Volumes

  • Client Notional Cleared (USD)
    $1,812,265,041,501,400
    Client Notional Outstanding (USD)
    $62,318,971,197,742
    As of COB Jul 1, 2022
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $5,422,494,000,000,000
    Trades Compressed
    37,538,704
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3.5 trillion* notional per day and have more than 3 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Jul 1, 2022. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$286,365,515,198
$1,626,723,254,579
$73,052,681,671,275
$26,485,361,141,971
EUR
€353,051,049,831
€1,886,255,179,450
€43,433,618,172,126
€18,021,224,518,235
GBP
£113,905,140,911
£490,449,404,922
£14,389,550,881,040
£5,171,520,096,440
JPY
¥909,088,466,000
¥4,313,117,756,943
¥155,558,392,005,632
¥80,636,065,054,292
CHF
CHF7,694,213,000
CHF34,813,612,194
CHF620,763,071,485
CHF521,474,582,092
AUD
$23,714,789,934
$148,365,280,370
$8,172,044,280,248
$2,764,758,895,221
CAD
$0
$99,994,223,824
$5,253,252,431,131
$2,604,653,352,392
Other*
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$67,650,874,375
$343,891,476,402
$9,161,892,074,771
$5,747,804,315,764
BRL
BRL1,193,980,800
BRL2,124,051,693
BRL64,618,444,311
BRL32,566,070,060
CLP
CLP6,173,100,000
CLP226,173,100,000
CLP9,803,993,200,000
CLP3,809,241,600,000
CNY
CNY5,016,000,000
CNY196,644,852,470
CNY5,094,543,893,129
CNY3,362,623,331,380
COP
COP0
COP0
COP26,180,137,644,000
COP16,237,937,944,000
CZK
CZK131,167,790,000
CZK698,407,236,456
CZK21,017,014,176,603
CZK13,944,551,139,042
DKK
DKK639,290,000
DKK4,826,404,000
DKK412,289,609,902
DKK1,133,336,376,069
HKD
HKD400,000,000
HKD81,519,827,143
HKD2,737,987,345,015
HKD2,915,944,537,646
HUF
HUF285,432,043,701
HUF1,350,944,935,749
HUF52,972,717,491,605
HUF42,387,242,745,871
ILS
ILS9,291,422,738
ILS36,456,338,138
ILS878,140,491,099
ILS676,537,649,271
INR
INR290,083,376,000
INR1,495,825,705,991
INR38,679,322,033,916
INR17,265,225,476,867
KRW
KRW7,668,355,946,000
KRW41,290,423,536,690
KRW1,000,348,568,587,168
KRW680,649,564,846,937
MXN
MXN3,166,012,888
MXN19,060,836,659
MXN893,600,794,260
MXN618,949,438,563
NOK
NOK39,447,439,577
NOK160,042,399,271
NOK4,640,843,130,610
NOK2,177,113,340,532
NZD
NZD13,735,395,523
NZD45,270,450,223
NZD1,643,184,542,000
NZD812,352,030,640
PLN
PLN18,863,476,829
PLN87,348,288,659
PLN2,687,837,162,286
PLN1,918,539,374,145
SEK
SEK144,646,587,000
SEK438,453,868,523
SEK10,265,478,658,820
SEK4,409,307,958,086
SGD
SGD4,559,995,963
SGD21,010,598,988
SGD735,741,063,623
SGD631,424,091,304
THB
THB21,526,544,000
THB232,698,900,641
THB5,260,309,368,055
THB2,197,365,722,563
TWD
TWD16,253,615,386
TWD107,119,285,386
TWD3,463,938,973,649
TWD1,520,523,461,677
ZAR
ZAR207,608,946,206
ZAR1,210,307,518,038
ZAR17,120,296,777,186
ZAR14,587,527,846,081
Total in USD$890,718,502,601$4,794,357,967,009$160,070,179,999,153$62,318,971,197,742

