Volumes

  • Client Notional Cleared (USD)
    $775,517,822,781,223
    Client Notional Outstanding (USD)
    $43,823,038,067,672
    As of COB Jul 18, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $2,266,584,000,000,000
    Trades Compressed
    16,278,044
  • Notional Outstanding Showing Effect of Compression

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

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

As of COB Jul 18, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$314,736,274,971
$1,660,819,255,175
$86,681,601,082,928
$21,049,747,125,585
EUR
€59,814,913,133
€421,326,884,491
€21,904,809,878,786
€9,387,553,180,730
GBP
£135,613,791,072
£551,118,666,465
£13,445,642,684,125
£3,586,143,729,624
JPY
¥885,884,701,318
¥6,342,228,000,100
¥184,847,613,721,000
¥118,860,187,784,162
CHF
CHF3,548,121,000
CHF10,813,084,078
CHF780,706,481,056
CHF255,848,153,949
AUD
$12,094,866,000
$92,621,849,187
$4,372,882,121,543
$1,636,616,247,551
CAD
$24,398,734,000
$279,898,111,623
$6,068,950,597,268
$1,800,845,671,057
Other*
Show All
Hide
$37,706,337,717
$176,732,457,711
$5,551,901,379,428
$3,268,048,487,467
CNY
CNY11,503,000,000
CNY23,016,000,000
CNY190,663,000,000
CNY126,623,679,942
CZK
CZK14,971,000,000
CZK479,869,517,974
CZK9,179,952,813,385
CZK3,663,142,656,311
DKK
DKK20,000,000
DKK1,374,519,572
DKK318,090,703,363
DKK719,389,043,155
HKD
HKD20,743,710,088
HKD149,083,842,991
HKD3,689,578,151,726
HKD2,900,532,116,355
HUF
HUF1,669,469,033,273
HUF1,345,706,257,653
HUF125,997,524,507,747
HUF36,054,699,553,859
INR
INR102,910,000,000
INR185,820,000,000
INR2,295,383,000,000
INR1,690,939,947,800
KRW
KRW5,998,803,820,000
KRW25,160,865,080,000
KRW130,733,467,300,000
KRW109,561,693,166,600
MXN
MXN1,871,643,000
MXN3,167,430,000
MXN381,627,025,954
MXN141,699,132,268
NOK
NOK4,208,224,735
NOK41,372,793,530
NOK4,224,849,185,458
NOK1,469,531,602,784
NZD
NZD8,393,350,000
NZD19,333,737,000
NZD786,175,786,429
NZD539,188,932,778
PLN
PLN8,856,866,694
PLN31,102,580,744
PLN1,347,274,351,512
PLN863,803,390,092
SEK
SEK39,159,570,000
SEK344,359,028,179
SEK13,643,572,352,464
SEK6,333,665,454,060
SGD
SGD5,921,758,059
SGD13,580,144,462
SGD488,349,043,186
SGD531,681,748,892
ZAR
ZAR31,884,645,000
ZAR356,842,045,976
ZAR5,553,290,599,847
ZAR6,099,019,086,881
Total in USD$638,112,235,089$3,409,158,694,648$147,533,054,777,619$43,823,038,067,672

