Volumes

  • Client Notional Cleared (USD)
    $1,161,108,700,900,508
    Client Notional Outstanding (USD)
    $54,942,243,614,574
    As of COB Nov 13, 2019
  • Cleared Client OTC IRS (USD billions)
  • Notional Compressed (USD)
    $3,446,812,000,000,000
    Trades Compressed
    22,554,718
  • Notional Outstanding Showing Effect of Compression

SwapClear clears more than 50%* of all OTC interest rate swaps and more than 90%* of the overall cleared OTC interest rate swap market. We regularly clear in excess of $3 trillion* notional per day and have more than 2 million cleared trades outstanding. The following tables illustrate our unmatched depth of liquidity:

*See Our Methodology

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

As of COB Nov 13, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$533,688,726,016
$2,280,390,378,886
$152,401,772,876,258
$25,710,091,524,522
EUR
€208,756,485,724
€563,515,558,032
€48,888,866,638,001
€11,839,043,409,856
GBP
£59,496,678,942
£456,468,227,795
£21,091,467,649,266
£4,703,323,275,882
JPY
¥3,107,403,990,200
¥10,049,253,039,500
¥394,313,827,331,877
¥158,947,577,734,962
CHF
CHF2,614,920,000
CHF25,411,176,318
CHF851,929,215,864
CHF340,077,682,227
AUD
$88,660,418,952
$464,373,447,216
$25,573,582,011,260
$3,229,664,151,492
CAD
$40,670,399,000
$522,186,983,800
$9,358,742,259,287
$2,118,568,736,083
Other*
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$58,318,143,881
$259,013,130,474
$11,135,808,041,145
$4,558,394,275,703
BRL
BRL490,488,686
BRL2,865,696,192
BRL11,256,932,333
BRL8,048,494,415
CLP
CLP86,000,000,000
CLP21,567,400,000
CLP1,647,379,772,072
CLP620,065,800,000
CNY
CNY13,694,740,000
CNY97,073,838,000
CNY4,744,991,438,757
CNY1,067,607,739,940
COP
COP132,841,100,000
COP276,657,400,000
COP4,596,434,500,000
COP2,807,854,500,000
CZK
CZK88,837,262,634
CZK332,096,318,170
CZK20,294,210,258,042
CZK6,136,193,694,680
DKK
DKK1,506,000,000
DKK8,330,000,000
DKK444,713,475,409
DKK795,520,189,244
HKD
HKD42,238,012,000
HKD75,239,335,097
HKD7,416,175,634,892
HKD3,768,975,002,890
HUF
HUF872,681,178,000
HUF3,214,048,281,947
HUF103,044,481,109,516
HUF24,881,314,488,867
INR
INR29,118,000,000
INR324,762,794,000
INR20,901,098,082,338
INR5,858,029,935,772
KRW
KRW11,506,323,900,000
KRW52,362,947,952,146
KRW1,089,239,372,118,285
KRW466,598,229,547,528
MXN
MXN6,913,944,329
MXN30,524,816,546
MXN860,446,785,001
MXN282,325,651,607
NOK
NOK14,772,589,149
NOK203,713,580,119
NOK8,708,368,553,083
NOK2,422,593,533,352
NZD
NZD12,453,747,908
NZD52,848,361,799
NZD1,628,286,671,270
NZD777,885,382,919
PLN
PLN16,649,172,000
PLN48,162,555,664
PLN2,163,271,885,333
PLN1,072,223,303,868
SEK
SEK83,503,273,000
SEK314,756,581,406
SEK20,083,489,161,039
SEK6,150,110,638,551
SGD
SGD4,945,790,283
SGD20,727,347,648
SGD1,067,107,367,310
SGD795,524,409,429
THB
THB24,684,000,000
THB195,614,522,609
THB3,412,062,468,722
THB1,012,603,197,800
TWD
TWD4,859,000,000
TWD23,544,994,855
TWD1,860,834,304,611
TWD417,943,835,515
ZAR
ZAR92,588,481,000
ZAR495,682,218,131
ZAR17,398,779,307,372
ZAR9,955,007,639,369
Total in USD$1,020,531,157,139$4,583,164,755,137$274,590,413,361,253$54,942,243,614,574

