Volumes

Client Notional Cleared (USD)

$2,756,081,049,696,588

Client Notional Outstanding (USD)

$105,238,942,289,914

As of COB Oct 3, 2024
Cleared Client OTC IRS (USD billions)
Notional Compressed (USD)

$7,566,876,000,000,000

Trades Compressed

54,921,435
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

All Clearing Volumes
Client Clearing Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

As of COB Oct 3, 2024. *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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$910,458,621,024	$5,181,835,132,483	$165,095,267,160,391	$38,383,305,005,354
EUR	€592,691,330,896	€3,415,568,866,086	€111,283,468,128,194	€27,572,904,087,022
GBP	£425,071,038,482	£1,178,875,259,142	£40,018,689,387,831	£8,250,383,635,340
JPY	¥18,998,469,672,617	¥137,138,347,706,106	¥2,192,819,020,592,826	¥643,963,760,152,593
CHF	CHF4,761,024,596	CHF72,183,415,123	CHF1,717,767,762,051	CHF701,183,242,681
AUD	$146,929,343,000	$971,038,318,407	$29,792,962,896,762	$9,247,806,374,209
CAD	$79,464,695,306	$205,928,634,592	$11,582,360,766,309	$3,103,221,894,957
Other* Show All Hide	$153,104,755,384	$674,121,395,750	$24,930,699,903,694	$11,809,997,002,672
BRL	BRL667,062,216	BRL32,376,159,858	BRL738,790,604,900	BRL179,279,222,621
CLP	CLP4,679,365,000	CLP172,821,199,000	CLP21,735,574,323,062	CLP3,935,429,614,819
CNY	CNY530,000,000	CNY589,318,772,989	CNY11,228,642,582,245	CNY4,943,125,167,861
COP	COP55,000,000,000	COP408,789,020,000	COP45,388,738,099,406	COP26,440,530,861,787
CZK	CZK139,924,504,108	CZK785,540,005,435	CZK45,642,062,966,956	CZK21,424,910,216,212
DKK	DKK2,656,701,432	DKK14,051,517,000	DKK822,494,127,455	DKK1,640,395,478,449
HKD	HKD34,784,548,201	HKD220,447,236,000	HKD5,499,747,791,392	HKD3,899,488,866,531
HUF	HUF1,347,427,707,000	HUF3,840,148,824,096	HUF185,949,546,394,661	HUF61,671,945,212,735
ILS	ILS1,237,341,232	ILS117,439,238,981	ILS3,002,503,662,253	ILS1,629,082,155,973
INR	INR778,463,953,227	INR3,100,975,443,622	INR80,316,376,267,300	INR22,488,278,035,503
KRW	KRW59,050,000,000	KRW49,396,729,874,000	KRW1,982,448,192,245,044	KRW892,060,257,976,782
MXN	MXN5,288,087,000	MXN54,882,410,302	MXN2,577,988,767,792	MXN873,993,299,433
NOK	NOK36,354,864,378	NOK355,503,342,048	NOK17,482,533,872,643	NOK4,371,512,405,832
NZD	NZD120,154,511,000	NZD230,337,130,452	NZD10,136,739,038,548	NZD4,311,079,604,777
PLN	PLN77,537,626,110	PLN118,267,538,880	PLN5,344,713,711,686	PLN2,913,742,939,276
SEK	SEK53,282,052,076	SEK492,269,181,470	SEK21,632,945,921,856	SEK5,410,831,359,929
SGD	SGD7,895,364,000	SGD57,189,447,786	SGD1,650,017,256,943	SGD876,897,967,562
THB	THB117,641,835,800	THB679,751,846,000	THB21,673,308,136,854	THB5,773,896,457,200
TWD	TWD0	TWD322,292,262,000	TWD11,178,140,919,786	TWD3,737,235,620,409
ZAR	ZAR273,005,217,912	ZAR1,121,230,543,854	ZAR56,564,657,261,291	ZAR43,377,628,523,617
Total in USD	$2,568,612,269,247	$13,104,101,279,342	$406,925,517,565,611	$105,238,942,289,914

Figures as of COB Oct 3, 2024. Weekly figures as of COB Sep 27, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Show:

Product	USD Equivalent
IRS	$0
OIS	$863,502,138,285
Basis	$38,150,000,000
Zeroes	$0
FRAs	$0
VNS	$324,082,739
Inflation	$8,482,400,000
Total	$910,458,621,024

Product	Volume EUR	USD Equivalent
IRS	€73,251,830,647	$80,771,131,063
OIS	€491,826,357,035	$542,312,332,585
Basis	€1,117,055,500	$1,231,721,247
Zeroes	€2,833,040,000	$3,123,851,556
FRAs	€16,540,000,000	$18,237,831,000
VNS	€64,225,714	$70,818,484
Inflation	€7,058,822,000	$7,783,410,078
Total	€592,691,330,896	$653,531,096,013

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£422,906,088,982	$554,577,899,786
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£136,800,000	$179,392,680
Inflation	£2,028,149,500	$2,659,613,847
Total	£425,071,038,482	$557,416,906,313

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥18,998,469,672,617	$129,355,686,475
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥18,998,469,672,617	$129,355,686,475

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF4,761,024,596	$5,581,833,163
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF4,761,024,596	$5,581,833,163

Product	Volume AUD	USD Equivalent
IRS	$25,879,341,000	$17,702,763,211
OIS	$103,145,722,000	$70,556,831,134
Basis	$17,901,400,000	$12,245,452,670
Zeroes	$0	$0
FRAs	$0	$0
VNS	$2,880,000	$1,970,064
Inflation	$0	$0
Total	$146,929,343,000	$100,507,017,079

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$79,405,670,306	$58,612,784,872
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$59,025,000	$43,568,924
Inflation	$0	$0
Total	$79,464,695,306	$58,656,353,796

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL667,062,216	$122,001,631
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL667,062,216	$122,001,631

Product	Volume CLP	USD Equivalent
IRS	CLP4,679,365,000	$5,088,202
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP4,679,365,000	$5,088,202

Product	Volume CNY	USD Equivalent
IRS	CNY530,000,000	$75,514,711
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY530,000,000	$75,514,711

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP55,000,000,000	$13,142,174
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP55,000,000,000	$13,142,174

Product	Volume CZK	USD Equivalent
IRS	CZK118,834,504,108	$5,173,690,805
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK21,090,000,000	$918,194,088
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK139,924,504,108	$6,091,884,893

Product	Volume DKK	USD Equivalent
IRS	DKK15,880,000	$2,347,220
OIS	DKK2,640,821,432	$390,339,361
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK2,656,701,432	$392,686,581

Product	Volume HKD	USD Equivalent
IRS	HKD34,784,548,201	$4,479,283,537
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD34,784,548,201	$4,479,283,537

Product	Volume HUF	USD Equivalent
IRS	HUF497,527,707,000	$1,365,821,251
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF849,900,000,000	$2,333,159,470
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF1,347,427,707,000	$3,698,980,721

Product	Volume ILS	USD Equivalent
IRS	ILS457,341,232	$120,239,045
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS780,000,000	$205,068,882
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,237,341,232	$325,307,927

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR778,463,953,227	$9,267,428,015
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR778,463,953,227	$9,267,428,015

Product	Volume KRW	USD Equivalent
IRS	KRW59,050,000,000	$44,172,486
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW59,050,000,000	$44,172,486

Product	Volume MXN	USD Equivalent
IRS	MXN5,288,087,000	$273,552,634
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,288,087,000	$273,552,634

Product	Volume NOK	USD Equivalent
IRS	NOK21,799,864,378	$2,053,694,495
OIS	NOK4,400,000,000	$414,509,724
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK10,000,000,000	$942,067,556
VNS	NOK155,000,000	$14,602,047
Inflation	NOK0	$0
Total	NOK36,354,864,378	$3,424,873,822

Product	Volume NZD	USD Equivalent
IRS	NZD10,403,101,000	$6,461,886,186
OIS	NZD109,751,410,000	$68,172,088,322
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD120,154,511,000	$74,633,974,508

Product	Volume PLN	USD Equivalent
IRS	PLN26,499,626,110	$6,781,126,735
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN51,038,000,000	$13,060,378,469
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN77,537,626,110	$19,841,505,204

Product	Volume SEK	USD Equivalent
IRS	SEK49,082,052,076	$4,759,771,726
OIS	SEK0	$0
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK4,200,000,000	$407,298,399
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK53,282,052,076	$5,167,070,125

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD7,895,364,000	$6,085,293,460
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD7,895,364,000	$6,085,293,460

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB117,641,835,800	$3,554,134,012
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB117,641,835,800	$3,554,134,012

Product	Volume TWD	USD Equivalent
IRS	TWD0	$0
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD0	$0

Product	Volume ZAR	USD Equivalent
IRS	ZAR273,005,217,912	$15,608,860,741
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR273,005,217,912	$15,608,860,741

