Volumes

  • Client Notional Cleared (USD)
    $641,184,137,002,204
    Client Notional Outstanding (USD)
    $38,331,474,900,147
    As of COB Jan 22, 2018
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $1,878,951,000,000,000
    Trades Compressed
    14,103,542
  • 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 Jan 22, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$587,385,289,755
$2,834,387,592,119
$7,897,417,255,429
$17,757,379,519,750
EUR
€90,560,781,385
€865,183,106,552
€2,233,513,783,892
€8,087,184,868,513
GBP
£33,227,676,228
£123,262,577,759
£575,130,276,776
£2,408,588,343,832
JPY
¥2,224,392,309,119
¥7,153,962,464,829
¥23,041,259,724,811
¥128,138,139,412,041
CHF
CHF3,172,919,000
CHF15,497,481,000
CHF72,159,019,752
CHF222,186,825,645
AUD
$18,524,977,085
$199,782,498,266
$554,198,715,527
$1,909,765,096,481
CAD
$33,065,301,284
$288,906,855,174
$714,535,395,974
$1,482,341,718,863
Other*
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$26,986,074,734
$184,616,857,706
$517,103,646,436
$3,179,551,110,131
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK17,696,523,500
CZK284,304,689,360
CZK731,187,503,841
CZK2,871,895,466,327
DKK
DKK3,710,000,000
DKK17,765,000,000
DKK27,007,622,251
DKK713,876,178,972
HKD
HKD18,362,500,000
HKD72,159,948,264
HKD262,807,980,413
HKD2,097,284,324,243
HUF
HUF724,723,796,849
HUF7,970,712,223,715
HUF15,075,267,501,663
HUF42,794,197,799,055
INR
INR0
INR0
INR0
INR0
MXN
MXN0
MXN22,843,878,256
MXN41,861,712,000
MXN132,968,428,542
NOK
NOK6,883,632,000
NOK157,340,375,000
NOK414,369,526,577
NOK1,509,468,850,324
NZD
NZD5,011,168,000
NZD25,919,475,000
NZD76,568,918,887
NZD482,838,040,353
PLN
PLN4,439,801,000
PLN26,479,828,215
PLN115,574,318,642
PLN770,192,386,291
SEK
SEK50,523,788,000
SEK402,610,088,968
SEK1,285,444,896,408
SEK6,338,433,125,173
SGD
SGD4,685,351,000
SGD16,384,911,936
SGD55,570,450,060
SGD592,148,471,274
ZAR
ZAR55,658,146,548
ZAR207,233,085,905
ZAR512,545,212,542
ZAR5,648,978,828,679
Total in USD$836,678,108,567$4,720,125,433,847$13,199,368,998,603$38,331,474,900,147