Figures as of COB Jul 18, 2018. Weekly figures as of COB Jul 13, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $205,098,014,077
OIS $65,123,450,000
Basis $28,193,200,000
Zeroes $0
FRAs $15,900,000,000
VNS $321,610,894
Inflation $100,000,000
Total$314,736,274,971
ProductVolume
EUR
USD
Equivalent
IRS €49,085,284,062 $57,169,630,347
OIS €7,208,586,000 $8,395,840,114
Basis €967,800,000 $1,127,196,660
Zeroes €0 $0
FRAs €100,000,000 $116,470,000
VNS €240,103,071 $279,648,047
Inflation €2,213,140,000 $2,577,644,158
Total€59,814,913,133$69,666,429,326
ProductVolume
GBP
USD
Equivalent
IRS £21,328,575,000 $27,858,318,236
OIS £105,934,892,000 $138,366,859,186
Basis £1,714,300,000 $2,239,132,945
Zeroes £240,643,500 $314,316,508
FRAs £3,052,500,000 $3,987,022,875
VNS £7,811,872 $10,203,477
Inflation £3,335,068,700 $4,356,099,983
Total£135,613,791,072$177,131,953,210
ProductVolume
JPY
USD
Equivalent
IRS ¥635,884,701,318 $5,635,027,705
OIS ¥0 $0
Basis ¥200,000,000,000 $1,772,342,594
Zeroes ¥0 $0
FRAs ¥50,000,000,000 $443,085,648
VNS ¥0 $0
Inflation ¥0 $0
Total¥885,884,701,318$7,850,455,947
ProductVolume
CHF
USD
Equivalent
IRS CHF3,548,121,000 $3,550,606,424
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,548,121,000$3,550,606,424
ProductVolume
AUD
USD
Equivalent
IRS $11,067,366,000 $8,192,064,313
OIS $300,000,000 $222,060,000
Basis $727,500,000 $538,495,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$12,094,866,000$8,952,619,813
ProductVolume
CAD
USD
Equivalent
IRS $20,123,280,000 $15,272,677,596
OIS $4,275,454,000 $3,244,880,085
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$24,398,734,000$18,517,557,681
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY11,503,000,000 $1,711,845,111
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY11,503,000,000$1,711,845,111
ProductVolume
CZK
USD
Equivalent
IRS CZK14,971,000,000 $674,399,748
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK14,971,000,000$674,399,748
ProductVolume
DKK
USD
Equivalent
IRS DKK20,000,000 $3,125,537
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK20,000,000$3,125,537
ProductVolume
HKD
USD
Equivalent
IRS HKD20,743,710,088 $2,642,578,166
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD20,743,710,088$2,642,578,166
ProductVolume
HUF
USD
Equivalent
IRS HUF1,669,469,033,273 $5,997,194,551
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,669,469,033,273$5,997,194,551
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR102,910,000,000 $1,499,599,271
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR102,910,000,000$1,499,599,271
ProductVolume
KRW
USD
Equivalent
IRS KRW5,998,803,820,000 $5,305,459,805
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW5,998,803,820,000$5,305,459,805
ProductVolume
MXN
USD
Equivalent
IRS MXN1,871,643,000 $99,286,139
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,871,643,000$99,286,139
ProductVolume
NOK
USD
Equivalent
IRS NOK3,858,385,000 $472,517,023
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK265,000,000 $32,453,218
VNS NOK84,839,735 $10,389,896
Inflation NOK0 $0
TotalNOK4,208,224,735$515,360,137
ProductVolume
NZD
USD
Equivalent
IRS NZD8,393,350,000 $5,705,799,330
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD8,393,350,000$5,705,799,330
ProductVolume
PLN
USD
Equivalent
IRS PLN4,506,866,694 $1,217,578,467
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,350,000,000 $1,175,199,244
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN8,856,866,694$2,392,777,711
ProductVolume
SEK
USD
Equivalent
IRS SEK34,159,570,000 $3,852,177,590
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK5,000,000,000 $563,850,422
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK39,159,570,000$4,416,028,012
ProductVolume
SGD
USD
Equivalent
IRS SGD5,921,758,059 $4,337,331,033
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD5,921,758,059$4,337,331,033
ProductVolume
ZAR
USD
Equivalent
IRS ZAR31,884,645,000 $2,405,553,166
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR31,884,645,000$2,405,553,166
ProductUSD
Equivalent
IRS$357,201,184,364
OIS$216,852,688,656
Basis$33,870,367,699
Zeroes$314,316,508
FRAs$22,218,081,407
VNS$621,852,314
Inflation$7,033,744,141
Total$638,112,235,089
Show:
ProductUSD
Equivalent
IRS $602,738,260,345
OIS $590,467,082,000
Basis $141,949,232,200
Zeroes $0
FRAs $318,533,900,000
VNS $3,356,291,630
Inflation $3,774,489,000
Total$1,660,819,255,175
ProductVolume
EUR
USD
Equivalent
IRS €279,794,293,144 $327,502,342,573
OIS €129,186,211,155 $151,081,114,351
Basis €1,550,900,000 $1,812,203,210
Zeroes €0 $0
FRAs €2,250,000,000 $2,642,962,500
VNS €917,391,192 $1,073,972,728
Inflation €7,628,089,000 $8,914,361,684
Total€421,326,884,491$493,026,957,046
ProductVolume
GBP
USD
Equivalent
IRS £98,659,267,080 $130,638,012,881
OIS £419,943,278,704 $555,873,280,363
Basis £2,326,066,600 $3,081,141,817
Zeroes £262,842,000 $347,739,966
FRAs £25,147,250,000 $33,313,047,888
VNS £171,330,019 $226,413,661
Inflation £4,608,632,062 $6,101,281,296
Total£551,118,666,465$729,580,917,872
ProductVolume
JPY
USD
Equivalent
IRS ¥5,686,928,000,100 $50,758,420,370
OIS ¥3,000,000,000 $26,674,966
Basis ¥212,300,000,000 $1,891,465,359
Zeroes ¥0 $0
FRAs ¥440,000,000,000 $3,917,727,718
VNS ¥0 $0
Inflation ¥0 $0
Total¥6,342,228,000,100$56,594,288,413
ProductVolume
CHF
USD
Equivalent
IRS CHF10,803,084,078 $10,847,646,090
OIS CHF10,000,000 $9,979,044
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,813,084,078$10,857,625,134
ProductVolume
AUD
USD
Equivalent
IRS $51,401,507,000 $38,198,002,379
OIS $28,610,000,000 $21,178,475,000
Basis $12,433,400,000 $9,254,758,960
Zeroes $0 $0
FRAs $0 $0
VNS $176,942,187 $131,017,325
Inflation $0 $0
Total$92,621,849,187$68,762,253,664
ProductVolume
CAD
USD
Equivalent
IRS $74,039,793,623 $56,316,265,240
OIS $205,858,318,000 $156,468,674,393
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$279,898,111,623$212,784,939,633
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY23,016,000,000 $3,467,029,052
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY23,016,000,000$3,467,029,052
ProductVolume
CZK
USD
Equivalent
IRS CZK297,324,517,974 $13,434,761,448
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK182,545,000,000 $8,261,707,778
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK479,869,517,974$21,696,469,226
ProductVolume
DKK
USD
Equivalent
IRS DKK1,374,519,572 $216,427,028
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,374,519,572$216,427,028
ProductVolume
HKD
USD
Equivalent
IRS HKD149,083,842,991 $18,994,480,425