Product	USD Equivalent
IRS	$145,800,945,679
OIS	$2,312,396,441,368
Basis	$51,627,173,917
Zeroes	$3,123,851,556
FRAs	$36,103,997,864
VNS	$634,434,938
Inflation	$18,925,423,925
Total	$2,568,612,269,247

Show:

Product	USD Equivalent
IRS	$281,400,000
OIS	$4,961,806,873,740
Basis	$192,880,700,000
Zeroes	$0
FRAs	$0
VNS	$1,845,701,043
Inflation	$25,020,457,700
Total	$5,181,835,132,483

Product	Volume EUR	USD Equivalent
IRS	€476,297,987,925	$531,261,087,267
OIS	€2,706,141,391,672	$3,018,422,135,511
Basis	€19,837,210,000	$22,139,771,547
Zeroes	€5,847,754,000	$6,526,683,819
FRAs	€172,539,700,000	$192,487,406,925
VNS	€7,264,465,089	$8,117,429,527
Inflation	€27,640,357,400	$30,826,057,898
Total	€3,415,568,866,086	$3,809,780,572,494

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,163,820,739,609	$1,555,945,689,882
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£468,298,400	$625,987,026
Inflation	£14,586,221,133	$19,525,115,798
Total	£1,178,875,259,142	$1,576,096,792,706

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥137,138,347,706,106	$957,048,143,559
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥137,138,347,706,106	$957,048,143,559

Product	Volume CHF	USD Equivalent
IRS	CHF253,900,000	$300,206,917
OIS	CHF71,929,515,123	$85,155,312,317
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF72,183,415,123	$85,455,519,234

Product	Volume AUD	USD Equivalent
IRS	$147,862,125,654	$101,631,078,980
OIS	$728,986,308,500	$500,631,444,074
Basis	$93,941,550,000	$64,578,662,278
Zeroes	$125,000,000	$85,318,750
FRAs	$0	$0
VNS	$123,334,253	$84,266,707
Inflation	$0	$0
Total	$971,038,318,407	$667,010,770,789

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$205,783,686,892	$152,645,420,371
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$144,947,700	$107,531,956
Inflation	$0	$0
Total	$205,928,634,592	$152,752,952,327

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL32,376,159,858	$5,913,406,027
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL32,376,159,858	$5,913,406,027

Product	Volume CLP	USD Equivalent
IRS	CLP172,821,199,000	$189,832,925
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP172,821,199,000	$189,832,925

Product	Volume CNY	USD Equivalent
IRS	CNY589,318,772,989	$83,917,108,791
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY589,318,772,989	$83,917,108,791

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP408,789,020,000	$98,158,762
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP408,789,020,000	$98,158,762

Product	Volume CZK	USD Equivalent
IRS	CZK362,958,005,435	$16,110,881,374
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK422,582,000,000	$18,766,181,750
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK785,540,005,435	$34,877,063,124

Product	Volume DKK	USD Equivalent
IRS	DKK6,326,517,000	$945,732,473
OIS	DKK7,725,000,000	$1,155,780,142
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK14,051,517,000	$2,101,512,615

Product	Volume HKD	USD Equivalent
IRS	HKD218,013,236,000	$28,016,747,549
OIS	HKD0	$0
Basis	HKD2,434,000,000	$312,660,711
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD220,447,236,000	$28,329,408,260

Product	Volume HUF	USD Equivalent
IRS	HUF2,017,648,824,096	$5,689,493,202
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF1,822,500,000,000	$5,136,580,474
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF3,840,148,824,096	$10,826,073,676

Product	Volume ILS	USD Equivalent
IRS	ILS52,576,838,981	$14,061,390,028
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS64,862,400,000	$17,383,639,731
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS117,439,238,981	$31,445,029,759

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR3,100,975,443,622	$37,085,112,597
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR3,100,975,443,622	$37,085,112,597

Product	Volume KRW	USD Equivalent
IRS	KRW49,396,729,874,000	$37,293,584,271
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW49,396,729,874,000	$37,293,584,271

Product	Volume MXN	USD Equivalent
IRS	MXN54,882,410,302	$2,808,693,544
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN54,882,410,302	$2,808,693,544

Product	Volume NOK	USD Equivalent
IRS	NOK240,773,342,048	$22,924,657,331
OIS	NOK64,400,000,000	$6,111,912,258
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK49,930,000,000	$4,766,483,395
VNS	NOK400,000,000	$38,080,385
Inflation	NOK0	$0
Total	NOK355,503,342,048	$33,841,133,369

Product	Volume NZD	USD Equivalent
IRS	NZD73,512,637,452	$46,375,529,355
OIS	NZD156,069,493,000	$98,617,228,552
Basis	NZD755,000,000	$477,419,750
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD230,337,130,452	$145,470,177,657

Product	Volume PLN	USD Equivalent
IRS	PLN46,639,538,880	$12,182,400,234
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN71,628,000,000	$18,692,491,695
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN118,267,538,880	$30,874,891,929

Product	Volume SEK	USD Equivalent
IRS	SEK317,425,491,470	$31,280,900,594
OIS	SEK58,470,000,000	$5,781,552,822
Basis	SEK0	$0
Zeroes	SEK3,300,000,000	$323,853,265
FRAs	SEK113,000,000,000	$11,136,096,413
VNS	SEK73,690,000	$7,231,564
Inflation	SEK0	$0
Total	SEK492,269,181,470	$48,529,634,658

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD57,100,853,000	$44,412,031,754
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD88,594,786	$69,071,676
Inflation	SGD0	$0
Total	SGD57,189,447,786	$44,481,103,430

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB679,751,846,000	$20,922,592,090
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB679,751,846,000	$20,922,592,090

Product	Volume TWD	USD Equivalent
IRS	TWD322,292,262,000	$10,104,090,710
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD322,292,262,000	$10,104,090,710

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,121,230,543,854	$65,012,787,556
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,121,230,543,854	$65,012,787,556

Product	USD Equivalent
IRS	$1,016,301,009,128
OIS	$11,445,839,388,431
Basis	$280,389,214,286
Zeroes	$6,935,855,834
FRAs	$268,368,880,383
VNS	$10,895,299,884
Inflation	$75,371,631,396
Total	$13,104,101,279,342

Show:

Product	USD Equivalent
IRS	$8,240,686,880
OIS	$159,222,980,699,173
Basis	$4,689,089,555,000
Zeroes	$0
FRAs	$0
VNS	$86,718,147,173
Inflation	$1,088,238,072,165
Total	$165,095,267,160,391

Product	Volume EUR	USD Equivalent
IRS	€19,604,670,493,759	$21,311,035,364,048
OIS	€82,243,097,860,294	$89,448,461,263,011
Basis	€716,904,099,850	$780,205,471,720
Zeroes	€130,227,594,576	$141,917,922,608
FRAs	€7,624,486,125,000	$8,279,181,208,004
VNS	€37,924,642,959	$41,379,300,670
Inflation	€926,157,311,756	$1,007,449,691,933
Total	€111,283,468,128,194	$121,009,630,221,994

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$935,114,650
OIS	£39,405,217,249,052	$50,342,866,752,926
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£22,500,998,550	$28,751,594,939
Inflation	£590,227,140,229	$753,779,039,641
Total	£40,018,689,387,831	$51,126,332,502,156

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥2,192,771,367,092,826	$14,567,272,811,858
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥47,653,500,000	$300,245,723
Inflation	¥0	$0
Total	¥2,192,819,020,592,826	$14,567,573,057,581

Product	Volume CHF	USD Equivalent
IRS	CHF731,900,000	$841,632,878
OIS	CHF1,717,001,362,051	$1,958,546,851,114
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF34,500,000	$38,861,133
Inflation	CHF0	$0
Total	CHF1,717,767,762,051	$1,959,427,345,125

Product	Volume AUD	USD Equivalent
IRS	$6,583,272,946,176	$4,365,706,535,533
OIS	$20,488,070,947,716	$13,562,773,224,319
Basis	$2,713,213,829,000	$1,797,646,614,036
Zeroes	$4,966,000,000	$3,320,254,150
FRAs	$0	$0
VNS	$3,439,173,870	$2,286,222,070
Inflation	$0	$0
Total	$29,792,962,896,762	$19,731,732,850,108

Product	Volume CAD	USD Equivalent
IRS	$291,812,780,309	$214,563,674,798
OIS	$11,265,173,911,911	$8,271,562,652,986
Basis	$13,192,010,000	$9,761,911,937
Zeroes	$2,360,800,000	$1,731,998,093
FRAs	$0	$0
VNS	$9,821,264,089	$7,234,286,748
Inflation	$0	$0
Total	$11,582,360,766,309	$8,504,854,524,562

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL738,790,604,900	$136,819,709,414
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL738,790,604,900	$136,819,709,414