Figures as of COB Jan 22, 2018. Weekly figures as of COB Jan 19, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $159,671,509,168
OIS $280,538,292,000
Basis $21,313,800,000
Zeroes $0
FRAs $125,010,100,000
VNS $262,368,587
Inflation $589,220,000
Total$587,385,289,755
ProductVolume
EUR
USD
Equivalent
IRS €69,427,328,385 $85,131,790,066
OIS €15,041,552,393 $18,443,951,545
Basis €272,500,000 $334,139,500
Zeroes €0 $0
FRAs €4,540,000,000 $5,566,948,000
VNS €28,046,306 $34,390,380
Inflation €1,251,354,301 $1,534,410,644
Total€90,560,781,385$111,045,630,135
ProductVolume
GBP
USD
Equivalent
IRS £26,203,915,600 $36,655,347,337
OIS £4,466,509,000 $6,247,976,115
Basis £787,600,000 $1,101,734,260
Zeroes £0 $0
FRAs £1,410,000,000 $1,972,378,500
VNS £1,437,628 $2,011,026
Inflation £358,214,000 $501,087,654
Total£33,227,676,228$46,480,534,892
ProductVolume
JPY
USD
Equivalent
IRS ¥2,028,654,109,119 $18,286,871,674
OIS ¥76,343,200,000 $688,179,565
Basis ¥119,395,000,000 $1,076,260,873
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,224,392,309,119$20,051,312,112
ProductVolume
CHF
USD
Equivalent
IRS CHF2,542,919,000 $2,643,366,944
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF630,000,000 $654,885,655
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF3,172,919,000$3,298,252,599
ProductVolume
AUD
USD
Equivalent
IRS $15,226,977,085 $12,208,990,227
OIS $1,330,000,000 $1,066,394,000
Basis $1,968,000,000 $1,577,942,400
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$18,524,977,085$14,853,326,627
ProductVolume
CAD
USD
Equivalent
IRS $12,984,401,284 $10,436,782,641
OIS $19,213,000,000 $15,443,292,340
Basis $867,900,000 $697,612,732
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$33,065,301,284$26,577,687,713
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK17,696,523,500 $854,161,768
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK0 $0
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK17,696,523,500$854,161,768
ProductVolume
DKK
USD
Equivalent
IRS DKK210,000,000 $34,590,107
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,500,000,000 $576,501,787
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK3,710,000,000$611,091,894
ProductVolume
HKD
USD
Equivalent
IRS HKD18,362,500,000 $2,348,671,378
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD18,362,500,000$2,348,671,378
ProductVolume
HUF
USD
Equivalent
IRS HUF648,223,796,849 $2,567,019,630
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF76,500,000,000 $302,946,301
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF724,723,796,849$2,869,965,931
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK5,633,632,000 $717,267,229
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK1,250,000,000 $159,148,492
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK6,883,632,000$876,415,721
ProductVolume
NZD
USD
Equivalent
IRS NZD5,011,168,000 $3,646,626,954
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD5,011,168,000$3,646,626,954
ProductVolume
PLN
USD
Equivalent
IRS PLN4,439,801,000 $1,306,188,788
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN4,439,801,000$1,306,188,788
ProductVolume
SEK
USD
Equivalent
IRS SEK30,623,788,000 $3,820,380,494
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK19,900,000,000 $2,482,565,900
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK50,523,788,000$6,302,946,394
ProductVolume
SGD
USD
Equivalent
IRS SGD4,465,351,000 $3,386,176,537
OIS SGD0 $0
Basis SGD220,000,000 $166,830,970
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,685,351,000$3,553,007,507
ProductVolume
ZAR
USD
Equivalent
IRS ZAR55,658,146,548 $4,616,998,399
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR55,658,146,548$4,616,998,399
ProductUSD
Equivalent
IRS$348,332,739,341
OIS$322,428,085,565
Basis$26,268,320,735
Zeroes$0
FRAs$136,725,474,635
VNS$298,769,993
Inflation$2,624,718,298
Total$836,678,108,567
Show:
ProductUSD
Equivalent
IRS $723,542,219,682
OIS $1,255,140,200,000
Basis $181,718,850,000
Zeroes $44,084,962
FRAs $667,169,900,000
VNS $1,651,890,975
Inflation $5,120,446,500
Total$2,834,387,592,119
ProductVolume
EUR
USD
Equivalent
IRS €323,989,781,542 $396,297,410,135
OIS €486,360,579,745 $594,964,863,045
Basis €3,286,085,182 $4,019,240,514
Zeroes €0 $0
FRAs €43,465,000,000 $53,170,710,750
VNS €326,746,968 $399,231,492
Inflation €7,754,913,115 $9,481,877,160
Total€865,183,106,552$1,058,333,333,096
ProductVolume
GBP
USD
Equivalent
IRS £64,010,696,764 $88,588,876,216
OIS £45,091,478,000 $62,376,321,409
Basis £2,764,100,000 $3,822,184,125
Zeroes £4,430,000 $6,113,077
FRAs £8,113,000,000 $11,229,467,150
VNS £257,370,843 $355,962,303
Inflation £3,021,502,152 $4,183,267,061
Total£123,262,577,759$170,562,191,341
ProductVolume
JPY
USD
Equivalent
IRS ¥5,243,712,546,966 $47,270,516,878
OIS ¥463,000,000,000 $4,169,193,109
Basis ¥1,447,249,917,863 $13,030,983,560
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,153,962,464,829$64,470,693,547
ProductVolume
CHF
USD
Equivalent
IRS CHF12,809,981,000 $13,311,830,466
OIS CHF0 $0
Basis CHF267,500,000 $277,517,153
Zeroes CHF0 $0
FRAs CHF2,420,000,000 $2,523,461,940
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF15,497,481,000$16,112,809,559
ProductVolume
AUD
USD
Equivalent
IRS $70,595,787,470 $56,352,264,534
OIS $128,984,000,000 $102,982,764,000
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $202,710,796 $161,428,743
Inflation $0 $0
Total$199,782,498,266$159,496,457,277
ProductVolume
CAD
USD
Equivalent
IRS $86,085,155,174 $69,129,756,376
OIS $202,821,700,000 $163,015,742,826
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$288,906,855,174$232,145,499,202
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK235,494,689,360 $11,334,435,703
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK48,810,000,000 $2,344,627,213
