $0
Zeroes £0 $0
FRAs £39,497,000,000 $55,720,392,750
VNS £281,088,651 $396,545,814
Inflation £2,366,450,782 $3,338,470,441
Total£167,431,407,893$236,203,858,685
ProductVolume
JPY
USD
Equivalent
IRS ¥3,000,000,000 $28,483,266
OIS ¥0 $0
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,000,000,000$28,483,266
ProductVolume
CHF
USD
Equivalent
IRS CHF5,691,710,000 $6,286,403,799
OIS CHF858,300,000 $947,978,794
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF6,550,010,000$7,234,382,593
ProductVolume
AUD
USD
Equivalent
IRS $46,394,720,624 $36,702,863,486
OIS $500,000,000 $395,550,000
Basis $1,521,290,000 $1,203,492,519
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$48,416,010,624$38,301,906,005
ProductVolume
CAD
USD
Equivalent
IRS $27,873,350,000 $22,139,277,204
OIS $6,958,000,000 $5,526,608,419
Basis $596,000,000 $473,391,581
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$35,427,350,000$28,139,277,204
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL304,408,411 $55,913,746
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL304,408,411$55,913,746
ProductVolume
CLP
USD
Equivalent
IRS CLP182,043,509,000 $258,325,837
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP182,043,509,000$258,325,837
ProductVolume
CNY
USD
Equivalent
IRS CNY13,657,900,000 $2,112,100,827
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,657,900,000$2,112,100,827
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP14,750,000,000 $4,102,921
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP14,750,000,000$4,102,921
ProductVolume
CZK
USD
Equivalent
IRS CZK54,264,020,000 $2,548,444,090
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK8,500,000,000 $399,192,223
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK62,764,020,000$2,947,636,313
ProductVolume
DKK
USD
Equivalent
IRS DKK3,671,300,000 $599,493,795
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK60,000,000 $9,797,518
Inflation DKK0 $0
TotalDKK3,731,300,000$609,291,313
ProductVolume
HKD
USD
Equivalent
IRS HKD21,799,695,000 $2,811,412,819
OIS HKD0 $0
Basis HKD990,000,000 $127,676,038
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD22,789,695,000$2,939,088,857
ProductVolume
HUF
USD
Equivalent
IRS HUF482,897,672,000 $1,635,195,205
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF236,700,000,000 $801,517,024
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF719,597,672,000$2,436,712,229
ProductVolume
ILS
USD
Equivalent
IRS ILS5,067,830,000 $1,550,316,620
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS5,067,830,000$1,550,316,620
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR163,700,190,000 $2,260,583,995
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR163,700,190,000$2,260,583,995
ProductVolume
KRW
USD
Equivalent
IRS KRW6,584,002,049,000 $5,922,649,403
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW6,584,002,049,000$5,922,649,403
ProductVolume
MXN
USD
Equivalent
IRS MXN11,385,234,648 $554,279,556
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN11,385,234,648$554,279,556
ProductVolume
NOK
USD
Equivalent
IRS NOK53,255,550,610 $6,279,321,151
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK39,200,000,000 $4,622,041,952
VNS NOK161,250,000 $19,012,864
Inflation NOK0 $0
TotalNOK92,616,800,610$10,920,375,967
ProductVolume
NZD
USD
Equivalent
IRS NZD8,305,715,000 $6,097,225,382
OIS NZD3,000,000,000 $2,202,300,000
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD11,305,715,000$8,299,525,382
ProductVolume
PLN
USD
Equivalent
IRS PLN5,390,896,000 $1,452,640,996
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN5,390,896,000$1,452,640,996
ProductVolume
SEK
USD
Equivalent
IRS SEK66,595,159,000 $8,028,930,242
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK31,000,000,000 $3,737,461,420
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK97,595,159,000$11,766,391,662
ProductVolume
SGD
USD
Equivalent
IRS SGD5,648,720,000 $4,278,685,048
OIS SGD62,000,000 $46,962,581
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,710,720,000$4,325,647,629
ProductVolume
THB
USD
Equivalent
IRS THB51,850,395,358 $1,726,619,892
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB51,850,395,358$1,726,619,892
ProductVolume
TWD
USD
Equivalent
IRS TWD37,694,820,000 $1,353,202,901
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD37,694,820,000$1,353,202,901
ProductVolume
ZAR
USD
Equivalent
IRS ZAR64,579,822,634 $4,435,137,998
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR64,579,822,634$4,435,137,998
ProductUSD
Equivalent
IRS$491,070,895,203
OIS$370,312,129,899
Basis$36,217,460,138
Zeroes$0
FRAs$181,798,365,369
VNS$913,723,469
Inflation$11,886,166,272
Total$1,092,198,740,350
Show:
ProductUSD
Equivalent
IRS $860,973,189,428
OIS $685,591,421,948
Basis $182,981,544,894
Zeroes $0
FRAs $125,108,000,000
VNS $1,634,830,669
Inflation $12,953,582,490
Total$1,869,242,569,429
ProductVolume
EUR
USD
Equivalent
IRS €328,161,137,634 $396,911,058,601
OIS €301,994,012,975 $365,667,445,417
Basis €2,245,100,000 $2,720,047,955
Zeroes €0 $0
FRAs €112,481,000,000 $136,355,273,350
VNS €232,852,532 $281,166,748
Inflation €20,585,891,500 $24,912,581,482
Total€765,699,994,641$926,847,573,553
ProductVolume
GBP
USD
Equivalent
IRS £223,761,970,581 $312,608,761,689
OIS £615,339,671,082 $857,402,768,610
Basis £2,607,350,000 $3,651,048,693
Zeroes £0 $0
FRAs £46,360,000,000 $64,534,477,000
VNS £1,217,799,549 $1,696,499,742
Inflation £9,392,454,456 $13,078,550,227
Total£898,679,245,668$1,252,972,105,961
ProductVolume
JPY
USD
Equivalent
IRS ¥5,491,524,225,500 $51,927,656,656
OIS ¥1,646,412,000,000 $15,580,648,628
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥418,000,000,000 $3,962,648,718
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,555,936,225,500$71,470,954,002
ProductVolume
CHF
USD
Equivalent
IRS CHF15,121,193,887 $16,888,994,960
OIS CHF3,145,500,000 $3,509,290,427
Basis CHF150,000,000 $167,261,374
Zeroes CHF0 $0
FRAs CHF500,000,000 $557,537,913
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF18,916,693,887$21,123,084,674
ProductVolume
AUD
USD
Equivalent
IRS $144,125,540,962 $112,289,911,097
OIS $39,856,100,000 $31,052,223,275
Basis $14,599,950,000 $11,367,199,261
Zeroes $0 $0
FRAs $0 $0
VNS $33,119,534 $25,664,327
Inflation $0 $0
Total$198,614,710,496$154,734,997,960
ProductVolume
CAD
USD
Equivalent
IRS $89,077,167,245 $70,317,769,719
OIS $1,844,800,000 $1,457,206,874
Basis $10,237,000,000 $8,084,156,912
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$101,158,967,245$79,859,133,505
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP62,350,000,000 $87,254,534
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP62,350,000,000$87,254,534
ProductVolume
CNY
USD
Equivalent
IRS CNY105,838,379,712 $16,337,632,568
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY105,838,379,712$16,337,632,568
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP467,639,700,000 $131,581,867
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP467,639,700,000$131,581,867
ProductVolume
CZK
USD
Equivalent
IRS CZK294,559,347,288 $13,794,218,848
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK110,800,000,000 $5,178,314,162
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK405,359,347,288$18,972,533,010
ProductVolume
DKK
USD
Equivalent
IRS DKK16,268,400,000 $2,649,359,356
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK16,268,400,000$2,649,359,356
ProductVolume
HKD
USD
Equivalent
IRS HKD61,573,699,309 $7,942,146,658
OIS HKD0 $0
Basis HKD3,704,000,000 $477,781,632
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD65,277,699,309$8,419,928,290
ProductVolume
HUF
USD
Equivalent
IRS HUF2,566,793,306,168 $8,660,610,789
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,077,160,000,000 $3,632,734,824
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,643,953,306,168$12,293,345,613