Figures as of COB Nov 13, 2019. Weekly figures as of COB Nov 8, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $180,698,480,990
OIS $223,649,749,000
Basis $16,956,150,000
Zeroes $0
FRAs $109,684,000,000
VNS $232,385,585
Inflation $2,467,960,441
Total$533,688,726,016
ProductVolume
EUR
USD
Equivalent
IRS €117,640,486,724 $129,428,063,494
OIS €76,680,224,000 $84,363,582,445
Basis €0 $0
Zeroes €0 $0
FRAs €12,830,000,000 $14,115,566,000
VNS €21,825,000 $24,011,865
Inflation €1,583,950,000 $1,742,661,790
Total€208,756,485,724$229,673,885,594
ProductVolume
GBP
USD
Equivalent
IRS £12,975,636,000 $16,660,067,842
OIS £31,603,033,000 $40,576,714,220
Basis £4,230,800,000 $5,432,135,660
Zeroes £0 $0
FRAs £7,893,300,000 $10,134,602,535
VNS £0 $0
Inflation £2,793,909,942 $3,587,240,670
Total£59,496,678,942$76,390,760,927
ProductVolume
JPY
USD
Equivalent
IRS ¥2,942,403,990,200 $27,050,369,940
OIS ¥165,000,000,000 $1,516,892,668
Basis ¥0 $0
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥3,107,403,990,200$28,567,262,608
ProductVolume
CHF
USD
Equivalent
IRS CHF2,614,920,000 $2,643,068,681
OIS CHF0 $0
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF2,614,920,000$2,643,068,681
ProductVolume
AUD
USD
Equivalent
IRS $14,023,775,000 $9,579,640,703
OIS $73,921,643,952 $50,495,874,984
Basis $715,000,000 $488,416,500
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$88,660,418,952$60,563,932,187
ProductVolume
CAD
USD
Equivalent
IRS $21,805,399,000 $16,451,938,283
OIS $18,865,000,000 $14,233,438,962
Basis $0 $0
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$40,670,399,000$30,685,377,245
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL490,488,686 $117,158,206
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL490,488,686$117,158,206
ProductVolume
CLP
USD
Equivalent
IRS CLP86,000,000,000 $108,227,151
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP86,000,000,000$108,227,151
ProductVolume
CNY
USD
Equivalent
IRS CNY13,694,740,000 $1,949,859,400
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY13,694,740,000$1,949,859,400
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP132,841,100,000 $38,748,954
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP132,841,100,000$38,748,954
ProductVolume
CZK
USD
Equivalent
IRS CZK74,637,262,634 $3,212,277,281
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK14,200,000,000 $611,146,977
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK88,837,262,634$3,823,424,258
ProductVolume
DKK
USD
Equivalent
IRS DKK1,506,000,000 $221,720,023
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK1,506,000,000$221,720,023
ProductVolume
HKD
USD
Equivalent
IRS HKD42,238,012,000 $5,394,554,360
OIS HKD0 $0
Basis HKD0 $0
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD42,238,012,000$5,394,554,360
ProductVolume
HUF
USD
Equivalent
IRS HUF872,681,178,000 $2,873,166,339
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF872,681,178,000$2,873,166,339
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR29,118,000,000 $403,575,884
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR29,118,000,000$403,575,884
ProductVolume
KRW
USD
Equivalent
IRS KRW11,506,323,900,000 $9,806,386,756
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW11,506,323,900,000$9,806,386,756
ProductVolume
MXN
USD
Equivalent
IRS MXN6,913,944,329 $356,075,023
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN6,913,944,329$356,075,023
ProductVolume
NOK
USD
Equivalent
IRS NOK9,352,420,000 $1,016,633,694
OIS NOK0 $0
Basis NOK800,000,000 $86,962,193
Zeroes NOK0 $0
FRAs NOK4,160,000,000 $452,203,405
VNS NOK460,169,149 $50,021,648
Inflation NOK0 $0
TotalNOK14,772,589,149$1,605,820,940
ProductVolume
NZD
USD
Equivalent
IRS NZD12,451,419,333 $7,978,869,509
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD2,328,575 $1,492,151
Inflation NZD0 $0
TotalNZD12,453,747,908$7,980,361,660
ProductVolume
PLN
USD
Equivalent
IRS PLN16,649,172,000 $4,269,018,462
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN16,649,172,000$4,269,018,462
ProductVolume
SEK
USD
Equivalent
IRS SEK83,168,273,000 $8,534,368,349
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK335,000,000 $34,376,251
Inflation SEK0 $0
TotalSEK83,503,273,000$8,568,744,600
ProductVolume
SGD
USD
Equivalent
IRS SGD4,945,790,283 $3,628,739,340
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD4,945,790,283$3,628,739,340
ProductVolume
THB
USD
Equivalent
IRS THB24,684,000,000 $816,674,938
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB24,684,000,000$816,674,938
ProductVolume
TWD
USD
Equivalent
IRS TWD4,859,000,000 $159,154,930
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD4,859,000,000$159,154,930
ProductVolume
ZAR
USD
Equivalent
IRS ZAR92,588,481,000 $6,196,732,657
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR92,588,481,000$6,196,732,657
ProductUSD
Equivalent
IRS$439,151,246,351
OIS$415,278,577,117
Basis$22,963,664,353
Zeroes$0
FRAs$134,997,518,917
VNS$342,287,500
Inflation$7,797,862,901
Total$1,020,531,157,139
Show:
ProductUSD
Equivalent
IRS $607,193,374,777
OIS $1,191,744,792,609
Basis $81,042,600,000
Zeroes $0
FRAs $387,381,200,000
VNS $2,200,469,250
Inflation $10,827,942,250
Total$2,280,390,378,886
ProductVolume
EUR
USD
Equivalent
IRS €327,928,549,928 $362,668,189,646
OIS €188,844,467,893 $209,189,831,005
Basis €2,293,100,000 $2,537,127,250
Zeroes €126,610,000 $139,870,765
FRAs €34,654,200,000 $38,412,367,250
VNS €884,611,211 $979,694,160
Inflation €8,784,019,000 $9,719,524,952
Total€563,515,558,032$623,646,605,028
ProductVolume
GBP
USD
Equivalent
IRS £105,334,320,660 $135,295,677,022
OIS £295,112,908,303 $378,898,638,194
Basis £6,449,600,000 $8,268,121,130
Zeroes £1,562,290,351 $2,007,490,475
FRAs £34,864,500,000 $44,840,350,350
VNS £8,774,411 $11,274,044
Inflation £13,135,834,070 $16,874,606,837
Total£456,468,227,795$586,196,158,052
ProductVolume
JPY
USD
Equivalent
IRS ¥9,633,553,039,500 $88,294,968,740
OIS ¥190,000,000,000 $1,738,758,224
Basis ¥215,000,000,000 $1,973,376,488
Zeroes ¥0 $0
FRAs ¥10,700,000,000 $97,891,222
VNS ¥0 $0
Inflation ¥0 $0
Total¥10,049,253,039,500$92,104,994,674
ProductVolume
CHF
USD
Equivalent
IRS CHF21,966,926,318 $22,106,902,414
OIS CHF1,862,000,000 $1,870,081,608
Basis CHF0 $0
Zeroes CHF0 $0
FRAs CHF1,582,250,000 $1,593,458,037
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF25,411,176,318$25,570,442,059
ProductVolume
AUD
USD
Equivalent
IRS $74,669,772,850 $51,392,101,700
OIS $380,238,675,000 $261,956,318,894
Basis $9,461,650,800 $6,520,976,185
Zeroes $0 $0
FRAs $0 $0
VNS $3,348,566 $2,303,479
Inflation $0 $0
Total$464,373,447,216$319,871,700,258
ProductVolume
CAD
USD
Equivalent
IRS $91,741,968,800 $69,601,866,834
OIS $428,418,865,000 $325,229,617,420
Basis $2,026,150,000 $1,539,861,452
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$522,186,983,800$396,371,345,706
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL2,865,696,192 $714,163,777
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL2,865,696,192$714,163,777
ProductVolume
CLP
USD
Equivalent
IRS CLP21,567,400,000 $29,131,479
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP21,567,400,000$29,131,479
ProductVolume
CNY
USD
Equivalent
IRS CNY97,073,838,000 $13,852,553,717
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY97,073,838,000$13,852,553,717
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP276,657,400,000 $83,217,309
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP276,657,400,000$83,217,309
ProductVolume
CZK
USD
Equivalent
IRS CZK214,765,318,170 $9,304,386,640
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK117,331,000,000 $5,087,920,899
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK332,096,318,170$14,392,307,539
ProductVolume
DKK
USD
Equivalent
IRS DKK6,830,000,000 $1,009,871,937
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $223,400,453