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK284,304,689,360$13,679,062,916
ProductVolume
DKK
USD
Equivalent
IRS DKK17,765,000,000 $2,916,406,768
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK17,765,000,000$2,916,406,768
ProductVolume
HKD
USD
Equivalent
IRS HKD68,269,948,264 $8,732,089,527
OIS HKD0 $0
Basis HKD3,890,000,000 $497,429,921
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD72,159,948,264$9,229,519,448
ProductVolume
HUF
USD
Equivalent
IRS HUF5,677,212,223,715 $22,472,040,127
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF2,293,500,000,000 $9,073,821,802
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF7,970,712,223,715$31,545,861,929
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN22,843,878,256 $1,218,431,229
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN22,843,878,256$1,218,431,229
ProductVolume
NOK
USD
Equivalent
IRS NOK55,835,375,000 $7,083,501,640
OIS NOK0 $0
Basis NOK12,305,000,000 $1,558,031,599
Zeroes NOK0 $0
FRAs NOK89,200,000,000 $11,317,698,306
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK157,340,375,000$19,959,231,545
ProductVolume
NZD
USD
Equivalent
IRS NZD25,919,475,000 $18,891,705,452
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD25,919,475,000$18,891,705,452
ProductVolume
PLN
USD
Equivalent
IRS PLN18,988,828,215 $5,561,217,823
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN7,491,000,000 $2,191,889,654
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN26,479,828,215$7,753,107,477
ProductVolume
SEK
USD
Equivalent
IRS SEK292,945,111,468 $36,430,255,441
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK109,300,000,000 $13,605,904,519
VNS SEK364,977,500 $45,406,358
Inflation SEK0 $0
TotalSEK402,610,088,968$50,081,566,318
ProductVolume
SGD
USD
Equivalent
IRS SGD16,384,911,936 $12,396,098,297
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD16,384,911,936$12,396,098,297
ProductVolume
ZAR
USD
Equivalent
IRS ZAR207,233,085,905 $16,945,866,327
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR207,233,085,905$16,945,866,327
ProductUSD
Equivalent
IRS$1,538,474,922,621
OIS$2,182,649,084,389
Basis$204,924,236,872
Zeroes$50,198,039
FRAs$772,627,481,334
VNS$2,613,919,871
Inflation$18,785,590,721
Total$4,720,125,433,847
Show:
ProductUSD
Equivalent
IRS $2,074,222,534,110
OIS $3,555,179,665,000
Basis $383,372,200,000
Zeroes $44,084,962
FRAs $1,865,851,000,000
VNS $3,778,532,357
Inflation $14,969,239,000
Total$7,897,417,255,429
ProductVolume
EUR
USD
Equivalent
IRS €1,097,703,318,856 $1,328,942,967,258
OIS €989,655,840,997 $1,201,732,179,853
Basis €13,234,285,182 $15,955,878,264
Zeroes €23,320,000 $28,058,624
FRAs €108,692,100,000 $131,590,148,530
VNS €1,965,208,441 $2,362,933,871
Inflation €22,239,710,416 $26,942,867,107
Total€2,233,513,783,892$2,707,555,033,507
ProductVolume
GBP
USD
Equivalent
IRS £277,777,803,910 $379,702,711,010
OIS £213,527,441,013 $291,154,648,320
Basis £11,345,000,000 $15,490,311,180
Zeroes £37,660,000 $51,287,764
FRAs £63,156,000,000 $86,015,442,074
VNS £478,839,899 $656,812,288
Inflation £8,807,531,954 $12,045,029,306
Total£575,130,276,776$785,116,241,942
ProductVolume
JPY
USD
Equivalent
IRS ¥17,807,706,606,948 $159,651,290,319
OIS ¥2,461,518,200,000 $21,974,957,761
Basis ¥2,772,034,917,863 $24,866,097,247
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥23,041,259,724,811$206,492,345,327
ProductVolume
CHF
USD
Equivalent
IRS CHF66,430,419,752 $68,268,525,857
OIS CHF125,000,000 $128,178,835
Basis CHF1,027,600,000 $1,057,339,368
Zeroes CHF0 $0
FRAs CHF4,576,000,000 $4,742,494,239
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF72,159,019,752$74,196,538,299
ProductVolume
AUD
USD
Equivalent
IRS $168,419,504,731 $133,420,317,040
OIS $381,679,000,000 $301,488,531,100
Basis $3,897,500,000 $3,092,535,800
Zeroes $0 $0
FRAs $0 $0
VNS $202,710,796 $161,428,743
Inflation $0 $0
Total$554,198,715,527$438,162,812,683
ProductVolume
CAD
USD
Equivalent
IRS $254,365,385,082 $203,820,541,398
OIS $457,908,650,000 $367,692,942,021
Basis $2,068,400,000 $1,656,826,982
Zeroes $0 $0
FRAs $0 $0
VNS $192,960,892 $154,814,579
Inflation $0 $0
Total$714,535,395,974$573,325,124,980
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK577,457,503,841 $27,481,992,151
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK153,730,000,000 $7,288,973,308
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK731,187,503,841$34,770,965,459
ProductVolume
DKK
USD
Equivalent
IRS DKK23,507,622,251 $3,845,892,399
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,500,000,000 $576,501,787
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK27,007,622,251$4,422,394,186
ProductVolume
HKD
USD
Equivalent
IRS HKD249,287,980,413 $31,880,516,406
OIS HKD0 $0
Basis HKD13,520,000,000 $1,728,585,380
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD262,807,980,413$33,609,101,786
ProductVolume
HUF
USD
Equivalent
IRS HUF11,115,267,501,663 $43,738,221,807
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF3,960,000,000,000 $15,537,850,508
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF15,075,267,501,663$59,276,072,315
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN41,861,712,000 $2,207,278,280
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN41,861,712,000$2,207,278,280
ProductVolume
NOK
USD
Equivalent
IRS NOK193,311,398,732 $24,164,002,615
OIS NOK0 $0
Basis NOK22,705,000,000 $2,858,809,723
Zeroes NOK0 $0
FRAs NOK198,297,827,845 $24,878,120,744
VNS NOK55,300,000 $6,902,277
Inflation NOK0 $0
TotalNOK414,369,526,577$51,907,835,359
ProductVolume
NZD
USD
Equivalent
IRS NZD76,568,918,887 $55,252,659,644
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD76,568,918,887$55,252,659,644
ProductVolume
PLN
USD
Equivalent
IRS PLN93,783,318,642 $27,245,922,959
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN21,791,000,000 $6,329,298,594