Product	Volume CLP	USD Equivalent
IRS	CLP21,735,574,323,062	$23,200,265,556
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP21,735,574,323,062	$23,200,265,556

Product	Volume CNY	USD Equivalent
IRS	CNY11,228,642,582,245	$1,562,749,849,705
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY11,228,642,582,245	$1,562,749,849,705

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP45,388,738,099,406	$11,426,829,195
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP45,388,738,099,406	$11,426,829,195

Product	Volume CZK	USD Equivalent
IRS	CZK20,841,778,370,762	$903,520,610,056
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK39,023,914,000	$1,670,959,500
FRAs	CZK24,760,632,682,194	$1,067,880,232,202
VNS	CZK628,000,000	$27,137,394
Inflation	CZK0	$0
Total	CZK45,642,062,966,956	$1,973,098,939,152

Product	Volume DKK	USD Equivalent
IRS	DKK502,276,929,652	$73,332,942,452
OIS	DKK320,203,022,803	$46,618,793,931
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK14,175,000	$2,112,534
Inflation	DKK0	$0
Total	DKK822,494,127,455	$119,953,848,917

Product	Volume HKD	USD Equivalent
IRS	HKD5,376,179,591,392	$688,314,296,797
OIS	HKD0	$0
Basis	HKD121,685,000,000	$15,582,717,676
Zeroes	HKD1,564,200,000	$199,955,259
FRAs	HKD0	$0
VNS	HKD319,000,000	$40,794,010
Inflation	HKD0	$0
Total	HKD5,499,747,791,392	$704,137,763,742

Product	Volume HUF	USD Equivalent
IRS	HUF103,324,591,456,661	$286,512,964,085
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF19,500,000,000	$53,926,991
FRAs	HUF82,596,375,538,000	$228,451,308,398
VNS	HUF9,079,400,000	$25,371,772
Inflation	HUF0	$0
Total	HUF185,949,546,394,661	$515,043,571,246

Product	Volume ILS	USD Equivalent
IRS	ILS1,745,982,563,455	$471,695,525,644
OIS	ILS9,162,000,000	$2,476,459,200
Basis	ILS0	$0
Zeroes	ILS390,000,000	$104,109,662
FRAs	ILS1,246,969,098,798	$336,723,985,282
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS3,002,503,662,253	$811,000,079,788

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR80,316,376,267,300	$962,529,248,570
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR80,316,376,267,300	$962,529,248,570

Product	Volume KRW	USD Equivalent
IRS	KRW1,982,448,192,245,044	$1,465,983,433,516
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW1,982,448,192,245,044	$1,465,983,433,516

Product	Volume MXN	USD Equivalent
IRS	MXN2,577,988,767,792	$145,505,464,021
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN2,577,988,767,792	$145,505,464,021

Product	Volume NOK	USD Equivalent
IRS	NOK8,719,223,400,550	$818,381,382,970
OIS	NOK3,429,179,100,000	$319,429,634,805
Basis	NOK20,150,000,000	$1,910,331,198
Zeroes	NOK6,301,212,000	$597,330,532
FRAs	NOK5,304,255,400,000	$496,787,479,877
VNS	NOK3,424,760,093	$322,473,945
Inflation	NOK0	$0
Total	NOK17,482,533,872,643	$1,637,428,633,327

Product	Volume NZD	USD Equivalent
IRS	NZD2,764,138,590,111	$1,685,781,653,790
OIS	NZD7,315,943,450,570	$4,460,852,004,520
Basis	NZD53,188,700,000	$32,383,019,990
Zeroes	NZD3,360,000,000	$2,003,736,000
FRAs	NZD0	$0
VNS	NZD108,297,867	$67,077,168
Inflation	NZD0	$0
Total	NZD10,136,739,038,548	$6,181,087,491,468

Product	Volume PLN	USD Equivalent
IRS	PLN3,307,197,994,965	$836,192,425,397
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN7,043,030,000	$1,782,442,262
FRAs	PLN2,029,903,492,046	$514,406,245,802
VNS	PLN569,194,675	$141,841,539
Inflation	PLN0	$0
Total	PLN5,344,713,711,686	$1,352,522,955,000

Product	Volume SEK	USD Equivalent
IRS	SEK13,561,471,447,990	$1,295,035,767,444
OIS	SEK2,897,721,000,000	$275,152,716,107
Basis	SEK0	$0
Zeroes	SEK47,685,346,000	$4,558,730,469
FRAs	SEK5,124,646,000,000	$489,402,397,806
VNS	SEK1,422,127,866	$135,064,695
Inflation	SEK0	$0
Total	SEK21,632,945,921,856	$2,064,284,676,521

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD1,649,417,655,509	$1,238,105,484,258
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD599,601,434	$451,984,691
Inflation	SGD0	$0
Total	SGD1,650,017,256,943	$1,238,557,468,949

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB21,673,308,136,854	$610,154,126,851
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB21,673,308,136,854	$610,154,126,851

Product	Volume TWD	USD Equivalent
IRS	TWD11,178,140,919,786	$348,965,255,060
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD11,178,140,919,786	$348,965,255,060

Product	Volume ZAR	USD Equivalent
IRS	ZAR56,539,365,718,690	$3,064,885,262,424
OIS	ZAR1,312,500,000	$73,691,864
Basis	ZAR0	$0
Zeroes	ZAR13,508,903,004	$735,331,291
FRAs	ZAR0	$0
VNS	ZAR10,470,139,597	$556,008,117
Inflation	ZAR0	$0
Total	ZAR56,564,657,261,291	$3,066,250,293,696

Product	USD Equivalent
IRS	$39,708,199,817,118
OIS	$345,301,283,244,688
Basis	$7,326,579,621,557
Zeroes	$158,676,696,817
FRAs	$11,412,832,857,371
VNS	$168,478,524,321
Inflation	$2,849,466,803,739
Total	$406,925,517,565,611

Show:

Product	USD Equivalent
IRS	$1,409,300,000
OIS	$35,352,688,562,112
Basis	$2,025,719,679,248
Zeroes	$0
FRAs	$0
VNS	$401,210,051,799
Inflation	$602,277,412,196
Total	$38,383,305,005,355

Product	Volume EUR	USD Equivalent
IRS	€9,942,388,779,258	$10,962,974,987,449
OIS	€13,698,934,966,033	$15,105,130,640,296
Basis	€560,852,513,583	$618,424,024,103
Zeroes	€43,538,243,463	$48,007,444,155
FRAs	€2,600,292,996,456	$2,867,213,072,542
VNS	€244,348,321,254	$269,430,676,431
Inflation	€482,548,266,974	$532,081,846,578
Total	€27,572,904,087,021	$30,403,262,691,554

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$975,644,400
OIS	£7,624,188,334,493	$9,997,979,372,437
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£94,609,382,089	$124,066,013,203
Inflation	£530,841,918,758	$696,119,550,163
Total	£8,250,383,635,340	$10,819,140,580,203

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥643,929,302,914,242	$4,384,348,763,629
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥34,457,238,351	$234,610,461
Inflation	¥0	$0
Total	¥643,963,760,152,593	$4,384,583,374,090

Product	Volume CHF	USD Equivalent
IRS	CHF731,900,000	$858,080,778
OIS	CHF699,903,420,431	$820,567,935,320
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF547,922,250	$642,384,958
Inflation	CHF0	$0
Total	CHF701,183,242,681	$822,068,401,056

Product	Volume AUD	USD Equivalent
IRS	$3,857,131,132,961	$2,638,470,551,502
OIS	$3,863,686,558,124	$2,642,954,790,085
Basis	$1,500,120,094,612	$1,026,157,150,720
Zeroes	$2,926,079,647	$2,001,584,783
FRAs	$0	$0
VNS	$23,942,508,865	$16,377,873,189
Inflation	$0	$0
Total	$9,247,806,374,209	$6,325,961,950,279

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$3,081,049,805,368	$2,274,257,099,367
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$22,172,089,590	$16,366,185,340
Inflation	$0	$0
Total	$3,103,221,894,958	$2,290,623,284,707

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL179,279,222,621	$32,789,081,712
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL179,279,222,621	$32,789,081,712

Product	Volume CLP	USD Equivalent
IRS	CLP3,935,429,614,819	$4,279,268,868
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP3,935,429,614,819	$4,279,268,868

Product	Volume CNY	USD Equivalent
IRS	CNY4,943,125,167,861	$704,299,375,630
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY4,943,125,167,861	$704,299,375,630

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP26,440,530,861,787	$6,317,928,521
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP26,440,530,861,787	$6,317,928,521

Product	Volume CZK	USD Equivalent
IRS	CZK13,369,235,038,479	$582,055,598,349
OIS	CZK0	$0
Basis	CZK5,964,000,000	$259,654,317
Zeroes	CZK11,850,000,000	$515,912,752
FRAs	CZK8,010,293,172,698	$348,743,662,010
VNS	CZK27,568,005,034	$1,200,226,611
Inflation	CZK0	$0
Total	CZK21,424,910,216,211	$932,775,054,039