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD149,083,842,991$18,994,480,425
ProductVolume
HUF
USD
Equivalent
IRS HUF1,219,706,257,653 $4,405,140,279
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF126,000,000,000 $453,894,724
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,345,706,257,653$4,859,035,003
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR185,820,000,000 $2,711,071,644
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR185,820,000,000$2,711,071,644
ProductVolume
KRW
USD
Equivalent
IRS KRW25,160,865,080,000 $22,388,115,208
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW25,160,865,080,000$22,388,115,208
ProductVolume
MXN
USD
Equivalent
IRS MXN3,167,430,000 $166,540,822
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,167,430,000$166,540,822
ProductVolume
NOK
USD
Equivalent
IRS NOK36,093,875,000 $4,466,110,765
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK5,000,000,000 $623,184,974
VNS NOK278,918,530 $34,695,028
Inflation NOK0 $0
TotalNOK41,372,793,530$5,123,990,767
ProductVolume
NZD
USD
Equivalent
IRS NZD19,333,737,000 $13,157,088,706
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD19,333,737,000$13,157,088,706
ProductVolume
PLN
USD
Equivalent
IRS PLN22,172,580,744 $6,007,031,670
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN8,930,000,000 $2,407,359,789
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,102,580,744$8,414,391,459
ProductVolume
SEK
USD
Equivalent
IRS SEK176,287,028,179 $20,041,032,277
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK168,072,000,000 $18,991,608,249
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK344,359,028,179$39,032,640,526
ProductVolume
SGD
USD
Equivalent
IRS SGD13,580,144,462 $9,972,671,373
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,580,144,462$9,972,671,373
ProductVolume
ZAR
USD
Equivalent
IRS ZAR356,842,045,976 $26,532,506,472
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR356,842,045,976$26,532,506,472
ProductUSD
Equivalent
IRS$1,360,247,885,403
OIS$1,477,816,351,761
Basis$157,988,801,546
Zeroes$347,739,966
FRAs$389,145,393,620
VNS$4,822,390,372
Inflation$18,790,131,980
Total$3,409,158,694,648
Show:
ProductUSD
Equivalent
IRS $22,246,866,507,292
OIS $42,685,218,524,380
Basis $5,009,366,764,427
Zeroes $6,370,301,148
FRAs $16,559,625,360,000
VNS $54,113,139,616
Inflation $120,040,486,065
Total$86,681,601,082,928
ProductVolume
EUR
USD
Equivalent
IRS €10,548,788,966,792 $12,696,727,919,830
OIS €9,230,535,455,232 $11,073,076,165,361
Basis €85,151,835,182 $102,607,451,731
Zeroes €5,544,221,122 $6,696,852,394
FRAs €1,844,919,844,592 $2,193,593,310,061
VNS €27,747,151,205 $33,259,966,130
Inflation €162,122,404,661 $196,026,725,889
Total€21,904,809,878,786$26,301,988,391,396
ProductVolume
GBP
USD
Equivalent
IRS £3,163,410,351,844 $4,339,742,182,986
OIS £8,769,474,863,259 $11,982,485,249,180
Basis £238,053,362,800 $327,535,923,120
Zeroes £10,784,972,744 $14,844,856,177
FRAs £1,133,453,512,970 $1,556,894,852,783
VNS £15,944,059,172 $21,700,788,398
Inflation £114,521,561,336 $157,290,665,073
Total£13,445,642,684,125$18,400,494,517,717
ProductVolume
JPY
USD
Equivalent
IRS ¥144,663,342,903,137 $1,328,406,365,624
OIS ¥20,750,899,800,000 $190,461,451,951
Basis ¥16,936,891,017,863 $154,743,719,897
Zeroes ¥0 $0
FRAs ¥2,496,480,000,000 $22,602,895,366
VNS ¥0 $0
Inflation ¥0 $0
Total¥184,847,613,721,000$1,696,214,432,838
ProductVolume
CHF
USD
Equivalent
IRS CHF512,874,519,056 $530,204,744,691
OIS CHF7,283,500,000 $7,449,060,460
Basis CHF17,313,412,000 $18,081,369,441
Zeroes CHF0 $0
FRAs CHF243,118,550,000 $250,257,392,307
VNS CHF116,500,000 $118,218,199
Inflation CHF0 $0
TotalCHF780,706,481,056$806,110,785,098
ProductVolume
AUD
USD
Equivalent
IRS $1,601,935,896,581 $1,228,788,420,649
OIS $2,703,802,020,000 $2,088,799,123,860
Basis $64,692,380,000 $49,273,173,280
Zeroes $650,000,000 $480,415,000
FRAs $0 $0
VNS $1,801,824,962 $1,383,823,066
Inflation $0 $0
Total$4,372,882,121,543$3,368,724,955,855
ProductVolume
CAD
USD
Equivalent
IRS $2,163,947,868,124 $1,690,507,278,005
OIS $3,888,943,972,000 $3,022,939,515,676
Basis $14,671,490,000 $11,486,409,184
Zeroes $122,526,648 $94,782,983
FRAs $0 $0
VNS $1,264,740,496 $991,246,511
Inflation $0 $0
Total$6,068,950,597,268$4,726,019,232,359
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY190,663,000,000 $29,112,997,646
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY190,663,000,000$29,112,997,646
ProductVolume
CZK
USD
Equivalent
IRS CZK5,951,511,586,225 $282,331,940,601
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK3,228,139,000,000 $151,335,928,268
VNS CZK302,227,160 $14,530,538
Inflation CZK0 $0
TotalCZK9,179,952,813,385$433,682,399,407
ProductVolume
DKK
USD
Equivalent
IRS DKK304,544,203,363 $49,736,227,994
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK13,500,000,000 $2,240,284,564
VNS DKK46,500,000 $7,409,940
Inflation DKK0 $0
TotalDKK318,090,703,363$51,983,922,498
ProductVolume
HKD
USD
Equivalent
IRS HKD3,587,972,151,726 $457,530,578,967
OIS HKD0 $0
Basis HKD101,443,000,000 $12,938,382,312
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,765,588
Inflation HKD0 $0
TotalHKD3,689,578,151,726$470,489,726,867
ProductVolume
HUF
USD
Equivalent
IRS HUF83,784,255,901,372 $322,576,000,293
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF42,210,051,328,000 $159,957,725,355
VNS HUF3,217,278,375 $12,113,518
Inflation HUF0 $0
TotalHUF125,997,524,507,747$482,545,839,166
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR2,295,383,000,000 $33,749,701,451
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR2,295,383,000,000$33,749,701,451
ProductVolume
KRW
USD
Equivalent
IRS KRW130,733,467,300,000 $117,869,164,161
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW130,733,467,300,000$117,869,164,161
ProductVolume
MXN
USD
Equivalent
IRS MXN381,627,025,954 $20,079,652,658
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN381,627,025,954$20,079,652,658
ProductVolume
NOK
USD
Equivalent
IRS NOK1,735,748,592,299 $219,012,288,501
OIS NOK0 $0
Basis NOK78,678,000,000 $9,972,896,261
Zeroes NOK0 $0
FRAs NOK2,406,820,280,534 $303,473,607,520
VNS NOK3,602,312,625 $453,294,907
Inflation NOK0 $0
TotalNOK4,224,849,185,458$532,912,087,189
ProductVolume
NZD
USD
Equivalent
IRS NZD786,170,599,156 $560,384,358,997
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD5,187,273 $3,709,121
Inflation NZD0 $0
TotalNZD786,175,786,429$560,388,068,118
ProductVolume
PLN
USD
Equivalent
IRS PLN1,017,468,198,506 $291,830,383,358
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN329,806,153,006 $93,589,114,302