ProductVolume
ILS
USD
Equivalent
IRS ILS24,971,611,003 $7,669,501,485
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS24,971,611,003$7,669,501,485
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR558,746,170,000 $7,679,295,976
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR558,746,170,000$7,679,295,976
ProductVolume
KRW
USD
Equivalent
IRS KRW25,383,437,080,000 $22,945,502,405
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW25,383,437,080,000$22,945,502,405
ProductVolume
MXN
USD
Equivalent
IRS MXN63,596,893,863 $3,144,323,238
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN63,596,893,863$3,144,323,238
ProductVolume
NOK
USD
Equivalent
IRS NOK125,126,442,146 $14,792,386,149
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK172,720,000,000 $20,439,609,096
VNS NOK286,686,215 $33,835,741
Inflation NOK0 $0
TotalNOK298,133,128,361$35,265,830,986
ProductVolume
NZD
USD
Equivalent
IRS NZD25,499,853,816 $18,402,660,413
OIS NZD51,640,000,000 $37,233,503,250
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD77,139,853,816$55,636,163,663
ProductVolume
PLN
USD
Equivalent
IRS PLN72,604,641,946 $19,554,308,859
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN18,022,500,000 $4,842,358,249
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN90,627,141,946$24,396,667,108
ProductVolume
SEK
USD
Equivalent
IRS SEK235,307,489,339 $28,351,677,541
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK81,588,000,000 $9,837,613,479
VNS SEK86,000,000 $10,376,448
Inflation SEK0 $0
TotalSEK316,981,489,339$38,199,667,468
ProductVolume
SGD
USD
Equivalent
IRS SGD20,992,449,641 $15,829,061,291
OIS SGD426,700,000 $321,708,399
Basis SGD350,000,000 $264,190,821
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,769,149,641$16,414,960,511
ProductVolume
THB
USD
Equivalent
IRS THB182,681,414,642 $6,094,413,393
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB182,681,414,642$6,094,413,393
ProductVolume
TWD
USD
Equivalent
IRS TWD53,304,930,000 $1,906,779,307
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD53,304,930,000$1,906,779,307
ProductVolume
ZAR
USD
Equivalent
IRS ZAR604,042,604,709 $41,277,971,515
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR604,042,604,709$41,277,971,515
ProductUSD
Equivalent
IRS$2,051,357,150,499
OIS$2,005,627,094,671
Basis$209,713,231,542
Zeroes$0
FRAs$374,448,566,791
VNS$3,682,373,675
Inflation$50,944,714,199
Total$4,695,773,131,377
Show:
ProductUSD
Equivalent
IRS $5,379,158,882,713
OIS $4,104,739,774,938
Basis $1,067,190,338,464
Zeroes $2,458,000,000
FRAs $1,089,286,400,000
VNS $16,280,633,807
Inflation $115,917,022,970
Total$11,775,031,052,892
ProductVolume
EUR
USD
Equivalent
IRS €2,278,069,983,832 $2,763,067,086,144
OIS €1,908,383,036,627 $2,315,806,211,035
Basis €131,173,549,930 $159,179,039,184
Zeroes €3,192,211,000 $3,885,626,930
FRAs €607,933,500,000 $736,889,902,020
VNS €10,313,674,757 $12,583,684,454
Inflation €153,639,995,278 $186,193,788,753
Total€5,092,705,951,424$6,177,605,338,520
ProductVolume
GBP
USD
Equivalent
IRS £1,205,983,167,454 $1,658,868,839,871
OIS £6,076,047,196,640 $8,324,227,915,816
Basis £33,201,648,485 $45,419,145,983
Zeroes £4,830,328,362 $6,596,255,297
FRAs £792,802,600,000 $1,086,145,051,635
VNS £6,528,698,247 $8,973,546,865
Inflation £82,047,290,941 $112,506,357,487
Total£8,201,440,930,129$11,242,737,112,954
ProductVolume
JPY
USD
Equivalent
IRS ¥50,832,106,315,568 $487,210,723,026
OIS ¥5,569,504,000,000 $53,193,777,309
Basis ¥261,401,400,000 $2,507,708,716
Zeroes ¥0 $0
FRAs ¥1,141,700,000,000 $10,895,479,605
VNS ¥0 $0
Inflation ¥0 $0
Total¥57,804,711,715,568$553,807,688,656
ProductVolume
CHF
USD
Equivalent
IRS CHF124,348,442,714 $139,572,118,230
OIS CHF17,783,300,000 $19,940,406,706
Basis CHF575,000,000 $644,728,418
Zeroes CHF0 $0
FRAs CHF500,000,000 $557,537,913
VNS CHF4,500,000 $5,068,709
Inflation CHF0 $0
TotalCHF143,211,242,714$160,719,859,976
ProductVolume
AUD
USD
Equivalent
IRS $722,049,140,808 $559,449,519,540
OIS $179,562,477,750 $140,107,897,546
Basis $108,574,050,313 $84,068,545,723
Zeroes $0 $0
FRAs $0 $0
VNS $146,749,455 $113,447,921
Inflation $0 $0
Total$1,010,332,418,326$783,739,410,730
ProductVolume
CAD
USD
Equivalent
IRS $698,761,113,456 $549,744,310,412
OIS $297,207,100,000 $233,837,872,257
Basis $44,708,250,000 $35,216,626,921
Zeroes $2,000,000,000 $1,561,950,877
FRAs $0 $0
VNS $12,267,121 $9,625,406
Inflation $0 $0
Total$1,042,688,730,577$820,370,385,873
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL11,966,892,097 $2,222,577,769
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL11,966,892,097$2,222,577,769
ProductVolume
CLP
USD
Equivalent
IRS CLP883,031,029,111 $1,225,363,474
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP883,031,029,111$1,225,363,474
ProductVolume
CNY
USD
Equivalent
IRS CNY998,516,809,973 $154,399,765,805
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY998,516,809,973$154,399,765,805
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP5,215,047,250,000 $1,490,829,454
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP5,215,047,250,000$1,490,829,454
ProductVolume
CZK
USD
Equivalent
IRS CZK2,062,830,568,257 $96,438,447,263
OIS CZK0 $0
Basis CZK1,050,000,000 $49,117,062
Zeroes CZK0 $0
FRAs CZK775,595,000,000 $36,203,680,552
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,839,475,568,257$132,691,244,877
ProductVolume
DKK
USD
Equivalent
IRS DKK90,625,975,206 $14,775,181,683
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK27,978,000,000 $4,526,545,521
VNS DKK76,186,482 $12,456,073
Inflation DKK0 $0
TotalDKK118,680,161,688$19,314,183,277
ProductVolume
HKD
USD
Equivalent
IRS HKD443,220,554,700 $57,166,650,731
OIS HKD0 $0
Basis HKD30,256,500,000 $3,902,745,360
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD48,354,088 $6,236,461
Inflation HKD0 $0
TotalHKD473,525,408,788$61,075,632,552
ProductVolume
HUF
USD
Equivalent
IRS HUF10,068,676,580,701 $34,061,640,560
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,552,860,000,000 $12,000,140,876
VNS HUF19,681,969,457 $66,633,970
Inflation HUF0 $0
TotalHUF13,641,218,550,158$46,128,415,406
ProductVolume
ILS
USD
Equivalent
IRS ILS114,168,449,451 $35,218,012,798
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS3,400,000,000 $1,053,259,399
VNS ILS0 $0
Inflation ILS0 $0
TotalILS117,568,449,451$36,271,272,197
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR6,252,199,725,000 $85,682,888,157
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR6,252,199,725,000$85,682,888,157
ProductVolume
KRW
USD
Equivalent
IRS KRW201,118,526,474,999 $182,313,029,218
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW201,118,526,474,999$182,313,029,218
ProductVolume
MXN
USD
Equivalent
IRS MXN171,407,782,767 $8,511,318,914
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN171,407,782,767$8,511,318,914
ProductVolume
NOK
USD
Equivalent
IRS NOK712,492,939,683 $83,841,759,199
OIS NOK0 $0
Basis NOK13,200,000,000 $1,545,381,996
Zeroes NOK160,000,000 $18,777,139
FRAs NOK1,317,104,000,000 $155,254,092,005
VNS NOK1,207,803,681 $142,457,378
Inflation NOK0 $0
TotalNOK2,044,164,743,364$240,802,467,717
ProductVolume
NZD
USD
Equivalent
IRS NZD281,363,873,717 $202,774,004,666
OIS NZD693,778,000,000 $500,119,081,950
Basis NZD3,904,000,000 $2,828,652,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD13,521,525 $9,729,842
Inflation NZD0 $0
TotalNZD979,059,395,242$705,731,469,258
ProductVolume
PLN
USD
Equivalent
IRS PLN367,572,343,299 $98,835,084,790
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN87,302,000,000 $23,502,810,001
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN454,874,343,299$122,337,894,791
ProductVolume
SEK
USD
Equivalent
IRS SEK1,835,586,295,651 $220,650,322,845
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,118,289,000,000 $134,387,820,269