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN115,574,318,642$33,575,221,553
ProductVolume
SEK
USD
Equivalent
IRS SEK849,471,618,908 $104,735,815,543
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK435,520,000,000 $53,645,584,813
VNS SEK453,277,500 $56,167,134
Inflation SEK0 $0
TotalSEK1,285,444,896,408$158,437,567,490
ProductVolume
SGD
USD
Equivalent
IRS SGD55,350,450,060 $41,727,519,318
OIS SGD0 $0
Basis SGD220,000,000 $166,830,970
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD55,570,450,060$41,894,350,288
ProductVolume
ZAR
USD
Equivalent
IRS ZAR512,545,212,542 $41,750,200,076
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR512,545,212,542$41,750,200,076
ProductUSD
Equivalent
IRS$4,752,058,908,190
OIS$5,739,351,102,890
Basis$450,245,414,914
Zeroes$123,431,350
FRAs$2,196,455,414,597
VNS$7,177,591,249
Inflation$53,957,135,413
Total$13,199,368,998,603
Show:
ProductUSD
Equivalent
IRS $8,268,425,889,945
OIS $5,179,481,829,471
Basis $2,018,718,477,906
Zeroes $20,308,906,378
FRAs $2,038,478,849,272
VNS $171,340,903,835
Inflation $60,624,662,943
Total$17,757,379,519,750
ProductVolume
EUR
USD
Equivalent
IRS €4,461,552,428,086 $5,470,755,587,319
OIS €2,824,390,010,799 $3,463,267,031,241
Basis €115,988,276,828 $142,224,825,047
Zeroes €13,739,874,845 $16,847,834,534
FRAs €486,131,855,082 $596,094,880,702
VNS €92,753,838,185 $113,734,756,382
Inflation €92,628,584,689 $113,581,170,545
Total€8,087,184,868,514$9,916,506,085,770
ProductVolume
GBP
USD
Equivalent
IRS £1,058,550,023,731 $1,480,752,700,697
OIS £858,477,388,809 $1,200,881,095,336
Basis £160,252,625,000 $224,169,384,481
Zeroes £21,674,880,443 $30,319,906,508
FRAs £191,395,790,394 $267,734,001,393
VNS £40,793,077,753 $57,063,396,814
Inflation £77,444,557,701 $108,333,319,540
Total£2,408,588,343,831$3,369,253,804,769
ProductVolume
JPY
USD
Equivalent
IRS ¥97,226,327,201,847 $876,426,080,154
OIS ¥10,858,015,024,876 $97,877,270,698
Basis ¥19,738,084,100,000 $177,924,767,657
Zeroes ¥0 $0
FRAs ¥311,000,000,000 $2,803,443,458
VNS ¥4,713,085,318 $42,485,107
Inflation ¥0 $0
Total¥128,138,139,412,041$1,155,074,047,074
ProductVolume
CHF
USD
Equivalent
IRS CHF184,681,784,681 $191,976,907,153
OIS CHF825,800,000 $858,419,958
Basis CHF32,348,005,000 $33,625,784,823
Zeroes CHF0 $0
FRAs CHF3,742,835,964 $3,890,681,875
VNS CHF588,400,000 $611,642,412
Inflation CHF0 $0
TotalCHF222,186,825,645$230,963,436,221
ProductVolume
AUD
USD
Equivalent
IRS $785,334,853,232 $629,681,485,322
OIS $1,057,260,053,272 $847,711,110,713
Basis $65,842,030,000 $52,792,139,654
Zeroes $110,102,501 $88,280,185
FRAs $0 $0
VNS $1,218,057,476 $976,638,485
Inflation $0 $0
Total$1,909,765,096,481$1,531,249,654,359
ProductVolume
CAD
USD
Equivalent
IRS $963,969,362,955 $774,832,700,712
OIS $481,458,651,300 $386,993,530,504
Basis $31,530,411,646 $25,343,952,774
Zeroes $1,190,800,000 $957,157,785
FRAs $0 $0
VNS $4,192,492,962 $3,369,900,299
Inflation $0 $0
Total$1,482,341,718,863$1,191,497,242,074
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK2,294,668,126,437 $110,757,222,050
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK576,300,400,000 $27,816,410,850
VNS CZK926,939,890 $44,740,800
Inflation CZK0 $0
TotalCZK2,871,895,466,327$138,618,373,700
ProductVolume
DKK
USD
Equivalent
IRS DKK688,720,020,514 $113,442,377,907
OIS DKK0 $0
Basis DKK6,950,000,000 $1,144,767,834
Zeroes DKK0 $0
FRAs DKK16,179,000,000 $2,664,920,690
VNS DKK2,027,158,458 $333,902,993
Inflation DKK0 $0
TotalDKK713,876,178,972$117,585,969,424
ProductVolume
HKD
USD
Equivalent
IRS HKD1,950,688,324,243 $249,504,470,213
OIS HKD0 $0
Basis HKD146,596,000,000 $18,750,487,641
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,097,284,324,243$268,254,957,854
ProductVolume
HUF
USD
Equivalent
IRS HUF33,312,953,847,055 $131,922,041,213
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF46,100,000,000 $182,559,797
FRAs HUF9,432,200,000,000 $37,352,288,928
VNS HUF2,943,952,000 $11,658,292
Inflation HUF0 $0
TotalHUF42,794,197,799,055$169,468,548,230
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN132,968,428,542 $7,117,119,320
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN132,968,428,542$7,117,119,320
ProductVolume
NOK
USD
Equivalent
IRS NOK791,140,954,104 $100,727,111,786
OIS NOK0 $0
Basis NOK64,622,540,000 $8,227,663,827
Zeroes NOK0 $0
FRAs NOK643,421,247,705 $81,919,616,988
VNS NOK10,284,108,515 $1,309,360,289
Inflation NOK0 $0
TotalNOK1,509,468,850,324$192,183,752,890
ProductVolume
NZD
USD
Equivalent
IRS NZD481,478,023,317 $350,371,557,568
OIS NZD0 $0
Basis NZD1,300,000,000 $946,010,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD60,017,036 $43,674,397
Inflation NZD0 $0
TotalNZD482,838,040,353$351,361,241,965
ProductVolume
PLN
USD
Equivalent
IRS PLN647,463,470,485 $190,483,655,870
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN25,000,000 $7,354,996
FRAs PLN121,447,153,006 $35,729,734,192
VNS PLN1,256,762,800 $369,739,427
Inflation PLN0 $0
TotalPLN770,192,386,291$226,590,484,485
ProductVolume
SEK
USD
Equivalent
IRS SEK4,236,856,942,265 $528,556,611,518
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $32,412,045
FRAs SEK2,094,505,450,026 $261,293,859,707
VNS SEK6,810,921,172 $849,676,415
Inflation SEK0 $0
TotalSEK6,338,433,125,173$790,732,559,685
ProductVolume
SGD
USD
Equivalent
IRS SGD591,468,771,274 $448,524,130,791
OIS SGD0 $0
Basis SGD679,700,000 $515,431,865
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD592,148,471,274$449,039,562,656
ProductVolume
ZAR
USD
Equivalent
IRS ZAR5,648,978,828,679 $468,598,539,921
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR5,648,978,828,679$468,598,539,921
ProductUSD
Equivalent
IRS$20,392,856,189,459
OIS$11,177,070,287,921
Basis$2,704,383,693,509
Zeroes$68,744,412,228
FRAs$3,355,778,688,055
VNS$350,102,475,947
Inflation$282,539,153,028
Total$38,331,474,900,147