Product	Volume DKK	USD Equivalent
IRS	DKK1,256,093,926,226	$185,663,027,031
OIS	DKK375,531,899,215	$55,507,305,385
Basis	DKK5,150,000,000	$761,220,614
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK3,619,653,009	$535,020,288
Inflation	DKK0	$0
Total	DKK1,640,395,478,450	$242,466,573,318

Product	Volume HKD	USD Equivalent
IRS	HKD3,669,474,619,572	$472,526,397,606
OIS	HKD0	$0
Basis	HKD227,871,603,396	$29,343,532,531
Zeroes	HKD1,564,200,000	$201,425,508
FRAs	HKD0	$0
VNS	HKD578,443,563	$74,487,462
Inflation	HKD0	$0
Total	HKD3,899,488,866,531	$502,145,843,107

Product	Volume HUF	USD Equivalent
IRS	HUF44,656,263,818,614	$122,591,110,491
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF8,200,000,000	$22,510,775
FRAs	HUF16,754,088,900,000	$45,993,600,626
VNS	HUF253,392,494,121	$695,617,246
Inflation	HUF0	$0
Total	HUF61,671,945,212,735	$169,302,839,138

Product	Volume ILS	USD Equivalent
IRS	ILS1,137,613,355,973	$299,088,588,698
OIS	ILS2,476,000,000	$650,962,246
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS488,992,800,000	$128,560,521,611
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS1,629,082,155,973	$428,300,072,555

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR22,488,278,035,503	$267,717,595,661
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR22,488,278,035,503	$267,717,595,661

Product	Volume KRW	USD Equivalent
IRS	KRW892,060,257,976,782	$667,307,691,082
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW892,060,257,976,782	$667,307,691,082

Product	Volume MXN	USD Equivalent
IRS	MXN873,993,299,433	$45,211,655,770
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN873,993,299,433	$45,211,655,770

Product	Volume NOK	USD Equivalent
IRS	NOK2,426,552,599,403	$228,597,647,601
OIS	NOK967,350,346,438	$91,130,937,634
Basis	NOK26,228,159,744	$2,470,869,834
Zeroes	NOK0	$0
FRAs	NOK899,568,606,920	$84,745,439,867
VNS	NOK51,812,693,327	$4,881,105,736
Inflation	NOK0	$0
Total	NOK4,371,512,405,832	$411,826,000,672

Product	Volume NZD	USD Equivalent
IRS	NZD1,667,715,568,546	$1,035,901,525,402
OIS	NZD2,611,288,646,966	$1,622,001,943,063
Basis	NZD31,425,074,846	$19,519,685,241
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD650,314,419	$403,942,801
Inflation	NZD0	$0
Total	NZD4,311,079,604,777	$2,677,827,096,507

Product	Volume PLN	USD Equivalent
IRS	PLN2,045,514,211,581	$523,437,238,272
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN3,110,810,000	$796,041,301
FRAs	PLN859,417,739,074	$219,920,861,618
VNS	PLN5,700,178,622	$1,458,648,265
Inflation	PLN0	$0
Total	PLN2,913,742,939,277	$745,612,789,456

Product	Volume SEK	USD Equivalent
IRS	SEK4,316,475,302,363	$418,593,686,134
OIS	SEK484,057,963,772	$46,941,912,826
Basis	SEK0	$0
Zeroes	SEK20,146,000,000	$1,953,674,656
FRAs	SEK575,073,083,472	$55,768,177,725
VNS	SEK15,079,010,322	$1,462,299,231
Inflation	SEK0	$0
Total	SEK5,410,831,359,929	$524,719,750,572

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD875,353,962,338	$674,672,598,049
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,544,005,224	$1,190,030,617
Inflation	SGD0	$0
Total	SGD876,897,967,562	$675,862,628,666

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB5,773,896,457,200	$174,437,959,432
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB5,773,896,457,200	$174,437,959,432

Product	Volume TWD	USD Equivalent
IRS	TWD3,737,235,620,409	$116,715,665,847
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD3,737,235,620,409	$116,715,665,847

Product	Volume ZAR	USD Equivalent
IRS	ZAR43,349,148,736,518	$2,478,453,822,469
OIS	ZAR1,312,500,000	$75,041,165
Basis	ZAR0	$0
Zeroes	ZAR16,322,147,502	$933,206,073
FRAs	ZAR0	$0
VNS	ZAR10,845,139,597	$620,062,411
Inflation	ZAR0	$0
Total	ZAR43,377,628,523,617	$2,480,082,132,118

Product	USD Equivalent
IRS	$21,522,199,945,091
OIS	$73,517,381,347,228
Basis	$3,722,655,816,608
Zeroes	$54,431,800,003
FRAs	$3,750,945,335,999
VNS	$840,849,236,049
Inflation	$1,830,478,808,937
Total	$105,238,942,289,915

Figures as of COB Oct 3, 2024.

Notional Outstanding by Product

As of COB Oct 3, 2024

Daily Notional by Tenor

As of COB Oct 3, 2024

Notional Outstanding by Tenor

As of COB Oct 3, 2024

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

Currency	Daily	Weekly	YTD	Notional Outstanding
USD	$2,624,203,421,720	$12,509,492,845,626	$414,195,568,912,414	$154,351,793,035,923
EUR	€2,054,155,507,440	€12,958,393,971,016	€418,482,263,887,089	€152,236,445,739,929
GBP	£1,210,081,123,623	£3,454,367,259,144	£119,570,334,885,048	£36,454,759,570,377
JPY	¥42,504,643,243,234	¥245,570,932,334,876	¥4,471,278,049,199,218	¥2,220,444,320,075,437
CHF	CHF26,805,923,692	CHF167,348,146,246	CHF6,051,791,807,556	CHF3,440,774,854,554
AUD	$418,697,716,314	$2,519,198,926,059	$86,756,388,275,790	$46,153,455,253,196
CAD	$226,601,376,054	$572,443,916,577	$34,039,393,813,177	$24,546,075,546,350
Other* Show All Hide	$390,589,645,801	$2,240,486,097,758	$78,792,068,281,680	$51,880,849,466,500
BRL	BRL1,400,224,432	BRL72,865,531,642	BRL1,910,683,287,590	BRL1,170,377,562,903
CLP	CLP11,117,460,000	CLP314,642,398,000	CLP45,790,998,002,124	CLP51,753,597,825,954
CNY	CNY2,530,000,000	CNY1,711,387,965,978	CNY34,092,890,224,446	CNY25,771,971,252,405
COP	COP114,517,200,000	COP769,578,040,000	COP102,634,701,210,812	COP149,167,611,186,016
CZK	CZK369,946,774,216	CZK2,455,005,491,166	CZK179,126,697,974,390	CZK92,460,112,921,554
DKK	DKK5,313,402,863	DKK32,719,034,000	DKK2,092,958,915,579	DKK5,877,765,051,219
HKD	HKD155,190,898,804	HKD675,862,600,000	HKD20,171,845,575,430	HKD20,509,904,285,453
HUF	HUF4,201,404,374,000	HUF19,869,358,618,192	HUF790,923,078,100,240	HUF327,313,338,775,854
ILS	ILS2,474,682,464	ILS325,472,997,962	ILS8,127,911,527,793	ILS5,314,579,845,480
INR	INR2,573,441,638,454	INR11,092,838,251,244	INR311,059,929,166,024	INR203,956,914,271,933
KRW	KRW118,100,000,000	KRW159,983,895,964,000	KRW6,341,345,648,700,838	KRW5,267,953,930,356,270
MXN	MXN19,160,784,160	MXN113,218,920,604	MXN5,587,886,271,508	MXN5,452,218,561,712
NOK	NOK94,379,008,756	NOK1,156,095,284,096	NOK52,046,854,182,954	NOK32,757,587,011,779
NZD	NZD217,533,242,000	NZD478,081,434,400	NZD23,409,244,967,006	NZD13,772,129,059,192
PLN	PLN216,016,144,494	PLN1,010,617,433,760	PLN23,843,920,631,668	PLN15,419,130,411,558
SEK	SEK209,741,320,686	SEK1,775,094,083,624	SEK71,756,327,626,828	SEK50,593,256,021,700
SGD	SGD23,754,688,000	SGD172,529,861,023	SGD5,138,001,371,025	SGD3,400,137,473,921
THB	THB324,327,774,960	THB3,800,786,452,000	THB73,640,535,165,702	THB38,262,723,398,853
TWD	TWD0	TWD852,647,204,000	TWD29,240,446,148,066	TWD23,561,254,362,220
ZAR	ZAR1,074,279,435,824	ZAR4,337,080,146,230	ZAR202,190,822,039,983	ZAR112,217,691,883,317
Total in USD	$7,641,152,517,839	$37,891,460,168,443	$1,219,889,287,935,862	$490,743,310,845,757