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN1,347,274,351,512$385,419,497,660
ProductVolume
SEK
USD
Equivalent
IRS SEK7,480,421,967,334 $888,747,301,263
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK6,159,365,839,112 $733,333,946,339
VNS SEK3,784,546,018 $440,810,054
Inflation SEK0 $0
TotalSEK13,643,572,352,464$1,622,522,057,656
ProductVolume
SGD
USD
Equivalent
IRS SGD487,643,043,186 $367,006,326,448
OIS SGD0 $0
Basis SGD542,000,000 $410,808,592
Zeroes SGD44,000,000 $32,830,500
FRAs SGD0 $0
VNS SGD120,000,000 $91,414,642
Inflation SGD0 $0
TotalSGD488,349,043,186$367,541,380,182
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,553,281,599,847 $443,604,128,713
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR9,000,000 $756,056
Inflation ZAR0 $0
TotalZAR5,553,290,599,847$443,604,884,769
ProductUSD
Equivalent
IRS$48,111,064,768,677
OIS$71,084,178,792,319
Basis$5,696,416,898,245
Zeroes$28,520,038,202
FRAs$22,026,904,416,865
VNS$112,611,986,284
Inflation$473,357,877,027
Total$147,533,054,777,619
Show:
ProductUSD
Equivalent
IRS $9,812,741,754,602
OIS $5,464,802,748,715
Basis $2,940,249,527,925
Zeroes $5,296,126,212
FRAs $2,552,258,282,730
VNS $207,493,983,260
Inflation $66,904,702,142
Total$21,049,747,125,586
ProductVolume
EUR
USD
Equivalent
IRS €5,151,602,909,329 $6,000,071,908,496
OIS €3,429,724,569,736 $3,994,600,206,371
Basis €122,063,886,828 $142,167,808,989
Zeroes €13,172,589,467 $15,342,114,952
FRAs €449,663,244,596 $523,722,780,981
VNS €114,008,461,002 $132,785,654,530
Inflation €107,317,519,771 $124,992,715,278
Total€9,387,553,180,729$10,933,683,189,597
ProductVolume
GBP
USD
Equivalent
IRS £1,266,808,619,466 $1,654,642,078,315
OIS £1,730,732,528,955 $2,260,596,292,694
Basis £163,216,383,000 $213,185,078,655
Zeroes £18,739,620,099 $24,476,754,792
FRAs £233,208,712,488 $304,605,559,816
VNS £53,082,569,858 $69,333,798,620
Inflation £120,355,295,759 $157,202,069,556
Total£3,586,143,729,625$4,684,041,632,448
ProductVolume
JPY
USD
Equivalent
IRS ¥90,315,144,319,224 $800,346,885,721
OIS ¥9,448,741,379,620 $83,732,034,026
Basis ¥17,743,189,000,000 $157,235,048,075
Zeroes ¥0 $0
FRAs ¥1,348,400,000,000 $11,949,133,768
VNS ¥4,713,085,318 $41,766,009
Inflation ¥0 $0
Total¥118,860,187,784,162$1,053,304,867,599
ProductVolume
CHF
USD
Equivalent
IRS CHF198,354,405,761 $198,493,351,106
OIS CHF3,384,300,000 $3,386,670,669
Basis CHF28,941,917,000 $28,962,190,533
Zeroes CHF0 $0
FRAs CHF24,506,431,188 $24,523,597,706
VNS CHF661,100,000 $661,563,094
Inflation CHF0 $0
TotalCHF255,848,153,949$256,027,373,108
ProductVolume
AUD
USD
Equivalent
IRS $832,457,383,296 $616,184,955,116
OIS $717,704,010,112 $531,244,508,285
Basis $82,877,580,000 $61,345,984,716
Zeroes $760,102,501 $562,627,871
FRAs $0 $0
VNS $2,817,171,642 $2,085,270,450
Inflation $0 $0
Total$1,636,616,247,551$1,211,423,346,438
ProductVolume
CAD
USD
Equivalent
IRS $850,924,471,404 $645,813,958,261
OIS $907,480,876,293 $688,737,762,821
Basis $37,062,461,646 $28,128,765,669
Zeroes $122,526,648 $92,992,295
FRAs $0 $0
VNS $5,255,335,066 $3,988,566,383
Inflation $0 $0
Total$1,800,845,671,057$1,366,762,045,429
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY126,623,679,942 $18,843,790,963
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY126,623,679,942$18,843,790,963
ProductVolume
CZK
USD
Equivalent
IRS CZK2,821,943,489,261 $127,120,297,728
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK839,970,000,000 $37,838,190,910
VNS CZK1,229,167,050 $55,370,379
Inflation CZK0 $0
TotalCZK3,663,142,656,311$165,013,859,017
ProductVolume
DKK
USD
Equivalent
IRS DKK712,292,884,697 $111,314,895,482
OIS DKK0 $0
Basis DKK5,050,000,000 $789,198,143
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK2,046,158,458 $319,767,219
Inflation DKK0 $0
TotalDKK719,389,043,155$112,423,860,844
ProductVolume
HKD
USD
Equivalent
IRS HKD2,702,279,116,355 $344,248,148,533
OIS HKD0 $0
Basis HKD198,090,000,000 $25,235,037,835
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD163,000,000 $20,764,860
Inflation HKD0 $0
TotalHKD2,900,532,116,355$369,503,951,228
ProductVolume
HUF
USD
Equivalent
IRS HUF22,720,657,446,596 $81,618,886,202
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $165,603,952
FRAs HUF13,281,780,876,888 $47,711,830,721
VNS HUF6,161,230,375 $22,132,844
Inflation HUF0 $0
TotalHUF36,054,699,553,859$129,518,453,719
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,690,939,947,800 $24,640,290,678
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,690,939,947,800$24,640,290,678
ProductVolume
KRW
USD
Equivalent
IRS KRW109,561,693,166,600 $96,898,511,227
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW109,561,693,166,600$96,898,511,227
ProductVolume
MXN
USD
Equivalent
IRS MXN141,699,132,268 $7,516,796,577
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN141,699,132,268$7,516,796,577
ProductVolume
NOK
USD
Equivalent
IRS NOK870,067,546,118 $106,552,800,299
OIS NOK0 $0
Basis NOK50,955,540,000 $6,240,268,933
Zeroes NOK0 $0
FRAs NOK535,122,253,856 $65,533,733,450
VNS NOK13,386,262,810 $1,639,348,341
Inflation NOK0 $0
TotalNOK1,469,531,602,784$179,966,151,023
ProductVolume
NZD
USD
Equivalent
IRS NZD537,823,728,469 $365,612,570,613
OIS NZD0 $0
Basis NZD1,300,000,000 $883,740,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD65,204,309 $44,325,889
Inflation NZD0 $0
TotalNZD539,188,932,778$366,540,636,502
ProductVolume
PLN
USD
Equivalent
IRS PLN682,710,445,270 $184,441,562,953
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $6,754,019
FRAs PLN179,818,382,022 $48,579,868,167
VNS PLN1,249,562,800 $337,582,818
Inflation PLN0 $0
TotalPLN863,803,390,092$233,365,767,957
ProductVolume
SEK
USD
Equivalent
IRS SEK4,558,674,823,394 $514,082,144,368
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $29,298,988
FRAs SEK1,764,713,429,266 $199,006,882,275
VNS SEK10,017,389,690 $1,129,661,880
Inflation SEK0 $0
TotalSEK6,333,665,454,060$714,247,987,511
ProductVolume
SGD
USD
Equivalent
IRS SGD530,956,048,892 $388,893,319,338
OIS SGD0 $0
Basis SGD561,700,000 $411,411,411
Zeroes SGD44,000,000 $32,227,349
FRAs SGD0 $0
VNS SGD120,000,000 $87,892,771
Inflation SGD0 $0
TotalSGD531,681,748,892$389,424,850,869
ProductVolume
ZAR
USD
Equivalent
IRS ZAR6,099,019,086,881 $460,143,579,352
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR6,099,019,086,881$460,143,579,352
ProductUSD
Equivalent
IRS$22,535,582,195,252
OIS$13,051,740,514,259
Basis$3,604,834,060,884
Zeroes$46,004,500,430
FRAs$3,815,729,860,524
VNS$420,047,449,347
Inflation$349,099,486,976
Total$43,823,038,067,672