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK8,330,000,000$1,233,272,390
ProductVolume
HKD
USD
Equivalent
IRS HKD72,474,335,097 $9,257,218,729
OIS HKD0 $0
Basis HKD2,765,000,000 $353,276,519
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD75,239,335,097$9,610,495,248
ProductVolume
HUF
USD
Equivalent
IRS HUF2,999,048,281,947 $10,017,087,419
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF215,000,000,000 $714,591,002
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF3,214,048,281,947$10,731,678,421
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR324,762,794,000 $4,576,678,721
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR324,762,794,000$4,576,678,721
ProductVolume
KRW
USD
Equivalent
IRS KRW52,362,947,952,146 $45,191,557,754
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW52,362,947,952,146$45,191,557,754
ProductVolume
MXN
USD
Equivalent
IRS MXN30,524,816,546 $1,595,764,000
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN30,524,816,546$1,595,764,000
ProductVolume
NOK
USD
Equivalent
IRS NOK145,564,610,102 $15,895,469,134
OIS NOK0 $0
Basis NOK6,840,000,000 $746,678,974
Zeroes NOK0 $0
FRAs NOK50,790,000,000 $5,555,632,221
VNS NOK518,970,017 $56,598,714
Inflation NOK0 $0
TotalNOK203,713,580,119$22,254,379,043
ProductVolume
NZD
USD
Equivalent
IRS NZD52,848,361,799 $33,686,555,189
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD52,848,361,799$33,686,555,189
ProductVolume
PLN
USD
Equivalent
IRS PLN43,362,555,664 $11,234,939,806
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN4,800,000,000 $1,244,569,586
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN48,162,555,664$12,479,509,392
ProductVolume
SEK
USD
Equivalent
IRS SEK225,827,381,406 $23,385,785,768
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK88,784,000,000 $9,205,703,738
VNS SEK145,200,000 $15,082,972
Inflation SEK0 $0
TotalSEK314,756,581,406$32,606,572,478
ProductVolume
SGD
USD
Equivalent
IRS SGD20,587,347,648 $15,145,657,799
OIS SGD0 $0
Basis SGD140,000,000 $103,142,152
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD20,727,347,648$15,248,799,951
ProductVolume
THB
USD
Equivalent
IRS THB195,614,522,609 $6,451,190,840
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB195,614,522,609$6,451,190,840
ProductVolume
TWD
USD
Equivalent
IRS TWD23,544,994,855 $774,812,883
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD23,544,994,855$774,812,883
ProductVolume
ZAR
USD
Equivalent
IRS ZAR495,682,218,131 $33,500,490,343
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR495,682,218,131$33,500,490,343
ProductUSD
Equivalent
IRS$1,567,599,718,347
OIS$2,375,287,933,984
Basis$103,085,160,150
Zeroes$2,147,361,240
FRAs$494,357,084,758
VNS$3,265,422,619
Inflation$37,422,074,039
Total$4,583,164,755,137
Show:
ProductUSD
Equivalent
IRS $34,622,701,664,102
OIS $82,302,194,583,542
Basis $5,905,746,940,701
Zeroes $30,201,131,510
FRAs $29,091,570,776,673
VNS $87,125,887,566
Inflation $362,231,892,164
Total$152,401,772,876,258
ProductVolume
EUR
USD
Equivalent
IRS €17,771,408,287,467 $19,941,228,226,046
OIS €25,174,926,993,021 $28,227,809,655,363
Basis €233,159,380,000 $261,177,792,382
Zeroes €25,570,452,337 $28,252,484,642
FRAs €5,165,232,126,963 $5,811,327,579,832
VNS €45,656,561,878 $51,155,980,241
Inflation €472,912,836,335 $530,470,155,117
Total€48,888,866,638,001$54,851,421,873,623
ProductVolume
GBP
USD
Equivalent
IRS £5,067,748,077,376 $6,429,234,846,988
OIS £13,158,737,417,675 $16,712,975,751,062
Basis £457,359,489,610 $582,118,619,331
Zeroes £15,521,487,461 $19,667,023,381
FRAs £1,939,075,700,000 $2,467,917,477,315
VNS £13,595,394,870 $17,352,007,616
Inflation £439,430,082,274 $559,389,342,882
Total£21,091,467,649,266$26,788,655,068,575
ProductVolume
JPY
USD
Equivalent
IRS ¥339,427,113,928,351 $3,119,117,948,307
OIS ¥33,052,753,403,526 $304,008,722,390
Basis ¥19,658,660,000,000 $180,281,789,336
Zeroes ¥0 $0
FRAs ¥2,175,300,000,000 $19,928,206,346
VNS ¥0 $0
Inflation ¥0 $0
Total¥394,313,827,331,877$3,623,336,666,379
ProductVolume
CHF
USD
Equivalent
IRS CHF680,801,203,864 $684,852,775,272
OIS CHF87,310,100,000 $87,177,530,413
Basis CHF14,209,417,000 $14,347,054,374
Zeroes CHF0 $0
FRAs CHF69,471,300,000 $70,152,094,095
VNS CHF137,195,000 $138,094,557
Inflation CHF0 $0
TotalCHF851,929,215,864$856,667,548,711
ProductVolume
AUD
USD
Equivalent
IRS $3,907,786,762,411 $2,718,882,231,187
OIS $21,190,320,152,309 $14,830,660,386,068
Basis $473,809,128,000 $327,737,430,507
Zeroes $100,000,000 $69,155,000
FRAs $0 $0
VNS $1,565,968,540 $1,096,526,095
Inflation $0 $0
Total$25,573,582,011,260$17,878,445,728,857
ProductVolume
CAD
USD
Equivalent
IRS $4,058,513,834,849 $3,057,456,476,323
OIS $5,243,967,894,004 $3,954,448,585,283
Basis $53,878,850,000 $40,624,589,051
Zeroes $392,828,906 $294,505,709
FRAs $0 $0
VNS $1,988,851,528 $1,481,401,339
Inflation $0 $0
Total$9,358,742,259,287$7,054,305,557,705
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL11,256,932,333 $2,789,945,823
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL11,256,932,333$2,789,945,823
ProductVolume
CLP
USD
Equivalent
IRS CLP1,647,379,772,072 $2,316,269,327
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP1,647,379,772,072$2,316,269,327
ProductVolume
CNY
USD
Equivalent
IRS CNY4,744,991,438,757 $691,118,016,526
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY4,744,991,438,757$691,118,016,526
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP4,596,434,500,000 $1,345,443,121
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP4,596,434,500,000$1,345,443,121
ProductVolume
CZK
USD
Equivalent
IRS CZK12,517,956,318,042 $545,857,194,658
OIS CZK0 $0
Basis CZK1,025,000,000 $43,840,056
Zeroes CZK0 $0
FRAs CZK7,771,607,706,000 $338,621,611,577
VNS CZK3,621,234,000 $154,205,804
Inflation CZK0 $0
TotalCZK20,294,210,258,042$884,676,852,095
ProductVolume
DKK
USD
Equivalent
IRS DKK441,407,474,010 $66,478,336,255
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK3,150,000,000 $466,851,462
VNS DKK156,001,399 $23,492,387
Inflation DKK0 $0
TotalDKK444,713,475,409$66,968,680,104
ProductVolume
HKD
USD
Equivalent
IRS HKD7,205,163,700,252 $918,986,428,277
OIS HKD0 $0
Basis HKD210,234,834,640 $26,813,377,116
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD777,100,000 $99,072,308
Inflation HKD0 $0
TotalHKD7,416,175,634,892$945,898,877,701
ProductVolume
HUF
USD
Equivalent
IRS HUF78,110,196,459,516 $270,878,271,877
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF62,600,000,000 $219,852,605
FRAs HUF24,851,713,250,000 $87,443,773,046
VNS HUF19,971,400,000 $69,874,659
Inflation HUF0 $0
TotalHUF103,044,481,109,516$358,611,772,187
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR20,901,098,082,338 $297,651,332,547
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR20,901,098,082,338$297,651,332,547
ProductVolume
KRW
USD
Equivalent
IRS KRW1,089,239,372,118,285 $933,700,080,309
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW1,089,239,372,118,285$933,700,080,309
ProductVolume
MXN
USD
Equivalent
IRS MXN860,446,785,001 $44,598,688,648
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN860,446,785,001$44,598,688,648
ProductVolume
NOK
USD
Equivalent
IRS NOK4,347,105,674,088 $496,198,815,045
OIS NOK0 $0
Basis NOK164,530,000,000 $18,729,893,523
Zeroes NOK0 $0
FRAs NOK4,186,712,310,282 $478,928,410,116
VNS NOK10,020,568,713 $1,129,766,577
Inflation NOK0 $0
TotalNOK8,708,368,553,083$994,986,885,261
ProductVolume
NZD
USD
Equivalent
IRS NZD1,628,179,103,391 $1,068,530,848,089
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD107,567,879 $69,629,078
Inflation NZD0 $0
TotalNZD1,628,286,671,270$1,068,600,477,167
ProductVolume
PLN
USD
Equivalent
IRS PLN1,701,798,885,333 $442,974,822,495
OIS PLN0 $0
Basis PLN1,300,000,000 $331,362,200
Zeroes PLN0 $0