Figures as of COB Oct 3, 2024. Weekly figures as of COB Sep 27, 2024. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, ILS, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product

Daily
YTD
Notional Outstanding

Show:

Product	USD Equivalent
IRS	$1,150,000,000
OIS	$2,502,113,107,813
Basis	$84,708,756,041
Zeroes	$0
FRAs	$0
VNS	$1,089,616,310
Inflation	$35,141,941,556
Total	$2,624,203,421,720

Product	Volume EUR	USD Equivalent
IRS	€350,775,948,917	$386,783,100,074
OIS	€1,231,783,455,456	$1,358,226,027,159
Basis	€2,234,111,000	$2,463,442,494
Zeroes	€8,868,080,000	$9,778,388,412
FRAs	€433,372,116,639	$477,857,764,412
VNS	€128,451,428	$141,636,968
Inflation	€26,993,344,000	$29,764,210,762
Total	€2,054,155,507,440	$2,265,014,570,281

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£1,195,448,930,623	$1,567,651,955,173
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£273,600,000	$358,785,360
Inflation	£14,358,593,000	$18,829,140,931
Total	£1,210,081,123,623	$1,586,839,881,464

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥42,504,643,243,234	$289,403,167,721
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥42,504,643,243,234	$289,403,167,721

Product	Volume CHF	USD Equivalent
IRS	CHF0	$0
OIS	CHF26,805,923,692	$31,427,309,564
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF26,805,923,692	$31,427,309,564

Product	Volume AUD	USD Equivalent
IRS	$61,710,706,628	$42,213,208,869
OIS	$297,759,088,000	$203,682,104,146
Basis	$58,994,200,000	$40,354,982,510
Zeroes	$0	$0
FRAs	$0	$0
VNS	$233,721,686	$159,877,319
Inflation	$0	$0
Total	$418,697,716,314	$286,410,172,844

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$226,216,044,612	$166,979,918,518
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$385,331,442	$284,429,926
Inflation	$0	$0
Total	$226,601,376,054	$167,264,348,444

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,400,224,432	$256,092,550
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,400,224,432	$256,092,550

Product	Volume CLP	USD Equivalent
IRS	CLP11,117,460,000	$12,088,795
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP11,117,460,000	$12,088,795

Product	Volume CNY	USD Equivalent
IRS	CNY2,530,000,000	$360,475,885
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY2,530,000,000	$360,475,885

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP114,517,200,000	$27,363,728
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP114,517,200,000	$27,363,728

Product	Volume CZK	USD Equivalent
IRS	CZK290,066,774,216	$12,628,620,063
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK79,880,000,000	$3,477,730,855
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK369,946,774,216	$16,106,350,918

Product	Volume DKK	USD Equivalent
IRS	DKK31,760,000	$4,694,440
OIS	DKK5,281,642,863	$780,678,723
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK0	$0
Inflation	DKK0	$0
Total	DKK5,313,402,863	$785,373,163

Product	Volume HKD	USD Equivalent
IRS	HKD155,190,898,804	$19,984,276,758
OIS	HKD0	$0
Basis	HKD0	$0
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD155,190,898,804	$19,984,276,758

Product	Volume HUF	USD Equivalent
IRS	HUF1,842,604,374,000	$5,058,347,857
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF2,358,800,000,000	$6,475,416,587
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF4,201,404,374,000	$11,533,764,444

Product	Volume ILS	USD Equivalent
IRS	ILS914,682,464	$240,478,090
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS1,560,000,000	$410,137,764
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS2,474,682,464	$650,615,854

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR2,573,441,638,454	$30,636,209,982
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR2,573,441,638,454	$30,636,209,982

Product	Volume KRW	USD Equivalent
IRS	KRW118,100,000,000	$88,344,972
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW118,100,000,000	$88,344,972

Product	Volume MXN	USD Equivalent
IRS	MXN19,160,784,160	$991,186,979
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN19,160,784,160	$991,186,979

Product	Volume NOK	USD Equivalent
IRS	NOK57,269,008,756	$5,395,127,509
OIS	NOK12,800,000,000	$1,205,846,471
Basis	NOK0	$0
Zeroes	NOK0	$0
FRAs	NOK24,000,000,000	$2,260,962,134
VNS	NOK310,000,000	$29,204,094
Inflation	NOK0	$0
Total	NOK94,379,008,756	$8,891,140,208

Product	Volume NZD	USD Equivalent
IRS	NZD21,025,702,000	$13,060,114,797
OIS	NZD196,507,540,000	$122,060,658,471
Basis	NZD0	$0
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD217,533,242,000	$135,120,773,268

Product	Volume PLN	USD Equivalent
IRS	PLN81,218,144,494	$20,783,332,138
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN134,798,000,000	$34,494,159,192
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN216,016,144,494	$55,277,491,330

Product	Volume SEK	USD Equivalent
IRS	SEK149,341,320,686	$14,482,495,448
OIS	SEK40,000,000,000	$3,879,032,375
Basis	SEK0	$0
Zeroes	SEK0	$0
FRAs	SEK20,400,000,000	$1,978,306,511
VNS	SEK0	$0
Inflation	SEK0	$0
Total	SEK209,741,320,686	$20,339,834,334

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD23,754,688,000	$18,308,750,241
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD0	$0
Inflation	SGD0	$0
Total	SGD23,754,688,000	$18,308,750,241

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB324,327,774,960	$9,798,422,204
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB324,327,774,960	$9,798,422,204

Product	Volume TWD	USD Equivalent
IRS	TWD0	$0
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD0	$0

Product	Volume ZAR	USD Equivalent
IRS	ZAR1,074,279,435,824	$61,421,090,188
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR0	$0
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR1,074,279,435,824	$61,421,090,188

Product	USD Equivalent
IRS	$584,913,075,412
OIS	$6,306,180,552,289
Basis	$127,527,181,045
Zeroes	$9,778,388,412
FRAs	$526,954,477,455
VNS	$2,063,549,977
Inflation	$83,735,293,249
Total	$7,641,152,517,839

Show:

Product	USD Equivalent
IRS	$6,863,499,400
OIS	$11,911,356,112,559
Basis	$522,309,580,763
Zeroes	$0
FRAs	$0
VNS	$6,535,638,384
Inflation	$62,428,014,520
Total	$12,509,492,845,626

Product	Volume EUR	USD Equivalent
IRS	€2,449,502,628,105	$2,732,336,983,491
OIS	€7,812,121,477,453	$8,713,129,853,178
Basis	€43,081,067,815	$48,078,738,240
Zeroes	€25,687,708,000	$28,681,113,828
FRAs	€2,494,645,642,665	$2,786,077,900,974
VNS	€16,844,886,178	$18,822,769,516
Inflation	€116,510,560,800	$129,908,624,200
Total	€12,958,393,971,016	$14,457,035,983,427

Product	Volume GBP	USD Equivalent
IRS	£0	$0
OIS	£3,393,593,890,897	$4,536,020,400,780
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£2,336,596,800	$3,126,084,052
Inflation	£58,436,771,447	$78,207,937,484
Total	£3,454,367,259,144	$4,617,354,422,316

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥245,570,932,334,876	$1,713,167,107,989
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥0	$0
Inflation	¥0	$0
Total	¥245,570,932,334,876	$1,713,167,107,989

Product	Volume CHF	USD Equivalent
IRS	CHF507,800,000	$600,413,834
OIS	CHF166,840,346,246	$197,467,608,482
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF0	$0
Inflation	CHF0	$0
Total	CHF167,348,146,246	$198,068,022,316

Product	Volume AUD	USD Equivalent
IRS	$646,327,187,127	$444,107,059,547
OIS	$1,626,109,855,000	$1,117,476,667,635
Basis	$245,272,600,000	$168,540,489,345
Zeroes	$250,000,000	$170,637,500
FRAs	$0	$0
VNS	$1,239,283,932	$853,232,948
Inflation	$0	$0
Total	$2,519,198,926,059	$1,731,148,086,975

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$568,655,304,170	$421,897,680,155
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$3,788,612,407	$2,809,921,881
Inflation	$0	$0
Total	$572,443,916,577	$424,707,602,036

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL72,865,531,642	$13,315,377,339
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL72,865,531,642	$13,315,377,339

Product	Volume CLP	USD Equivalent
IRS	CLP314,642,398,000	$345,522,447
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP314,642,398,000	$345,522,447

Product	Volume CNY	USD Equivalent
IRS	CNY1,711,387,965,978	$243,687,046,472
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY1,711,387,965,978	$243,687,046,472

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP769,578,040,000	$184,833,583
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP769,578,040,000	$184,833,583