Figures as of COB Jul 1, 2022. Weekly figures as of COB Jul 1, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $8,370,450,000
OIS $266,233,007,848
Basis $8,012,500,000
Zeroes $0
FRAs $0
VNS $305,074,050
Inflation $3,444,483,300
Total$286,365,515,198
ProductVolume
EUR
USD
Equivalent
IRS €136,076,872,736 $141,846,532,140
OIS €200,777,637,317 $209,290,609,139
Basis €4,225,100,000 $4,404,244,240
Zeroes €0 $0
FRAs €9,519,000,000 $9,922,605,600
VNS €47,089,775 $49,086,381
Inflation €2,405,350,003 $2,507,336,843
Total€353,051,049,831$368,020,414,343
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £110,238,872,821 $133,344,940,564
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £130,000,000 $157,248,000
Inflation £3,536,268,090 $4,277,469,882
Total£113,905,140,911$137,779,658,446
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥909,088,466,000 $6,720,795,963
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥909,088,466,000$6,720,795,963
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF7,694,213,000 $8,016,057,717
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF7,694,213,000$8,016,057,717
ProductVolume
AUD
USD
Equivalent
IRS $12,942,539,934 $8,822,282,346
OIS $9,489,010,000 $6,468,183,667
Basis $1,283,240,000 $874,720,546
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$23,714,789,934$16,165,186,559
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$0$0
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL1,193,980,800 $224,994,969
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL1,193,980,800$224,994,969
ProductVolume
CLP
USD
Equivalent
IRS CLP6,173,100,000 $6,620,266
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP6,173,100,000$6,620,266
ProductVolume
CNY
USD
Equivalent
IRS CNY5,016,000,000 $748,489,144
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,016,000,000$748,489,144
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 CZK43,527,790,000 $1,833,482,446
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK87,640,000,000 $3,691,581,896
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK131,167,790,000$5,525,064,342
ProductVolume
DKK
USD
Equivalent
IRS DKK639,290,000 $89,577,188
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK639,290,000$89,577,188
ProductVolume
HKD
USD
Equivalent
IRS HKD400,000,000 $50,975,220
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD400,000,000$50,975,220
ProductVolume
HUF
USD
Equivalent
IRS HUF134,432,043,701 $350,325,208
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF151,000,000,000 $393,500,723
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF285,432,043,701$743,825,931
ProductVolume
ILS
USD
Equivalent
IRS ILS9,291,422,738 $2,633,697,876
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS9,291,422,738$2,633,697,876
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR290,083,376,000 $3,676,530,150
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR290,083,376,000$3,676,530,150
ProductVolume
KRW
USD
Equivalent
IRS KRW7,668,355,946,000 $5,901,640,766
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW7,668,355,946,000$5,901,640,766
ProductVolume
MXN
USD
Equivalent
IRS MXN3,166,012,888 $156,452,549
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,166,012,888$156,452,549
ProductVolume
NOK
USD
Equivalent
IRS NOK9,436,310,000 $950,560,587
OIS NOK0 $0
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK30,000,000,000 $3,022,030,603
VNS NOK11,129,577 $1,121,131
Inflation NOK0 $0
TotalNOK39,447,439,577$3,973,712,321
ProductVolume
NZD
USD
Equivalent
IRS NZD4,104,395,523 $2,549,650,499
OIS NZD9,631,000,000 $5,982,777,200
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD13,735,395,523$8,532,427,699
ProductVolume
PLN
USD
Equivalent
IRS PLN18,863,476,829 $4,195,286,583
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN18,863,476,829$4,195,286,583
ProductVolume
SEK
USD
Equivalent
IRS SEK37,246,587,000 $3,614,243,559
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK107,400,000,000 $10,421,619,524
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK144,646,587,000$14,035,863,083
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD4,559,995,963 $3,267,291,916
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,559,995,963$3,267,291,916
ProductVolume
THB
USD
Equivalent
IRS THB3,410,982,000 $95,760,303
OIS THB18,115,562,000 $508,578,383
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB21,526,544,000$604,338,686
ProductVolume
TWD
USD
Equivalent
IRS TWD16,253,615,386 $545,386,732
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD16,253,615,386$545,386,732
ProductVolume
ZAR
USD
Equivalent
IRS ZAR207,608,946,206 $12,738,698,954
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR207,608,946,206$12,738,698,954
ProductUSD
Equivalent
IRS$195,725,107,335
OIS$643,508,772,547
Basis$13,291,464,786
Zeroes$0
FRAs$27,451,338,346
VNS$512,529,562
Inflation$10,229,290,025
Total$890,718,502,601
Show:
ProductUSD
Equivalent
IRS $100,904,148,418
OIS $1,418,807,790,086
Basis $61,488,923,308
Zeroes $6,142,000,000
FRAs $21,200,000,000
VNS $1,707,514,619
Inflation $16,472,878,148
Total$1,626,723,254,579
ProductVolume
EUR
USD
Equivalent
IRS €562,435,914,655 $590,090,927,196
OIS €1,152,832,322,899 $1,209,536,110,843
Basis €17,583,300,000 $18,471,664,745
Zeroes €0 $0
FRAs €133,449,000,000 $140,138,955,200
VNS €1,594,684,643 $1,672,837,745
Inflation €18,359,957,253 $19,257,390,843
Total€1,886,255,179,450$1,979,167,886,572
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £458,611,646,135 $557,802,213,182
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £578,599,490 $704,672,234
Inflation £31,259,159,297 $38,042,136,517
Total£490,449,404,922$596,549,021,933
ProductVolume
JPY
USD
Equivalent
IRS ¥0 $0
OIS ¥4,313,117,756,943 $31,760,059,923
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥4,313,117,756,943$31,760,059,923
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF34,808,612,194 $36,388,758,943
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF5,000,000 $5,223,023
Inflation CHF0 $0
TotalCHF34,813,612,194$36,393,981,966
ProductVolume
AUD
USD
Equivalent
IRS $104,577,984,489 $72,092,629,325
OIS $39,663,810,000 $27,317,229,267
Basis $3,856,340,000 $2,649,662,681
Zeroes $0 $0
FRAs $0 $0
VNS $267,145,881 $183,785,637
Inflation $0 $0
Total$148,365,280,370$102,243,306,910
ProductVolume
CAD
USD
Equivalent
IRS $56,186,268,824 $43,619,472,535
OIS $42,903,955,000 $33,307,533,833
Basis $904,000,000 $701,972,356
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$99,994,223,824$77,628,978,724
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,124,051,693 $402,965,283
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,124,051,693$402,965,283
ProductVolume
CLP
USD
Equivalent
IRS CLP226,173,100,000 $248,245,746
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP226,173,100,000$248,245,746
ProductVolume
CNY
USD
Equivalent
IRS CNY196,644,852,470 $29,347,656,121
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY196,644,852,470$29,347,656,121
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 CZK259,497,236,456 $11,006,812,290
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK438,910,000,000 $18,622,215,359
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK698,407,236,456$29,629,027,649
ProductVolume
DKK
USD
Equivalent
IRS DKK4,805,404,000 $677,271,346
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK21,000,000 $2,970,423
Inflation DKK0 $0
TotalDKK4,826,404,000$680,241,769
ProductVolume
HKD
USD
Equivalent
IRS HKD79,613,827,143 $10,146,198,794
OIS HKD0 $0
Basis HKD1,906,000,000 $242,897,739
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD81,519,827,143$10,389,096,533
ProductVolume
HUF
USD
Equivalent
IRS HUF810,944,935,749 $2,137,493,390
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF540,000,000,000 $1,422,409,578
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,350,944,935,749$3,559,902,968
ProductVolume