VNS SEK202,793,873 $24,268,477
Inflation SEK0 $0
TotalSEK2,954,078,089,524$355,062,411,591
ProductVolume
SGD
USD
Equivalent
IRS SGD132,017,314,778 $99,500,559,295
OIS SGD2,212,500,000 $1,665,657,154
Basis SGD490,000,000 $369,426,286
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD134,719,814,778$101,535,642,735
ProductVolume
THB
USD
Equivalent
IRS THB896,545,374,038 $29,879,073,406
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB896,545,374,038$29,879,073,406
ProductVolume
TWD
USD
Equivalent
IRS TWD382,341,950,000 $13,671,419,676
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD382,341,950,000$13,671,419,676
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,718,230,180,972 $248,874,875,791
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,718,230,180,972$248,874,875,791
ProductUSD
Equivalent
IRS$13,121,430,567,819
OIS$15,780,812,312,322
Basis$1,402,921,456,913
Zeroes$14,520,610,243
FRAs$3,290,702,719,796
VNS$38,227,789,363
Inflation$414,617,169,210
Total$34,063,232,625,666
Show:
ProductUSD
Equivalent
IRS $11,908,243,083,849
OIS $5,090,203,112,493
Basis $3,254,662,221,965
Zeroes $14,218,891,253
FRAs $1,636,196,712,850
VNS $336,622,560,843
Inflation $255,169,090,585
Total$22,495,315,673,838
ProductVolume
EUR
USD
Equivalent
IRS €5,868,690,113,258 $7,126,937,273,540
OIS €3,388,716,299,156 $4,115,257,073,695
Basis €105,048,240,763 $127,570,583,583
Zeroes €5,243,819,180 $6,368,094,012
FRAs €734,087,995,226 $891,476,461,402
VNS €174,217,845,267 $211,570,151,292
Inflation €312,125,674,442 $379,045,419,042
Total€10,588,129,987,292$12,858,225,056,566
ProductVolume
GBP
USD
Equivalent
IRS £1,748,370,639,027 $2,466,513,879,007
OIS £5,834,802,637,005 $8,231,447,820,155
Basis £472,540,301,225 $666,636,229,954
Zeroes £9,020,238,011 $12,725,300,774
FRAs £566,342,728,394 $798,968,004,082
VNS £57,761,129,994 $81,486,514,139
Inflation £306,246,589,557 $432,037,376,218
Total£8,995,084,263,213$12,689,815,124,329
ProductVolume
JPY
USD
Equivalent
IRS ¥79,843,935,507,941 $758,072,020,014
OIS ¥11,851,311,556,770 $112,521,353,494
Basis ¥5,534,254,776,626 $52,544,550,455
Zeroes ¥0 $0
FRAs ¥1,242,500,000,000 $11,796,819,369
VNS ¥7,753,085,318 $73,611,064
Inflation ¥0 $0
Total¥98,479,754,926,655$935,008,354,396
ProductVolume
CHF
USD
Equivalent
IRS CHF311,391,088,796 $343,926,539,425
OIS CHF50,836,870,988 $56,148,521,082
Basis CHF27,326,175,000 $30,181,328,694
Zeroes CHF0 $0
FRAs CHF900,000,000 $994,035,785
VNS CHF763,406,250 $843,170,146
Inflation CHF0 $0
TotalCHF391,217,541,034$432,093,595,132
ProductVolume
AUD
USD
Equivalent
IRS $1,335,923,005,039 $1,056,848,689,287
OIS $850,179,041,944 $672,576,640,082
Basis $189,071,262,158 $149,574,275,494
Zeroes $585,934,225 $463,532,565
FRAs $0 $0
VNS $6,635,783,966 $5,249,568,695
Inflation $0 $0
Total$2,382,395,027,332$1,884,712,706,123
ProductVolume
CAD
USD
Equivalent
IRS $1,769,975,237,905 $1,405,858,012,633
OIS $309,401,288,556 $245,751,619,187
Basis $141,553,804,356 $112,433,522,125
Zeroes $2,671,860,765 $2,122,208,710
FRAs $0 $0
VNS $13,027,701,944 $10,347,658,415
Inflation $0 $0
Total$2,236,629,893,526$1,776,513,021,070
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL7,978,580,200 $1,465,505,846
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL7,978,580,200$1,465,505,846
ProductVolume
CLP
USD
Equivalent
IRS CLP2,031,706,529,111 $2,883,059,619
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,031,706,529,111$2,883,059,619
ProductVolume
CNY
USD
Equivalent
IRS CNY2,469,991,237,027 $381,967,252,304
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY2,469,991,237,027$381,967,252,304
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP5,462,845,750,000 $1,519,567,663
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP5,462,845,750,000$1,519,567,663
ProductVolume
CZK
USD
Equivalent
IRS CZK4,393,773,829,223 $206,348,275,453
OIS CZK0 $0
Basis CZK3,675,000,000 $172,591,932
Zeroes CZK0 $0
FRAs CZK999,287,335,374 $46,930,321,485
VNS CZK13,775,808,050 $646,964,169
Inflation CZK0 $0
TotalCZK5,410,511,972,647$254,098,153,039
ProductVolume
DKK
USD
Equivalent
IRS DKK944,799,273,696 $154,278,130,911
OIS DKK0 $0
Basis DKK3,350,000,000 $547,028,086
Zeroes DKK0 $0
FRAs DKK25,350,000,000 $4,139,451,339
VNS DKK2,225,671,507 $363,434,276
Inflation DKK0 $0
TotalDKK975,724,945,203$159,328,044,612
ProductVolume
HKD
USD
Equivalent
IRS HKD2,500,768,918,776 $322,513,401,957
OIS HKD0 $0
Basis HKD325,247,753,086 $41,945,802,565
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD2,514,554,088 $324,291,216
Inflation HKD0 $0
TotalHKD2,828,531,225,950$364,783,495,738
ProductVolume
HUF
USD
Equivalent
IRS HUF23,170,512,079,048 $78,460,329,069
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,600,000,000 $107,004,385
FRAs HUF5,953,873,551,972 $20,161,094,262
VNS HUF69,231,166,370 $234,431,595
Inflation HUF0 $0
TotalHUF29,225,216,797,390$98,962,859,311
ProductVolume
ILS
USD
Equivalent
IRS ILS124,247,437,251 $38,008,944,064
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS2,700,000,000 $825,965,921
VNS ILS0 $0
Inflation ILS0 $0
TotalILS126,947,437,251$38,834,909,985
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR10,342,703,404,609 $142,825,428,497
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR10,342,703,404,609$142,825,428,497
ProductVolume
KRW
USD
Equivalent
IRS KRW488,682,985,005,750 $439,595,548,124
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW488,682,985,005,750$439,595,548,124
ProductVolume
MXN
USD
Equivalent
IRS MXN236,544,840,832 $11,515,965,494
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN236,544,840,832$11,515,965,494
ProductVolume
NOK
USD
Equivalent
IRS NOK1,603,749,686,508 $189,096,896,217
OIS NOK0 $0
Basis NOK87,142,061,876 $10,274,853,719
Zeroes NOK160,000,000 $18,865,477
FRAs NOK1,276,621,946,302 $150,525,515,122
VNS NOK42,428,007,029 $5,002,653,787
Inflation NOK0 $0
TotalNOK3,010,101,701,715$354,918,784,322
ProductVolume
NZD
USD
Equivalent
IRS NZD520,734,439,099 $382,271,151,742
OIS NZD1,781,792,967,812 $1,308,014,217,671
Basis NZD10,953,600,000 $8,041,037,760
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD453,963,053 $333,254,277
Inflation NZD0 $0
TotalNZD2,313,934,969,964$1,698,659,661,450
ProductVolume
PLN
USD
Equivalent
IRS PLN1,032,042,745,713 $278,096,183,264
OIS PLN0 $0
Basis PLN200,000,000 $53,892,377
Zeroes PLN0 $0
FRAs PLN172,512,192,380 $46,485,460,478
VNS PLN7,753,350,300 $2,089,232,384
Inflation PLN0 $0
TotalPLN1,212,508,288,393$326,724,768,503
ProductVolume
SEK
USD
Equivalent
IRS SEK4,051,195,451,275 $488,425,377,517
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $31,323,750
FRAs SEK1,223,522,432,743 $147,511,867,374
VNS SEK19,872,615,433 $2,395,907,532
Inflation SEK0 $0
TotalSEK5,294,850,311,161$638,364,476,173
ProductVolume
SGD
USD
Equivalent
IRS SGD559,298,009,075 $423,646,424,083
OIS SGD3,496,900,000 $2,648,765,339
Basis SGD1,672,217,296 $1,266,639,370
Zeroes SGD130,000,000 $98,469,929
FRAs SGD0 $0
VNS SGD497,990,422 $377,208,318
Inflation SGD0 $0
TotalSGD565,095,116,793$428,037,507,039
ProductVolume
THB
USD
Equivalent
IRS THB1,393,015,046,705 $46,387,447,443
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,393,015,046,705$46,387,447,443
ProductVolume
TWD
USD
Equivalent
IRS TWD688,949,183,440 $24,732,523,817
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD688,949,183,440$24,732,523,817
ProductVolume
ZAR
USD
Equivalent
IRS ZAR11,741,269,780,320 $806,353,279,169
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR14,000,000,000 $961,475,728
FRAs ZAR0 $0
VNS ZAR375,000,000 $25,753,814
Inflation ZAR0 $0
TotalZAR11,755,644,780,320$807,340,508,711
ProductUSD
Equivalent
IRS$29,342,445,193,848
OIS$19,978,914,119,358
Basis$4,455,904,558,079
Zeroes$37,115,166,583
FRAs$3,756,011,709,469
VNS$657,986,365,962
Inflation$1,066,251,885,845
Total$59,294,628,999,144