Product	Volume CZK	USD Equivalent
IRS	CZK997,661,491,166	$44,287,034,245
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK0	$0
FRAs	CZK1,457,344,000,000	$64,679,039,882
VNS	CZK0	$0
Inflation	CZK0	$0
Total	CZK2,455,005,491,166	$108,966,074,127

Product	Volume DKK	USD Equivalent
IRS	DKK21,369,034,000	$3,194,920,694
OIS	DKK10,850,000,000	$1,622,633,288
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK0	$0
VNS	DKK500,000,000	$74,883,369
Inflation	DKK0	$0
Total	DKK32,719,034,000	$4,892,437,351

Product	Volume HKD	USD Equivalent
IRS	HKD666,994,600,000	$85,711,039,188
OIS	HKD0	$0
Basis	HKD8,868,000,000	$1,139,170,622
Zeroes	HKD0	$0
FRAs	HKD0	$0
VNS	HKD0	$0
Inflation	HKD0	$0
Total	HKD675,862,600,000	$86,850,209,810

Product	Volume HUF	USD Equivalent
IRS	HUF6,043,158,618,192	$17,036,464,741
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF0	$0
FRAs	HUF13,826,200,000,000	$38,956,727,549
VNS	HUF0	$0
Inflation	HUF0	$0
Total	HUF19,869,358,618,192	$55,993,192,290

Product	Volume ILS	USD Equivalent
IRS	ILS149,726,197,962	$40,044,098,313
OIS	ILS0	$0
Basis	ILS0	$0
Zeroes	ILS0	$0
FRAs	ILS175,746,800,000	$47,102,523,942
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS325,472,997,962	$87,146,622,255

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR11,092,838,251,244	$132,634,929,803
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR11,092,838,251,244	$132,634,929,803

Product	Volume KRW	USD Equivalent
IRS	KRW159,983,895,964,000	$120,643,369,241
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW159,983,895,964,000	$120,643,369,241

Product	Volume MXN	USD Equivalent
IRS	MXN113,218,920,604	$5,794,034,146
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN113,218,920,604	$5,794,034,146

Product	Volume NOK	USD Equivalent
IRS	NOK556,304,484,096	$52,937,819,697
OIS	NOK128,800,000,000	$12,223,824,516
Basis	NOK0	$0
Zeroes	NOK1,700,800,000	$162,282,334
FRAs	NOK468,490,000,000	$44,444,933,501
VNS	NOK800,000,000	$76,160,771
Inflation	NOK0	$0
Total	NOK1,156,095,284,096	$109,845,020,819

Product	Volume NZD	USD Equivalent
IRS	NZD185,635,948,400	$117,197,314,149
OIS	NZD289,815,486,000	$183,156,976,629
Basis	NZD2,630,000,000	$1,664,191,500
Zeroes	NZD0	$0
FRAs	NZD0	$0
VNS	NZD0	$0
Inflation	NZD0	$0
Total	NZD478,081,434,400	$302,018,482,278

Product	Volume PLN	USD Equivalent
IRS	PLN154,487,433,760	$40,358,120,857
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN0	$0
FRAs	PLN856,130,000,000	$223,360,212,838
VNS	PLN0	$0
Inflation	PLN0	$0
Total	PLN1,010,617,433,760	$263,718,333,695

Product	Volume SEK	USD Equivalent
IRS	SEK943,006,703,624	$92,970,481,739
OIS	SEK234,340,000,000	$23,126,888,747
Basis	SEK0	$0
Zeroes	SEK6,600,000,000	$647,706,530
FRAs	SEK591,000,000,000	$58,210,671,982
VNS	SEK147,380,000	$14,463,128
Inflation	SEK0	$0
Total	SEK1,775,094,083,624	$174,970,212,126

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD172,397,630,000	$134,093,482,937
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD132,231,023	$103,092,054
Inflation	SGD0	$0
Total	SGD172,529,861,023	$134,196,574,991

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB3,800,786,452,000	$117,113,423,395
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB3,800,786,452,000	$117,113,423,395

Product	Volume TWD	USD Equivalent
IRS	TWD852,647,204,000	$26,736,520,413
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD852,647,204,000	$26,736,520,413

Product	Volume ZAR	USD Equivalent
IRS	ZAR4,333,351,096,230	$251,218,322,624
OIS	ZAR0	$0
Basis	ZAR0	$0
Zeroes	ZAR3,729,050,000	$215,558,553
FRAs	ZAR0	$0
VNS	ZAR0	$0
Inflation	ZAR0	$0
Total	ZAR4,337,080,146,230	$251,433,881,177

Product	USD Equivalent
IRS	$4,339,385,442,577
OIS	$29,214,672,423,676
Basis	$741,732,170,470
Zeroes	$29,877,298,745
FRAs	$3,262,832,010,668
VNS	$32,416,246,103
Inflation	$270,544,576,204
Total	$37,891,460,168,443

Show:

Product	USD Equivalent
IRS	$750,181,036,416
OIS	$397,431,531,666,409
Basis	$13,013,865,876,140
Zeroes	$0
FRAs	$0
VNS	$298,120,706,923
Inflation	$2,701,869,626,526
Total	$414,195,568,912,414

Product	Volume EUR	USD Equivalent
IRS	€95,389,752,638,739	$103,702,388,548,672
OIS	€239,496,023,690,088	$260,498,932,538,170
Basis	€1,824,600,726,095	$1,984,573,380,215
Zeroes	€383,358,159,538	$419,196,186,542
FRAs	€77,614,762,824,973	$84,369,805,852,008
VNS	€205,371,216,748	$223,734,798,310
Inflation	€3,568,394,630,908	$3,882,693,117,745
Total	€418,482,263,887,089	$455,081,324,421,662

Product	Volume GBP	USD Equivalent
IRS	£9,462,034,723	$12,085,678,839
OIS	£117,302,408,379,841	$149,866,465,657,665
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£72,412,191,856	$92,304,655,637
Inflation	£2,186,052,278,628	$2,794,727,449,103
Total	£119,570,334,885,048	$152,765,583,441,244

Product	Volume JPY	USD Equivalent
IRS	¥1,537,063,220,000	$10,158,937,256
OIS	¥4,469,611,000,063,986	$29,682,298,490,032
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥129,985,915,232	$824,515,447
Inflation	¥0	$0
Total	¥4,471,278,049,199,218	$29,693,281,942,735

Product	Volume CHF	USD Equivalent
IRS	CHF1,513,800,000	$1,739,153,534
OIS	CHF6,049,970,366,456	$6,897,260,512,518
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF307,641,100	$347,321,746
Inflation	CHF0	$0
Total	CHF6,051,791,807,556	$6,899,346,987,798

Product	Volume AUD	USD Equivalent
IRS	$25,477,379,813,739	$16,896,757,631,590
OIS	$53,573,456,739,692	$35,453,048,487,277
Basis	$7,652,301,368,000	$5,069,831,443,684
Zeroes	$25,957,952,142	$17,121,889,765
FRAs	$0	$0
VNS	$27,292,402,217	$18,107,894,278
Inflation	$0	$0
Total	$86,756,388,275,790	$57,454,867,346,594

Product	Volume CAD	USD Equivalent
IRS	$1,164,280,701,178	$858,631,605,427
OIS	$32,444,960,405,876	$23,831,494,411,782
Basis	$294,706,020,000	$217,436,651,635
Zeroes	$16,721,600,000	$12,256,493,254
FRAs	$0	$0
VNS	$118,725,086,123	$87,427,439,637
Inflation	$0	$0
Total	$34,039,393,813,177	$25,007,246,601,735

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,910,683,287,590	$353,526,479,905
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,910,683,287,590	$353,526,479,905

Product	Volume CLP	USD Equivalent
IRS	CLP45,790,998,002,124	$48,892,780,930
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP45,790,998,002,124	$48,892,780,930

Product	Volume CNY	USD Equivalent
IRS	CNY34,092,890,224,446	$4,744,901,379,406
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY34,092,890,224,446	$4,744,901,379,406

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP102,634,701,210,812	$25,882,544,825
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP102,634,701,210,812	$25,882,544,825

Product	Volume CZK	USD Equivalent
IRS	CZK56,763,344,039,452	$2,460,388,305,022
OIS	CZK0	$0
Basis	CZK0	$0
Zeroes	CZK78,047,828,000	$3,341,918,999
FRAs	CZK122,283,699,928,776	$5,281,055,015,447
VNS	CZK1,606,178,162	$69,848,928
Inflation	CZK0	$0
Total	CZK179,126,697,974,390	$7,744,855,088,396

Product	Volume DKK	USD Equivalent
IRS	DKK1,263,418,802,226	$184,495,956,035
OIS	DKK778,232,645,605	$113,201,717,558
Basis	DKK0	$0
Zeroes	DKK0	$0
FRAs	DKK46,020,000,000	$6,728,035,524
VNS	DKK5,287,467,748	$773,743,892
Inflation	DKK0	$0
Total	DKK2,092,958,915,579	$305,199,453,009