ILS
USD
Equivalent
IRS ILS32,471,338,138 $9,342,238,116
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS200,000,000 $57,290,175
FRAs ILS3,785,000,000 $1,094,936,590
VNS ILS0 $0
Inflation ILS0 $0
TotalILS36,456,338,138$10,494,464,881
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,495,825,705,991 $18,992,740,177
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,495,825,705,991$18,992,740,177
ProductVolume
KRW
USD
Equivalent
IRS KRW41,290,423,536,690 $31,926,962,588
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW41,290,423,536,690$31,926,962,588
ProductVolume
MXN
USD
Equivalent
IRS MXN19,060,836,659 $947,485,100
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN19,060,836,659$947,485,100
ProductVolume
NOK
USD
Equivalent
IRS NOK86,263,769,694 $8,754,633,814
OIS NOK10,000,000,000 $1,016,477,094
Basis NOK0 $0
Zeroes NOK150,000,000 $15,301,360
FRAs NOK63,550,000,000 $6,428,289,761
VNS NOK78,629,577 $7,972,427
Inflation NOK0 $0
TotalNOK160,042,399,271$16,222,674,456
ProductVolume
NZD
USD
Equivalent
IRS NZD24,141,450,223 $15,076,346,184
OIS NZD18,729,000,000 $11,658,625,250
Basis NZD2,400,000,000 $1,499,280,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD45,270,450,223$28,234,251,434
ProductVolume
PLN
USD
Equivalent
IRS PLN62,301,288,659 $13,937,976,225
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN25,047,000,000 $5,626,097,457
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN87,348,288,659$19,564,073,682
ProductVolume
SEK
USD
Equivalent
IRS SEK190,868,868,523 $18,728,407,910
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK247,585,000,000 $24,186,737,950
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK438,453,868,523$42,915,145,860
ProductVolume
SGD
USD
Equivalent
IRS SGD10,600,000 $7,637,163
OIS SGD20,999,998,988 $15,107,908,625
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD21,010,598,988$15,115,545,788
ProductVolume
THB
USD
Equivalent
IRS THB106,582,670,641 $3,019,988,548
OIS THB126,116,230,000 $3,569,757,423
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB232,698,900,641$6,589,745,971
ProductVolume
TWD
USD
Equivalent
IRS TWD107,119,285,386 $3,604,767,671
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD107,119,285,386$3,604,767,671
ProductVolume
ZAR
USD
Equivalent
IRS ZAR1,210,307,518,038 $75,026,482,725
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR1,210,307,518,038$75,026,482,725
ProductUSD
Equivalent
IRS$1,041,046,746,488
OIS$3,365,265,204,646
Basis$85,054,400,829
Zeroes$6,214,591,535
FRAs$218,719,641,895
VNS$4,284,976,108
Inflation$73,772,405,508
Total$4,794,357,967,009
Show:
ProductUSD
Equivalent
IRS $6,663,626,360,506
OIS $62,479,777,448,268
Basis $2,980,858,795,587
Zeroes $48,107,000,000
FRAs $365,742,500,000
VNS $52,615,434,170
Inflation $461,954,132,744
Total$73,052,681,671,275
ProductVolume
EUR
USD
Equivalent
IRS €11,237,641,999,564 $12,261,265,920,387
OIS €28,415,781,690,990 $30,926,289,634,423
Basis €228,754,116,000 $249,594,162,705
Zeroes €105,550,576,052 $116,426,202,415
FRAs €2,884,743,722,858 $3,129,349,312,579
VNS €25,992,486,825 $28,289,762,396
Inflation €535,153,579,837 $583,877,570,581
Total€43,433,618,172,126$47,295,092,565,486
ProductVolume
GBP
USD
Equivalent
IRS £6,478,100,000 $8,488,092,010
OIS £13,962,802,768,323 $18,072,240,181,747
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £15,105,091,856 $19,501,835,537
Inflation £405,164,920,861 $526,753,587,845
Total£14,389,550,881,040$18,626,983,697,139
ProductVolume
JPY
USD
Equivalent
IRS ¥131,943,380,000 $1,111,741,227
OIS ¥155,426,448,625,632 $1,261,907,301,691
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥155,558,392,005,632$1,263,019,042,918
ProductVolume
CHF
USD
Equivalent
IRS CHF67,190,000 $72,517,283
OIS CHF620,673,381,485 $650,943,872,507
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF22,500,000 $24,022,035
Inflation CHF0 $0
TotalCHF620,763,071,485$651,040,411,825
ProductVolume
AUD
USD
Equivalent
IRS $2,664,829,946,091 $1,919,141,874,215
OIS $5,254,783,353,500 $3,782,216,811,172
Basis $244,383,011,083 $175,347,147,987
Zeroes $0 $0
FRAs $0 $0
VNS $8,047,969,574 $5,696,201,269
Inflation $0 $0
Total$8,172,044,280,248$5,882,402,034,643
ProductVolume
CAD
USD
Equivalent
IRS $2,557,960,995,269 $2,012,709,917,446
OIS $2,536,319,302,090 $1,999,665,542,998
Basis $150,140,475,000 $117,810,769,975
Zeroes $7,950,000,000 $6,183,642,515
FRAs $0 $0
VNS $881,658,772 $698,628,162
Inflation $0 $0
Total$5,253,252,431,131$4,137,068,501,096
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL64,618,444,311 $12,653,013,746
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL64,618,444,311$12,653,013,746
ProductVolume
CLP
USD
Equivalent
IRS CLP9,803,993,200,000 $11,792,133,079
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP9,803,993,200,000$11,792,133,079
ProductVolume
CNY
USD
Equivalent
IRS CNY5,094,543,893,129 $785,748,346,158
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY5,094,543,893,129$785,748,346,158
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP26,180,137,644,000 $6,703,887,702
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP26,180,137,644,000$6,703,887,702
ProductVolume
CZK
USD
Equivalent
IRS CZK10,203,048,167,419 $449,574,852,541
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK2,270,000,000 $100,668,494
FRAs CZK10,809,620,249,000 $476,537,241,266
VNS CZK2,075,760,184 $87,609,111
Inflation CZK0 $0
TotalCZK21,017,014,176,603$926,300,371,412
ProductVolume
DKK
USD
Equivalent
IRS DKK399,601,401,902 $59,444,981,249
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK12,564,000,000 $1,919,354,427
VNS DKK124,208,000 $18,554,734
Inflation DKK0 $0
TotalDKK412,289,609,902$61,382,890,410
ProductVolume
HKD
USD
Equivalent
IRS HKD2,540,223,345,015 $324,428,920,277
OIS HKD0 $0
Basis HKD197,764,000,000 $25,259,636,123
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD2,737,987,345,015$349,688,556,400
ProductVolume
HUF
USD
Equivalent
IRS HUF40,694,022,560,834 $119,080,871,258
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF8,525,000,000 $24,154,951
FRAs HUF12,247,170,000,000 $35,342,177,382
VNS HUF22,999,930,771 $64,482,526
Inflation HUF0 $0
TotalHUF52,972,717,491,605$154,511,686,117
ProductVolume
ILS
USD
Equivalent
IRS ILS761,871,524,099 $231,653,685,029
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,150,000,000 $346,267,471
FRAs ILS115,118,967,000 $35,437,519,111
VNS ILS0 $0
Inflation ILS0 $0
TotalILS878,140,491,099$267,437,471,611
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR38,679,322,033,916 $506,585,826,198
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR38,679,322,033,916$506,585,826,198
ProductVolume
KRW
USD
Equivalent
IRS KRW1,000,348,568,587,168 $809,995,341,418
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,000,348,568,587,168$809,995,341,418
ProductVolume
MXN
USD
Equivalent
IRS MXN893,600,794,260 $43,882,806,527
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN893,600,794,260$43,882,806,527
ProductVolume
NOK
USD
Equivalent
IRS NOK2,424,896,671,528 $263,874,341,149
OIS NOK62,586,000,000 $6,559,227,577
Basis NOK31,125,000,000 $3,413,634,785
Zeroes NOK850,000,000 $93,573,294
FRAs NOK2,111,917,000,000 $233,092,652,031
VNS NOK9,468,459,082 $1,049,577,721
Inflation NOK0 $0
TotalNOK4,640,843,130,610$508,083,006,557
ProductVolume
NZD
USD
Equivalent
IRS NZD686,859,381,977 $454,259,921,943
OIS NZD930,075,860,290 $618,991,719,546
Basis NZD26,034,000,000 $17,371,770,700
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD215,299,733 $145,140,644
Inflation NZD0 $0
TotalNZD1,643,184,542,000$1,090,768,552,833
ProductVolume
PLN
USD
Equivalent
IRS PLN1,885,034,703,265 $442,673,805,840
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN802,261,755,461 $191,149,186,630
VNS PLN540,703,560 $126,898,400
Inflation PLN0 $0
TotalPLN2,687,837,162,286$633,949,890,870
ProductVolume
SEK
USD
Equivalent
IRS SEK5,049,992,067,332 $524,685,885,455