Figures as of COB Feb 23, 2021.

Notional Outstanding by Product

As of COB Feb 23, 2021

Daily Notional by Tenor
 

As of COB Feb 23, 2021

Notional Outstanding by Tenor
 

As of COB Feb 23, 2021

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
$2,558,906,326,289
$7,546,618,821,351
$65,999,627,934,641
$128,131,901,026,391
EUR
€1,235,902,505,224
€3,959,447,974,398
€32,682,887,628,063
€83,501,159,007,276
GBP
£794,308,068,453
£3,238,989,427,166
£28,962,042,986,081
£46,438,058,241,203
JPY
¥20,200,000,000
¥38,870,430,310,200
¥264,365,518,338,032
¥1,085,664,203,397,020
CHF
CHF15,815,220,000
CHF91,555,355,548
CHF890,803,136,529
CHF3,006,277,955,131
AUD
$167,908,361,248
$696,052,089,051
$4,553,946,516,446
$22,646,097,860,958
CAD
$100,460,047,045
$604,890,425,128
$4,368,782,995,244
$18,790,212,643,219
Other*
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$250,343,157,875
$1,284,693,492,295
$9,219,290,599,692
$38,246,309,214,551
BRL
BRL608,816,822
BRL0
BRL23,480,738,057
BRL85,386,039,211
CLP
CLP677,814,736,000
CLP188,658,000,000
CLP2,582,739,234,222
CLP10,060,101,704,796
CNY
CNY34,811,800,000
CNY323,830,948,866
CNY3,197,305,520,416
CNY15,070,669,368,842
COP
COP29,500,000,000
COP1,405,788,600,000
COP10,990,093,900,000
COP28,864,893,984,260
CZK
CZK279,417,840,000
CZK1,448,853,474,576
CZK11,349,892,224,326
CZK33,307,911,549,176
DKK
DKK8,462,600,000
DKK34,336,800,000
DKK576,953,365,523
DKK5,218,610,231,429
HKD
HKD79,687,470,000
HKD225,506,038,996
HKD2,006,879,256,074
HKD16,030,042,828,755
HUF
HUF2,340,146,344,000
HUF15,586,633,012,336
HUF54,976,698,694,032
HUF181,642,970,609,793
ILS
ILS15,293,920,000
ILS60,796,802,006
ILS306,877,915,702
ILS375,140,753,246
INR
INR534,086,180,000
INR1,666,685,940,000
INR20,196,359,243,806
INR66,005,131,957,532
KRW
KRW15,079,860,098,000
KRW68,299,083,760,000
KRW635,195,946,338,810
KRW2,895,566,746,507,850
MXN
MXN33,330,469,296
MXN138,793,787,726
MXN400,915,375,122
MXN2,158,774,037,395
NOK
NOK225,083,101,220
NOK915,496,998,722
NOK6,761,132,585,727
NOK23,574,018,395,744
NZD
NZD91,005,430,000
NZD393,935,627,085
NZD3,439,801,681,936
NZD15,496,652,678,019
PLN
PLN18,837,886,000
PLN273,810,254,375
PLN1,664,157,664,386
PLN5,573,616,252,961
SEK
SEK388,908,418,000
SEK2,163,821,877,313
SEK12,512,484,568,172
SEK53,115,659,637,488
SGD
SGD13,975,940,000
SGD67,937,584,551
SGD469,679,614,112
SGD1,977,998,959,709
THB
THB163,752,125,716
THB984,902,829,284
THB3,673,237,394,682
THB15,317,441,149,963
TWD
TWD110,269,640,000
TWD172,249,860,000
TWD1,247,324,700,000
TWD8,576,024,881,994
ZAR
ZAR271,156,707,386
ZAR2,216,252,212,093
ZAR13,902,478,725,497
ZAR38,809,292,763,918
Total in USD$5,660,984,870,950$19,627,210,049,956$165,120,783,209,578$379,762,689,254,428