Figures as of COB Jan 22, 2018.

Notional Outstanding by Product

As of COB Jan 22, 2018

Daily Notional by Tenor
 

As of COB Jan 22, 2018

Notional Outstanding by Tenor
 

As of COB Jan 22, 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
$1,841,733,466,415
$10,559,823,499,722
$33,510,389,130,782
$121,068,662,361,363
EUR
€565,678,850,374
€5,358,774,710,937
€13,772,098,037,938
€80,522,777,386,392
GBP
£165,104,932,616
£1,322,417,105,204
£4,115,844,138,180
£24,898,965,566,087
JPY
¥7,172,934,594,238
¥38,133,170,987,658
¥101,025,559,567,756
¥1,453,986,796,347,790
CHF
CHF18,614,258,000
CHF76,412,917,582
CHF325,655,936,478
CHF3,430,027,443,119
AUD
$128,062,855,598
$902,895,869,860
$2,215,603,057,410
$21,368,837,937,344
CAD
$83,580,297,336
$872,198,670,602
$2,221,428,823,353
$12,569,846,901,611
Other*
Show All
Hide
$119,010,828,180
$731,327,027,070
$2,289,377,765,756
$21,493,840,479,044
CLP
CLP0
CLP0
CLP0
CLP0
COP
COP0
COP0
COP0
COP0
CZK
CZK127,657,047,000
CZK1,514,977,137,130
CZK3,210,919,966,092
CZK24,357,357,547,298
DKK
DKK15,420,000,000
DKK86,260,000,000
DKK124,901,244,502
DKK4,154,024,033,415
HKD
HKD61,669,000,000
HKD327,104,433,604
HKD1,311,434,756,194
HKD13,853,968,457,411
HUF
HUF2,259,499,854,402
HUF25,198,607,762,430
HUF56,659,876,791,844
HUF270,876,368,828,581
INR
INR0
INR0
INR0
INR0
MXN
MXN0
MXN72,271,756,512
MXN135,581,691,488
MXN779,100,524,291
NOK
NOK100,308,528,000
NOK464,944,550,000
NOK1,594,085,294,154
NOK15,873,255,133,410
NZD
NZD22,350,336,000
NZD130,853,146,000
NZD375,070,373,974
NZD5,037,250,142,365
PLN
PLN17,203,802,000
PLN116,839,169,526
PLN416,599,840,380
PLN4,724,592,597,694
SEK
SEK141,549,662,000
SEK1,231,668,012,336
SEK5,732,936,476,376
SEK44,995,483,476,570
SGD
SGD19,876,190,722
SGD107,851,210,412
SGD294,761,489,128
SGD2,602,766,861,181
ZAR
ZAR321,214,195,096
ZAR924,242,731,810
ZAR2,459,149,637,084
ZAR25,122,614,045,268
Total in USD$3,139,207,303,536$21,522,373,715,249$62,885,273,957,237$320,038,723,374,652