Figures as of COB Jul 18, 2018.

Notional Outstanding by Product

As of COB Jul 18, 2018

Daily Notional by Tenor
 

As of COB Jul 18, 2018

Notional Outstanding by Tenor
 

As of COB Jul 18, 2018

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
$1,330,136,680,918
$6,433,479,312,612
$321,762,768,913,961
$133,746,234,934,791
EUR
€386,899,774,774
€2,671,279,815,932
€124,063,752,720,486
€81,423,418,591,223
GBP
£378,409,592,812
£2,114,891,145,661
£56,709,364,367,515
£31,364,722,975,730
JPY
¥11,545,529,402,636
¥32,550,822,606,858
¥835,317,182,304,282
¥1,189,856,667,099,680
CHF
CHF10,990,422,000
CHF112,670,830,160
CHF3,797,349,981,257
CHF3,368,470,806,456
AUD
$158,836,732,000
$724,453,270,374
$23,489,481,634,570
$22,537,854,055,322
CAD
$246,211,566,000
$1,088,868,788,033
$19,584,103,753,176
$15,163,275,733,445
Other*
Show All
Hide
$161,470,656,025
$752,273,038,033
$23,101,722,100,088
$24,097,678,648,110
CNY
CNY44,736,000,000
CNY91,613,900,000
CNY798,775,090,370
CNY723,646,770,312
CZK
CZK130,378,000,000
CZK2,050,818,094,950
CZK34,349,946,074,793
CZK33,884,464,534,150
DKK
DKK20,000,000
DKK3,349,039,144
DKK1,213,903,270,043
DKK4,045,382,966,369
HKD
HKD109,507,420,176
HKD530,977,685,982
HKD16,842,382,027,655
HKD18,714,720,597,569
HUF
HUF3,643,552,316,546
HUF9,194,825,575,306
HUF438,870,325,509,834
HUF332,542,108,302,437
INR
INR875,040,000,000
INR1,078,830,000,000
INR18,284,557,738,130
INR17,093,553,301,400
KRW
KRW15,545,572,410,000
KRW82,628,430,900,000
KRW374,305,189,578,600
KRW343,535,632,186,208
MXN
MXN3,193,286,000
MXN12,229,260,000
MXN1,065,441,728,514
MXN827,668,263,663
NOK
NOK147,538,449,470
NOK172,856,856,960
NOK17,075,430,256,496
NOK17,639,313,078,425
NZD
NZD25,690,100,000
NZD85,162,198,000
NZD3,687,017,002,841
NZD5,622,129,541,823
PLN
PLN31,885,945,388
PLN87,386,880,824
PLN4,214,413,811,140
PLN5,367,186,579,703
SEK
SEK125,930,800,000
SEK1,606,568,686,230
SEK54,501,832,481,895
SEK52,608,718,441,288
SGD
SGD29,146,849,316
SGD82,634,828,924
SGD2,905,400,957,759
SGD2,758,662,542,136
ZAR
ZAR205,875,290,000
ZAR1,468,845,911,952
ZAR25,142,574,289,563
ZAR30,094,788,636,483
Total in USD$2,854,235,097,383$14,881,559,504,463$616,899,583,342,625$335,750,574,548,190