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK3,130,000,000 $342,923,505
FRAs SEK5,211,271,000,000 $544,782,301,189
VNS SEK1,085,591,488 $116,200,568
Inflation SEK0 $0
TotalSEK10,265,478,658,820$1,069,927,310,717
ProductVolume
SGD
USD
Equivalent
IRS SGD18,745,194,000 $13,732,922,879
OIS SGD716,739,027,970 $524,848,546,745
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD256,841,653 $185,966,069
Inflation SGD0 $0
TotalSGD735,741,063,623$538,767,435,693
ProductVolume
THB
USD
Equivalent
IRS THB4,343,353,804,055 $129,341,408,392
OIS THB916,955,564,000 $26,327,580,458
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB5,260,309,368,055$155,668,988,850
ProductVolume
TWD
USD
Equivalent
IRS TWD3,463,938,973,649 $120,071,507,079
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,463,938,973,649$120,071,507,079
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,120,296,777,186 $1,107,973,051,394
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,120,296,777,186$1,107,973,051,394
ProductUSD
Equivalent
IRS$28,771,284,218,487
OIS$120,863,057,581,032
Basis$3,569,655,917,862
Zeroes$171,624,432,645
FRAs$5,013,352,244,615
VNS$108,620,313,342
Inflation$1,572,585,291,170
Total$160,070,179,999,153
Show:
ProductUSD
Equivalent
IRS $8,772,881,472,360
OIS $13,572,351,397,799
Basis $3,287,144,726,023
Zeroes $24,686,077,253
FRAs $159,462,000,001
VNS $364,258,269,432
Inflation $304,577,199,103
Total$26,485,361,141,971
ProductVolume
EUR
USD
Equivalent
IRS €7,964,375,039,995 $8,302,064,541,691
OIS €8,307,776,116,809 $8,660,025,824,162
Basis €188,955,673,137 $196,967,393,678
Zeroes €66,326,134,657 $69,138,362,767
FRAs €863,895,413,448 $900,524,578,978
VNS €217,447,014,535 $226,666,767,951
Inflation €412,449,125,654 $429,936,968,581
Total€18,021,224,518,235$18,785,324,437,808
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £4,665,679,328,951 $5,643,605,716,299
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £69,614,009,522 $84,205,105,918
Inflation £436,226,757,967 $527,659,886,437
Total£5,171,520,096,440$6,255,470,708,654
ProductVolume
JPY
USD
Equivalent
IRS ¥255,598,188,499 $1,889,610,679
OIS ¥80,365,543,780,475 $594,134,061,143
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥14,923,085,318 $110,324,809
Inflation ¥0 $0
Total¥80,636,065,054,292$596,133,996,631
ProductVolume
CHF
USD
Equivalent
IRS CHF610,528,000 $636,066,052
OIS CHF520,222,436,842 $541,983,056,563
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF641,617,250 $668,455,748
Inflation CHF0 $0
TotalCHF521,474,582,092$543,287,578,363
ProductVolume
AUD
USD
Equivalent
IRS $1,493,381,929,769 $1,017,963,792,427
OIS $1,053,499,511,367 $718,117,941,923
Basis $201,205,620,104 $137,151,810,944
Zeroes $620,784,768 $423,157,937
FRAs $0 $0
VNS $16,051,049,213 $10,941,197,696
Inflation $0 $0
Total$2,764,758,895,221$1,884,597,900,927
ProductVolume
CAD
USD
Equivalent
IRS $1,706,251,308,957 $1,323,906,974,672
OIS $705,009,862,016 $547,028,136,263
Basis $162,342,351,220 $125,963,959,668
Zeroes $15,673,497,820 $12,161,311,158
FRAs $0 $0
VNS $15,376,332,379 $11,930,735,862
Inflation $0 $0
Total$2,604,653,352,392$2,020,991,117,623
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL32,566,070,060 $6,136,783,700
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL32,566,070,060$6,136,783,700
ProductVolume
CLP
USD
Equivalent
IRS CLP3,809,241,600,000 $4,085,174,727
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP3,809,241,600,000$4,085,174,727
ProductVolume
CNY
USD
Equivalent
IRS CNY3,362,623,331,380 $501,771,742,353
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY3,362,623,331,380$501,771,742,353
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP16,237,937,944,000 $3,861,532,668
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP16,237,937,944,000$3,861,532,668
ProductVolume
CZK
USD
Equivalent
IRS CZK7,821,465,649,698 $329,456,652,122
OIS CZK0 $0
Basis CZK5,964,000,000 $251,216,276
Zeroes CZK1,200,000,000 $50,546,534
FRAs CZK6,093,601,361,000 $256,675,359,028
VNS CZK22,320,128,344 $940,170,946
Inflation CZK0 $0
TotalCZK13,944,551,139,042$587,373,944,906
ProductVolume
DKK
USD
Equivalent
IRS DKK1,119,637,977,759 $156,883,452,238
OIS DKK0 $0
Basis DKK5,150,000,000 $721,616,983
Zeroes DKK0 $0
FRAs DKK6,002,000,000 $840,999,054
VNS DKK2,546,398,311 $356,800,828
Inflation DKK0 $0
TotalDKK1,133,336,376,070$158,802,869,103
ProductVolume
HKD
USD
Equivalent
IRS HKD2,514,818,127,075 $320,483,516,153
OIS HKD0 $0
Basis HKD396,439,856,482 $50,521,521,927
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD4,686,554,088 $597,245,310
Inflation HKD0 $0
TotalHKD2,915,944,537,645$371,602,283,390
ProductVolume
HUF
USD
Equivalent
IRS HUF32,316,176,782,743 $84,214,827,375
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF31,125,000,000 $81,110,662
FRAs HUF9,810,880,000,000 $25,566,810,429
VNS HUF229,060,963,128 $596,924,865
Inflation HUF0 $0
TotalHUF42,387,242,745,871$110,459,673,331
ProductVolume
ILS
USD
Equivalent
IRS ILS574,321,682,271 $162,794,206,829
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS1,150,000,000 $325,972,958
FRAs ILS101,065,967,000 $28,647,628,051
VNS ILS0 $0
Inflation ILS0 $0
TotalILS676,537,649,271$191,767,807,838
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR17,265,225,476,867 $218,820,267,788
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR17,265,225,476,867$218,820,267,788
ProductVolume
KRW
USD
Equivalent
IRS KRW680,649,564,846,937 $523,834,476,086
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW680,649,564,846,937$523,834,476,086
ProductVolume
MXN
USD
Equivalent
IRS MXN618,949,438,563 $30,586,172,762
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN618,949,438,563$30,586,172,762
ProductVolume
NOK
USD
Equivalent
IRS NOK1,482,313,139,892 $149,319,855,738
OIS NOK62,586,000,000 $6,304,560,244
Basis NOK55,215,950,124 $5,562,143,035
Zeroes NOK550,000,000 $55,403,894
FRAs NOK524,938,432,896 $52,879,333,632
VNS NOK51,509,817,620 $5,188,808,174
Inflation NOK0 $0
TotalNOK2,177,113,340,532$219,310,104,717
ProductVolume
NZD
USD
Equivalent
IRS NZD498,393,505,342 $309,602,045,519
OIS NZD302,195,240,600 $187,723,683,461
Basis NZD10,908,000,000 $6,776,049,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD855,284,698 $531,302,854
Inflation NZD0 $0
TotalNZD812,352,030,640$504,633,081,434
ProductVolume
PLN
USD
Equivalent
IRS PLN1,514,007,870,331 $336,719,310,181
OIS PLN0 $0
Basis PLN428,500,000 $95,299,521
Zeroes PLN0 $0
FRAs PLN398,544,350,000 $88,637,305,815
VNS PLN5,558,653,814 $1,236,259,147
Inflation PLN0 $0
TotalPLN1,918,539,374,145$426,688,174,664
ProductVolume
SEK
USD
Equivalent
IRS SEK3,083,970,301,865 $299,254,796,164
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,307,913,562,190 $126,914,129,561
VNS SEK17,424,094,031 $1,690,756,783
Inflation SEK0 $0
TotalSEK4,409,307,958,086$427,859,682,508
ProductVolume
SGD
USD
Equivalent
IRS SGD144,632,230,897 $103,630,731,844
OIS SGD485,133,690,837 $347,604,120,544
Basis SGD420,217,296 $301,090,743
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD1,237,952,273 $887,007,683
Inflation SGD0 $0
TotalSGD631,424,091,303$452,422,950,814
ProductVolume
THB
USD
Equivalent
IRS THB1,489,050,021,325 $41,803,762,530
OIS THB708,315,701,238 $19,885,336,924
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB2,197,365,722,563$61,689,099,454
ProductVolume
TWD
USD
Equivalent
IRS TWD1,520,523,461,677 $51,020,853,019
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,520,523,461,677$51,020,853,019
ProductVolume
ZAR
USD
Equivalent
IRS ZAR14,587,152,846,081 $895,054,630,838
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR375,000,000 $23,009,664
Inflation ZAR0 $0
TotalZAR14,587,527,846,081$895,077,640,502
ProductUSD
Equivalent
IRS$23,725,995,448,059
OIS$31,061,445,635,781
Basis$3,811,456,828,398
Zeroes$106,921,943,163
FRAs$1,640,148,144,549
VNS$710,829,143,670
Inflation$1,262,174,054,121
Total$62,318,971,197,741