Figures as of COB Jan 22, 2018. Weekly figures as of COB Jan 19, 2018. *Other: CLP, COP, CZK, DKK, HKD, HUF, INR, MXN, NOK, NZD, PLN, SEK, SGD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $620,614,415,852
OIS $745,664,784,000
Basis $57,000,200,000
Zeroes $0
FRAs $415,420,200,000
VNS $818,262,763
Inflation $2,215,603,800
Total$1,841,733,466,415
ProductVolume
EUR
USD
Equivalent
IRS €438,529,099,936 $537,724,382,342
OIS €94,818,104,787 $116,265,960,090
Basis €545,000,000 $668,279,000
Zeroes €0 $0
FRAs €26,580,000,000 $32,592,396,000
VNS €54,437,049 $66,750,710
Inflation €5,152,208,602 $6,317,638,188
Total€565,678,850,374$693,635,406,330
ProductVolume
GBP
USD
Equivalent
IRS £75,967,134,650 $106,266,626,305
OIS £36,865,018,000 $51,568,630,429
Basis £7,206,600,000 $10,080,952,410
Zeroes £18,931,990 $26,483,014
FRAs £44,040,000,000 $61,605,354,000
VNS £2,875,256 $4,022,052
Inflation £1,004,372,720 $1,404,966,779
Total£165,104,932,616$230,957,034,989
ProductVolume
JPY
USD
Equivalent
IRS ¥6,521,838,194,238 $58,789,725,463
OIS ¥152,686,400,000 $1,376,359,129
Basis ¥498,410,000,000 $4,492,811,106
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥7,172,934,594,238$64,658,895,698
ProductVolume
CHF
USD
Equivalent
IRS CHF9,104,258,000 $9,463,885,655
OIS CHF520,000,000 $540,540,541
Basis CHF8,150,000,000 $8,471,933,472
Zeroes CHF0 $0
FRAs CHF840,000,000 $873,180,873
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF18,614,258,000$19,349,540,541
ProductVolume
AUD
USD
Equivalent
IRS $65,671,855,598 $52,655,693,818
OIS $33,260,000,000 $26,667,868,000
Basis $29,131,000,000 $23,357,235,800
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$128,062,855,598$102,680,797,618
ProductVolume
CAD
USD
Equivalent
IRS $34,852,711,336 $28,014,397,023
OIS $46,786,000,000 $37,606,301,744
Basis $1,935,800,000 $1,555,984,246
Zeroes $5,786,000 $4,650,752
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$83,580,297,336$67,181,333,765
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK87,657,047,000 $4,230,960,855
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK40,000,000,000 $1,930,688,290
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK127,657,047,000$6,161,649,145
ProductVolume
DKK
USD
Equivalent
IRS DKK420,000,000 $69,180,214
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK15,000,000,000 $2,470,721,945
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK15,420,000,000$2,539,902,159
ProductVolume
HKD
USD
Equivalent
IRS HKD61,669,000,000 $7,887,826,560
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD61,669,000,000$7,887,826,560
ProductVolume
HUF
USD
Equivalent
IRS HUF2,106,499,854,402 $8,341,912,935
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF153,000,000,000 $605,892,603
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,259,499,854,402$8,947,805,538
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN0 $0
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN0$0
ProductVolume
NOK
USD
Equivalent
IRS NOK17,808,528,000 $2,267,360,299
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK82,500,000,000 $10,503,800,466
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK100,308,528,000$12,771,160,765
ProductVolume
NZD
USD
Equivalent
IRS NZD22,350,336,000 $16,264,339,507
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD22,350,336,000$16,264,339,507
ProductVolume
PLN
USD
Equivalent
IRS PLN15,603,802,000 $4,590,636,207
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN1,600,000,000 $470,719,760
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN17,203,802,000$5,061,355,967
ProductVolume
SEK
USD
Equivalent
IRS SEK101,749,662,000 $12,693,479,460
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK39,800,000,000 $4,965,131,801
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK141,549,662,000$17,658,611,261
ProductVolume
SGD
USD
Equivalent
IRS SGD19,436,190,722 $14,738,902,496
OIS SGD0 $0
Basis SGD440,000,000 $333,661,940
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD19,876,190,722$15,072,564,436
ProductVolume
ZAR
USD
Equivalent
IRS ZAR321,214,195,096 $26,645,612,842
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR321,214,195,096$26,645,612,842
ProductUSD
Equivalent
IRS$1,511,259,337,833
OIS$979,690,443,933
Basis$105,961,057,974
Zeroes$31,133,766
FRAs$531,438,085,738
VNS$889,035,525
Inflation$9,938,208,767
Total$3,139,207,303,536
Show:
ProductUSD
Equivalent
IRS $2,404,139,032,773
OIS $3,417,103,700,000
Basis $652,632,000,000
Zeroes $267,169,925
FRAs $4,059,269,500,000
VNS $7,869,256,502
Inflation $18,542,840,522
Total$10,559,823,499,722
ProductVolume
EUR
USD
Equivalent
IRS €1,788,936,092,980 $2,188,292,194,941
OIS €1,555,424,393,491 $1,902,929,317,861
Basis €8,172,170,364 $9,998,261,028
Zeroes €0 $0
FRAs €1,962,606,000,000 $2,404,678,523,200
VNS €801,751,872 $979,977,428
Inflation €42,834,302,230 $52,387,358,197
Total€5,358,774,710,937$6,559,265,632,655
ProductVolume
GBP
USD
Equivalent
IRS £277,491,778,705 $384,021,817,866
OIS £237,383,656,000 $328,171,374,063
Basis £49,503,000,000 $68,504,963,640
Zeroes £44,384,190 $61,462,786
FRAs £723,566,000,000 $999,540,870,800
VNS £680,733,570 $941,781,342
Inflation £33,747,552,739 $46,653,783,480
Total£1,322,417,105,204$1,827,896,053,977
ProductVolume
JPY
USD
Equivalent
IRS ¥32,237,847,151,932 $290,331,422,598
OIS ¥1,881,864,000,000 $16,942,280,345
Basis ¥4,013,459,835,726 $36,141,763,430
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥38,133,170,987,658$343,415,466,373
ProductVolume
CHF
USD
Equivalent
IRS CHF61,153,917,582 $63,578,131,110
OIS CHF2,000,000,000 $2,085,505,735
Basis CHF2,419,000,000 $2,510,509,113
Zeroes CHF0 $0
FRAs CHF10,840,000,000 $11,293,691,781
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF76,412,917,582$79,467,837,739
ProductVolume
AUD
USD
Equivalent
IRS $294,980,148,268 $235,419,059,233
OIS $586,374,800,000 $467,935,657,260
Basis $21,135,500,000 $16,865,759,015
Zeroes $0 $0
FRAs $0 $0
VNS $405,421,592 $322,857,485
Inflation $0 $0
Total$902,895,869,860$720,543,332,993
ProductVolume
CAD
USD
Equivalent
IRS $305,671,767,348 $245,306,328,739
OIS $557,356,170,000 $447,954,575,914
Basis $8,706,200,000 $6,999,826,338
Zeroes $5,770,000 $4,640,129
FRAs $0 $0
VNS $458,763,254 $369,493,600
Inflation $0 $0
Total$872,198,670,602$700,634,864,720
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK683,249,137,130 $32,893,648,649
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK831,728,000,000 $39,952,659,413
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,514,977,137,130$72,846,308,062