FRAs PLN460,173,000,000 $120,508,773,832
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN2,163,271,885,333$563,814,958,527
ProductVolume
SEK
USD
Equivalent
IRS SEK13,029,637,866,385 $1,377,963,656,887
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK7,049,149,000,000 $747,000,974,278
VNS SEK4,702,294,654 $501,563,537
Inflation SEK0 $0
TotalSEK20,083,489,161,039$2,125,466,194,702
ProductVolume
SGD
USD
Equivalent
IRS SGD1,065,136,876,888 $780,611,763,435
OIS SGD0 $0
Basis SGD1,307,500,000 $951,775,571
Zeroes SGD660,000,000 $487,134,212
FRAs SGD0 $0
VNS SGD2,990,422 $2,210,542
Inflation SGD0 $0
TotalSGD1,067,107,367,310$782,052,883,760
ProductVolume
THB
USD
Equivalent
IRS THB3,412,062,468,722 $110,307,982,318
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB3,412,062,468,722$110,307,982,318
ProductVolume
TWD
USD
Equivalent
IRS TWD1,860,834,304,611 $59,903,389,503
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD1,860,834,304,611$59,903,389,503
ProductVolume
ZAR
USD
Equivalent
IRS ZAR17,398,239,307,372 $1,200,963,183,204
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR17,398,779,307,372$1,200,999,311,519
ProductUSD
Equivalent
IRS$79,587,651,860,901
OIS$146,718,271,989,789
Basis$7,358,904,464,148
Zeroes$79,227,415,374
FRAs$39,233,866,528,572
VNS$160,399,712,306
Inflation$1,452,091,390,163
Total$274,590,413,361,253
Show:
ProductUSD
Equivalent
IRS $11,159,542,722,848
OIS $7,697,085,959,596
Basis $3,140,639,237,539
Zeroes $6,630,297,049
FRAs $3,307,661,601,696
VNS $270,308,759,207
Inflation $128,222,946,586
Total$25,710,091,524,521
ProductVolume
EUR
USD
Equivalent
IRS €6,094,497,352,471 $6,705,165,987,189
OIS €4,646,426,047,433 $5,111,997,937,385
Basis €159,556,806,828 $175,544,398,873
Zeroes €14,047,103,387 $15,454,623,146
FRAs €557,635,150,732 $613,510,192,835
VNS €159,906,890,063 $175,929,560,447
Inflation €206,974,058,942 $227,712,859,647
Total€11,839,043,409,856$13,025,315,559,522
ProductVolume
GBP
USD
Equivalent
IRS £1,581,610,167,285 $2,030,708,374,285
OIS £2,125,290,308,924 $2,728,766,492,143
Basis £288,387,001,858 $370,274,491,036
Zeroes £14,549,538,744 $18,680,880,270
FRAs £390,529,534,710 $501,420,396,091
VNS £56,879,430,991 $73,030,345,420
Inflation £246,077,293,370 $315,950,940,822
Total£4,703,323,275,882$6,038,831,920,067
ProductVolume
JPY
USD
Equivalent
IRS ¥124,548,927,927,794 $1,145,014,276,514
OIS ¥19,606,529,721,850 $180,248,492,042
Basis ¥14,210,367,000,000 $130,640,009,193
Zeroes ¥0 $0
FRAs ¥574,000,000,000 $5,276,947,828
VNS ¥7,753,085,318 $71,276,353
Inflation ¥0 $0
Total¥158,947,577,734,962$1,461,251,001,930
ProductVolume
CHF
USD
Equivalent
IRS CHF257,597,455,543 $260,370,400,306
OIS CHF37,533,231,684 $37,937,263,541
Basis CHF30,630,700,000 $30,960,428,564
Zeroes CHF0 $0
FRAs CHF13,530,750,000 $13,676,403,699
VNS CHF785,545,000 $794,001,112
Inflation CHF0 $0
TotalCHF340,077,682,227$343,738,497,222
ProductVolume
AUD
USD
Equivalent
IRS $1,024,214,382,256 $699,640,844,519
OIS $2,041,607,343,106 $1,394,621,976,076
Basis $158,924,660,000 $108,561,435,246
Zeroes $123,102,501 $84,091,318
FRAs $0 $0
VNS $4,794,663,628 $3,275,234,724
Inflation $0 $0
Total$3,229,664,151,491$2,206,183,581,883
ProductVolume
CAD
USD
Equivalent
IRS $1,118,585,531,666 $843,960,715,004
OIS $938,992,808,576 $708,459,943,093
Basis $52,329,311,646 $39,481,901,046
Zeroes $609,886,777 $460,152,993
FRAs $0 $0
VNS $8,051,197,418 $6,074,541,586
Inflation $0 $0
Total$2,118,568,736,083$1,598,437,253,722
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL8,048,494,415 $1,922,464,658
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL8,048,494,415$1,922,464,658
ProductVolume
CLP
USD
Equivalent
IRS CLP620,065,800,000 $780,325,059
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP620,065,800,000$780,325,059
ProductVolume
CNY
USD
Equivalent
IRS CNY1,067,607,739,940 $152,006,170,748
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY1,067,607,739,940$152,006,170,748
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP2,807,854,500,000 $819,034,347
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP2,807,854,500,000$819,034,347
ProductVolume
CZK
USD
Equivalent
IRS CZK4,189,205,601,316 $180,297,206,857
OIS CZK0 $0
Basis CZK1,025,000,000 $44,114,482
Zeroes CZK0 $0
FRAs CZK1,940,772,492,314 $83,527,974,707
VNS CZK5,190,601,050 $223,395,784
Inflation CZK0 $0
TotalCZK6,136,193,694,680$264,092,691,830
ProductVolume
DKK
USD
Equivalent
IRS DKK788,622,627,814 $116,104,533,455
OIS DKK0 $0
Basis DKK3,350,000,000 $493,201,911
Zeroes DKK0 $0
FRAs DKK1,500,000,000 $220,836,677
VNS DKK2,047,561,430 $301,451,108
Inflation DKK0 $0
TotalDKK795,520,189,244$117,120,023,151
ProductVolume
HKD
USD
Equivalent
IRS HKD3,454,127,702,890 $441,154,277,326
OIS HKD0 $0
Basis HKD313,884,000,000 $40,088,636,291
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD963,300,000 $123,030,748
Inflation HKD0 $0
TotalHKD3,768,975,002,890$481,365,944,365
ProductVolume
HUF
USD
Equivalent
IRS HUF22,347,445,344,442 $73,575,469,881
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF38,800,000,000 $127,742,934
FRAs HUF2,467,322,424,946 $8,123,273,330
VNS HUF27,746,719,479 $91,351,736
Inflation HUF0 $0
TotalHUF24,881,314,488,867$81,917,837,881
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR5,858,029,935,772 $81,192,376,102
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR5,858,029,935,772$81,192,376,102
ProductVolume
KRW
USD
Equivalent
IRS KRW466,598,229,547,528 $397,663,297,011
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW466,598,229,547,528$397,663,297,011
ProductVolume
MXN
USD
Equivalent
IRS MXN282,325,651,607 $14,540,052,408
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN282,325,651,607$14,540,052,408
ProductVolume
NOK
USD
Equivalent
IRS NOK1,282,956,993,225 $139,460,942,369
OIS NOK0 $0
Basis NOK148,978,340,000 $16,194,353,980
Zeroes NOK0 $0
FRAs NOK960,963,433,564 $104,459,359,693
VNS NOK29,694,766,563 $3,227,902,533
Inflation NOK0 $0
TotalNOK2,422,593,533,352$263,342,558,575
ProductVolume
NZD
USD
Equivalent
IRS NZD776,832,364,962 $497,794,179,467
OIS NZD0 $0
Basis NZD700,000,000 $448,560,000
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD353,017,957 $226,213,907
Inflation NZD0 $0
TotalNZD777,885,382,919$498,468,953,374
ProductVolume
PLN
USD
Equivalent
IRS PLN867,737,024,532 $222,496,672,957
OIS PLN0 $0
Basis PLN1,300,000,000 $333,333,333
Zeroes PLN0 $0
FRAs PLN201,966,716,536 $51,786,337,573
VNS PLN1,219,562,800 $312,708,410
Inflation PLN0 $0
TotalPLN1,072,223,303,868$274,929,052,273
ProductVolume
SEK
USD
Equivalent
IRS SEK4,227,972,005,874 $433,856,194,998
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK259,811,710 $26,660,754
FRAs SEK1,905,853,415,946 $195,570,431,904
VNS SEK16,025,405,022 $1,644,457,730
Inflation SEK0 $0
TotalSEK6,150,110,638,552$631,097,745,386
ProductVolume
SGD
USD
Equivalent
IRS SGD793,662,219,008 $582,312,057,675
OIS SGD0 $0
Basis SGD1,299,200,000 $953,226,457
Zeroes SGD440,000,000 $322,829,157
FRAs SGD0 $0
VNS SGD122,990,422 $90,238,396
Inflation SGD0 $0
TotalSGD795,524,409,430$583,678,351,685
ProductVolume
THB
USD
Equivalent
IRS THB1,012,603,197,800 $33,502,173,624
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB1,012,603,197,800$33,502,173,624
ProductVolume
TWD
USD
Equivalent
IRS TWD417,943,835,515 $13,689,611,383
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD417,943,835,515$13,689,611,383
ProductVolume
ZAR
USD
Equivalent
IRS ZAR9,954,737,639,369 $666,247,541,369
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,070,475
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR9,955,007,639,369$666,265,611,844
ProductUSD
Equivalent
IRS$26,811,806,491,910
OIS$17,941,129,474,325
Basis$4,054,657,327,951
Zeroes$41,805,348,096
FRAs$4,885,233,756,033
VNS$535,724,469,201
Inflation$671,886,747,055
Total$54,942,243,614,571