Figures as of COB Jul 1, 2022.

Notional Outstanding by Product

As of COB Jul 1, 2022

Daily Notional by Tenor
 

As of COB Jul 1, 2022

Notional Outstanding by Tenor
 

As of COB Jul 1, 2022

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
$1,049,460,104,868
$7,064,656,232,213
$272,625,679,205,267
$157,764,265,508,103
EUR
€1,119,438,301,886
€8,015,964,157,249
€176,650,836,837,273
€107,792,077,504,608
GBP
£367,200,122,880
£1,603,255,327,098
£46,192,026,406,845
£30,225,017,175,108
JPY
¥2,182,541,732,000
¥12,735,058,701,886
¥420,727,929,161,090
¥689,613,891,578,318
CHF
CHF19,171,238,000
CHF113,019,267,120
CHF2,409,526,747,447
CHF2,546,397,517,961
AUD
$117,140,178,454
$963,727,031,663
$32,463,596,970,202
$31,704,176,841,960
CAD
$0
$400,193,847,741
$16,942,155,836,677
$22,358,322,610,482
Other*
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Hide
$214,077,917,413
$1,198,806,007,668
$32,838,601,477,022
$33,890,565,488,005
BRL
BRL2,387,961,601
BRL3,971,109,701
BRL128,294,190,938
BRL196,946,279,244
CLP
CLP12,346,200,000
CLP582,346,200,000
CLP21,517,023,200,000
CLP25,093,125,593,592
CNY
CNY13,094,000,000
CNY584,508,171,948
CNY16,733,902,670,819
CNY17,608,802,528,902
COP
COP0
COP0
COP55,454,515,288,000
COP75,976,753,851,490
CZK
CZK308,711,380,000
CZK2,297,799,844,912
CZK80,135,840,877,932
CZK66,315,139,350,815
DKK
DKK2,808,580,000
DKK21,730,808,000
DKK1,104,921,276,985
DKK5,463,168,767,928
HKD
HKD800,000,000
HKD300,495,471,290
HKD9,474,325,697,205
HKD16,417,742,453,441
HUF
HUF2,050,323,507,402
HUF8,656,781,291,498
HUF238,806,488,387,610
HUF217,538,551,350,086
ILS
ILS27,232,045,476
ILS90,803,907,948
ILS2,336,743,931,870
ILS2,537,262,707,913
INR
INR798,430,952,000
INR4,202,064,315,416
INR121,494,856,350,914
INR132,006,547,137,520
KRW
KRW20,975,044,544,616
KRW114,523,958,687,246
KRW2,929,015,945,008,183
KRW3,942,947,742,538,280
MXN
MXN6,332,025,776
MXN39,191,673,318
MXN1,733,623,308,519
MXN3,677,612,340,307
NOK
NOK123,305,279,154
NOK576,417,798,542
NOK19,828,572,202,308
NOK23,208,051,004,397
NZD
NZD77,767,791,046
NZD271,688,042,246
NZD6,734,193,987,274
NZD7,716,308,967,763
PLN
PLN63,722,039,658
PLN343,048,699,318
PLN10,321,770,882,479
PLN8,485,510,105,231
SEK
SEK337,395,016,000
SEK2,142,287,167,046
SEK39,691,563,624,624
SEK49,085,768,312,331
SGD
SGD13,263,813,926
SGD54,810,687,104
SGD2,314,634,302,810
SGD2,060,094,916,222
THB
THB190,898,688,000
THB738,898,676,874
THB20,439,182,109,367
THB19,351,184,664,538
TWD
TWD64,097,230,772
TWD332,591,390,772
TWD10,106,716,366,174
TWD17,091,442,791,238
ZAR
ZAR551,984,905,745
ZAR3,111,563,735,409
ZAR60,652,274,690,432
ZAR48,567,416,133,034
Total in USD$2,990,562,842,628$19,815,419,529,759$600,406,597,727,367$387,287,951,688,805