ProductVolume
DKK
USD
Equivalent
IRS DKK46,260,000,000 $7,591,157,986
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK40,000,000,000 $6,584,578,916
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK86,260,000,000$14,175,736,902
ProductVolume
HKD
USD
Equivalent
IRS HKD311,510,433,604 $39,843,253,093
OIS HKD0 $0
Basis HKD15,594,000,000 $1,994,090,120
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD327,104,433,604$41,837,343,213
ProductVolume
HUF
USD
Equivalent
IRS HUF15,633,607,762,430 $61,876,978,904
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF9,565,000,000,000 $37,847,513,703
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF25,198,607,762,430$99,724,492,607
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN72,271,756,512 $3,854,862,333
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN72,271,756,512$3,854,862,333
ProductVolume
NOK
USD
Equivalent
IRS NOK192,904,550,000 $24,485,508,460
OIS NOK0 $0
Basis NOK31,440,000,000 $3,984,846,640
Zeroes NOK0 $0
FRAs NOK240,600,000,000 $30,550,069,744
VNS NOK0 $0
Inflation NOK0 $0
TotalNOK464,944,550,000$59,020,424,844
ProductVolume
NZD
USD
Equivalent
IRS NZD130,853,146,000 $95,265,148,500
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD130,853,146,000$95,265,148,500
ProductVolume
PLN
USD
Equivalent
IRS PLN52,675,169,526 $15,428,419,630
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN64,164,000,000 $18,819,944,890
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN116,839,169,526$34,248,364,520
ProductVolume
SEK
USD
Equivalent
IRS SEK840,038,057,336 $104,470,638,326
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK390,900,000,000 $48,691,185,213
VNS SEK729,955,000 $90,812,716
Inflation SEK0 $0
TotalSEK1,231,668,012,336$153,252,636,255
ProductVolume
SGD
USD
Equivalent
IRS SGD107,851,210,412 $81,530,133,135
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD107,851,210,412$81,530,133,135
ProductVolume
ZAR
USD
Equivalent
IRS ZAR924,242,731,810 $75,571,576,699
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR924,242,731,810$75,571,576,699
ProductUSD
Equivalent
IRS$6,353,899,312,975
OIS$6,583,122,411,178
Basis$799,632,019,324
Zeroes$333,272,840
FRAs$7,657,228,537,660
VNS$10,574,179,073
Inflation$117,583,982,199
Total$21,522,373,715,249
Show:
ProductUSD
Equivalent
IRS $7,186,674,639,163
OIS $9,160,557,766,000
Basis $1,394,353,822,000
Zeroes $267,169,925
FRAs $15,693,041,300,000
VNS $22,074,411,072
Inflation $53,420,022,622
Total$33,510,389,130,782
ProductVolume
EUR
USD
Equivalent
IRS €5,768,451,854,709 $6,986,075,808,351
OIS €3,309,423,905,994 $4,016,534,324,518
Basis €30,050,570,364 $36,248,571,328
Zeroes €46,640,000 $56,117,248
FRAs €4,551,388,800,000 $5,509,061,493,140
VNS €5,463,589,239 $6,565,236,586
Inflation €107,272,677,632 $129,990,952,548
Total€13,772,098,037,938$16,684,532,503,719
ProductVolume
GBP
USD
Equivalent
IRS £1,025,995,304,824 $1,402,802,733,373
OIS £1,025,549,516,026 $1,401,162,719,056
Basis £132,394,600,000 $181,293,068,530
Zeroes £213,569,227 $292,043,221
FRAs £1,871,218,000,000 $2,556,334,273,149
VNS £1,652,134,830 $2,261,217,851
Inflation £58,821,013,273 $80,731,809,228
Total£4,115,844,138,180$5,624,877,864,408
ProductVolume
JPY
USD
Equivalent
IRS ¥84,298,129,332,030 $755,905,883,399
OIS ¥7,186,300,400,000 $64,193,748,068
Basis ¥9,261,129,835,726 $82,994,734,718
Zeroes ¥0 $0
FRAs ¥280,000,000,000 $2,512,788,298
VNS ¥0 $0
Inflation ¥0 $0
Total¥101,025,559,567,756$905,607,154,483
ProductVolume
CHF
USD
Equivalent
IRS CHF212,371,936,478 $218,644,502,612
OIS CHF4,000,000,000 $4,143,841,859
Basis CHF12,908,000,000 $13,381,848,849
Zeroes CHF0 $0
FRAs CHF96,376,000,000 $98,750,878,972
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF325,655,936,478$334,921,072,292
ProductVolume
AUD
USD
Equivalent
IRS $804,715,035,818 $637,272,663,839
OIS $1,312,754,800,000 $1,039,060,375,960
Basis $97,727,800,000 $77,555,167,390
Zeroes $0 $0
FRAs $0 $0
VNS $405,421,592 $322,857,485
Inflation $0 $0
Total$2,215,603,057,410$1,754,211,064,674
ProductVolume
CAD
USD
Equivalent
IRS $947,022,983,105 $758,210,515,787
OIS $1,252,492,270,000 $1,005,566,639,817
Basis $19,243,000,000 $15,439,784,766
Zeroes $269,450,000 $216,120,903
FRAs $0 $0
VNS $2,401,120,248 $1,924,339,850
Inflation $0 $0
Total$2,221,428,823,353$1,781,357,401,123
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK1,700,951,966,092 $80,959,011,012
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,509,968,000,000 $71,911,360,163
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK3,210,919,966,092$152,870,371,175
ProductVolume
DKK
USD
Equivalent
IRS DKK69,901,244,502 $11,418,508,193
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK55,000,000,000 $9,055,300,861
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK124,901,244,502$20,473,809,054
ProductVolume
HKD
USD
Equivalent
IRS HKD1,263,698,756,194 $161,609,456,616
OIS HKD0 $0
Basis HKD47,736,000,000 $6,103,294,659
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD1,311,434,756,194$167,712,751,275
ProductVolume
HUF
USD
Equivalent
IRS HUF36,618,876,791,844 $143,853,137,525
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF20,041,000,000,000 $78,495,784,028
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF56,659,876,791,844$222,348,921,553
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN135,581,691,488 $7,151,476,617
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN135,581,691,488$7,151,476,617
ProductVolume
NOK
USD
Equivalent
IRS NOK570,279,038,464 $71,410,554,301
OIS NOK0 $0
Basis NOK52,240,000,000 $6,586,402,888
Zeroes NOK0 $0
FRAs NOK971,455,655,690 $121,805,404,806
VNS NOK110,600,000 $13,804,554
Inflation NOK0 $0
TotalNOK1,594,085,294,154$199,816,166,549
ProductVolume
NZD
USD
Equivalent
IRS NZD375,070,373,974 $270,662,123,980
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD375,070,373,974$270,662,123,980
ProductVolume
PLN
USD
Equivalent
IRS PLN284,935,840,380 $82,651,328,027
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN131,664,000,000 $38,293,411,660
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN416,599,840,380$120,944,739,687
ProductVolume
SEK
USD
Equivalent
IRS SEK2,614,159,921,376 $322,313,539,828
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK3,117,870,000,000 $382,426,405,775
VNS SEK906,555,000 $112,334,268
Inflation SEK0 $0
TotalSEK5,732,936,476,376$704,852,279,871
ProductVolume
SGD
USD
Equivalent
IRS SGD294,321,489,128 $221,892,783,290
OIS SGD0 $0
Basis SGD440,000,000 $333,661,940