Figures as of COB Nov 13, 2019.

Notional Outstanding by Product

As of COB Nov 13, 2019

Daily Notional by Tenor
 

As of COB Nov 13, 2019

Notional Outstanding by Tenor
 

As of COB Nov 13, 2019

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

Volume and Notional Outstanding Totals
CurrencyDailyWeeklyYTDNotional Outstanding
USD
$2,507,808,629,356
$9,092,636,064,359
$575,658,876,824,092
$137,657,634,747,144
EUR
€915,853,851,184
€4,256,532,919,220
€242,272,037,535,669
€83,897,569,752,713
GBP
£207,743,339,858
£1,778,613,711,775
£95,717,069,217,230
£36,142,010,683,203
JPY
¥12,329,025,980,400
¥45,286,313,417,000
¥1,614,336,766,701,950
¥1,207,513,231,768,320
CHF
CHF11,306,062,000
CHF145,699,628,954
CHF5,346,870,816,569
CHF3,348,815,136,499
AUD
$321,785,519,904
$1,764,602,047,282
$93,381,456,322,465
$30,645,936,197,394
CAD
$133,545,790,313
$1,145,114,695,455
$29,781,884,362,534
$17,729,580,005,072
Other*
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$271,632,603,694
$1,025,449,750,782
$45,780,655,697,985
$29,725,520,022,748
BRL
BRL980,977,371
BRL5,810,383,645
BRL26,558,439,470
BRL23,324,428,724
CLP
CLP172,000,000,000
CLP43,134,800,000
CLP4,121,248,544,144
CLP2,766,270,572,072
CNY
CNY55,341,880,000
CNY321,372,542,364
CNY16,877,193,195,533
CNY10,987,951,591,242
COP
COP265,682,200,000
COP553,314,800,000
COP9,525,031,000,000
COP7,460,449,000,000
CZK
CZK302,899,696,534
CZK1,515,918,636,340
CZK75,915,314,070,807
CZK35,187,541,729,412
DKK
DKK9,920,000,000
DKK23,000,000,000
DKK1,566,549,107,620
DKK4,493,644,589,677
HKD
HKD211,776,824,000
HKD380,129,338,398
HKD32,282,331,497,943
HKD21,452,514,608,322
HUF
HUF1,820,792,356,000
HUF9,681,098,563,894
HUF492,194,828,788,488
HUF233,660,175,729,745
INR
INR254,596,000,000
INR1,812,741,429,650
INR90,939,051,197,252
INR71,146,517,542,276
KRW
KRW31,943,647,800,000
KRW186,054,936,322,254
KRW3,606,628,246,829,077
KRW2,280,268,762,382,660
MXN
MXN13,827,888,658
MXN68,995,299,092
MXN2,050,998,028,058
MXN1,833,171,506,867
NOK
NOK642,131,178,298
NOK844,087,960,238
NOK37,898,670,956,123
NOK24,303,609,920,908
NZD
NZD41,873,095,815
NZD203,086,747,598
NZD8,018,457,117,676
NZD7,409,978,223,492
PLN
PLN45,642,000,000
PLN145,999,401,328
PLN7,087,999,056,671
PLN5,021,722,301,424
SEK
SEK368,512,602,000
SEK1,484,055,019,624
SEK89,569,695,257,965
SEK48,907,568,687,237
SGD
SGD17,843,080,566
SGD76,889,369,935
SGD4,363,460,036,361
SGD3,777,501,961,053
THB
THB77,220,000,000
THB579,599,425,218
THB17,610,604,744,168
THB10,880,844,160,699
TWD
TWD12,318,000,000
TWD123,051,989,710
TWD5,857,609,938,271
TWD3,694,963,969,539
ZAR
ZAR328,990,962,000
ZAR2,145,927,836,262
ZAR65,552,827,509,331
ZAR37,229,905,038,736
Total in USD$4,499,138,313,329$19,758,316,486,191$1,122,827,691,584,858$354,888,693,397,453