Figures as of COB Feb 23, 2021. Weekly figures as of COB Feb 19, 2021. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $947,962,007,482
OIS $364,922,394,000
Basis $104,638,400,000
Zeroes $0
FRAs $1,128,788,000,000
VNS $535,440,607
Inflation $12,060,084,200
Total$2,558,906,326,289
ProductVolume
EUR
USD
Equivalent
IRS €418,124,152,678 $507,769,971,012
OIS €285,154,426,000 $346,291,534,934
Basis €4,000,000,000 $4,857,600,000
Zeroes €0 $0
FRAs €515,942,000,000 $626,559,964,800
VNS €489,220,804 $594,109,744
Inflation €12,192,705,742 $14,806,821,853
Total€1,235,902,505,224$1,500,880,002,343
ProductVolume
GBP
USD
Equivalent
IRS £199,407,680,545 $281,314,385,328
OIS £213,741,480,390 $301,535,793,460
Basis £41,335,400,000 $58,313,915,550
Zeroes £341,534,868 $481,820,315
FRAs £332,492,000,000 $469,063,089,000
VNS £875,392,192 $1,234,959,536
Inflation £6,114,580,458 $8,626,144,381
Total£794,308,068,453$1,120,570,107,570
ProductVolume
JPY
USD
Equivalent
IRS ¥13,100,000,000 $124,376,929
OIS ¥7,100,000,000 $67,410,396
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥20,200,000,000$191,787,325
ProductVolume
CHF
USD
Equivalent
IRS CHF11,618,620,000 $12,832,582,284
OIS CHF4,196,600,000 $4,635,078,418
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF15,815,220,000$17,467,660,702
ProductVolume
AUD
USD
Equivalent
IRS $136,728,781,248 $108,166,138,845
OIS $15,000,000,000 $11,866,500,000
Basis $16,179,580,000 $12,799,665,738
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$167,908,361,248$132,832,304,583
ProductVolume
CAD
USD
Equivalent
IRS $77,512,300,000 $61,566,560,763
OIS $18,153,200,000 $14,418,745,036
Basis $3,763,000,000 $2,988,880,064
Zeroes $0 $0
FRAs $0 $0
VNS $1,031,547,045 $819,338,400
Inflation $0 $0
Total$100,460,047,045$79,793,524,263
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL608,816,822 $111,827,492
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL608,816,822$111,827,492
ProductVolume
CLP
USD
Equivalent
IRS CLP677,814,736,000 $961,841,815
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP677,814,736,000$961,841,815
ProductVolume
CNY
USD
Equivalent
IRS CNY34,811,800,000 $5,383,406,789
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY34,811,800,000$5,383,406,789
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP29,500,000,000 $8,205,841
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP29,500,000,000$8,205,841
ProductVolume
CZK
USD
Equivalent
IRS CZK141,307,840,000 $6,636,351,853
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK138,110,000,000 $6,486,169,164
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK279,417,840,000$13,122,521,017
ProductVolume
DKK
USD
Equivalent
IRS DKK8,342,600,000 $1,362,279,556
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK120,000,000 $19,595,036
Inflation DKK0 $0
TotalDKK8,462,600,000$1,381,874,592
ProductVolume
HKD
USD
Equivalent
IRS HKD77,707,470,000 $10,021,597,885
OIS HKD0 $0
Basis HKD1,980,000,000 $255,352,076
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD79,687,470,000$10,276,949,961
ProductVolume
HUF
USD
Equivalent
IRS HUF1,433,346,344,000 $4,853,618,489
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF906,800,000,000 $3,070,619,508
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,340,146,344,000$7,924,237,997
ProductVolume
ILS
USD
Equivalent
IRS ILS15,293,920,000 $4,678,613,601
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS15,293,920,000$4,678,613,601
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR534,086,180,000 $7,375,352,896
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR534,086,180,000$7,375,352,896
ProductVolume
KRW
USD
Equivalent
IRS KRW15,079,860,098,000 $13,565,111,880
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,079,860,098,000$13,565,111,880
ProductVolume
MXN
USD
Equivalent
IRS MXN33,330,469,296 $1,622,662,887
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN33,330,469,296$1,622,662,887
ProductVolume
NOK
USD
Equivalent
IRS NOK118,068,101,220 $13,921,319,312
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK106,400,000,000 $12,545,542,441
VNS NOK615,000,000 $72,514,179
Inflation NOK0 $0
TotalNOK225,083,101,220$26,539,375,932
ProductVolume
NZD
USD
Equivalent
IRS NZD74,889,430,000 $54,976,330,563
OIS NZD15,780,000,000 $11,584,098,000
Basis NZD336,000,000 $246,657,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD91,005,430,000$66,807,086,163
ProductVolume
PLN
USD
Equivalent
IRS PLN18,837,886,000 $5,076,092,264
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN18,837,886,000$5,076,092,264
ProductVolume
SEK
USD
Equivalent
IRS SEK232,908,418,000 $28,080,200,858
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK156,000,000,000 $18,807,870,370
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK388,908,418,000$46,888,071,228
ProductVolume
SGD
USD
Equivalent
IRS SGD13,871,940,000 $10,507,453,416
OIS SGD104,000,000 $78,775,943
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,975,940,000$10,586,229,359
ProductVolume
THB
USD
Equivalent
IRS THB163,752,125,716 $5,452,951,239
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB163,752,125,716$5,452,951,239
ProductVolume
TWD
USD
Equivalent
IRS TWD110,269,640,000 $3,958,559,736
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD110,269,640,000$3,958,559,736
ProductVolume
ZAR
USD
Equivalent
IRS ZAR271,156,707,386 $18,622,185,186
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR271,156,707,386$18,622,185,186
ProductUSD
Equivalent
IRS$2,109,528,427,464
OIS$1,062,783,888,924
Basis$184,100,471,028
Zeroes$481,820,315
FRAs$2,265,321,255,283
VNS$3,275,957,502
Inflation$35,493,050,434
Total$5,660,984,870,950
Show:
ProductUSD
Equivalent
IRS $3,542,661,537,128
OIS $1,776,664,752,776
Basis $591,008,637,788
Zeroes $0
FRAs $1,592,422,000,000
VNS $5,478,813,879
Inflation $38,383,079,780
Total$7,546,618,821,351
ProductVolume
EUR
USD
Equivalent
IRS €1,780,194,719,100 $2,152,795,356,986
OIS €951,238,960,465 $1,151,493,752,471
Basis €7,374,200,000 $8,933,545,310
Zeroes €347,687,045 $420,176,438
FRAs €1,141,424,000,000 $1,382,691,106,700
VNS €930,705,064 $1,125,193,996
Inflation €77,937,702,724 $94,299,015,458
Total€3,959,447,974,398$4,791,758,147,359
ProductVolume
GBP
USD
Equivalent
IRS £888,402,365,290 $1,239,749,497,825
OIS £1,921,204,936,431 $2,677,208,168,112
Basis £89,252,055,078 $124,628,613,612
Zeroes £575,532,754 $802,579,688
FRAs £299,808,000,000 $417,212,245,800