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD294,761,489,128$222,226,445,230
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,459,149,637,084 $200,318,680,765
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,459,149,637,084$200,318,680,765
ProductUSD
Equivalent
IRS$19,519,827,346,678
OIS$16,691,219,415,278
Basis$1,814,290,357,068
Zeroes$831,451,297
FRAs$24,561,688,400,852
VNS$33,274,201,666
Inflation$264,142,784,398
Total$62,885,273,957,237
Show:
ProductUSD
Equivalent
IRS $43,123,340,822,134
OIS $22,976,824,873,531
Basis $18,421,875,460,096
Zeroes $130,889,921,933
FRAs $34,869,936,336,550
VNS $844,305,878,811
Inflation $701,489,068,308
Total$121,068,662,361,363
ProductVolume
EUR
USD
Equivalent
IRS €41,616,960,846,700 $51,030,717,390,224
OIS €17,539,581,650,879 $21,507,035,020,307
Basis €1,170,361,523,746 $1,435,097,300,417
Zeroes €346,754,942,154 $425,190,910,070
FRAs €18,014,072,729,162 $22,088,855,980,499
VNS €503,537,666,641 $617,437,886,835
Inflation €1,331,508,027,111 $1,632,695,142,844
Total€80,522,777,386,393$98,737,029,631,196
ProductVolume
GBP
USD
Equivalent
IRS £8,279,956,219,080 $11,582,416,757,059
OIS £5,732,994,273,038 $8,019,599,038,839
Basis £4,015,004,197,786 $5,616,388,622,073
Zeroes £271,637,277,339 $379,979,805,405
FRAs £5,480,285,336,715 $7,666,097,143,263
VNS £180,197,951,180 $252,069,904,008
Inflation £938,890,310,950 $1,313,366,711,473
Total£24,898,965,566,088$34,829,917,982,120
ProductVolume
JPY
USD
Equivalent
IRS ¥1,170,419,141,714,410 $10,550,494,809,703
OIS ¥62,992,641,580,882 $567,833,790,786
Basis ¥218,494,988,245,550 $1,969,576,673,237
Zeroes ¥806,922,252,309 $7,273,829,290
FRAs ¥1,208,000,000,000 $10,889,259,476
VNS ¥65,102,554,636 $586,853,154
Inflation ¥0 $0
Total¥1,453,986,796,347,787$13,106,655,215,646
ProductVolume
CHF
USD
Equivalent
IRS CHF1,997,235,120,397 $2,076,127,983,780
OIS CHF21,470,612,000 $22,318,723,493
Basis CHF514,824,862,000 $535,160,979,210
Zeroes CHF6,848,980,159 $7,119,521,995
FRAs CHF887,996,031,815 $923,072,798,144
VNS CHF1,651,836,748 $1,717,086,017
Inflation CHF0 $0
TotalCHF3,430,027,443,119$3,565,517,092,639
ProductVolume
AUD
USD
Equivalent
IRS $12,400,259,148,651 $9,942,527,785,388
OIS $6,591,590,300,141 $5,285,137,102,653
Basis $2,357,606,684,102 $1,890,329,039,313
Zeroes $3,288,041,539 $2,636,351,706
FRAs $0 $0
VNS $16,093,762,911 $12,903,979,102
Inflation $0 $0
Total$21,368,837,937,344$17,133,534,258,162
ProductVolume
CAD
USD
Equivalent
IRS $9,370,865,878,656 $7,532,244,898,847
OIS $2,522,561,530,211 $2,027,619,588,627
Basis $523,550,715,269 $420,826,875,066
Zeroes $15,141,182,333 $12,170,390,108
FRAs $0 $0
VNS $137,727,595,142 $110,704,601,834
Inflation $0 $0
Total$12,569,846,901,611$10,103,566,354,482
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
CLP
USD
Equivalent
IRS CLP0 $0
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP0$0
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP0 $0
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP0$0
ProductVolume
CZK
USD
Equivalent
IRS CZK16,917,201,449,382 $816,546,068,606
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK33,890,000,000 $1,635,775,654
FRAs CZK7,404,412,218,136 $357,390,299,167
VNS CZK1,853,879,780 $89,481,600
Inflation CZK0 $0
TotalCZK24,357,357,547,298$1,175,661,625,027
ProductVolume
DKK
USD
Equivalent
IRS DKK3,746,962,207,330 $617,180,116,837
OIS DKK0 $0
Basis DKK13,900,000,000 $2,289,535,669
Zeroes DKK15,500,000,000 $2,553,079,343
FRAs DKK372,836,000,000 $61,411,605,805
VNS DKK4,825,826,085 $794,884,961
Inflation DKK0 $0
TotalDKK4,154,024,033,415$684,229,222,615
ProductVolume
HKD
USD
Equivalent
IRS HKD13,358,970,457,411 $1,708,690,622,251
OIS HKD0 $0
Basis HKD494,998,000,000 $63,313,145,525
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD13,853,968,457,411$1,772,003,767,776
ProductVolume
HUF
USD
Equivalent
IRS HUF215,911,735,976,925 $855,028,259,056
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF183,115,000,000 $725,150,483
FRAs HUF54,581,429,947,656 $216,146,958,449
VNS HUF200,087,904,000 $792,364,581
Inflation HUF0 $0
TotalHUF270,876,368,828,581$1,072,692,732,569
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR0 $0
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR0$0
ProductVolume
MXN
USD
Equivalent
IRS MXN779,100,524,291 $41,701,262,882
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN779,100,524,291$41,701,262,882
ProductVolume
NOK
USD
Equivalent
IRS NOK7,919,401,118,877 $1,008,288,595,913
OIS NOK0 $0
Basis NOK172,018,880,000 $21,901,236,265
Zeroes NOK6,085,453,072 $774,792,543
FRAs NOK7,754,167,718,419 $987,251,278,716
VNS NOK21,581,963,042 $2,747,789,496
Inflation NOK0 $0
TotalNOK15,873,255,133,410$2,020,963,692,933
ProductVolume
NZD
USD
Equivalent
IRS NZD5,018,581,560,589 $3,652,021,801,641
OIS NZD0 $0
Basis NZD18,278,000,000 $13,300,900,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD390,581,776 $284,226,358
Inflation NZD0 $0
TotalNZD5,037,250,142,365$3,665,606,928,599
ProductVolume
PLN
USD
Equivalent
IRS PLN3,902,205,511,782 $1,148,028,276,072
OIS PLN0 $0
Basis PLN674,000,000 $198,290,699
Zeroes PLN3,390,000,000 $997,337,491
FRAs PLN813,777,300,074 $239,413,159,581
VNS PLN4,545,785,838 $1,337,369,511
Inflation PLN0 $0
TotalPLN4,724,592,597,694$1,389,974,433,354
ProductVolume
SEK
USD
Equivalent
IRS SEK25,803,068,469,659 $3,218,985,824,381
OIS SEK0 $0
Basis SEK500,000,000 $62,376,028
Zeroes SEK114,824,958,790 $14,324,649,608
FRAs SEK19,045,009,486,984 $2,375,904,076,521
VNS SEK32,080,561,136 $4,002,115,937
Inflation SEK0 $0
TotalSEK44,995,483,476,569$5,613,279,042,475
ProductVolume
SGD
USD
Equivalent
IRS SGD2,600,359,461,181 $1,971,911,322,652
OIS SGD0 $0
Basis SGD2,407,400,000 $1,825,585,804
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD2,602,766,861,181$1,973,736,908,456
ProductVolume
ZAR
USD
Equivalent
IRS ZAR25,122,614,045,268 $2,083,990,862,358
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR25,122,614,045,268$2,083,990,862,358
ProductUSD
Equivalent
IRS$152,960,243,459,784
OIS$60,406,368,138,236
Basis$30,392,146,020,002
Zeroes$986,271,515,629
FRAs$69,796,368,896,171
VNS$1,849,774,422,205
Inflation$3,647,550,922,625
Total$320,038,723,374,652

Figures as of COB Jan 22, 2018.

Notional Outstanding by Product

As of COB Jan 22, 2018

Daily Notional by Tenor

As of COB Jan 22, 2018

Notional Outstanding by Currency

As of COB Jan 22, 2018. *Other: ZAR, CZK, NZD, HKD, DKK, SGD, HUF, MXN, INR, COP, SEK, PLN, NOK, CLP

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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