Figures as of COB Nov 13, 2019. Weekly figures as of COB Nov 8, 2019. *Other: BRL, CLP, CNY, COP, CZK, DKK, HKD, HUF, INR, KRW, MXN, NOK, NZD, PLN, SEK, SGD, THB, TWD, ZAR

Volumes by Product
Show:
ProductUSD
Equivalent
IRS $493,518,849,204
OIS $605,838,050,000
Basis $58,993,000,000
Zeroes $0
FRAs $1,341,856,000,000
VNS $1,198,911,170
Inflation $6,403,818,982
Total$2,507,808,629,356
ProductVolume
EUR
USD
Equivalent
IRS €609,568,743,184 $670,647,531,251
OIS €238,556,856,000 $262,460,252,971
Basis €0 $0
Zeroes €0 $0
FRAs €47,860,000,000 $52,655,572,000
VNS €43,650,000 $48,023,730
Inflation €19,824,602,000 $21,811,027,120
Total€915,853,851,184$1,007,622,407,072
ProductVolume
GBP
USD
Equivalent
IRS £55,853,252,962 $71,712,784,141
OIS £100,721,056,950 $129,320,801,071
Basis £16,616,510,796 $21,334,769,037
Zeroes £20,312,298 $26,079,975
FRAs £22,334,400,000 $28,676,252,880
VNS £83,452,830 $107,149,261
Inflation £12,114,354,022 $15,554,224,847
Total£207,743,339,858$266,732,061,212
ProductVolume
JPY
USD
Equivalent
IRS ¥11,816,225,980,400 $108,629,979,135
OIS ¥330,000,000,000 $3,033,785,337
Basis ¥182,800,000,000 $1,680,533,211
Zeroes ¥0 $0
FRAs ¥0 $0
VNS ¥0 $0
Inflation ¥0 $0
Total¥12,329,025,980,400$113,344,297,683
ProductVolume
CHF
USD
Equivalent
IRS CHF7,104,062,000 $7,180,534,694
OIS CHF4,000,000,000 $4,043,058,574
Basis CHF100,000,000 $101,076,464
Zeroes CHF0 $0
FRAs CHF0 $0
VNS CHF102,000,000 $103,097,994
Inflation CHF0 $0
TotalCHF11,306,062,000$11,427,767,726
ProductVolume
AUD
USD
Equivalent
IRS $96,422,232,000 $65,866,026,679
OIS $213,203,287,904 $145,639,165,967
Basis $12,160,000,000 $8,306,496,000
Zeroes $0 $0
FRAs $0 $0
VNS $0 $0
Inflation $0 $0
Total$321,785,519,904$219,811,688,646
ProductVolume
CAD
USD
Equivalent
IRS $77,519,998,000 $58,488,002,113
OIS $39,852,000,000 $30,067,904,029
Basis $15,800,000,000 $11,920,929,531
Zeroes $40,318,000 $30,419,496
FRAs $0 $0
VNS $333,474,313 $251,602,771
Inflation $0 $0
Total$133,545,790,313$100,758,857,940
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL980,977,371 $234,316,411
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL980,977,371$234,316,411
ProductVolume
CLP
USD
Equivalent
IRS CLP172,000,000,000 $216,454,302
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP172,000,000,000$216,454,302
ProductVolume
CNY
USD
Equivalent
IRS CNY55,341,880,000 $7,879,586,243
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY55,341,880,000$7,879,586,243
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP265,682,200,000 $77,497,907
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP265,682,200,000$77,497,907
ProductVolume
CZK
USD
Equivalent
IRS CZK221,299,696,534 $9,524,411,299
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK81,600,000,000 $3,511,943,189
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK302,899,696,534$13,036,354,488
ProductVolume
DKK
USD
Equivalent
IRS DKK9,920,000,000 $1,460,466,554
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK0 $0
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK9,920,000,000$1,460,466,554
ProductVolume
HKD
USD
Equivalent
IRS HKD206,576,824,000 $26,383,578,531
OIS HKD0 $0
Basis HKD5,200,000,000 $664,133,593
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD211,776,824,000$27,047,712,124
ProductVolume
HUF
USD
Equivalent
IRS HUF1,820,792,356,000 $5,994,674,160
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF0 $0
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF1,820,792,356,000$5,994,674,160
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR254,596,000,000 $3,528,704,089
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR254,596,000,000$3,528,704,089
ProductVolume
KRW
USD
Equivalent
IRS KRW31,943,647,800,000 $27,224,313,121
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW31,943,647,800,000$27,224,313,121
ProductVolume
MXN
USD
Equivalent
IRS MXN13,827,888,658 $712,150,046
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN13,827,888,658$712,150,046
ProductVolume
NOK
USD
Equivalent
IRS NOK25,284,840,000 $2,748,531,426
OIS NOK0 $0
Basis NOK1,600,000,000 $173,924,386
Zeroes NOK0 $0
FRAs NOK614,326,000,000 $66,778,920,364
VNS NOK920,338,298 $100,043,296
Inflation NOK0 $0
TotalNOK642,131,178,298$69,801,419,472
ProductVolume
NZD
USD
Equivalent
IRS NZD41,868,438,666 $26,829,295,497
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD4,657,149 $2,984,301
Inflation NZD0 $0
TotalNZD41,873,095,815$26,832,279,798
ProductVolume
PLN
USD
Equivalent
IRS PLN45,642,000,000 $11,703,076,923
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN0 $0
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN45,642,000,000$11,703,076,923
ProductVolume
SEK
USD
Equivalent
IRS SEK367,842,602,000 $37,746,416,353
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK0 $0
VNS SEK670,000,000 $68,752,501
Inflation SEK0 $0
TotalSEK368,512,602,000$37,815,168,854
ProductVolume
SGD
USD
Equivalent
IRS SGD17,843,080,566 $13,091,515,144
OIS SGD0 $0
Basis SGD0 $0
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD17,843,080,566$13,091,515,144
ProductVolume
THB
USD
Equivalent
IRS THB77,220,000,000 $2,554,838,710
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB77,220,000,000$2,554,838,710
ProductVolume
TWD
USD
Equivalent
IRS TWD12,318,000,000 $403,471,995
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD12,318,000,000$403,471,995
ProductVolume
ZAR
USD
Equivalent
IRS ZAR328,990,962,000 $22,018,603,353
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR328,990,962,000$22,018,603,353
ProductUSD
Equivalent
IRS$1,672,769,407,285
OIS$1,184,009,219,945
Basis$103,174,862,222
Zeroes$56,499,471
FRAs$1,493,478,688,433
VNS$1,880,565,024
Inflation$43,769,070,949
Total$4,499,138,313,329
Show:
ProductUSD
Equivalent
IRS $2,153,137,466,716
OIS $3,180,034,650,731
Basis $359,616,362,666
Zeroes $706,000,000
FRAs $3,359,763,800,000
VNS $7,778,018,038
Inflation $31,599,766,208
Total$9,092,636,064,359
ProductVolume
EUR
USD
Equivalent
IRS €2,012,330,515,556 $2,225,781,617,096
OIS €981,243,605,072 $1,085,926,524,539
Basis €6,905,400,000 $7,642,488,300
Zeroes €467,344,200 $516,677,783
FRAs €1,214,384,400,000 $1,343,651,787,500
VNS €1,990,552,392 $2,203,428,912
Inflation €39,211,102,000 $43,372,744,131
Total€4,256,532,919,220$4,709,095,268,261
ProductVolume
GBP
USD
Equivalent
IRS £393,067,594,194 $504,826,969,249
OIS £925,084,651,046 $1,188,301,156,048
Basis £91,402,470,888 $117,456,601,879
Zeroes £4,916,783,385 $6,323,688,876
FRAs £311,277,000,000 $400,586,594,100
VNS £1,204,425,686 $1,546,959,711
Inflation £51,660,786,576 $66,366,396,929
Total£1,778,613,711,775$2,285,408,366,792
ProductVolume
JPY
USD
Equivalent
IRS ¥42,895,101,417,000 $393,224,176,237
OIS ¥1,830,112,000,000 $16,759,361,055
Basis ¥539,700,000,000 $4,951,811,238
Zeroes ¥0 $0
FRAs ¥21,400,000,000 $195,782,444
VNS ¥0 $0
Inflation ¥0 $0
Total¥45,286,313,417,000$415,131,130,974
ProductVolume
CHF
USD
Equivalent
IRS CHF62,500,628,954 $62,892,748,784
OIS CHF26,194,000,000 $26,398,122,162
Basis CHF1,400,000,000 $1,405,000,275
Zeroes CHF0 $0
FRAs CHF55,605,000,000 $56,027,798,090
VNS CHF0 $0
Inflation CHF0 $0
TotalCHF145,699,628,954$146,723,669,311
ProductVolume
AUD
USD
Equivalent
IRS $475,702,159,599 $327,427,821,226
OIS $1,231,597,950,000 $848,073,762,948
Basis $57,254,801,600 $39,396,028,221
Zeroes $0 $0
FRAs $0 $0
VNS $47,136,083 $32,435,021
Inflation $0 $0
Total$1,764,602,047,282$1,214,930,047,416
ProductVolume
CAD
USD
Equivalent
IRS $320,935,769,179 $243,476,022,690
OIS $796,701,730,000 $604,595,736,332
Basis $26,152,300,000 $19,863,722,153
Zeroes $197,179,754 $149,635,460
FRAs $0 $0
VNS $1,127,716,522 $857,071,661
Inflation $0 $0
Total$1,145,114,695,455$868,942,188,296
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL5,810,383,645 $1,448,110,731
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL5,810,383,645$1,448,110,731
ProductVolume
CLP
USD
Equivalent
IRS CLP43,134,800,000 $58,262,958
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP43,134,800,000$58,262,958
ProductVolume
CNY
USD
Equivalent
IRS CNY321,372,542,364 $45,866,377,490
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY321,372,542,364$45,866,377,490
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP553,314,800,000 $166,434,619
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP553,314,800,000$166,434,619
ProductVolume
CZK
USD
Equivalent
IRS CZK893,404,636,340 $38,708,571,128
OIS CZK0 $0
Basis CZK0 $0
Zeroes CZK0 $0
FRAs CZK622,514,000,000 $27,020,288,782
VNS CZK0 $0
Inflation CZK0 $0
TotalCZK1,515,918,636,340$65,728,859,910
ProductVolume
DKK
USD
Equivalent
IRS DKK14,000,000,000 $2,071,065,635
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK9,000,000,000 $1,340,402,717
VNS DKK0 $0