VNS £4,835,599,097 $6,747,119,484
Inflation £34,910,938,516 $48,622,366,809
Total£3,238,989,427,166$4,514,970,591,330
ProductVolume
JPY
USD
Equivalent
IRS ¥33,966,206,310,200 $321,281,186,310
OIS ¥4,050,224,000,000 $38,326,724,946
Basis ¥18,000,000,000 $170,178,525
Zeroes ¥0 $0
FRAs ¥836,000,000,000 $7,925,297,436
VNS ¥0 $0
Inflation ¥0 $0
Total¥38,870,430,310,200$367,703,387,217
ProductVolume
CHF
USD
Equivalent
IRS CHF69,002,355,548 $76,925,871,739
OIS CHF12,493,000,000 $13,931,669,228
Basis CHF1,060,000,000 $1,182,358,535
Zeroes CHF0 $0
FRAs CHF9,000,000,000 $10,035,682,426
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF91,555,355,548$102,075,581,928
ProductVolume
AUD
USD
Equivalent
IRS $535,711,049,983 $417,277,475,026
OIS $93,157,200,000 $72,622,236,800
Basis $67,117,600,000 $52,224,029,252
Zeroes $0 $0
FRAs $0 $0
VNS $66,239,068 $51,328,654
Inflation $0 $0
Total$696,052,089,051$542,175,069,732
ProductVolume
CAD
USD
Equivalent
IRS $552,780,183,897 $436,083,626,951
OIS $9,929,200,000 $7,845,640,775
Basis $37,430,000,000 $29,536,165,234
Zeroes $0 $0
FRAs $0 $0
VNS $4,751,041,231 $3,749,525,784
Inflation $0 $0
Total$604,890,425,128$477,214,958,744
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL0 $0
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL0$0
ProductVolume
CLP
USD
Equivalent
IRS CLP188,658,000,000 $264,107,413
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP188,658,000,000$264,107,413
ProductVolume
CNY
USD
Equivalent
IRS CNY323,830,948,866 $50,017,831,243
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY323,830,948,866$50,017,831,243
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP1,405,788,600,000 $394,921,937
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP1,405,788,600,000$394,921,937
ProductVolume
CZK
USD
Equivalent
IRS CZK828,173,474,576 $38,792,304,735
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK620,680,000,000 $29,012,224,488
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,448,853,474,576$67,804,529,223
ProductVolume
DKK
USD
Equivalent
IRS DKK34,336,800,000 $5,590,800,713
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK34,336,800,000$5,590,800,713
ProductVolume
HKD
USD
Equivalent
IRS HKD218,054,038,996 $28,126,177,836
OIS HKD0 $0
Basis HKD7,452,000,000 $961,236,953
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD225,506,038,996$29,087,414,789
ProductVolume
HUF
USD
Equivalent
IRS HUF7,185,593,012,336 $24,248,755,752
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF8,401,040,000,000 $28,330,512,884
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,586,633,012,336$52,579,268,636
ProductVolume
ILS
USD
Equivalent
IRS ILS60,796,802,006 $18,669,580,693
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS60,796,802,006$18,669,580,693
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,666,685,940,000 $22,904,236,671
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,666,685,940,000$22,904,236,671
ProductVolume
KRW
USD
Equivalent
IRS KRW68,299,083,760,000 $61,739,267,831
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW68,299,083,760,000$61,739,267,831
ProductVolume
MXN
USD
Equivalent
IRS MXN138,793,787,726 $6,863,159,870
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN138,793,787,726$6,863,159,870
ProductVolume
NOK
USD
Equivalent
IRS NOK372,483,626,292 $44,023,555,189
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK542,440,000,000 $64,184,770,789
VNS NOK573,372,430 $67,671,482
Inflation NOK0 $0
TotalNOK915,496,998,722$108,275,997,460
ProductVolume
NZD
USD
Equivalent
IRS NZD237,375,627,085 $171,582,928,178
OIS NZD151,290,000,000 $109,453,138,500
Basis NZD5,270,000,000 $3,842,340,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD393,935,627,085$284,878,406,678
ProductVolume
PLN
USD
Equivalent
IRS PLN210,285,254,375 $56,631,337,143
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN63,525,000,000 $17,086,483,215
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN273,810,254,375$73,717,820,358
ProductVolume
SEK
USD
Equivalent
IRS SEK756,475,877,313 $91,134,449,548
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,407,260,000,000 $169,165,702,822
VNS SEK86,000,000 $10,376,448
Inflation SEK0 $0
TotalSEK2,163,821,877,313$260,310,528,818
ProductVolume
SGD
USD
Equivalent
IRS SGD65,254,784,551 $49,194,634,407
OIS SGD1,282,800,000 $967,438,387
Basis SGD1,400,000,000 $1,056,763,285
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD67,937,584,551$51,218,836,079
ProductVolume
THB
USD
Equivalent
IRS THB984,902,829,284 $32,864,932,296
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB984,902,829,284$32,864,932,296
ProductVolume
TWD
USD
Equivalent
IRS TWD172,249,860,000 $6,162,934,457
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD172,249,860,000$6,162,934,457
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,216,252,212,093 $151,348,917,130
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,216,252,212,093$151,348,917,130
ProductUSD
Equivalent
IRS$9,024,030,226,399
OIS$5,871,812,680,603
Basis$813,543,868,494
Zeroes$1,222,756,126
FRAs$3,718,066,026,560
VNS$17,230,029,727
Inflation$181,304,462,047
Total$19,627,210,049,956
Show:
ProductUSD
Equivalent
IRS $25,525,903,155,313
OIS $11,829,204,575,070
Basis $3,716,364,836,328
Zeroes $9,982,178,600
FRAs $24,519,657,800,000
VNS $58,703,401,438
Inflation $339,811,987,892
Total$65,999,627,934,641
ProductVolume
EUR
USD
Equivalent
IRS €11,979,663,604,337 $14,529,678,409,913
OIS €6,927,361,782,608 $8,407,920,029,530
Basis €346,345,300,483 $419,906,993,241
Zeroes €7,318,564,864 $8,894,479,435
FRAs €12,796,543,000,000 $15,552,947,711,640
VNS €34,579,822,229 $42,094,550,765
Inflation €591,075,553,542 $716,639,626,444
Total€32,682,887,628,063$39,678,081,800,968
ProductVolume
GBP
USD
Equivalent
IRS £5,260,648,364,481 $7,234,313,079,454
OIS £16,449,199,612,465 $22,541,528,621,315
Basis £581,478,621,900 $800,321,696,249
Zeroes £11,491,885,550 $15,725,694,376
FRAs £6,353,915,200,000 $8,720,476,899,170
VNS £23,654,476,125 $32,505,402,401
Inflation £281,654,825,560 $386,056,208,243
Total£28,962,042,986,081$39,730,927,601,208
ProductVolume
JPY
USD
Equivalent
IRS ¥239,713,615,538,032 $2,296,942,974,940
OIS ¥18,621,760,000,000 $178,057,457,108
Basis ¥3,746,742,800,000 $35,833,263,588
Zeroes ¥0 $0
FRAs ¥2,283,400,000,000 $21,790,959,211
VNS ¥0 $0
Inflation ¥0 $0
Total¥264,365,518,338,032$2,532,624,654,847
ProductVolume
CHF
USD