Figures as of COB Jul 18, 2018. Weekly figures as of COB Jul 13, 2018. *Other: CNY, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $769,991,356,754
OIS $217,781,410,000
Basis $87,677,000,000
Zeroes $0
FRAs $252,436,000,000
VNS $1,134,676,364
Inflation $1,116,237,800
Total$1,330,136,680,918
ProductVolume
EUR
USD
Equivalent
IRS €283,491,041,484 $330,182,016,016
OIS €66,005,372,000 $76,876,456,768
Basis €1,935,600,000 $2,254,393,320
Zeroes €0 $0
FRAs €26,200,000,000 $30,515,140,000
VNS €866,107,290 $1,008,755,161
Inflation €8,401,654,000 $9,785,406,414
Total€386,899,774,774$450,622,167,679
ProductVolume
GBP
USD
Equivalent
IRS £80,412,969,270 $105,031,399,812
OIS £250,603,784,000 $327,326,132,472
Basis £11,766,000,000 $15,368,160,900
Zeroes £481,287,000 $628,633,015
FRAs £25,709,000,000 $33,579,810,350
VNS £15,623,744 $20,406,953
Inflation £9,420,928,798 $12,305,146,150
Total£378,409,592,812$494,259,689,652
ProductVolume
JPY
USD
Equivalent
IRS ¥10,457,369,402,636 $92,670,206,058
OIS ¥0 $0
Basis ¥988,160,000,000 $8,756,790,288
Zeroes ¥0 $0
FRAs ¥100,000,000,000 $886,171,297
VNS ¥0 $0
Inflation ¥0 $0
Total¥11,545,529,402,636$102,313,167,643
ProductVolume
CHF
USD
Equivalent
IRS CHF10,990,422,000 $10,998,120,684
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF10,990,422,000$10,998,120,684
ProductVolume
AUD
USD
Equivalent
IRS $94,443,732,000 $69,907,250,426
OIS $58,600,000,000 $43,375,720,000
Basis $5,793,000,000 $4,287,978,600
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$158,836,732,000$117,570,949,026
ProductVolume
CAD
USD
Equivalent
IRS $237,635,002,000 $180,354,433,819
OIS $8,550,908,000 $6,489,760,170
Basis $0 $0
Zeroes $25,656,000 $19,471,767
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$246,211,566,000$186,863,665,756
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY44,736,000,000 $6,657,489,601
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY44,736,000,000$6,657,489,601
ProductVolume
CZK
USD
Equivalent
IRS CZK44,978,000,000 $2,026,127,303
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK85,400,000,000 $3,847,020,136
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK130,378,000,000$5,873,147,439
ProductVolume
DKK
USD
Equivalent
IRS DKK20,000,000 $3,125,537
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK20,000,000$3,125,537
ProductVolume
HKD
USD
Equivalent
IRS HKD109,507,420,176 $13,950,345,254
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD109,507,420,176$13,950,345,254
ProductVolume
HUF
USD
Equivalent
IRS HUF3,424,032,316,546 $12,300,071,187
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF219,520,000,000 $788,576,560
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,643,552,316,546$13,088,647,747
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR875,040,000,000 $12,751,038,251
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR875,040,000,000$12,751,038,251
ProductVolume
KRW
USD
Equivalent
IRS KRW15,545,572,410,000 $13,748,809,270
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW15,545,572,410,000$13,748,809,270
ProductVolume
MXN
USD
Equivalent
IRS MXN3,193,286,000 $169,396,106
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,193,286,000$169,396,106
ProductVolume
NOK
USD
Equivalent
IRS NOK42,230,770,000 $5,171,790,193
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK105,138,000,000 $12,875,722,543
VNS NOK169,679,470 $20,779,792
Inflation NOK0 $0
TotalNOK147,538,449,470$18,068,292,528
ProductVolume
NZD
USD
Equivalent
IRS NZD25,690,100,000 $17,464,129,980
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD25,690,100,000$17,464,129,980
ProductVolume
PLN
USD
Equivalent
IRS PLN16,179,945,388 $4,371,186,110
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN15,706,000,000 $4,243,144,671
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN31,885,945,388$8,614,330,781
ProductVolume
SEK
USD
Equivalent
IRS SEK115,930,800,000 $13,073,526,095
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK10,000,000,000 $1,127,700,844
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK125,930,800,000$14,201,226,939
ProductVolume
SGD
USD
Equivalent
IRS SGD29,146,849,316 $21,348,311,225
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD29,146,849,316$21,348,311,225
ProductVolume
ZAR
USD
Equivalent
IRS ZAR205,875,290,000 $15,532,365,367
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR205,875,290,000$15,532,365,367
ProductUSD
Equivalent
IRS$1,684,951,456,797
OIS$684,600,517,661
Basis$118,344,323,108
Zeroes$648,104,782
FRAs$340,299,286,401
VNS$2,184,618,270
Inflation$23,206,790,364
Total$2,854,235,097,383
Show:
ProductUSD
Equivalent
IRS $2,186,145,368,612
OIS $1,493,516,376,000
Basis $520,688,105,389
Zeroes $0
FRAs $2,202,715,600,000
VNS $11,540,622,111
Inflation $18,873,240,500
Total$6,433,479,312,612
ProductVolume
EUR
USD
Equivalent
IRS €1,490,424,270,941 $1,743,942,068,250
OIS €694,685,264,310 $812,850,315,655
Basis €3,301,800,000 $3,859,336,420
Zeroes €0 $0
FRAs €448,178,000,000 $525,641,228,700
VNS €2,782,642,681 $3,252,992,322
Inflation €31,907,838,000 $37,298,254,305
Total€2,671,279,815,932$3,126,844,195,652
ProductVolume
GBP
USD
Equivalent
IRS £321,817,411,958 $426,122,264,075
OIS £1,464,229,266,962 $1,938,619,992,781
Basis £24,566,861,519 $32,501,875,161
Zeroes £1,677,118,420 $2,219,092,486
FRAs £279,680,080,000 $370,672,850,676
VNS £718,617,180 $949,838,763
Inflation £22,201,789,622 $29,382,454,595
Total£2,114,891,145,661$2,800,468,368,537
ProductVolume
JPY
USD
Equivalent
IRS ¥30,810,400,606,858 $275,493,325,143
OIS ¥159,756,000,000 $1,435,167,755
Basis ¥700,666,000,000 $6,249,511,384
Zeroes ¥0 $0
FRAs ¥880,000,000,000 $7,835,455,436
VNS ¥0 $0
Inflation ¥0 $0
Total¥32,550,822,606,858$291,013,459,718
ProductVolume
CHF
USD
Equivalent
IRS CHF29,532,830,160 $29,642,752,390
OIS CHF6,020,000,000 $6,018,410,665
Basis CHF500,000,000 $498,952,200
Zeroes CHF0 $0
FRAs CHF76,618,000,000 $76,917,980,122
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF112,670,830,160$113,078,095,377
ProductVolume
AUD
USD
Equivalent
IRS $400,279,386,000 $296,566,997,947
OIS $280,117,600,000 $207,539,507,880
Basis $43,702,400,000 $32,499,422,835
Zeroes $0 $0
FRAs $0 $0
VNS $353,884,374 $262,034,650
Inflation $0 $0
Total$724,453,270,374$536,867,963,312
ProductVolume
CAD
USD
Equivalent
IRS $462,688,936,633 $351,851,325,346
OIS $618,498,636,000 $469,825,282,326
Basis $6,000,000,000 $4,578,055,852
Zeroes $35,416,000 $26,987,715
FRAs $0 $0
VNS $1,645,799,400 $1,253,419,983
Inflation $0 $0
Total$1,088,868,788,033$827,535,071,222
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY91,613,900,000 $13,783,253,911
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY91,613,900,000$13,783,253,911
ProductVolume
CZK
USD
Equivalent
IRS CZK939,308,094,950 $42,472,459,787
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,111,510,000,000 $50,188,461,016
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,050,818,094,950$92,660,920,803
ProductVolume
DKK
USD
Equivalent
IRS DKK2,749,039,144 $432,854,057
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK600,000,000 $93,955,528
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,349,039,144$526,809,585
ProductVolume