Product	Volume HKD	USD Equivalent
IRS	HKD19,681,680,175,430	$2,519,716,456,607
OIS	HKD1,400,000,000	$178,927,625
Basis	HKD484,999,000,000	$62,087,233,601
Zeroes	HKD3,128,400,000	$399,910,517
FRAs	HKD0	$0
VNS	HKD638,000,000	$81,588,021
Inflation	HKD0	$0
Total	HKD20,171,845,575,430	$2,582,464,116,371

Product	Volume HUF	USD Equivalent
IRS	HUF306,874,222,756,750	$851,178,407,719
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF39,000,000,000	$107,853,982
FRAs	HUF483,598,844,477,664	$1,340,065,647,936
VNS	HUF411,010,865,826	$1,142,622,588
Inflation	HUF0	$0
Total	HUF790,923,078,100,240	$2,192,494,532,225

Product	Volume ILS	USD Equivalent
IRS	ILS4,482,434,730,197	$1,210,921,044,727
OIS	ILS12,000,000,000	$3,230,805,502
Basis	ILS0	$0
Zeroes	ILS780,000,000	$208,219,324
FRAs	ILS3,632,696,797,596	$981,730,435,615
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS8,127,911,527,793	$2,196,090,505,168

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR311,059,929,166,024	$3,728,655,325,786
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR311,059,929,166,024	$3,728,655,325,786

Product	Volume KRW	USD Equivalent
IRS	KRW6,341,345,648,700,838	$4,691,345,785,796
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW6,341,345,648,700,838	$4,691,345,785,796

Product	Volume MXN	USD Equivalent
IRS	MXN5,587,886,271,508	$315,428,746,856
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,587,886,271,508	$315,428,746,856

Product	Volume NOK	USD Equivalent
IRS	NOK19,926,063,238,768	$1,870,545,915,606
OIS	NOK9,023,338,200,000	$843,479,694,068
Basis	NOK37,508,000,000	$3,561,261,957
Zeroes	NOK15,442,424,000	$1,463,891,957
FRAs	NOK23,037,652,800,000	$2,162,246,076,540
VNS	NOK6,849,520,186	$644,947,890
Inflation	NOK0	$0
Total	NOK52,046,854,182,954	$4,881,941,788,018

Product	Volume NZD	USD Equivalent
IRS	NZD7,122,309,467,334	$4,347,743,181,022
OIS	NZD16,001,833,812,222	$9,748,947,764,812
Basis	NZD278,168,800,000	$169,562,621,260
Zeroes	NZD6,720,000,000	$4,007,472,000
FRAs	NZD0	$0
VNS	NZD212,887,450	$131,940,312
Inflation	NZD0	$0
Total	NZD23,409,244,967,006	$14,270,392,979,406

Product	Volume PLN	USD Equivalent
IRS	PLN9,736,367,028,036	$2,461,243,927,520
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN14,486,060,000	$3,665,170,591
FRAs	PLN14,091,123,831,816	$3,569,679,246,909
VNS	PLN1,943,711,816	$483,369,231
Inflation	PLN0	$0
Total	PLN23,843,920,631,668	$6,035,071,714,251

Product	Volume SEK	USD Equivalent
IRS	SEK37,924,196,679,096	$3,620,523,656,365
OIS	SEK5,197,088,000,000	$494,395,475,119
Basis	SEK0	$0
Zeroes	SEK95,370,692,000	$9,117,460,937
FRAs	SEK28,536,828,000,000	$2,730,453,889,482
VNS	SEK2,844,255,732	$270,129,391
Inflation	SEK0	$0
Total	SEK71,756,327,626,828	$6,854,760,611,294

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD5,136,927,052,704	$3,852,856,977,208
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD1,074,318,321	$807,690,309
Inflation	SGD0	$0
Total	SGD5,138,001,371,025	$3,853,664,667,517

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB73,640,535,165,702	$2,088,656,115,396
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB73,640,535,165,702	$2,088,656,115,396

Product	Volume TWD	USD Equivalent
IRS	TWD29,240,446,148,066	$912,768,095,465
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD29,240,446,148,066	$912,768,095,465

Product	Volume ZAR	USD Equivalent
IRS	ZAR202,072,626,233,705	$10,958,686,246,394
OIS	ZAR1,650,000,000	$92,641,201
Basis	ZAR0	$0
Zeroes	ZAR103,142,712,640	$5,585,994,477
FRAs	ZAR0	$0
VNS	ZAR13,403,093,638	$710,689,588
Inflation	ZAR0	$0
Total	ZAR202,190,822,039,983	$10,965,075,571,660

Product	USD Equivalent
IRS	$163,784,248,957,109
OIS	$924,560,609,752,953
Basis	$20,520,918,468,492
Zeroes	$476,472,462,345
FRAs	$100,441,764,199,461
VNS	$725,983,902,128
Inflation	$9,379,290,193,374
Total	$1,219,889,287,935,862

Show:

Product	USD Equivalent
IRS	$4,532,822,166
OIS	$134,477,696,302,258
Basis	$13,445,714,854,288
Zeroes	$0
FRAs	$0
VNS	$2,041,308,274,604
Inflation	$4,382,540,782,607
Total	$154,351,793,035,923

Product	Volume EUR	USD Equivalent
IRS	€68,576,722,931,655	$75,616,123,540,589
OIS	€48,455,138,567,714	$53,429,058,541,690
Basis	€1,663,936,700,039	$1,834,739,802,298
Zeroes	€252,839,370,386	$278,793,331,756
FRAs	€28,270,838,738,338	$31,172,840,334,828
VNS	€1,415,993,758,443	$1,561,345,517,747
Inflation	€3,600,975,673,355	$3,970,615,826,225
Total	€152,236,445,739,930	$167,863,516,895,133

Product	Volume GBP	USD Equivalent
IRS	£744,000,000	$975,644,400
OIS	£33,273,995,828,519	$43,633,854,429,728
Basis	£0	$0
Zeroes	£0	$0
FRAs	£0	$0
VNS	£549,032,307,609	$719,973,516,584
Inflation	£2,630,987,434,249	$3,450,145,371,902
Total	£36,454,759,570,377	$47,804,948,962,614

Product	Volume JPY	USD Equivalent
IRS	¥0	$0
OIS	¥2,220,131,300,496,003	$15,116,302,175,366
Basis	¥0	$0
Zeroes	¥0	$0
FRAs	¥0	$0
VNS	¥313,019,579,434	$2,131,269,690
Inflation	¥0	$0
Total	¥2,220,444,320,075,437	$15,118,433,445,056

Product	Volume CHF	USD Equivalent
IRS	CHF1,204,849,370	$1,412,567,407
OIS	CHF3,436,050,719,859	$4,028,431,584,335
Basis	CHF0	$0
Zeroes	CHF0	$0
FRAs	CHF0	$0
VNS	CHF3,519,285,325	$4,126,015,974
Inflation	CHF0	$0
Total	CHF3,440,774,854,554	$4,033,970,167,716

Product	Volume AUD	USD Equivalent
IRS	$24,469,003,287,028	$16,738,021,698,492
OIS	$13,127,184,981,191	$8,979,650,886,383
Basis	$8,434,082,084,094	$5,769,333,849,625
Zeroes	$13,996,012,811	$9,573,972,564
FRAs	$0	$0
VNS	$109,188,888,071	$74,690,658,885
Inflation	$0	$0
Total	$46,153,455,253,195	$31,571,271,065,949

Product	Volume CAD	USD Equivalent
IRS	$0	$0
OIS	$24,056,443,786,453	$17,757,109,272,156
Basis	$0	$0
Zeroes	$0	$0
FRAs	$0	$0
VNS	$489,631,759,897	$361,418,534,709
Inflation	$0	$0
Total	$24,546,075,546,350	$18,118,527,806,865

Product	USD Equivalent
IRS	$0
OIS	$0
Basis	$0
Zeroes	$0
FRAs	$0
VNS	$0
Inflation	$0
Total	$0

Product	Volume BRL	USD Equivalent
IRS	BRL1,170,377,562,903	$214,054,952,841
OIS	BRL0	$0
Basis	BRL0	$0
Zeroes	BRL0	$0
FRAs	BRL0	$0
VNS	BRL0	$0
Inflation	BRL0	$0
Total	BRL1,170,377,562,903	$214,054,952,841

Product	Volume CLP	USD Equivalent
IRS	CLP51,753,597,825,954	$56,275,319,769
OIS	CLP0	$0
Basis	CLP0	$0
Zeroes	CLP0	$0
FRAs	CLP0	$0
VNS	CLP0	$0
Inflation	CLP0	$0
Total	CLP51,753,597,825,954	$56,275,319,769