Equivalent
IRS CHF420,277,136,529 $471,768,883,339
OIS CHF103,570,600,000 $116,174,787,865
Basis CHF3,776,000,000 $4,237,179,287
Zeroes CHF0 $0
FRAs CHF362,964,000,000 $404,933,785,548
VNS CHF215,400,000 $240,314,934
Inflation CHF0 $0
TotalCHF890,803,136,529$997,354,950,973
ProductVolume
AUD
USD
Equivalent
IRS $3,446,323,191,457 $2,664,138,693,174
OIS $585,502,511,000 $457,241,747,071
Basis $520,420,451,252 $403,007,240,267
Zeroes $1,004,000,000 $772,628,200
FRAs $0 $0
VNS $696,362,737 $535,372,216
Inflation $0 $0
Total$4,553,946,516,446$3,525,695,680,928
ProductVolume
CAD
USD
Equivalent
IRS $3,282,225,033,783 $2,582,042,894,196
OIS $825,301,085,380 $649,597,590,187
Basis $240,169,000,000 $188,962,746,572
Zeroes $4,000,000,000 $3,123,901,753
FRAs $0 $0
VNS $17,087,876,081 $13,452,853,613
Inflation $0 $0
Total$4,368,782,995,244$3,437,179,986,321
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL23,480,738,057 $4,359,321,191
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL23,480,738,057$4,359,321,191
ProductVolume
CLP
USD
Equivalent
IRS CLP2,582,739,234,222 $3,586,162,293
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,582,739,234,222$3,586,162,293
ProductVolume
CNY
USD
Equivalent
IRS CNY3,197,305,520,416 $494,458,026,149
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,197,305,520,416$494,458,026,149
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP10,990,093,900,000 $3,139,229,073
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP10,990,093,900,000$3,139,229,073
ProductVolume
CZK
USD
Equivalent
IRS CZK6,045,174,224,326 $282,617,701,122
OIS CZK0 $0
Basis CZK2,100,000,000 $98,234,125
Zeroes CZK0 $0
FRAs CZK5,298,658,000,000 $247,790,343,029
VNS CZK3,960,000,000 $183,384,273
Inflation CZK0 $0
TotalCZK11,349,892,224,326$530,689,662,549
ProductVolume
DKK
USD
Equivalent
IRS DKK250,696,992,558 $40,871,900,518
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK326,104,000,000 $52,735,104,639
VNS DKK152,372,965 $24,912,147
Inflation DKK0 $0
TotalDKK576,953,365,523$93,631,917,304
ProductVolume
HKD
USD
Equivalent
IRS HKD1,912,450,547,898 $246,666,792,558
OIS HKD0 $0
Basis HKD94,332,000,000 $12,167,827,367
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD96,708,176 $12,472,922
Inflation HKD0 $0
TotalHKD2,006,879,256,074$258,847,092,847
ProductVolume
HUF
USD
Equivalent
IRS HUF30,294,494,755,118 $102,473,193,877
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF24,480,640,000,000 $82,745,849,440
VNS HUF201,563,938,914 $683,235,245
Inflation HUF0 $0
TotalHUF54,976,698,694,032$185,902,278,562
ProductVolume
ILS
USD
Equivalent
IRS ILS293,997,915,702 $90,653,350,484
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS12,880,000,000 $3,961,860,235
VNS ILS0 $0
Inflation ILS0 $0
TotalILS306,877,915,702$94,615,210,719
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,196,359,243,806 $276,699,383,423
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,196,359,243,806$276,699,383,423
ProductVolume
KRW
USD
Equivalent
IRS KRW635,195,946,338,810 $575,712,382,424
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW635,195,946,338,810$575,712,382,424
ProductVolume
MXN
USD
Equivalent
IRS MXN400,915,375,122 $19,907,166,270
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN400,915,375,122$19,907,166,270
ProductVolume
NOK
USD
Equivalent
IRS NOK1,851,614,478,365 $217,796,994,412
OIS NOK0 $0
Basis NOK26,400,000,000 $3,090,763,991
Zeroes NOK320,000,000 $37,554,278
FRAs NOK4,879,976,000,000 $574,623,251,204
VNS NOK2,822,107,362 $332,719,875
Inflation NOK0 $0
TotalNOK6,761,132,585,727$795,881,283,760
ProductVolume
NZD
USD
Equivalent
IRS NZD1,654,013,638,887 $1,191,135,144,747
OIS NZD1,727,721,000,000 $1,245,557,854,850
Basis NZD58,040,000,000 $42,023,771,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD27,043,049 $19,459,685
Inflation NZD0 $0
TotalNZD3,439,801,681,936$2,478,736,230,882
ProductVolume
PLN
USD
Equivalent
IRS PLN1,067,266,789,386 $286,915,852,237
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN596,874,000,000 $160,435,901,671
VNS PLN16,875,000 $4,513,963
Inflation PLN0 $0
TotalPLN1,664,157,664,386$447,356,267,871
ProductVolume
SEK
USD
Equivalent
IRS SEK5,471,134,980,426 $657,777,384,702
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,041,030,000,000 $845,610,978,275
VNS SEK319,587,746 $38,160,506
Inflation SEK0 $0
TotalSEK12,512,484,568,172$1,503,426,523,483
ProductVolume
SGD
USD
Equivalent
IRS SGD462,741,014,112 $348,818,130,713
OIS SGD4,978,600,000 $3,749,236,151
Basis SGD1,960,000,000 $1,477,705,142
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD469,679,614,112$354,045,072,006
ProductVolume
THB
USD
Equivalent
IRS THB3,673,237,394,682 $122,431,250,481
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,673,237,394,682$122,431,250,481
ProductVolume
TWD
USD
Equivalent
IRS TWD1,247,324,700,000 $44,598,155,107
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,247,324,700,000$44,598,155,107
ProductVolume
ZAR
USD
Equivalent
IRS ZAR13,902,478,725,497 $931,267,983,298
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR13,902,478,725,497$931,267,983,298
ProductUSD
Equivalent
IRS$60,966,834,982,912
OIS$45,708,870,511,643
Basis$5,627,492,257,757
Zeroes$38,536,436,642
FRAs$51,187,710,444,062
VNS$148,830,753,983
Inflation$1,442,507,822,579
Total$165,120,783,209,578
Show:
ProductUSD
Equivalent
IRS $57,540,932,739,840
OIS $15,924,045,623,442
Basis $20,863,847,947,925
Zeroes $91,712,986,042
FRAs $30,099,221,824,428
VNS $1,476,584,000,498
Inflation $2,135,555,904,216
Total$128,131,901,026,391
ProductVolume
EUR
USD
Equivalent
IRS €46,251,733,194,899 $56,168,104,791,885
OIS €14,935,768,154,287 $18,137,996,846,566
Basis €921,145,283,154 $1,118,638,831,862
Zeroes €105,468,287,523 $128,080,688,368
FRAs €17,806,782,392,314 $21,624,556,537,227
VNS €969,300,944,525 $1,177,119,067,032
Inflation €2,510,960,750,574 $3,049,310,735,497
Total€83,501,159,007,276$101,403,807,498,437
ProductVolume
GBP
USD
Equivalent
IRS £13,065,720,237,715 $18,432,464,825,356
OIS £16,796,600,362,356 $23,695,803,961,193
Basis £6,258,799,546,561 $8,829,601,460,311
Zeroes £301,550,348,894 $425,412,154,703
FRAs £7,635,730,944,444 $10,772,107,429,874
VNS £367,332,995,116 $518,215,022,860
Inflation £2,012,323,806,118 $2,838,885,809,481
Total£46,438,058,241,204$65,512,490,663,778
ProductVolume
JPY
USD
Equivalent
IRS ¥877,837,365,322,652 $8,334,558,417,495
OIS ¥64,656,117,704,616 $613,872,468,119