HKD
USD
Equivalent
IRS HKD530,977,685,982 $67,650,685,923
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD530,977,685,982$67,650,685,923
ProductVolume
HUF
USD
Equivalent
IRS HUF4,018,885,575,306 $14,507,704,996
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,175,940,000,000 $18,645,653,606
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,194,825,575,306$33,153,358,602
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,078,830,000,000 $15,719,455,896
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,078,830,000,000$15,719,455,896
ProductVolume
KRW
USD
Equivalent
IRS KRW82,628,430,900,000 $73,504,294,344
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW82,628,430,900,000$73,504,294,344
ProductVolume
MXN
USD
Equivalent
IRS MXN12,229,260,000 $640,909,501
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN12,229,260,000$640,909,501
ProductVolume
NOK
USD
Equivalent
IRS NOK105,899,019,900 $13,097,763,642
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK66,400,000,000 $8,255,208,803
VNS NOK557,837,060 $69,390,057
Inflation NOK0 $0
TotalNOK172,856,856,960$21,422,362,502
ProductVolume
NZD
USD
Equivalent
IRS NZD85,162,198,000 $57,942,417,883
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD85,162,198,000$57,942,417,883
ProductVolume
PLN
USD
Equivalent
IRS PLN69,886,880,824 $18,928,610,028
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN17,500,000,000 $4,715,989,215
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN87,386,880,824$23,644,599,243
ProductVolume
SEK
USD
Equivalent
IRS SEK569,613,436,358 $64,665,835,147
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,036,924,000,000 $117,242,770,295
VNS SEK31,249,872 $3,542,949
Inflation SEK0 $0
TotalSEK1,606,568,686,230$181,912,148,391
ProductVolume
SGD
USD
Equivalent
IRS SGD82,634,828,924 $60,693,539,214
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD82,634,828,924$60,693,539,214
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,468,845,911,952 $109,018,282,235
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,468,845,911,952$109,018,282,235
ProductUSD
Equivalent
IRS$5,847,102,712,431
OIS$4,945,524,508,958
Basis$600,875,259,241
Zeroes$2,246,080,201
FRAs$3,382,925,153,397
VNS$17,331,840,835
Inflation$85,553,949,400
Total$14,881,559,504,463
Show:
ProductUSD
Equivalent
IRS $75,757,589,279,832
OIS $111,199,857,918,105
Basis $18,712,650,880,554
Zeroes $19,306,623,677
FRAs $115,400,477,683,572
VNS $229,105,862,369
Inflation $443,780,665,852
Total$321,762,768,913,961
ProductVolume
EUR
USD
Equivalent
IRS €54,552,502,872,461 $65,700,108,111,485
OIS €34,586,263,199,427 $41,577,440,091,862
Basis €248,753,446,133 $299,463,138,317
Zeroes €11,463,874,179 $13,838,020,273
FRAs €33,745,919,578,368 $40,736,853,269,343
VNS €95,700,933,324 $114,278,797,639
Inflation €823,148,816,594 $995,929,599,792
Total€124,063,752,720,486$149,437,911,028,711
ProductVolume
GBP
USD
Equivalent
IRS £12,450,399,046,935 $17,051,630,256,695
OIS £28,389,797,069,183 $38,834,351,467,715
Basis £1,922,838,800,033 $2,647,633,769,573
Zeroes £38,557,472,780 $52,770,314,976
FRAs £13,334,914,442,578 $18,313,109,467,576
VNS £50,803,528,635 $69,435,390,542
Inflation £522,054,007,371 $717,672,043,073
Total£56,709,364,367,515$77,686,602,710,150
ProductVolume
JPY
USD
Equivalent
IRS ¥705,803,858,516,418 $6,474,816,279,259
OIS ¥71,747,519,600,000 $658,497,595,509
Basis ¥51,271,224,035,726 $468,482,959,884
Zeroes ¥0 $0
FRAs ¥6,457,120,000,000 $58,730,354,934
VNS ¥37,460,152,138 $339,524,787
Inflation ¥0 $0
Total¥835,317,182,304,282$7,660,866,714,373
ProductVolume
CHF
USD
Equivalent
IRS CHF1,618,859,617,257 $1,672,997,998,126
OIS CHF129,019,240,000 $133,236,791,247
Basis CHF110,120,424,000 $114,413,745,465
Zeroes CHF0 $0
FRAs CHF1,939,117,700,000 $2,004,159,860,077
VNS CHF233,000,000 $236,436,398
Inflation CHF0 $0
TotalCHF3,797,349,981,257$3,925,044,831,313
ProductVolume
AUD
USD
Equivalent
IRS $10,778,111,919,576 $8,256,379,343,492
OIS $11,953,429,040,000 $9,223,733,814,840
Basis $746,338,880,000 $574,294,300,473
Zeroes $5,500,000,000 $4,082,925,000
FRAs $0 $0
VNS $6,101,794,994 $4,629,573,869
Inflation $0 $0
Total$23,489,481,634,570$18,063,119,957,674
ProductVolume
CAD
USD
Equivalent
IRS $8,844,415,797,209 $6,906,782,904,905
OIS $10,534,562,474,000 $8,194,364,030,698
Basis $173,368,580,000 $135,584,049,793
Zeroes $2,396,851,732 $1,871,937,971
FRAs $0 $0
VNS $29,360,050,235 $22,944,162,988
Inflation $0 $0
Total$19,584,103,753,176$15,261,547,086,355
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY798,775,090,370 $122,069,371,687
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY798,775,090,370$122,069,371,687
ProductVolume
CZK
USD
Equivalent
IRS CZK17,319,735,470,153 $818,758,664,482
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK17,029,484,010,000 $799,744,666,033
VNS CZK726,594,640 $34,970,711
Inflation CZK0 $0
TotalCZK34,349,946,074,793$1,618,538,301,226
ProductVolume
DKK
USD
Equivalent
IRS DKK1,072,210,270,043 $174,599,393,135
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK140,800,000,000 $23,086,432,557
VNS DKK893,000,000 $148,255,514
Inflation DKK0 $0
TotalDKK1,213,903,270,043$197,834,081,206
ProductVolume
HKD
USD
Equivalent
IRS HKD16,469,082,427,655 $2,100,134,716,577
OIS HKD0 $0
Basis HKD372,973,600,000 $47,576,727,104
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,531,176
Inflation HKD0 $0
TotalHKD16,842,382,027,655$2,147,752,974,857
ProductVolume
HUF
USD
Equivalent
IRS HUF245,455,663,740,334 $943,321,817,341
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF192,995,792,656,000 $729,128,745,153
VNS HUF418,869,113,500 $1,603,226,333
Inflation HUF0 $0
TotalHUF438,870,325,509,834$1,674,053,788,827
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR18,284,557,738,130 $268,991,342,647
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR18,284,557,738,130$268,991,342,647
ProductVolume
KRW
USD
Equivalent
IRS KRW374,305,189,578,600 $337,054,239,850
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW374,305,189,578,600$337,054,239,850
ProductVolume
MXN
USD
Equivalent
IRS MXN1,065,441,728,514 $55,964,808,866
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,065,441,728,514$55,964,808,866
ProductVolume
NOK
USD
Equivalent
IRS NOK5,131,591,070,178 $646,570,108,900
OIS NOK0 $0
Basis NOK162,086,000,000 $20,581,040,294
Zeroes NOK0 $0
FRAs NOK11,774,410,561,068 $1,485,174,105,629
VNS NOK7,342,625,250 $924,066,796
Inflation NOK0 $0
TotalNOK17,075,430,256,496$2,153,249,321,619
ProductVolume
NZD
USD
Equivalent
IRS NZD3,684,400,234,215 $2,624,405,717,750
OIS NZD0 $0
Basis NZD2,594,000,000 $1,883,892,500
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD22,768,626 $16,081,704
Inflation NZD0 $0
TotalNZD3,687,017,002,841$2,626,305,691,954
ProductVolume
PLN
USD
Equivalent
IRS PLN2,920,237,505,128 $835,792,974,273
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,294,176,306,012 $367,678,164,269
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,214,413,811,140$1,203,471,138,542
ProductVolume
SEK
USD
Equivalent
IRS SEK22,083,990,509,746 $2,629,181,124,157
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK32,407,172,664,624 $3,860,054,183,959