Inflation DKK0 $0
TotalDKK23,000,000,000$3,411,468,352
ProductVolume
HKD
USD
Equivalent
IRS HKD369,869,338,398 $47,238,691,004
OIS HKD0 $0
Basis HKD10,260,000,000 $1,310,886,962
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD0 $0
Inflation HKD0 $0
TotalHKD380,129,338,398$48,549,577,966
ProductVolume
HUF
USD
Equivalent
IRS HUF8,731,098,563,894 $29,142,999,509
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF0 $0
FRAs HUF950,000,000,000 $3,155,522,560
VNS HUF0 $0
Inflation HUF0 $0
TotalHUF9,681,098,563,894$32,298,522,069
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR1,812,741,429,650 $25,515,840,581
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR1,812,741,429,650$25,515,840,581
ProductVolume
KRW
USD
Equivalent
IRS KRW186,054,936,322,254 $160,572,812,402
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW186,054,936,322,254$160,572,812,402
ProductVolume
MXN
USD
Equivalent
IRS MXN68,995,299,092 $3,605,990,783
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN68,995,299,092$3,605,990,783
ProductVolume
NOK
USD
Equivalent
IRS NOK380,162,820,204 $41,527,236,190
OIS NOK0 $0
Basis NOK9,120,000,000 $995,571,965
Zeroes NOK0 $0
FRAs NOK453,880,000,000 $49,681,207,744
VNS NOK925,140,034 $100,894,970
Inflation NOK0 $0
TotalNOK844,087,960,238$92,304,910,869
ProductVolume
NZD
USD
Equivalent
IRS NZD203,086,747,598 $129,473,337,378
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD0 $0
Inflation NZD0 $0
TotalNZD203,086,747,598$129,473,337,378
ProductVolume
PLN
USD
Equivalent
IRS PLN127,449,401,328 $33,015,811,452
OIS PLN0 $0
Basis PLN0 $0
Zeroes PLN0 $0
FRAs PLN18,550,000,000 $4,811,227,760
VNS PLN0 $0
Inflation PLN0 $0
TotalPLN145,999,401,328$37,827,039,212
ProductVolume
SEK
USD
Equivalent
IRS SEK727,294,619,624 $75,334,330,388
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK756,470,000,000 $78,475,569,457
VNS SEK290,400,000 $30,165,944
Inflation SEK0 $0
TotalSEK1,484,055,019,624$153,840,065,789
ProductVolume
SGD
USD
Equivalent
IRS SGD76,609,369,935 $56,369,724,107
OIS SGD0 $0
Basis SGD280,000,000 $206,284,304
Zeroes SGD0 $0
FRAs SGD0 $0
VNS SGD0 $0
Inflation SGD0 $0
TotalSGD76,889,369,935$56,576,008,411
ProductVolume
THB
USD
Equivalent
IRS THB579,599,425,218 $19,121,644,446
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB579,599,425,218$19,121,644,446
ProductVolume
TWD
USD
Equivalent
IRS TWD123,051,989,710 $4,048,636,587
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD123,051,989,710$4,048,636,587
ProductVolume
ZAR
USD
Equivalent
IRS ZAR2,145,927,836,262 $145,035,850,229
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR0 $0
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR2,145,927,836,262$145,035,850,229
ProductUSD
Equivalent
IRS$6,743,406,274,415
OIS$6,975,771,589,015
Basis$552,844,757,963
Zeroes$7,696,002,119
FRAs$5,324,709,981,154
VNS$12,548,974,257
Inflation$141,338,907,268
Total$19,758,316,486,191
Show:
ProductUSD
Equivalent
IRS $119,041,488,254,622
OIS $217,735,856,030,528
Basis $23,516,319,508,354
Zeroes $85,043,824,923
FRAs $213,962,344,298,060
VNS $291,899,738,242
Inflation $1,025,925,169,363
Total$575,658,876,824,092
ProductVolume
EUR
USD
Equivalent
IRS €91,613,397,157,900 $102,784,020,683,477
OIS €83,385,895,406,918 $93,471,653,309,586
Basis €576,733,200,776 $645,758,948,363
Zeroes €57,389,526,357 $63,428,144,541
FRAs €64,437,217,365,995 $72,319,498,000,007
VNS €147,958,820,408 $165,610,078,087
Inflation €2,053,446,057,315 $2,304,265,020,062
Total€242,272,037,535,669$271,754,234,184,123
ProductVolume
GBP
USD
Equivalent
IRS £19,190,042,429,363 $24,372,873,970,730
OIS £42,845,097,654,668 $54,494,278,703,910
Basis £4,118,563,399,826 $5,241,746,098,360
Zeroes £76,351,915,171 $97,222,457,094
FRAs £27,893,525,682,858 $35,575,545,533,365
VNS £62,702,525,249 $79,442,355,672
Inflation £1,530,785,610,095 $1,949,097,996,860
Total£95,717,069,217,230$121,810,207,115,991
ProductVolume
JPY
USD
Equivalent
IRS ¥1,412,988,620,401,244 $12,958,554,411,054
OIS ¥133,688,344,300,706 $1,230,420,480,956
Basis ¥62,673,202,000,000 $575,219,603,410
Zeroes ¥0 $0
FRAs ¥4,986,600,000,000 $45,694,019,512
VNS ¥0 $0
Inflation ¥0 $0
Total¥1,614,336,766,701,950$14,809,888,514,932
ProductVolume
CHF
USD
Equivalent
IRS CHF2,443,004,391,263 $2,457,210,791,601
OIS CHF515,902,660,000 $517,686,334,422
Basis CHF111,474,608,554 $112,361,438,713
Zeroes CHF0 $0
FRAs CHF2,275,909,100,000 $2,283,264,071,175
VNS CHF580,056,752 $583,403,900
Inflation CHF0 $0
TotalCHF5,346,870,816,569$5,371,106,039,811
ProductVolume
AUD
USD
Equivalent
IRS $22,897,091,451,360 $15,942,866,672,352
OIS $68,019,998,411,410 $47,552,119,054,004
Basis $2,442,728,216,000 $1,695,987,442,590
Zeroes $16,650,000,000 $11,643,715,000
FRAs $0 $0
VNS $4,988,243,695 $3,481,777,244
Inflation $0 $0
Total$93,381,456,322,465$65,206,098,661,190
ProductVolume
CAD
USD
Equivalent
IRS $15,175,581,959,607 $11,431,481,756,438
OIS $13,903,970,916,004 $10,476,084,357,030
Basis $618,453,290,000 $465,801,246,399
Zeroes $6,554,576,382 $4,938,355,800
FRAs $0 $0
VNS $77,323,620,541 $58,318,831,067
Inflation $0 $0
Total$29,781,884,362,534$22,436,624,546,734
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL26,558,439,470 $6,586,486,316
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL26,558,439,470$6,586,486,316
ProductVolume
CLP
USD
Equivalent
IRS CLP4,121,248,544,144 $5,802,150,950
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP4,121,248,544,144$5,802,150,950
ProductVolume
CNY
USD
Equivalent
IRS CNY16,877,193,195,533 $2,458,969,505,087
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY16,877,193,195,533$2,458,969,505,087
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP9,525,031,000,000 $2,795,979,416
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP9,525,031,000,000$2,795,979,416
ProductVolume
CZK
USD
Equivalent
IRS CZK38,137,414,658,807 $1,662,664,035,151
OIS CZK0 $0
Basis CZK2,050,000,000 $87,680,112
Zeroes CZK0 $0
FRAs CZK37,717,589,412,000 $1,646,499,768,364
VNS CZK58,260,000,000 $2,512,173,046
Inflation CZK0 $0
TotalCZK75,915,314,070,807$3,311,763,656,673
ProductVolume
DKK
USD
Equivalent
IRS DKK1,470,962,539,355 $221,525,617,930
OIS DKK0 $0
Basis DKK0 $0
Zeroes DKK0 $0
FRAs DKK95,200,000,000 $14,173,848,664
VNS DKK386,568,265 $57,889,083
Inflation DKK0 $0
TotalDKK1,566,549,107,620$235,757,355,677
ProductVolume
HKD
USD
Equivalent
IRS HKD31,541,267,628,663 $4,023,364,529,876
OIS HKD0 $0
Basis HKD739,509,669,280 $94,333,056,540
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,554,200,000 $198,208,657
Inflation HKD0 $0
TotalHKD32,282,331,497,943$4,117,895,795,073
ProductVolume
HUF
USD
Equivalent
IRS HUF239,043,576,688,488 $829,303,138,076
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF133,200,000,000 $466,447,647
FRAs HUF252,715,166,500,000 $885,525,269,824
VNS HUF302,885,600,000 $1,070,125,570
Inflation HUF0 $0
TotalHUF492,194,828,788,488$1,716,364,981,117
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR90,939,051,197,252 $1,294,403,924,433
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR90,939,051,197,252$1,294,403,924,433
ProductVolume
KRW
USD
Equivalent
IRS KRW3,606,628,246,829,077 $3,092,553,630,593
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW3,606,628,246,829,077$3,092,553,630,593
ProductVolume
MXN
USD
Equivalent
IRS MXN2,050,998,028,058 $106,408,155,539
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN2,050,998,028,058$106,408,155,539
ProductVolume
NOK
USD
Equivalent
IRS NOK11,867,180,138,407 $1,355,028,162,620
OIS NOK0 $0
Basis NOK266,370,000,000 $30,314,359,925
Zeroes NOK0 $0
FRAs NOK25,733,852,620,564 $2,939,559,523,913
VNS NOK31,268,197,152 $3,576,814,498
Inflation NOK0 $0
TotalNOK37,898,670,956,123$4,328,478,860,956
ProductVolume
NZD
USD
Equivalent
IRS NZD8,018,173,731,919 $5,274,385,608,086
OIS NZD0 $0
Basis NZD0 $0
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD283,385,757 $184,466,956
Inflation NZD0 $0
TotalNZD8,018,457,117,676$5,274,570,075,042
ProductVolume
PLN
USD
Equivalent
IRS PLN4,963,420,856,671 $1,292,157,048,432
OIS PLN0 $0
Basis PLN1,500,000,000 $383,602,663
Zeroes PLN0 $0
FRAs PLN2,122,490,000,000 $554,452,206,717
VNS PLN588,200,000 $152,676,115
Inflation PLN0 $0
TotalPLN7,087,999,056,671$1,847,145,533,927
ProductVolume
SEK
USD
Equivalent
IRS SEK40,170,797,888,658 $4,250,091,797,181
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK0 $0
FRAs SEK49,389,498,000,000 $5,244,291,383,858
VNS SEK9,399,369,307 $1,002,663,903
Inflation SEK0 $0
TotalSEK89,569,695,257,965$9,495,385,844,942
ProductVolume
SGD
USD
Equivalent
IRS SGD4,360,844,055,517 $3,197,114,492,127
OIS SGD0 $0
Basis SGD1,710,000,000 $1,247,666,014
Zeroes SGD900,000,000 $663,076,633
FRAs SGD0 $0