Basis ¥139,717,857,967,201 $1,326,540,308,257
Zeroes ¥28,245,317,628 $268,172,966
FRAs ¥3,312,000,000,000 $31,445,525,754
VNS ¥112,617,084,923 $1,069,234,132
Inflation ¥0 $0
Total¥1,085,664,203,397,020$10,307,754,126,723
ProductVolume
CHF
USD
Equivalent
IRS CHF1,851,146,607,991 $2,044,562,191,287
OIS CHF278,262,869,414 $307,336,944,350
Basis CHF423,927,202,246 $468,220,899,322
Zeroes CHF7,052 $7,789
FRAs CHF449,873,576,582 $496,878,259,975
VNS CHF3,067,691,846 $3,388,217,192
Inflation CHF0 $0
TotalCHF3,006,277,955,131$3,320,386,519,915
ProductVolume
AUD
USD
Equivalent
IRS $14,898,138,014,018 $11,785,916,982,890
OIS $3,780,128,100,131 $2,990,459,340,014
Basis $3,927,319,374,423 $3,106,902,357,106
Zeroes $3,299,180,421 $2,609,981,631
FRAs $0 $0
VNS $37,213,191,965 $29,439,356,163
Inflation $0 $0
Total$22,646,097,860,958$17,915,328,017,804
ProductVolume
CAD
USD
Equivalent
IRS $15,585,226,229,717 $12,379,051,810,737
OIS $1,536,578,360,383 $1,220,475,266,388
Basis $1,336,911,404,760 $1,061,883,562,161
Zeroes $22,939,604,877 $18,220,496,328
FRAs $0 $0
VNS $308,557,043,481 $245,081,051,216
Inflation $0 $0
Total$18,790,212,643,218$14,924,712,186,830
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL85,386,039,211 $15,683,710,192
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL85,386,039,211$15,683,710,192
ProductVolume
CLP
USD
Equivalent
IRS CLP10,060,101,704,796 $14,275,621,295
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP10,060,101,704,796$14,275,621,295
ProductVolume
CNY
USD
Equivalent
IRS CNY15,070,669,368,842 $2,330,575,948,170
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY15,070,669,368,842$2,330,575,948,170
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP28,864,893,984,260 $8,029,177,742
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP28,864,893,984,260$8,029,177,742
ProductVolume
CZK
USD
Equivalent
IRS CZK24,032,453,642,717 $1,128,655,128,104
OIS CZK0 $0
Basis CZK7,350,000,000 $345,183,863
Zeroes CZK0 $0
FRAs CZK9,089,186,398,359 $426,862,649,620
VNS CZK178,921,508,100 $8,402,832,297
Inflation CZK0 $0
TotalCZK33,307,911,549,176$1,564,265,793,884
ProductVolume
DKK
USD
Equivalent
IRS DKK4,896,860,567,351 $799,617,989,443
OIS DKK0 $0
Basis DKK6,700,000,000 $1,094,056,172
Zeroes DKK15,500,000,000 $2,531,025,474
FRAs DKK294,252,000,000 $48,048,987,590
VNS DKK5,297,664,077 $865,065,983
Inflation DKK0 $0
TotalDKK5,218,610,231,428$852,157,124,662
ProductVolume
HKD
USD
Equivalent
IRS HKD14,925,958,190,086 $1,924,936,573,393
OIS HKD0 $0
Basis HKD1,098,135,530,492 $141,621,812,031
Zeroes HKD2,400,000,000 $309,517,668
FRAs HKD0 $0
VNS HKD3,549,108,176 $457,713,203
Inflation HKD0 $0
TotalHKD16,030,042,828,754$2,067,325,616,295
ProductVolume
HUF
USD
Equivalent
IRS HUF140,628,161,894,515 $476,197,151,836
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF61,015,817,418 $206,612,659
FRAs HUF39,868,706,964,176 $135,004,002,384
VNS HUF1,085,085,933,684 $3,674,333,961
Inflation HUF0 $0
TotalHUF181,642,970,609,793$615,082,100,840
ProductVolume
ILS
USD
Equivalent
IRS ILS366,340,733,246 $112,068,504,159
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS8,800,020,000 $2,692,043,195
VNS ILS0 $0
Inflation ILS0 $0
TotalILS375,140,753,246$114,760,547,354
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR66,005,131,957,532 $911,484,249,914
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR66,005,131,957,532$911,484,249,914
ProductVolume
KRW
USD
Equivalent
IRS KRW2,895,566,746,507,850 $2,604,711,623,113
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,895,566,746,507,850$2,604,711,623,113
ProductVolume
MXN
USD
Equivalent
IRS MXN2,158,774,037,395 $105,097,905,485
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,158,774,037,395$105,097,905,485
ProductVolume
NOK
USD
Equivalent
IRS NOK13,235,291,067,861 $1,560,563,024,591
OIS NOK0 $0
Basis NOK223,569,357,699 $26,360,891,594
Zeroes NOK320,000,000 $37,730,955
FRAs NOK10,004,437,129,278 $1,179,615,513,233
VNS NOK110,400,840,906 $13,017,278,526
Inflation NOK0 $0
TotalNOK23,574,018,395,744$2,779,594,438,899
ProductVolume
NZD
USD
Equivalent
IRS NZD8,193,794,933,027 $6,015,064,860,335
OIS NZD6,855,861,875,323 $5,032,888,202,675
Basis NZD445,327,598,836 $326,914,990,306
Zeroes NZD104,000,000 $76,346,400
FRAs NZD0 $0
VNS NZD1,564,270,833 $1,148,331,219
Inflation NZD0 $0
TotalNZD15,496,652,678,019$11,376,092,730,935
ProductVolume
PLN
USD
Equivalent
IRS PLN4,524,774,498,454 $1,219,254,263,818
OIS PLN0 $0
Basis PLN400,000,000 $107,784,754
Zeroes PLN500,000,000 $134,730,942
FRAs PLN1,032,787,789,360 $278,296,944,130
VNS PLN15,153,965,148 $4,083,416,008
Inflation PLN0 $0
TotalPLN5,573,616,252,962$1,501,877,139,652
ProductVolume
SEK
USD
Equivalent
IRS SEK37,642,259,554,515 $4,538,273,962,495
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK519,623,420 $62,647,500
FRAs SEK15,419,381,065,535 $1,859,011,027,384
VNS SEK53,499,394,018 $6,450,061,972
Inflation SEK0 $0
TotalSEK53,115,659,637,488$6,403,797,699,351
ProductVolume
SGD
USD
Equivalent
IRS SGD1,960,737,480,910 $1,485,182,154,908
OIS SGD8,459,800,000 $6,407,968,490
Basis SGD6,277,617,296 $4,755,050,217
Zeroes SGD1,160,000,000 $878,654,749
FRAs SGD0 $0
VNS SGD1,364,061,503 $1,033,223,378
Inflation SGD0 $0
TotalSGD1,977,998,959,709$1,498,257,051,742
ProductVolume
THB
USD
Equivalent
IRS THB15,317,441,149,963 $510,071,300,365
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB15,317,441,149,963$510,071,300,365
ProductVolume
TWD
USD
Equivalent
IRS TWD8,576,024,881,994 $307,869,934,018
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD8,576,024,881,994$307,869,934,018
ProductVolume
ZAR
USD
Equivalent
IRS ZAR38,780,542,763,918 $2,663,325,041,561
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR28,000,000,000 $1,922,951,456
FRAs ZAR0 $0
VNS ZAR750,000,000 $51,507,628
Inflation ZAR0 $0
TotalZAR38,809,292,763,918$2,665,299,500,645
ProductUSD
Equivalent
IRS$194,497,016,456,771
OIS$68,848,800,048,893
Basis$37,276,835,135,881
Zeroes$672,464,705,630
FRAs$66,953,740,744,794
VNS$3,490,079,713,268
Inflation$8,023,752,449,194
Total$379,762,689,254,431

Figures as of COB Feb 23, 2021.

Notional Outstanding by Product

As of COB Feb 23, 2021

Daily Notional by Tenor

As of COB Feb 23, 2021

Notional Outstanding by Currency

As of COB Feb 23, 2021. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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