Product	Volume CNY	USD Equivalent
IRS	CNY25,771,971,252,405	$3,672,005,592,706
OIS	CNY0	$0
Basis	CNY0	$0
Zeroes	CNY0	$0
FRAs	CNY0	$0
VNS	CNY0	$0
Inflation	CNY0	$0
Total	CNY25,771,971,252,405	$3,672,005,592,706

Product	Volume COP	USD Equivalent
IRS	COP0	$0
OIS	COP149,167,611,186,016	$35,643,395,743
Basis	COP0	$0
Zeroes	COP0	$0
FRAs	COP0	$0
VNS	COP0	$0
Inflation	COP0	$0
Total	COP149,167,611,186,016	$35,643,395,743

Product	Volume CZK	USD Equivalent
IRS	CZK51,418,111,500,171	$2,238,587,291,574
OIS	CZK0	$0
Basis	CZK11,928,000,000	$519,308,633
Zeroes	CZK55,873,914,000	$2,432,579,303
FRAs	CZK40,751,466,086,314	$1,774,194,178,515
VNS	CZK222,733,421,069	$9,697,131,833
Inflation	CZK0	$0
Total	CZK92,460,112,921,554	$4,025,430,489,858

Product	Volume DKK	USD Equivalent
IRS	DKK5,032,621,692,877	$743,870,946,186
OIS	DKK808,144,222,017	$119,451,658,355
Basis	DKK11,320,000,000	$1,673,207,252
Zeroes	DKK0	$0
FRAs	DKK3,900,000,000	$576,458,329
VNS	DKK21,779,136,324	$3,219,170,391
Inflation	DKK0	$0
Total	DKK5,877,765,051,218	$868,791,440,513

Product	Volume HKD	USD Equivalent
IRS	HKD19,298,596,922,554	$2,485,123,192,850
OIS	HKD2,700,000,000	$347,684,997
Basis	HKD1,198,003,195,773	$154,269,532,592
Zeroes	HKD3,128,400,000	$402,851,017
FRAs	HKD0	$0
VNS	HKD7,475,767,126	$962,671,138
Inflation	HKD0	$0
Total	HKD20,509,904,285,453	$2,641,105,932,594

Product	Volume HUF	USD Equivalent
IRS	HUF209,054,675,062,639	$573,900,335,088
OIS	HUF0	$0
Basis	HUF0	$0
Zeroes	HUF161,215,817,418	$442,572,316
FRAs	HUF115,390,579,119,871	$316,772,117,165
VNS	HUF2,706,868,775,926	$7,430,940,720
Inflation	HUF0	$0
Total	HUF327,313,338,775,854	$898,545,965,289

Product	Volume ILS	USD Equivalent
IRS	ILS4,120,834,655,394	$1,083,403,789,934
OIS	ILS4,932,000,000	$1,296,666,316
Basis	ILS0	$0
Zeroes	ILS390,000,000	$102,534,441
FRAs	ILS1,188,423,190,086	$312,446,942,393
VNS	ILS0	$0
Inflation	ILS0	$0
Total	ILS5,314,579,845,480	$1,397,249,933,084

Product	Volume INR	USD Equivalent
IRS	INR0	$0
OIS	INR203,956,914,271,933	$2,428,058,503,237
Basis	INR0	$0
Zeroes	INR0	$0
FRAs	INR0	$0
VNS	INR0	$0
Inflation	INR0	$0
Total	INR203,956,914,271,933	$2,428,058,503,237

Product	Volume KRW	USD Equivalent
IRS	KRW5,267,953,930,356,270	$3,940,704,837,546
OIS	KRW0	$0
Basis	KRW0	$0
Zeroes	KRW0	$0
FRAs	KRW0	$0
VNS	KRW0	$0
Inflation	KRW0	$0
Total	KRW5,267,953,930,356,270	$3,940,704,837,546

Product	Volume MXN	USD Equivalent
IRS	MXN5,452,218,561,712	$282,043,156,342
OIS	MXN0	$0
Basis	MXN0	$0
Zeroes	MXN0	$0
FRAs	MXN0	$0
VNS	MXN0	$0
Inflation	MXN0	$0
Total	MXN5,452,218,561,712	$282,043,156,342

Product	Volume NOK	USD Equivalent
IRS	NOK19,018,824,867,178	$1,791,701,785,423
OIS	NOK3,577,214,863,680	$336,997,806,271
Basis	NOK120,976,416,351	$11,396,795,684
Zeroes	NOK9,141,211,986	$861,163,923
FRAs	NOK9,892,134,077,346	$931,905,857,055
VNS	NOK139,295,575,238	$13,122,584,208
Inflation	NOK0	$0
Total	NOK32,757,587,011,779	$3,085,985,992,564

Product	Volume NZD	USD Equivalent
IRS	NZD7,367,758,445,987	$4,576,483,158,725
OIS	NZD6,202,059,212,251	$3,852,409,079,690
Basis	NZD200,850,724,846	$124,758,427,738
Zeroes	NZD100,000,000	$62,115,000
FRAs	NZD0	$0
VNS	NZD1,360,676,108	$845,183,964
Inflation	NZD0	$0
Total	NZD13,772,129,059,192	$8,554,557,965,117

Product	Volume PLN	USD Equivalent
IRS	PLN9,067,160,910,114	$2,320,242,821,529
OIS	PLN0	$0
Basis	PLN0	$0
Zeroes	PLN9,753,840,000	$2,495,960,694
FRAs	PLN6,324,978,898,477	$1,618,531,647,447
VNS	PLN17,236,762,967	$4,410,804,654
Inflation	PLN0	$0
Total	PLN15,419,130,411,558	$3,945,681,234,324

Product	Volume SEK	USD Equivalent
IRS	SEK40,918,030,252,448	$3,968,059,102,144
OIS	SEK1,229,350,669,994	$119,217,276,240
Basis	SEK0	$0
Zeroes	SEK53,406,346,000	$5,179,123,630
FRAs	SEK8,349,900,740,232	$809,738,382,563
VNS	SEK42,568,013,027	$4,128,067,517
Inflation	SEK0	$0
Total	SEK50,593,256,021,701	$4,906,321,952,094

Product	Volume SGD	USD Equivalent
IRS	SGD0	$0
OIS	SGD3,395,755,737,752	$2,617,253,641,953
Basis	SGD0	$0
Zeroes	SGD0	$0
FRAs	SGD0	$0
VNS	SGD4,381,736,169	$3,377,190,773
Inflation	SGD0	$0
Total	SGD3,400,137,473,921	$2,620,630,832,726

Product	Volume THB	USD Equivalent
IRS	THB0	$0
OIS	THB38,262,723,398,853	$1,155,973,516,582
Basis	THB0	$0
Zeroes	THB0	$0
FRAs	THB0	$0
VNS	THB0	$0
Inflation	THB0	$0
Total	THB38,262,723,398,853	$1,155,973,516,582

Product	Volume TWD	USD Equivalent
IRS	TWD23,561,254,362,220	$735,829,305,503
OIS	TWD0	$0
Basis	TWD0	$0
Zeroes	TWD0	$0
FRAs	TWD0	$0
VNS	TWD0	$0
Inflation	TWD0	$0
Total	TWD23,561,254,362,220	$735,829,305,503

Product	Volume ZAR	USD Equivalent
IRS	ZAR112,140,593,088,921	$6,411,551,084,533
OIS	ZAR1,650,000,000	$94,337,465
Basis	ZAR0	$0
Zeroes	ZAR56,195,700,758	$3,212,945,431
FRAs	ZAR0	$0
VNS	ZAR19,253,093,638	$1,100,780,636
Inflation	ZAR0	$0
Total	ZAR112,217,691,883,317	$6,415,959,148,065

Product	USD Equivalent
IRS	$127,454,902,945,747
OIS	$288,088,846,758,765
Basis	$21,342,405,778,110
Zeroes	$303,559,150,075
FRAs	$36,937,005,918,295
VNS	$4,813,288,314,027
Inflation	$11,803,301,980,734
Total	$490,743,310,845,753

Figures as of COB Oct 3, 2024.

Notional Outstanding by Product

As of COB Oct 3, 2024

Daily Notional by Tenor

As of COB Oct 3, 2024

Notional Outstanding by Currency

As of COB Oct 3, 2024. *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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Volumes

Cleared Client OTC IRS (USD billions)

Notional Outstanding by Currency

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Tenor

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Volume and Notional Outstanding Totals

Volumes by Product

Notional Outstanding by Product

Daily Notional by Tenor

Notional Outstanding by Currency

Monthly Notional Volumes

Monthly Notional Outstanding

Monthly Trades Registered

Monthly Trades Outstanding

Notional Outstanding ShowingEffect of Compression

Trades Outstanding Showing Effect of Compression

Our Methodology

Notional Outstanding Showing
Effect of Compression