VNS SGD5,980,844 $4,421,085
Inflation SGD0 $0
TotalSGD4,363,460,036,361$3,199,029,655,859
ProductVolume
THB
USD
Equivalent
IRS THB17,610,604,744,168 $567,757,139,413
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB17,610,604,744,168$567,757,139,413
ProductVolume
TWD
USD
Equivalent
IRS TWD5,857,609,938,271 $188,729,923,196
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD5,857,609,938,271$188,729,923,196
ProductVolume
ZAR
USD
Equivalent
IRS ZAR65,552,287,509,331 $4,530,220,915,461
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR540,000,000 $36,128,315
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR65,552,827,509,331$4,530,257,043,776
ProductUSD
Equivalent
IRS$322,051,158,876,308
OIS$426,775,298,174,285
Basis$32,379,560,651,443
Zeroes$263,442,149,953
FRAs$335,470,847,923,459
VNS$608,095,623,125
Inflation$5,279,288,186,285
Total$1,122,827,691,584,858
Show:
ProductUSD
Equivalent
IRS $51,995,761,290,921
OIS $24,094,104,830,429
Basis $20,441,872,619,489
Zeroes $93,513,729,428
FRAs $38,434,413,800,897
VNS $1,277,680,687,459
Inflation $1,320,287,788,520
Total$137,657,634,747,143
ProductVolume
EUR
USD
Equivalent
IRS €46,322,178,429,845 $50,963,660,708,515
OIS €18,853,859,362,950 $20,743,016,071,118
Basis €1,038,194,689,571 $1,142,221,797,466
Zeroes €130,132,327,529 $143,171,586,748
FRAs €14,707,880,629,455 $16,181,610,268,527
VNS €714,865,995,333 $786,495,568,066
Inflation €2,130,458,318,029 $2,343,930,241,496
Total€83,897,569,752,712$92,304,106,241,936
ProductVolume
GBP
USD
Equivalent
IRS £11,737,228,515,320 $15,070,014,552,245
OIS £8,343,660,245,329 $10,712,842,571,990
Basis £6,068,301,768,602 $7,791,396,055,796
Zeroes £311,322,398,872 $399,722,394,032
FRAs £7,186,204,879,422 $9,226,727,754,934
VNS £296,902,335,675 $381,207,753,889
Inflation £2,198,390,539,984 $2,822,623,533,812
Total£36,142,010,683,204$46,404,534,616,698
ProductVolume
JPY
USD
Equivalent
IRS ¥912,518,552,100,125 $8,389,046,675,248
OIS ¥105,814,844,894,052 $972,786,438,925
Basis ¥187,498,493,351,753 $1,723,727,817,529
Zeroes ¥0 $0
FRAs ¥1,569,400,000,000 $14,427,947,598
VNS ¥111,941,422,393 $1,029,109,836
Inflation ¥0 $0
Total¥1,207,513,231,768,323$11,101,017,989,136
ProductVolume
CHF
USD
Equivalent
IRS CHF1,976,751,405,706 $1,998,030,429,783
OIS CHF241,357,708,501 $243,955,838,178
Basis CHF516,875,003,701 $522,438,978,826
Zeroes CHF701,378,193 $708,928,279
FRAs CHF610,026,671,006 $616,593,390,616
VNS CHF3,102,969,392 $3,136,371,751
Inflation CHF0 $0
TotalCHF3,348,815,136,499$3,384,863,937,433
ProductVolume
AUD
USD
Equivalent
IRS $15,524,940,033,130 $10,605,086,536,631
OIS $11,052,680,395,851 $7,550,085,978,406
Basis $4,031,105,098,898 $2,753,647,893,057
Zeroes $6,969,294,513 $4,760,725,082
FRAs $0 $0
VNS $30,241,375,002 $20,657,883,264
Inflation $0 $0
Total$30,645,936,197,394$20,934,239,016,440
ProductVolume
CAD
USD
Equivalent
IRS $12,765,564,625,630 $9,631,480,779,863
OIS $3,704,724,291,781 $2,795,174,507,153
Basis $1,028,821,321,777 $776,234,587,126
Zeroes $16,934,685,411 $12,777,037,431
FRAs $0 $0
VNS $213,535,080,473 $161,109,914,345
Inflation $0 $0
Total$17,729,580,005,072$13,376,776,825,918
ProductUSD
Equivalent
IRS $0
OIS $0
Basis $0
Zeroes $0
FRAs $0
VNS $0
Inflation $0
Total$0
ProductVolume
BRL
USD
Equivalent
IRS BRL23,324,428,724 $5,571,276,761
OIS BRL0 $0
Basis BRL0 $0
Zeroes BRL0 $0
FRAs BRL0 $0
VNS BRL0 $0
Inflation BRL0 $0
TotalBRL23,324,428,724$5,571,276,761
ProductVolume
CLP
USD
Equivalent
IRS CLP2,766,270,572,072 $3,481,227,714
OIS CLP0 $0
Basis CLP0 $0
Zeroes CLP0 $0
FRAs CLP0 $0
VNS CLP0 $0
Inflation CLP0 $0
TotalCLP2,766,270,572,072$3,481,227,714
ProductVolume
CNY
USD
Equivalent
IRS CNY10,987,951,591,242 $1,564,466,407,712
OIS CNY0 $0
Basis CNY0 $0
Zeroes CNY0 $0
FRAs CNY0 $0
VNS CNY0 $0
Inflation CNY0 $0
TotalCNY10,987,951,591,242$1,564,466,407,712
ProductVolume
COP
USD
Equivalent
IRS COP0 $0
OIS COP7,460,449,000,000 $2,176,168,307
Basis COP0 $0
Zeroes COP0 $0
FRAs COP0 $0
VNS COP0 $0
Inflation COP0 $0
TotalCOP7,460,449,000,000$2,176,168,307
ProductVolume
CZK
USD
Equivalent
IRS CZK22,753,173,968,586 $979,262,920,963
OIS CZK0 $0
Basis CZK2,050,000,000 $88,228,965
Zeroes CZK6,250,000,000 $268,990,747
FRAs CZK12,364,669,026,726 $532,157,048,708
VNS CZK61,398,734,100 $2,642,510,613
Inflation CZK0 $0
TotalCZK35,187,541,729,412$1,514,419,699,996
ProductVolume
DKK
USD
Equivalent
IRS DKK4,433,459,793,753 $652,713,684,329
OIS DKK0 $0
Basis DKK6,700,000,000 $986,403,822
Zeroes DKK15,500,000,000 $2,281,978,991
FRAs DKK34,000,000,000 $5,005,631,335
VNS DKK3,984,795,924 $586,659,392
Inflation DKK0 $0
TotalDKK4,493,644,589,677$661,574,357,869
ProductVolume
HKD
USD
Equivalent
IRS HKD20,416,912,173,682 $2,607,607,161,618
OIS HKD0 $0
Basis HKD1,034,075,834,640 $132,070,096,062
Zeroes HKD0 $0
FRAs HKD0 $0
VNS HKD1,526,600,000 $194,974,297
Inflation HKD0 $0
TotalHKD21,452,514,608,322$2,739,872,231,977
ProductVolume
HUF
USD
Equivalent
IRS HUF194,888,411,008,634 $641,639,623,384
OIS HUF0 $0
Basis HUF0 $0
Zeroes HUF120,600,000,000 $397,056,645
FRAs HUF37,923,571,282,153 $124,857,429,279
VNS HUF727,593,438,958 $2,395,487,642
Inflation HUF0 $0
TotalHUF233,660,175,729,745$769,289,596,950
ProductVolume
INR
USD
Equivalent
IRS INR0 $0
OIS INR71,146,517,542,276 $986,091,719,228
Basis INR0 $0
Zeroes INR0 $0
FRAs INR0 $0
VNS INR0 $0
Inflation INR0 $0
TotalINR71,146,517,542,276$986,091,719,228
ProductVolume
KRW
USD
Equivalent
IRS KRW2,280,268,762,382,660 $1,943,383,272,155
OIS KRW0 $0
Basis KRW0 $0
Zeroes KRW0 $0
FRAs KRW0 $0
VNS KRW0 $0
Inflation KRW0 $0
TotalKRW2,280,268,762,382,660$1,943,383,272,155
ProductVolume
MXN
USD
Equivalent
IRS MXN1,833,171,506,867 $94,410,159,440
OIS MXN0 $0
Basis MXN0 $0
Zeroes MXN0 $0
FRAs MXN0 $0
VNS MXN0 $0
Inflation MXN0 $0
TotalMXN1,833,171,506,867$94,410,159,440
ProductVolume
NOK
USD
Equivalent
IRS NOK11,113,163,375,969 $1,208,031,325,518
OIS NOK0 $0
Basis NOK300,376,480,000 $32,651,746,853
Zeroes NOK0 $0
FRAs NOK12,817,122,315,044 $1,393,256,333,570
VNS NOK72,947,749,895 $7,929,620,399
Inflation NOK0 $0
TotalNOK24,303,609,920,908$2,641,869,026,340
ProductVolume
NZD
USD
Equivalent
IRS NZD7,405,374,995,794 $4,745,364,297,305
OIS NZD0 $0
Basis NZD3,546,000,000 $2,272,276,800
Zeroes NZD0 $0
FRAs NZD0 $0
VNS NZD1,057,227,698 $677,471,509
Inflation NZD0 $0
TotalNZD7,409,978,223,492$4,748,314,045,614
ProductVolume
PLN
USD
Equivalent
IRS PLN4,040,738,905,394 $1,036,086,898,819
OIS PLN0 $0
Basis PLN1,500,000,000 $384,615,385
Zeroes PLN1,700,000,000 $435,897,436
FRAs PLN975,002,420,430 $250,000,620,623
VNS PLN2,780,975,600 $713,070,667
Inflation PLN0 $0
TotalPLN5,021,722,301,424$1,287,621,102,930
ProductVolume
SEK
USD
Equivalent
IRS SEK31,286,848,675,922 $3,210,521,049,135
OIS SEK0 $0
Basis SEK0 $0
Zeroes SEK992,110,182 $101,806,055
FRAs SEK17,566,681,708,099 $1,802,616,874,952
VNS SEK53,046,193,034 $5,443,370,826
Inflation SEK0 $0
TotalSEK48,907,568,687,237$5,018,683,100,968
ProductVolume
SGD
USD
Equivalent
IRS SGD3,773,382,580,209 $2,768,540,724,318
OIS SGD0 $0
Basis SGD3,133,400,000 $2,298,983,822
Zeroes SGD740,000,000 $542,939,946
FRAs SGD0 $0
VNS SGD245,980,844 $180,476,792
Inflation SGD0 $0
TotalSGD3,777,501,961,053$2,771,563,124,878
ProductVolume
THB
USD
Equivalent
IRS THB10,880,844,160,699 $359,994,844,026
OIS THB0 $0
Basis THB0 $0
Zeroes THB0 $0
FRAs THB0 $0
VNS THB0 $0
Inflation THB0 $0
TotalTHB10,880,844,160,699$359,994,844,026
ProductVolume
TWD
USD
Equivalent
IRS TWD3,694,963,969,539 $121,027,316,395
OIS TWD0 $0
Basis TWD0 $0
Zeroes TWD0 $0
FRAs TWD0 $0
VNS TWD0 $0
Inflation TWD0 $0
TotalTWD3,694,963,969,539$121,027,316,395
ProductVolume
ZAR
USD
Equivalent
IRS ZAR37,229,635,038,736 $2,491,693,273,014
OIS ZAR0 $0
Basis ZAR0 $0
Zeroes ZAR270,000,000 $18,070,475
FRAs ZAR0 $0
VNS ZAR0 $0
Inflation ZAR0 $0
TotalZAR37,229,905,038,736$2,491,711,343,489
ProductUSD
Equivalent
IRS$173,086,876,435,812
OIS$68,100,234,123,734
Basis$35,322,292,100,998
Zeroes$658,701,141,295
FRAs$68,581,667,101,039
VNS$2,652,080,930,747
Inflation$6,486,841,563,828
Total$354,888,693,397,453

Figures as of COB Nov 13, 2019.

Notional Outstanding by Product

As of COB Nov 13, 2019

Daily Notional by Tenor

As of COB Nov 13, 2019

Notional Outstanding by Currency

As of COB Nov 13, 2019. *Other: ZAR, NZD, HKD, BRL, DKK, SGD, TWD, COP, KRW, PLN, NOK, CLP, CZK, CNY, HUF, MXN, INR, THB, SEK

Monthly Notional Volumes

Data as of month end.

Monthly Notional Outstanding

Data as of month end.

Monthly Trades Registered

Data as of month end.

Monthly Trades Outstanding

Data as of month end.

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

Our Methodology

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

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