Figures as of COB Jul 1, 2022. Weekly figures as of COB Jul 1, 2022. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $50,447,937,600
OIS $930,648,875,470
Basis $48,556,800,000
Zeroes $0
FRAs $7,000,000,000
VNS $2,102,953,358
Inflation $10,703,538,440
Total$1,049,460,104,868
ProductVolume
EUR
USD
Equivalent
IRS €458,758,798,281 $478,210,171,328
OIS €583,696,254,050 $608,444,975,222
Basis €9,953,800,000 $10,375,841,120
Zeroes €0 $0
FRAs €55,546,820,000 $57,902,005,168
VNS €438,129,549 $456,706,242
Inflation €11,044,500,006 $11,512,786,806
Total€1,119,438,301,886$1,166,902,485,886
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £355,479,771,040 $429,988,331,050
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £260,000,000 $314,496,000
Inflation £11,460,351,840 $13,862,441,586
Total£367,200,122,880$444,165,268,636
ProductVolume
JPY
USD
Equivalent
IRS ¥10,000,000,000 $73,928,954
OIS ¥2,172,541,732,000 $16,061,373,837
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥2,182,541,732,000$16,135,302,791
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF19,171,238,000 $19,973,160,390
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF19,171,238,000$19,973,160,390
ProductVolume
AUD
USD
Equivalent
IRS $72,539,983,868 $49,446,880,004
OIS $40,457,020,000 $27,577,527,683
Basis $3,984,640,000 $2,716,129,856
Zeroes $0 $0
FRAs $0 $0
VNS $158,534,586 $108,065,101
Inflation $0 $0
Total$117,140,178,454$79,848,602,644
ProductVolume
CAD
USD
Equivalent
IRS $0 $0
OIS $0 $0
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$0$0
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,387,961,601 $449,989,937
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,387,961,601$449,989,937
ProductVolume
CLP
USD
Equivalent
IRS CLP12,346,200,000 $13,240,532
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP12,346,200,000$13,240,532
ProductVolume
CNY
USD
Equivalent
IRS CNY13,094,000,000 $1,953,890,920
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,094,000,000$1,953,890,920
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 CZK142,491,380,000 $6,002,037,868
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK166,220,000,000 $7,001,537,457
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK308,711,380,000$13,003,575,325
ProductVolume
DKK
USD
Equivalent
IRS DKK2,808,580,000 $393,537,675
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK2,808,580,000$393,537,675
ProductVolume
HKD
USD
Equivalent
IRS HKD800,000,000 $101,950,439
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD800,000,000$101,950,439
ProductVolume
HUF
USD
Equivalent
IRS HUF540,323,507,402 $1,408,064,178
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF1,510,000,000,000 $3,935,007,232
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF2,050,323,507,402$5,343,071,410
ProductVolume
ILS
USD
Equivalent
IRS ILS27,232,045,476 $7,719,052,546
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS0 $0
FRAs ILS0 $0
VNS ILS0 $0
Inflation ILS0 $0
TotalILS27,232,045,476$7,719,052,546
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR798,430,952,000 $10,119,350,886
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR798,430,952,000$10,119,350,886
ProductVolume
KRW
USD
Equivalent
IRS KRW20,975,044,544,616 $16,142,596,774
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW20,975,044,544,616$16,142,596,774
ProductVolume
MXN
USD
Equivalent
IRS MXN6,332,025,776 $312,905,097
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,332,025,776$312,905,097
ProductVolume
NOK
USD
Equivalent
IRS NOK23,283,020,000 $2,345,399,966
OIS NOK10,000,000,000 $1,007,343,534
Basis NOK0 $0
Zeroes NOK0 $0
FRAs NOK90,000,000,000 $9,066,091,809
VNS NOK22,259,154 $2,242,261
Inflation NOK0 $0
TotalNOK123,305,279,154$12,421,077,570
ProductVolume
NZD
USD
Equivalent
IRS NZD19,117,291,046 $11,875,661,198
OIS NZD57,900,000,000 $35,967,480,000
Basis NZD750,500,000 $466,210,600
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD77,767,791,046$48,309,351,798
ProductVolume
PLN
USD
Equivalent
IRS PLN52,284,039,658 $11,628,107,166
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN11,438,000,000 $2,543,841,116
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN63,722,039,658$14,171,948,282
ProductVolume
SEK
USD
Equivalent
IRS SEK109,795,016,000 $10,654,021,251
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK227,600,000,000 $22,085,294,260
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK337,395,016,000$32,739,315,511
ProductVolume
SGD
USD
Equivalent
IRS SGD0 $0
OIS SGD13,263,813,926 $9,503,682,102
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD13,263,813,926$9,503,682,102
ProductVolume
THB
USD
Equivalent
IRS THB10,821,964,000 $303,817,069
OIS THB180,076,724,000 $5,055,494,778
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB190,898,688,000$5,359,311,847
ProductVolume
TWD
USD
Equivalent
IRS TWD64,097,230,772 $2,150,769,437
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD64,097,230,772$2,150,769,437
ProductVolume
ZAR
USD
Equivalent
IRS ZAR551,984,905,745 $33,869,299,325
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR551,984,905,745$33,869,299,325
ProductUSD
Equivalent
IRS$685,503,259,264
OIS$2,094,347,594,952
Basis$62,114,981,576
Zeroes$0
FRAs$109,533,777,042
VNS$2,984,462,962
Inflation$36,078,766,832
Total$2,990,562,842,628
Show:
ProductUSD
Equivalent
IRS $2,512,960,037,555
OIS $4,116,527,854,106
Basis $294,435,189,232
Zeroes $12,284,000,000
FRAs $68,200,000,000
VNS $6,661,560,184
Inflation $53,587,591,136
Total$7,064,656,232,213
ProductVolume
EUR
USD
Equivalent
IRS €2,562,722,704,402 $2,689,290,838,192
OIS €3,554,747,876,414 $3,729,930,739,405
Basis €40,271,200,000 $42,288,074,880
Zeroes €0 $0
FRAs €1,783,729,660,000 $1,875,248,030,385
VNS €6,298,421,927 $6,617,705,257
Inflation €68,194,294,506 $71,517,537,360
Total€8,015,964,157,249$8,414,892,925,479
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £1,520,220,393,603 $1,848,709,626,066
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £1,190,440,980 $1,449,630,448
Inflation £81,844,492,515 $99,607,608,119
Total£1,603,255,327,098$1,949,766,864,633
ProductVolume
JPY
USD
Equivalent
IRS ¥167,395,140,000 $1,230,483,133
OIS ¥12,567,663,561,886 $92,560,741,649
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,735,058,701,886$93,791,224,782
ProductVolume
CHF
USD
Equivalent
IRS CHF0 $0
OIS CHF113,009,267,120 $118,171,476,181
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF10,000,000 $10,446,046
Inflation CHF0 $0
TotalCHF113,019,267,120$118,181,922,227
ProductVolume
AUD
USD
Equivalent
IRS $645,365,522,977 $445,184,963,700
OIS $284,164,020,000 $195,929,588,133
Basis $33,344,340,000 $22,982,712,126
Zeroes $0 $0
FRAs $0 $0
VNS $853,148,686 $586,381,165
Inflation $0 $0
Total$963,727,031,663$664,683,645,124
ProductVolume
CAD
USD
Equivalent
IRS $246,776,599,048 $191,531,447,160
OIS $110,602,110,000 $85,868,738,034
Basis $40,220,000,000 $31,224,019,317
Zeroes $0 $0
FRAs $0 $0
VNS $2,595,138,693 $2,016,503,122
Inflation $0 $0
Total$400,193,847,741$310,640,707,633
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL3,971,109,701 $752,929,085
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL3,971,109,701$752,929,085
ProductVolume
CLP
USD
Equivalent
IRS CLP582,346,200,000 $639,270,186
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP582,346,200,000$639,270,186
ProductVolume
CNY
USD
Equivalent
IRS CNY584,508,171,948 $87,237,381,816
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY584,508,171,948$87,237,381,816
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 CZK845,635,844,912 $35,870,583,279
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK1,452,164,000,000 $61,624,940,458
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK2,297,799,844,912$97,495,523,737
ProductVolume
DKK
USD
Equivalent
IRS DKK21,688,808,000 $3,059,393,802
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK42,000,000 $5,940,846
Inflation DKK0 $0
TotalDKK21,730,808,000$3,065,334,648
ProductVolume
HKD
USD
Equivalent
IRS HKD290,183,471,290 $36,981,898,231
OIS HKD0 $0
Basis HKD10,312,000,000 $1,314,154,657
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD300,495,471,290$38,296,052,888
ProductVolume
HUF
USD
Equivalent
IRS HUF3,320,781,291,498 $8,756,132,253
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF5,336,000,000,000 $14,058,961,813
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF8,656,781,291,498$22,815,094,066
ProductVolume
ILS
USD
Equivalent
IRS ILS82,833,907,948 $23,799,842,354
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS400,000,000 $114,580,349
FRAs ILS7,570,000,000 $2,189,873,179
VNS ILS0 $0
Inflation ILS0 $0
TotalILS90,803,907,948$26,104,295,882