VNS SEK10,669,307,525 $1,229,483,793
Inflation SEK0 $0
TotalSEK54,501,832,481,895$6,490,464,791,909
ProductVolume
SGD
USD
Equivalent
IRS SGD2,903,988,957,759 $2,186,890,131,982
OIS SGD0 $0
Basis SGD1,084,000,000 $821,617,184
Zeroes SGD88,000,000 $65,661,000
FRAs SGD0 $0
VNS SGD240,000,000 $182,829,283
Inflation SGD0 $0
TotalSGD2,905,400,957,759$2,187,960,239,449
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,142,556,289,563 $2,018,010,495,337
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR18,000,000 $1,512,112
Inflation ZAR0 $0
TotalZAR25,142,574,289,563$2,018,012,007,449
ProductUSD
Equivalent
IRS$197,313,057,738,131
OIS$210,090,473,052,623
Basis$23,023,386,121,141
Zeroes$91,935,482,897
FRAs$183,778,196,933,102
VNS$445,151,706,014
Inflation$2,157,382,308,717
Total$616,899,583,342,625
Show:
ProductUSD
Equivalent
IRS $46,289,978,603,484
OIS $25,557,475,949,458
Basis $23,838,025,260,250
Zeroes $88,818,759,708
FRAs $36,148,468,489,156
VNS $996,323,554,074
Inflation $827,144,318,662
Total$133,746,234,934,792
ProductVolume
EUR
USD
Equivalent
IRS €44,070,568,466,463 $51,328,991,092,889
OIS €17,824,428,467,116 $20,760,111,835,650
Basis €1,179,440,614,469 $1,373,694,483,672
Zeroes €242,164,477,480 $282,048,966,921
FRAs €15,875,050,993,237 $18,489,671,891,823
VNS €563,312,104,071 $656,089,607,612
Inflation €1,668,453,468,387 $1,943,247,754,630
Total€81,423,418,591,223$94,833,855,633,197
ProductVolume
GBP
USD
Equivalent
IRS £10,115,602,684,772 $13,212,494,446,715
OIS £9,317,440,601,179 $12,169,975,041,230
Basis £4,548,458,037,464 $5,940,968,465,634
Zeroes £269,723,035,059 $352,298,742,242
FRAs £5,639,408,572,533 $7,365,913,507,014
VNS £212,707,263,012 $277,827,591,584
Inflation £1,261,382,781,711 $1,647,555,120,331
Total£31,364,722,975,730$40,967,032,914,750
ProductVolume
JPY
USD
Equivalent
IRS ¥917,396,315,739,317 $8,129,702,829,007
OIS ¥67,142,113,138,035 $594,994,134,769
Basis ¥200,210,875,515,550 $1,774,211,312,114
Zeroes ¥800,000,000,000 $7,089,370,375
FRAs ¥4,204,800,000,000 $37,261,730,693
VNS ¥102,562,706,774 $908,881,269
Inflation ¥0 $0
Total¥1,189,856,667,099,676$10,544,168,258,227
ProductVolume
CHF
USD
Equivalent
IRS CHF1,808,708,183,406 $1,809,975,166,023
OIS CHF65,089,472,451 $65,135,066,998
Basis CHF530,645,186,000 $531,016,897,828
Zeroes CHF3,921,080,159 $3,923,826,838
FRAs CHF958,385,647,692 $959,056,987,583
VNS CHF1,721,236,748 $1,722,442,458
Inflation CHF0 $0
TotalCHF3,368,470,806,456$3,370,830,387,728
ProductVolume
AUD
USD
Equivalent
IRS $13,605,931,598,755 $10,071,110,569,399
OIS $6,250,172,421,325 $4,626,377,626,265
Basis $2,651,771,857,390 $1,962,841,528,840
Zeroes $8,188,041,539 $6,060,788,347
FRAs $0 $0
VNS $21,790,136,312 $16,129,058,898
Inflation $0 $0
Total$22,537,854,055,321$16,682,519,571,749
ProductVolume
CAD
USD
Equivalent
IRS $10,697,561,819,740 $8,118,975,273,027
OIS $3,711,188,551,267 $2,816,627,619,359
Basis $581,928,855,269 $441,658,208,310
Zeroes $10,760,653,665 $8,166,859,187
FRAs $0 $0
VNS $161,835,853,504 $122,826,239,757
Inflation $0 $0
Total$15,163,275,733,445$11,508,254,199,640
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CNY
USD
Equivalent
IRS CNY723,646,770,312 $107,691,140,210
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY723,646,770,312$107,691,140,210
ProductVolume
CZK
USD
Equivalent
IRS CZK23,188,651,720,998 $1,044,580,914,501
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK31,890,000,000 $1,436,551,196
FRAs CZK10,661,464,479,052 $480,267,781,389
VNS CZK2,458,334,100 $110,740,759
Inflation CZK0 $0
TotalCZK33,884,464,534,150$1,526,395,987,845
ProductVolume
DKK
USD
Equivalent
IRS DKK3,928,099,140,283 $613,870,999,747
OIS DKK0 $0
Basis DKK10,100,000,000 $1,578,396,287
Zeroes DKK15,500,000,000 $2,422,291,331
FRAs DKK86,420,000,000 $13,505,446,249
VNS DKK5,263,826,085 $822,614,213
Inflation DKK0 $0
TotalDKK4,045,382,966,368$632,199,747,827
ProductVolume
HKD
USD
Equivalent
IRS HKD18,051,038,997,569 $2,299,554,001,066
OIS HKD0 $0
Basis HKD663,355,600,000 $84,506,051,110
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD326,000,000 $41,529,721
Inflation HKD0 $0
TotalHKD18,714,720,597,569$2,384,101,581,897
ProductVolume
HUF
USD
Equivalent
IRS HUF235,358,283,744,121 $845,472,056,557
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF194,400,000,000 $698,338,572
FRAs HUF96,534,902,097,566 $346,780,070,400
VNS HUF454,522,460,750 $1,632,770,402
Inflation HUF0 $0
TotalHUF332,542,108,302,437$1,194,583,235,931
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR17,093,553,301,400 $249,086,386,906
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR17,093,553,301,400$249,086,386,906
ProductVolume
KRW
USD
Equivalent
IRS KRW343,535,632,186,208 $303,829,653,870
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW343,535,632,186,208$303,829,653,870
ProductVolume
MXN
USD
Equivalent
IRS MXN827,668,263,663 $43,905,801,478
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN827,668,263,663$43,905,801,478
ProductVolume
NOK
USD
Equivalent
IRS NOK8,905,775,032,612 $1,090,645,516,877
OIS NOK0 $0
Basis NOK193,144,880,000 $23,653,482,904
Zeroes NOK2,208,285,268 $270,437,600
FRAs NOK8,510,037,613,873 $1,042,181,543,778
VNS NOK28,147,266,672 $3,447,054,310
Inflation NOK0 $0
TotalNOK17,639,313,078,425$2,160,198,035,469
ProductVolume
NZD
USD
Equivalent
IRS NZD5,601,476,191,421 $3,807,883,514,928
OIS NZD0 $0
Basis NZD20,240,000,000 $13,759,152,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD413,350,402 $280,995,603
Inflation NZD0 $0
TotalNZD5,622,129,541,823$3,821,923,662,531
ProductVolume
PLN
USD
Equivalent
IRS PLN4,315,059,541,941 $1,165,759,703,348
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN3,290,000,000 $888,828,853
FRAs PLN1,044,450,312,162 $282,169,475,121
VNS PLN4,386,725,600 $1,185,121,059
Inflation PLN0 $0
TotalPLN5,367,186,579,703$1,450,003,128,381
ProductVolume
SEK
USD
Equivalent
IRS SEK30,283,975,459,357 $3,415,126,467,066
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK46,517,393,405 $5,245,770,378
FRAs SEK22,236,631,874,866 $2,507,626,852,234
VNS SEK41,593,713,661 $4,690,526,598
Inflation SEK0 $0
TotalSEK52,608,718,441,289$5,932,689,616,276
ProductVolume
SGD
USD
Equivalent
IRS SGD2,755,939,142,136 $2,018,559,395,105
OIS SGD0 $0
Basis SGD2,395,400,000 $1,754,486,194
Zeroes SGD88,000,000 $64,454,699
FRAs SGD0 $0
VNS SGD240,000,000 $175,785,542
Inflation SGD0 $0
TotalSGD2,758,662,542,136$2,020,554,121,540
ProductVolume
ZAR
USD
Equivalent
IRS ZAR30,094,788,636,483 $2,270,516,547,952
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR30,094,788,636,483$2,270,516,547,952
ProductUSD
Equivalent
IRS$157,988,623,693,249
OIS$66,839,783,660,635
Basis$35,987,667,725,143
Zeroes$759,433,986,247
FRAs$67,672,903,775,440
VNS$2,084,214,513,859
Inflation$4,417,947,193,623
Total$335,750,574,548,196

Figures as of COB Jul 18, 2018.

Notional Outstanding by Product

As of COB Jul 18, 2018

Daily Notional by Tenor

As of COB Jul 18, 2018

Notional Outstanding by Currency

As of COB Jul 18, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, CNY, SGD, HUF, MXN, INR, KRW, SEK, PLN, NOK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

Stay up to date