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR4,202,064,315,416 $53,335,994,923
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR4,202,064,315,416$53,335,994,923
ProductVolume
KRW
USD
Equivalent
IRS KRW114,523,958,687,246 $88,567,316,608
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW114,523,958,687,246$88,567,316,608
ProductVolume
MXN
USD
Equivalent
IRS MXN39,191,673,318 $1,948,120,603
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN39,191,673,318$1,948,120,603
ProductVolume
NOK
USD
Equivalent
IRS NOK266,860,539,388 $27,060,294,903
OIS NOK66,000,000,000 $6,705,078,183
Basis NOK0 $0
Zeroes NOK300,000,000 $30,602,721
FRAs NOK243,100,000,000 $24,621,159,579
VNS NOK157,259,154 $15,944,854
Inflation NOK0 $0
TotalNOK576,417,798,542$58,433,080,240
ProductVolume
NZD
USD
Equivalent
IRS NZD131,668,542,246 $82,202,449,170
OIS NZD133,057,500,000 $82,896,477,150
Basis NZD6,962,000,000 $4,341,947,275
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD271,688,042,246$169,440,873,595
ProductVolume
PLN
USD
Equivalent
IRS PLN207,288,699,318 $46,376,879,475
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN135,760,000,000 $30,418,646,664
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN343,048,699,318$76,795,526,139
ProductVolume
SEK
USD
Equivalent
IRS SEK537,793,167,046 $52,765,744,512
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK1,604,494,000,000 $156,844,568,555
VNS SEK0 $0
Inflation SEK0 $0
TotalSEK2,142,287,167,046$209,610,313,067
ProductVolume
SGD
USD
Equivalent
IRS SGD21,200,000 $15,274,325
OIS SGD54,789,487,104 $39,410,212,477
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD54,810,687,104$39,425,486,802
ProductVolume
THB
USD
Equivalent
IRS THB277,870,616,874 $7,874,251,689
OIS THB461,028,060,000 $13,019,132,100
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB738,898,676,874$20,893,383,789
ProductVolume
TWD
USD
Equivalent
IRS TWD332,591,390,772 $11,191,750,129
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD332,591,390,772$11,191,750,129
ProductVolume
ZAR
USD
Equivalent
IRS ZAR3,111,563,735,409 $192,758,279,465
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR3,111,563,735,409$192,758,279,465
ProductUSD
Equivalent
IRS$6,548,055,561,625
OIS$10,383,065,658,407
Basis$396,586,097,487
Zeroes$12,429,183,070
FRAs$2,233,206,180,633
VNS$17,364,111,922
Inflation$224,712,736,615
Total$19,815,419,529,759
Show:
ProductUSD
Equivalent
IRS $79,926,231,153,457
OIS $175,005,818,645,391
Basis $13,653,358,007,746
Zeroes $122,681,867,100
FRAs $2,506,152,120,000
VNS $223,282,982,305
Inflation $1,188,154,429,268
Total$272,625,679,205,267
ProductVolume
EUR
USD
Equivalent
IRS €53,622,620,556,266 $58,547,522,702,920
OIS €85,299,312,781,751 $92,767,994,257,166
Basis €691,492,255,728 $756,731,165,172
Zeroes €223,050,337,949 $245,768,978,561
FRAs €34,952,688,905,717 $38,211,181,937,496
VNS €82,116,168,014 $89,534,381,562
Inflation €1,779,555,831,848 $1,941,810,515,312
Total€176,650,836,837,273$192,560,543,938,189
ProductVolume
GBP
USD
Equivalent
IRS £41,329,041,770 $55,142,719,024
OIS £44,647,417,099,953 $57,758,714,475,985
Basis £0 $0
Zeroes £0 $0
FRAs £0 $0
VNS £37,873,877,765 $49,014,400,540
Inflation £1,465,406,387,357 $1,906,955,963,139
Total£46,192,026,406,845$59,769,827,558,688
ProductVolume
JPY
USD
Equivalent
IRS ¥3,131,016,640,000 $25,605,419,211
OIS ¥417,596,912,521,090 $3,381,972,835,371
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥420,727,929,161,090$3,407,578,254,582
ProductVolume
CHF
USD
Equivalent
IRS CHF134,380,000 $145,034,566
OIS CHF2,409,347,367,447 $2,525,934,622,215
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF45,000,000 $48,044,070
Inflation CHF0 $0
TotalCHF2,409,526,747,447$2,526,127,700,851
ProductVolume
AUD
USD
Equivalent
IRS $13,063,216,826,577 $9,387,719,101,449
OIS $17,530,526,891,000 $12,605,285,857,960
Basis $1,848,577,305,710 $1,331,037,394,865
Zeroes $836,000,000 $590,299,600
FRAs $0 $0
VNS $20,439,946,915 $14,555,438,368
Inflation $0 $0
Total$32,463,596,970,202$23,339,188,092,242
ProductVolume
CAD
USD
Equivalent
IRS $9,483,726,074,673 $7,462,223,714,131
OIS $6,578,884,264,180 $5,185,496,956,304
Basis $823,610,759,660 $647,310,199,564
Zeroes $21,900,000,000 $17,129,551,467
FRAs $0 $0
VNS $34,034,738,164 $26,891,079,060
Inflation $0 $0
Total$16,942,155,836,677$13,339,051,500,526
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL128,294,190,938 $25,013,857,041
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL128,294,190,938$25,013,857,041
ProductVolume
CLP
USD
Equivalent
IRS CLP21,517,023,200,000 $25,905,046,934
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP21,517,023,200,000$25,905,046,934
ProductVolume
CNY
USD
Equivalent
IRS CNY16,733,902,670,819 $2,580,798,563,520
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,733,902,670,819$2,580,798,563,520
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP55,454,515,288,000 $14,223,825,280
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP55,454,515,288,000$14,223,825,280
ProductVolume
CZK
USD
Equivalent
IRS CZK30,342,695,019,746 $1,338,732,140,938
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK4,540,000,000 $201,336,987
FRAs CZK49,762,030,098,002 $2,206,368,743,445
VNS CZK26,575,760,184 $1,170,892,127
Inflation CZK0 $0
TotalCZK80,135,840,877,932$3,546,473,113,497
ProductVolume
DKK
USD
Equivalent
IRS DKK1,037,592,663,804 $153,700,511,098
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK65,424,000,000 $9,626,841,375
VNS DKK1,904,613,181 $282,472,398
Inflation DKK0 $0
TotalDKK1,104,921,276,985$163,609,824,871
ProductVolume
HKD
USD
Equivalent
IRS HKD9,083,373,697,205 $1,160,165,378,733
OIS HKD0 $0
Basis HKD390,952,000,000 $49,915,187,618
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD9,474,325,697,205$1,210,080,566,351
ProductVolume
HUF
USD
Equivalent
IRS HUF126,156,655,861,762 $368,183,711,853
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF21,050,000,000 $59,503,724
FRAs HUF112,062,432,000,000 $323,280,050,148
VNS HUF566,350,525,848 $1,641,166,245
Inflation HUF0 $0
TotalHUF238,806,488,387,610$693,164,431,970
ProductVolume
ILS
USD
Equivalent
IRS ILS1,889,043,997,870 $574,620,565,137
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS2,300,000,000 $692,534,942
FRAs ILS445,399,934,000 $137,132,630,032
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,336,743,931,870$712,445,730,111
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR121,494,856,350,914 $1,592,100,294,081
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR121,494,856,350,914$1,592,100,294,081
ProductVolume
KRW
USD
Equivalent
IRS KRW2,929,015,945,008,183 $2,371,520,955,757
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,929,015,945,008,183$2,371,520,955,757
ProductVolume
MXN
USD
Equivalent
IRS MXN1,733,623,308,519 $85,247,293,288
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,733,623,308,519$85,247,293,288
ProductVolume
NOK
USD
Equivalent
IRS NOK6,138,807,579,482 $668,809,559,980
OIS NOK429,272,000,000 $44,605,845,036
Basis NOK62,250,000,000 $6,827,269,571
Zeroes NOK1,700,000,000 $187,146,588
FRAs NOK13,169,622,000,000 $1,454,809,549,684
VNS NOK26,920,622,826 $3,000,258,247
Inflation NOK0 $0
TotalNOK19,828,572,202,308$2,178,239,629,106
ProductVolume
NZD
USD
Equivalent
IRS NZD3,254,022,371,227 $2,158,613,579,525
OIS NZD3,321,855,516,580 $2,200,043,042,917
Basis NZD157,885,500,000 $105,721,930,125
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD430,599,467 $290,281,288
Inflation NZD0 $0
TotalNZD6,734,193,987,274$4,464,668,833,855
ProductVolume
PLN
USD
Equivalent
IRS PLN5,784,138,080,227 $1,358,694,421,137
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,535,581,421,844 $1,080,155,520,290
VNS PLN2,051,380,408 $480,773,644
Inflation PLN0 $0
TotalPLN10,321,770,882,479$2,439,330,715,071
ProductVolume
SEK
USD
Equivalent
IRS SEK14,630,080,441,648 $1,522,608,777,344
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK6,260,000,000 $685,847,010
FRAs SEK25,053,052,000,000 $2,622,453,513,150
VNS SEK2,171,182,976 $232,401,135
Inflation SEK0 $0
TotalSEK39,691,563,624,624$4,145,980,538,639
ProductVolume
SGD
USD
Equivalent
IRS SGD102,635,975,584 $75,515,690,136
OIS SGD2,211,707,711,920 $1,620,469,790,256
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD290,615,306 $210,854,766
Inflation SGD0 $0
TotalSGD2,314,634,302,810$1,696,196,335,158
ProductVolume
THB
USD
Equivalent
IRS THB17,841,653,381,367 $531,527,222,957
OIS THB2,597,528,728,000 $74,427,031,593
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB20,439,182,109,367$605,954,254,550
ProductVolume
TWD
USD
Equivalent
IRS TWD10,106,716,366,174 $350,790,650,810
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD10,106,716,366,174$350,790,650,810
ProductVolume
ZAR
USD
Equivalent
IRS ZAR60,652,274,690,432 $3,936,857,017,132
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR60,652,274,690,432$3,936,857,017,132
ProductUSD
Equivalent
IRS$174,691,894,788,078
OIS$354,777,087,479,555
Basis$16,550,901,154,661
Zeroes$387,997,065,979
FRAs$48,551,160,905,620
VNS$410,635,425,755
Inflation$5,036,920,907,719
Total$600,406,597,727,367
Show:
ProductUSD
Equivalent
IRS $77,028,502,340,258
OIS $50,372,831,546,327
Basis $24,771,121,170,229
Zeroes $144,967,315,711
FRAs $470,634,214,019
VNS $1,711,684,035,800
Inflation $3,264,524,885,760
Total$157,764,265,508,104
ProductVolume
EUR
USD
Equivalent
IRS €54,743,979,741,086 $57,065,124,482,108
OIS €30,686,130,831,246 $31,987,222,778,491
Basis €940,002,366,186 $979,858,466,512
Zeroes €232,365,601,676 $242,217,903,187
FRAs €16,802,410,989,897 $17,514,833,215,869
VNS €1,104,553,908,801 $1,151,386,994,534
Inflation €3,282,634,065,716 $3,421,817,750,102
Total€107,792,077,504,608$112,362,461,590,803
ProductVolume
GBP
USD
Equivalent
IRS £0 $0
OIS £27,053,065,559,915 $32,723,388,101,273
Basis £68,561,145 $82,931,561
Zeroes £0 $0
FRAs £0 $0
VNS £442,196,292,549 $534,880,635,468
Inflation £2,729,686,761,498 $3,301,829,106,708
Total£30,225,017,175,107$36,560,180,775,010
ProductVolume
JPY
USD
Equivalent
IRS ¥1,227,734,304,302 $9,076,511,324
OIS ¥683,097,103,498,340 $5,050,065,452,987
Basis ¥5,077,723,663,253 $37,539,080,052
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥211,330,112,423 $1,562,341,422
Inflation ¥0 $0
Total¥689,613,891,578,318$5,098,243,385,785
ProductVolume
CHF
USD
Equivalent
IRS CHF11,972,368,053 $12,473,165,654
OIS CHF2,531,376,853,657 $2,637,262,961,564
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF3,048,296,250 $3,175,804,813
Inflation CHF0 $0
TotalCHF2,546,397,517,960$2,652,911,932,031
ProductVolume
AUD
USD
Equivalent
IRS $18,996,500,267,461 $12,948,964,407,315
OIS $8,052,961,497,326 $5,489,301,204,652
Basis $4,590,501,335,092 $3,129,115,235,065
Zeroes $3,181,495,946 $2,168,666,712
FRAs $0 $0
VNS $61,032,246,135 $41,602,630,578
Inflation $0 $0
Total$31,704,176,841,960$21,611,152,144,322
ProductVolume
CAD
USD
Equivalent
IRS $17,307,736,013,470 $13,429,342,034,039
OIS $2,923,793,661,870 $2,268,617,056,075
Basis $1,774,572,429,093 $1,376,918,396,255
Zeroes $51,984,907,301 $40,335,899,520
FRAs $0 $0
VNS $300,235,598,748 $232,957,478,855
Inflation $0 $0
Total$22,358,322,610,482$17,348,170,864,744
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL196,946,279,244 $37,112,759,199
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL196,946,279,244$37,112,759,199
ProductVolume
CLP
USD
Equivalent
IRS CLP25,093,125,593,592 $26,910,816,708
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP25,093,125,593,592$26,910,816,708
ProductVolume
CNY
USD
Equivalent
IRS CNY17,608,802,528,902 $2,627,591,215,236
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY17,608,802,528,902$2,627,591,215,236
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP75,976,753,851,490 $18,067,978,705
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP75,976,753,851,490$18,067,978,705
ProductVolume
CZK
USD
Equivalent
IRS CZK37,477,839,258,499 $1,578,645,742,866
OIS CZK0 $0
Basis CZK11,928,000,000 $502,432,552
Zeroes CZK3,470,000,000 $146,163,729
FRAs CZK28,583,547,757,984 $1,203,999,400,096
VNS CZK238,354,334,332 $10,039,987,967
Inflation CZK0 $0
TotalCZK66,315,139,350,815$2,793,333,727,210
ProductVolume
DKK
USD
Equivalent
IRS DKK5,418,550,344,734 $759,246,203,767
OIS DKK0 $0
Basis DKK10,300,000,000 $1,443,233,965
Zeroes DKK0 $0
FRAs DKK21,402,000,000 $2,998,844,012
VNS DKK12,916,423,195 $1,809,846,666
Inflation DKK0 $0
TotalDKK5,463,168,767,929$765,498,128,410
ProductVolume
HKD
USD
Equivalent
IRS HKD15,218,710,835,929 $1,939,442,819,940
OIS HKD0 $0
Basis HKD1,189,708,509,336 $151,614,131,521
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD9,323,108,176 $1,188,118,718
Inflation HKD0 $0
TotalHKD16,417,742,453,441$2,092,245,070,179
ProductVolume
HUF
USD
Equivalent
IRS HUF163,055,993,641,864 $424,918,221,277
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF64,065,817,418 $166,953,281
FRAs HUF51,933,935,621,238 $135,338,021,346
VNS HUF2,484,556,269,566 $6,474,666,813
Inflation HUF0 $0
TotalHUF217,538,551,350,086$566,897,862,717
ProductVolume
ILS
USD
Equivalent
IRS ILS2,194,342,377,089 $621,996,762,122
OIS ILS0 $0
Basis ILS0 $0
Zeroes ILS2,300,000,000 $651,945,917
FRAs ILS340,620,330,824 $96,550,449,509
VNS ILS0 $0
Inflation ILS0 $0
TotalILS2,537,262,707,913$719,199,157,548
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR132,006,547,137,520 $1,673,057,095,787
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR132,006,547,137,520$1,673,057,095,787
ProductVolume
KRW
USD
Equivalent
IRS KRW3,942,947,742,538,280 $3,034,530,647,810
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,942,947,742,538,280$3,034,530,647,810
ProductVolume
MXN
USD
Equivalent
IRS MXN3,677,612,340,307 $181,733,885,493
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN3,677,612,340,307$181,733,885,493
ProductVolume
NOK
USD
Equivalent
IRS NOK14,028,919,267,981 $1,413,194,111,874
OIS NOK321,272,000,000 $32,363,127,197
Basis NOK211,687,476,056 $21,324,201,031
Zeroes NOK5,460,000,000 $550,009,570
FRAs NOK8,499,843,395,007 $856,226,228,708
VNS NOK140,868,865,354 $14,190,334,071
Inflation NOK0 $0
TotalNOK23,208,051,004,398$2,337,848,012,451
ProductVolume
NZD
USD
Equivalent
IRS NZD5,834,180,104,661 $3,624,192,681,015
OIS NZD1,708,008,525,178 $1,061,014,895,841
Basis NZD171,825,673,802 $106,738,108,566
Zeroes NZD104,000,000 $64,604,800
FRAs NZD0 $0
VNS NZD2,190,664,123 $1,360,840,553
Inflation NZD0 $0
TotalNZD7,716,308,967,764$4,793,371,130,775
ProductVolume
PLN
USD
Equivalent
IRS PLN6,330,152,664,675 $1,407,842,508,852
OIS PLN0 $0
Basis PLN857,000,000 $190,599,041
Zeroes PLN0 $0
FRAs PLN2,141,032,808,523 $476,171,296,390
VNS PLN13,467,632,033 $2,995,236,588
Inflation PLN0 $0
TotalPLN8,485,510,105,231$1,887,199,640,871
ProductVolume
SEK
USD
Equivalent
IRS SEK36,404,048,452,712 $3,532,487,356,529
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK9,208,000,000 $893,503,469
FRAs SEK12,619,046,034,017 $1,224,496,243,173
VNS SEK53,465,825,602 $5,188,086,517
Inflation SEK0 $0
TotalSEK49,085,768,312,331$4,763,065,189,688
ProductVolume
SGD
USD
Equivalent
IRS SGD412,871,324,431 $295,827,266,457
OIS SGD1,640,601,594,794 $1,175,510,761,863
Basis SGD3,624,617,296 $2,597,081,859
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD2,997,379,700 $2,147,658,582
Inflation SGD0 $0
TotalSGD2,060,094,916,221$1,476,082,768,761
ProductVolume
THB
USD
Equivalent
IRS THB17,074,237,789,882 $479,344,126,611
OIS THB2,276,946,874,656 $63,923,269,923
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB19,351,184,664,538$543,267,396,534
ProductVolume
TWD
USD
Equivalent
IRS TWD17,091,442,791,238 $573,499,858,776
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD17,091,442,791,238$573,499,858,776
ProductVolume
ZAR
USD
Equivalent
IRS ZAR48,561,566,133,034 $2,979,694,194,388
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR5,850,000,000 $358,950,759
Inflation ZAR0 $0
TotalZAR48,567,416,133,034$2,980,053,145,147
ProductUSD
Equivalent
IRS$186,031,694,119,618
OIS$134,552,626,230,685
Basis$30,579,045,068,209
Zeroes$432,162,965,896
FRAs$21,981,247,913,122
VNS$3,723,003,648,704
Inflation$9,988,171,742,570
Total$387,287,951,688,804

Figures as of COB Jul 1, 2022.

Notional Outstanding by Product

As of COB Jul 1, 2022

Daily Notional by Tenor

As of COB Jul 1, 2022

Notional Outstanding by Currency

As of COB Jul 1, 2022. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, ILS, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

  • The SwapClear market share figures for all OTC interest rate swaps data and for all cleared OTC interest rate swaps are derived from the semi-annual BIS report as of H2 2020 on OTC derivatives market activity (as expressed in US dollar outstanding notional) and the LCH outstanding notional value of 333 Trillion US dollars at 31st December 2020.
  • Notional Outstanding is the OTC equivalent of Open Interest in futures markets.
  • Trade counts and notional amounts are representative of the SwapClear portfolio of trades following novation to the Clearing House. Only the client side of each trade is included in the Client Clearing Volumes.
  • Monthly volumes have been converted to USD using exchange rates prevailing at the end of the relevant month.
  • $3.5 trillion notional per day based on daily average over 2020.
  • "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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